Commit Graph

154 Commits

Author SHA1 Message Date
dmichalowicz 9d006b328b DOC: Add whatsnew entry 2016-03-23 15:08:38 -04:00
Scott Sanderson c90ac1ad33 DOC: Add whatsnew entry. 2016-03-19 19:09:16 -04:00
Joe Jevnik 721dd36116 TST: move test_utils and adds test fixture classes
Renames zipline.utils.test_utils to zipline.testing

Adds zipline.testing.fixtures.ZiplineTestCase to manage setup and
teardown and adds mixins to define fixtures like an asset finder or
trading calendar.
2016-03-10 15:39:52 -05:00
Maya Tydykov 0010828893 DOC: update whatsnew. 2016-03-03 15:27:16 -05:00
dmichalowicz 8866614aa1 DOC: update whatsnew for equity auto closes 2016-02-25 14:49:08 -05:00
Joe Jevnik 63b3c4c73c DOC: whatsnew for 0.8.5 2016-02-24 22:56:48 -05:00
Richard Frank 8e1b9b7a8d REL: 0.8.4 2016-02-24 21:26:05 -05:00
Joe Jevnik e45a973e22 DEV: add conda_build_matrix.py to help upload packages 2016-02-24 21:26:05 -05:00
Richard Frank 720e880fd9 DOC: Updated release doc about bdist_wheel 2016-02-24 21:26:05 -05:00
Richard Frank 3bca062cd7 DOC: Updated with latest release process 2016-02-24 18:51:48 -05:00
Abhijeet Kalyan ab7a5ee1cd DOC: Add whatsnew entry for batch transform deprecation 2016-02-24 16:15:46 -05:00
Joe Jevnik 7462c8d16e DOC: update whatsnews 2016-02-23 17:25:19 -05:00
Joe Jevnik 7b2e646458 STY: correct underline length 2016-02-23 17:09:18 -05:00
Joe Jevnik 0d3cbdf3a8 DOC: update whatsnew 2016-02-23 17:08:54 -05:00
Joe Jevnik 0007b49ec5 DOC: add commit extlink for zipline commits 2016-02-23 17:08:45 -05:00
Scott Sanderson 3cfc22ed77 DOC: Add whatsnew. 2016-02-12 21:23:47 -05:00
Scott Sanderson 9551e13895 DOC: Add whatsnew entry. 2016-02-10 18:51:33 -05:00
jfkirk f15245924d DOC: Whatsnew entry for assets db downgrade 2016-01-22 15:48:31 -05:00
Richard Frank 4ee919aeb2 Merge pull request #959 from quantopian/asset_keyerror
Asset KeyError
2016-01-21 12:38:53 -05:00
Richard Frank 46a47d407c DOC: Added whatsnew 2016-01-21 11:47:32 -05:00
Eddie Hebert 85be1b0a40 Merge pull request #963 from quantopian/minute-writer-for-one-per-sid-2
ENH: Add writer for minute bcolz format.
2016-01-21 10:59:38 -05:00
Eddie Hebert d5c3b5a15c ENH: Add writer for minute bcolz format.
Implement a writer for minute data into a format comprised of multiple
ctables, one for each individual asset, with a common 'index' shared by
all ctables where a given a dt maps to the same array index for all
equities and fields.

This format is pulled from the lazy-mainline/Q2.0 branch, with some
changes to the interface.

Add basic retrieval of values at a given dt to reader. Not yet used by
Zipline simulations, but added to support unit tests.

Also, rename stubbed out us_equity_minutes to minute_bars, since the
writer can be agnostic to asset type.
2016-01-21 10:54:27 -05:00
jfkirk 85099c3bd0 DOC: whatsnew entry for total_positions_value bug fix 2016-01-19 16:11:22 -05:00
Richard Frank 0dac2e056f Merge pull request #937 from quantopian/conda_source_build
Conda source build
2016-01-15 18:38:50 -05:00
Joe Jevnik 6280614a69 DOC: whatsnew 2016-01-13 16:36:20 -05:00
Scott Sanderson 843280133d DOC: Add whatsnew. 2016-01-12 17:51:29 -05:00
Jonathan Kamens 2ee40db0ec MAINT: Upgrade requests 2.7.0 -> 2.9.1 2016-01-06 22:33:33 -05:00
Richard Frank aa0dae6292 DOC: Added whatsnew for conda build 2016-01-05 21:30:43 -05:00
Joe Jevnik f09af0b770 DOC: whatsnew entry 2016-01-05 18:08:20 -05:00
Joe Jevnik 7a6ba4f249 Merge pull request #924 from quantopian/dataset-subclassing
ENH: Make datasets have subclass relationships
2015-12-29 11:43:55 -05:00
Scott Sanderson 1f137d4dd8 Merge pull request #927 from quantopian/dollar-volume-update
ENH: Change DollarVolume to AverageDollarVolume.
2015-12-28 16:14:16 -05:00
Scott Sanderson 72887f0065 ENH: Change DollarVolume to AverageDollarVolume. 2015-12-28 16:12:11 -05:00
Joe Jevnik 7b6ea9dd26 DOC: add whatsnew entry for exception changes 2015-12-22 12:31:15 -05:00
llllllllll f933d6b44e DOC: whatsnew entry 2015-12-22 12:25:30 -05:00
dmichalowicz e2d088c2be DOC: Update whatsnew 2015-12-21 16:49:01 -05:00
Scott Sanderson 8abef95bb5 DOC: Rename exponential stddev.
ExponentialWeightedStandardDeviation -> ExponentialWeightedMovingStdDev.

This is more consistent with the other moving moment factors.
2015-12-18 14:30:28 -05:00
Scott Sanderson 7305f0c3b9 DOC: Miscellaneous docs updates. 2015-12-11 22:29:41 -05:00
Scott Sanderson 7996c07107 DOC: Add whatsnew. 2015-12-11 22:20:38 -05:00
Scott Sanderson b5d3f2be0a DOC: Update whatsnew. 2015-12-11 13:54:57 -05:00
Scott Sanderson 1a595c00ef DOC: Fix formatting in homebrew link. 2015-12-08 15:25:57 -05:00
Scott Sanderson c4da85b34c DOC: Add libfreetype6-dev to debian reqs. 2015-12-08 13:30:25 -05:00
Scott Sanderson fabac9e3b9 DOC: Add whatsnew. 2015-12-08 12:43:57 -05:00
Scott Sanderson 63af5273d1 DOC: Add docs section on installation. 2015-12-08 12:35:34 -05:00
Tim Shawver d576a9dd3a Add the built-in factors to the API docs for zipline.io, so that I can link to the Returns factor from the release notes. 2015-12-01 15:54:19 -05:00
Tim Shawver 026ab30ea5 Added an entry to whatsnew for 0.8.4. 2015-12-01 15:26:10 -05:00
llllllllll 68a08d8c2a DOC: whatsnew 2015-11-24 16:45:52 -05:00
Scott Sanderson 121632e814 DOC: Add a whatsnew entry. 2015-11-20 21:12:34 -05:00
Richard Frank 4237a08584 DOC: Updated whatsnew for missing benchmarks handling 2015-11-19 09:40:13 -05:00
Scott Sanderson a9c91a7fbf MAINT: Add a script for deploying docs changes. 2015-11-19 02:59:31 -05:00
Scott Sanderson 851eece612 MAINT: Add script for generating docs. 2015-11-19 02:55:36 -05:00