6cf81a3f1c
ENH: Allow override of order amount rounding. ( #1722 )
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* ENH: Use regular rounding to calculate order amounts.
We previously tried to prevent accidental over-ordering by truncating
orders down unless they were within 1e-4 of the next higher integer.
Unfortunately, this makes it easy for a sell order to be one share short
of the desired position.
Using regular rounding treats both buys and sells in the same way.
* ENH keep non-rounding behavior consistent, but leave code structured to make easier to override
* DOC make round_order public and describe behavior in docstring
2017-03-27 20:44:12 -04:00
39188b393c
Merge pull request #1723 from quantopian/deploy-docs-without-path.py
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ENH: Remove path.py as its not a dependency
2017-03-27 19:26:20 -04:00
721de2ab18
ENH: Remove path.py as its not a dependency
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MAINT: Add try finally block to deal with exceptions
2017-03-27 18:53:09 -04:00
8c211624fe
Merge pull request #1725 from quantopian/adhoc-cfe-calendar-test
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TST: Adhoc holidays in CFEExchangeCalendar
2017-03-27 18:17:09 -04:00
ca9da830fd
STY: Add newline
2017-03-27 09:59:08 -04:00
598444a2e8
TST: Test for adhoc holidays in CFEExchangeCalendar
2017-03-27 09:56:40 -04:00
759fc5bdff
Merge pull request #1698 from trical09/master
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ENH: Add CFE Adhoc Holidays
2017-03-26 19:30:04 -04:00
d66f7f53a0
ENH: Adding CFE Adhoc Holidays
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The CFE was closed along with the NYSE in observation of the days of
mourning in honor of the passing of presidents Gerald Ford and Ronald
Reagan. The CFE also observed the closures due to Hurricane Sandy,
along with NYSE. Adding those adhoc holidays to exchange_calendar_cfe
and removing them from cfe.csv in tests. To fit with
USNationalDaysofMourning, also removing the closure in observation of
the day of mourning in honor of the passing of president Nixon in
1994, despite the fact that the exchange did not exist at that time.
Signed-off-by: Maxwell Rounds <maxwell.j.rounds@gmail.com >
2017-03-26 15:54:14 -07:00
15b8832421
Merge pull request #1718 from quantopian/more-generic
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Add ContinuousFuture to lookup_generic
2017-03-25 09:23:35 -04:00
0e8576ee19
Merge pull request #1719 from quantopian/vectorize-spot-value
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Allow DataPortal.get_spot_value to accept multiple assets
2017-03-25 09:22:59 -04:00
c86798bc16
ENH: Add ContinuousFuture to lookup_generic
2017-03-25 09:04:17 -04:00
158d90a9ec
ENH: Allow DataPortal.get_spot_value to accept multiple assets
2017-03-25 09:02:10 -04:00
43d6004cff
ENH: Adds StaticSids pipeline filter ( #1717 )
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Useful for avoiding the need to create Asset objects when sids are
easier to use.
This is based off the existing implementation of StaticAssets, and
StaticAssets is now implemented as a wrapper around StaticSids.
2017-03-22 14:28:54 -04:00
5fd20e182f
Merge pull request #1683 from shadiakiki1986/bugfix_index_should_be_int
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BUG: Convert index to int so that the pandas indexing doesnt fail
2017-03-16 13:36:10 -04:00
b41163f058
Merge pull request #1715 from quantopian/missing-cf-error
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Better error message for non-existent root symbol
2017-03-16 12:02:15 -04:00
bb801344e9
ENH: Better error message for non-existent root symbol
2017-03-16 11:18:17 -04:00
bafe8eab6a
Merge pull request #1714 from quantopian/test-fixture-fix
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Equity daily data test fixture was using wrong sids
2017-03-15 16:44:05 -04:00
f4455179d4
Merge pull request #1710 from quantopian/sort-pipeline-data-on-asofdate
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Sort pipeline data on asofdate
2017-03-15 14:40:11 -04:00
6e4060fc4f
BUG: sort data on asof_date to resolve ts conflicts
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MAINT: fix arg default and update docstring
2017-03-15 14:10:58 -04:00
36e65d6a78
Merge pull request #1713 from quantopian/teach-data-about-current-session-minutes
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ENH: teach BarData about current session's minutes
2017-03-15 14:02:17 -04:00
ea1fb05676
ENH: teach BarData about current session's minutes
2017-03-15 13:40:33 -04:00
b907b2557e
TST: Equity daily data test fixture was using wrong sids
2017-03-15 13:16:45 -04:00
c8e58f3362
Merge pull request #1712 from quantopian/adjustment-cython-checker-recs
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MAINT: Apply linter recommendations to adjustments module.
2017-03-15 12:38:00 -04:00
c3509fcca3
MAINT: Apply linter recommendations to adjustments module.
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Remove unused variables.
Add type for values used to access arrays.
2017-03-15 11:26:38 -04:00
5bea92fc2f
BUG: use integer division for index so that pandas indexing doesnt fail
2017-03-13 07:42:51 +00:00
40aec722fe
Merge pull request #1709 from quantopian/whatsnew-1.1.1
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DOC: Add whatsnew for 1.1.1
2017-03-10 18:07:04 -05:00
b46da7a65b
DOC: Add whatsnew for 1.1.1
2017-03-10 17:46:13 -05:00
7d276842be
REL: Update stubs for 1.1.0 release
2017-03-10 17:19:57 -05:00
153f6636c7
BUG: fix label array code dtype condense
2017-03-08 20:54:57 -05:00
fcfc06ef0a
Merge pull request #1699 from quantopian/yahoo-url-update
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MAINT: Updated yahoo url for SSL
2017-03-08 16:04:51 -05:00
15c1058cca
Merge pull request #1681 from quantopian/1.1.0-whatsnew
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DOC: Draft whatsnew for 1.1.0 release
2017-03-08 15:51:16 -05:00
aab1707123
DOC: Write up whatsnew for 1.1.0 release
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DOC: Clarify changes and fix formatting
DOC: Remove 1.0.3 whatsnew
DOC: More formatting
DOC: Remove superfluous info
DOC: Change deploy command
DOC: Fix typo
DOC: Add mention of winsorize factor
DOC: Change date of release
DOC: Remove date for now
DOC: Change release to development
2017-03-08 14:53:47 -05:00
26b6236b78
Merge pull request #1703 from quantopian/ceil-bugfix
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BUG: ceil returns float, int needed for array indexing
2017-03-08 11:35:31 -05:00
b5e05ceae5
BUG: ceil returns float, int needed for array indexing
2017-03-08 11:05:54 -05:00
e1129b1265
Merge pull request #1702 from quantopian/reader-last-dates
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Set data portal last trading session/minute if passed
2017-03-08 10:04:24 -05:00
2274bf4467
BUG: Set data portal last trading session if passed
2017-03-08 09:07:03 -05:00
0bc29e10d4
Merge pull request #1696 from quantopian/add-winsorize
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ENH: Add winsorize factor
2017-03-07 18:07:09 -05:00
b4e97bc9d8
TST: Add tests for winsorize factor
2017-03-07 17:14:27 -05:00
309ec73faa
ENH: Add winsorize factor
2017-03-06 14:08:28 -05:00
b965eb951a
MAINT: Updated yahoo url for SSL
2017-03-05 17:37:45 -05:00
f90cd1ca0f
Merge pull request #1672 from quantopian/narrow-labelarray
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narrow labelarray
2017-03-02 19:32:56 -05:00
35338df2b7
TST: add roundtrip check
2017-03-01 15:15:16 -05:00
d140665203
Merge pull request #1694 from quantopian/invalid-test-data
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ENH: Make invalid data behavior optional
2017-03-01 11:13:15 -05:00
6929427cf5
ENH: Make invalid data behavior optional
2017-03-01 10:41:30 -05:00
799fbe8a83
Merge pull request #1693 from quantopian/nat-for-dtype-enh
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ENH: make NaT_for_dtype coerce the input to a dtype
2017-02-28 23:32:54 -05:00
70110a3bf6
ENH: make LabelArray.from_codes_and_metadata public
2017-02-28 23:12:55 -05:00
824129eff8
ENH: make NaT_for_dtype coerce the input to a dtype
2017-02-28 22:49:17 -05:00
02c1458328
DOC: Fix typo in -k/--keep-last option description
2017-02-28 22:27:18 -05:00
091a4843ed
Merge pull request #1692 from quantopian/pin-blaze-deps
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MAINT: Pin specific versions of blaze dependencies
2017-02-28 20:59:27 -05:00
f43aae33ea
BLD: Pin Miniconda version on Windows
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as we do on linux. The url for latest Miniconda2 was changed anyway.
2017-02-28 19:40:11 -05:00
Jean Bredeche