735d98fb6e
TST: add tests for inferred width labelarray
2017-02-07 16:28:13 -05:00
d378c9fca3
ENH: store the 'codes' for a labelarray in the narrowest int type possible
2017-02-02 20:58:36 -05:00
d9321f4795
TST: assert_equal dispatch for tuples
2017-02-01 19:42:10 -05:00
38367b6794
Merge pull request #1669 from quantopian/expect_strict_bounds
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ENH: Decorator to check inputs fall EXCLUSIVELY between bounds
2017-02-01 14:01:26 -05:00
6cd6163fd2
ENH: Decorator to check inputs fall EXCLUSIVELY between bounds
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Make a new decorator, expect_strictly_bounds, which shares logic
with the existing expect_bounded (which checks that inputs fall
INCLUSIVELY between bounds),
2017-02-01 13:38:27 -05:00
bb36ec1224
Merge pull request #1661 from quantopian/optionally-apply-deltas-adjustments
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Optionally apply deltas adjustments
2017-01-31 15:40:43 -05:00
dda5334580
TST: add arg to test assertion
2017-01-31 15:19:05 -05:00
bd06ff14ed
MAINT: optionally apply deltas adjustments based on info from dataset
2017-01-31 15:19:03 -05:00
58850b86ad
Merge pull request #1667 from quantopian/pricing-fixture-cleanups
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Pricing fixture cleanups
2017-01-31 10:32:17 -05:00
9786483ec0
Merge pull request #1665 from quantopian/determine_overwrite_type_dynamically
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Determine overwrite type dynamically
2017-01-31 10:06:21 -05:00
9cdd696467
TST: add test cases for int and object dispatching
2017-01-31 09:43:39 -05:00
c5efba0c8a
MAINT: make obj adjustment dispatching more granular
2017-01-31 09:43:39 -05:00
08b159d5da
ENH: add Int64Overwrite and dispatching for it
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BUG: column value should be float
DOC: update docs
2017-01-31 09:43:37 -05:00
98a8fdfb09
MAINT: determine core loader overwrite types dynamically
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TST: update test to reflect adjustment mapping change
2017-01-31 09:43:34 -05:00
f14e8e00ef
MAINT: Raise LookupError instead of KeyError.
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KeyError calls __repr__ on its input, which makes it really unpleasant
to read multi-line strings.
2017-01-30 22:13:18 -05:00
96ba361e36
Merge pull request #1666 from quantopian/add_class_callback_args
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MAINT: pass args, kwargs to add_class_callback
2017-01-30 15:43:40 -05:00
938bb70227
DOC: Update out of date docstring.
2017-01-30 13:33:21 -05:00
caee313012
ENH: Align daily/minute bar lookbacks by default.
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When EQUITY_DAILY_BAR_SOURCE_FROM_MINUTE is set, use
EQUITY_MINUTE_BAR_LOOKBACK_DAYS as the default value for
EQUITY_DAILY_BAR_LOOKBACK_DAYS.
Without this, trying to run a minutely backtest in a test setting only
EQUITY_MINUTE_BAR_LOOKBACK_DAYS and EQUITY_DAILY_BAR_SOURCE_FROM_MINUTE
fails because the benchmark creation process makes a daily history call
for the entire period of the backtest, which then fails because the
equity daily bar calendar is shorter than the equity minute bar
calendar.
I can't imagine a circumstance in which you'd want the daily bar
calendar to be shorter than the minute bar calendar when you're sourcing
daily bars from minutes, so this change makes that the default behavior
unless it's explicitly overridden.
2017-01-30 13:28:00 -05:00
d82bf7a1e3
BUG: Fix bad error handling in history loader.
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Fixes a bug where we'd fail to raise an error if the start/end of a
history window call don't aren't in the loader's calendar.
We were started dropping this error after a previous change swapped out
calls to `index.get_loc` with calls to `index.searchsorted` to avoid
creating hash tables in pandas.
2017-01-30 13:23:47 -05:00
e5f403deca
ENH: Add direct methods for session start/end.
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Rather than having to do 'start, _ = cal.open_and_close_for_session(dt)'
to get just the start, we can now do 'start = cal.session_start(dt)'.
2017-01-30 13:00:45 -05:00
beea8624d1
MAINT: pass args, kwargs to add_class_callback
2017-01-27 18:19:23 -05:00
484f80dd01
Merge pull request #1663 from quantopian/support-futures-in-lookup-generic
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ENH: Add futures support for generic asset lookup.
2017-01-26 21:41:13 -05:00
1302d4152f
ENH: Add futures support for generic asset lookup.
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Attempt to lookup up the symbol in the futures table, after attempting to look
up the symbol in the equities table.
2017-01-26 21:08:30 -05:00
8bf2da6ac0
Merge pull request #1662 from quantopian/remove-unused-future-methonds-from-asset-finder
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MAINT: Remove unused futures related methods from asset finder.
2017-01-26 16:06:32 -05:00
2a9d8cebc3
MAINT: Remove unused futures related methods from asset finder.
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These methods became unused during the course of reworking futures to support
continuous futures.
2017-01-26 15:41:30 -05:00
0d1e5e2d1c
Merge pull request #1659 from quantopian/remove-position-multipliers
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Multipliers were not removed when closing a position
2017-01-25 17:48:48 -05:00
44088dd4d5
BUG: Multipliers were not removed when closing a position
2017-01-25 17:23:09 -05:00
b080d337f5
Merge pull request #1657 from quantopian/compare-slippage-models
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ENH: Solidify equality comparisons for SlippageModel classes
2017-01-24 11:47:29 -05:00
ccddc86d6b
ENH: Solidify equality comparisons for SlippageModel classes
2017-01-24 11:28:32 -05:00
9ea1ee443a
Merge pull request #1656 from quantopian/fix-open-minutes-for-append
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BUG: Fix end session metadata for minute bar writer.
2017-01-22 15:58:27 -05:00
b90091e494
BUG: Fix end session metadata for minute bar writer.
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When opening with a new `end_session`, i.e. opening for append, write the new
end session to the metadata.
Fixes an issue where the calendar on minute bar readers did not include the
recently appended day, causing reads on the last values to fail.
According, update append test to read a value, instead of checking table length.
2017-01-22 15:14:05 -05:00
364f5cc199
Merge pull request #1644 from quantopian/closed-means-closed
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Don't allow ordering assets after their auto close date
2017-01-20 10:19:27 -05:00
83a221e986
BUG: can_trade was true for assets after their auto close date
2017-01-20 09:54:30 -05:00
f0b5b21c67
Merge pull request #1655 from quantopian/fix-py3-error
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BUG: fix a py3 invalid char
2017-01-19 21:03:28 -05:00
efcc87e089
BUG: fix a py3 invalid char
2017-01-19 20:43:48 -05:00
006df906b0
Merge pull request #1654 from quantopian/tell-me-the-current-session
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ENH: add current_session property to BarData
2017-01-19 17:09:30 -05:00
1f56f20a7f
ENH: add current_session property to BarData
2017-01-19 16:53:49 -05:00
25f826d5c7
Merge pull request #1643 from quantopian/events-loader-handle-empty-raw-data
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Events loader handle empty raw data
2017-01-19 13:01:43 -05:00
ecbc7f890b
BUG: make the events loader handle empty raw data
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TST: add test case for empty raw events data
BUG: update for python compatibility
MAINT: Simplify assertion for empty events case.
DOC: Add comments on indexer unpacking.
MAINT: move some config to test method
2017-01-19 12:00:49 -05:00
fad98672e0
Merge pull request #1650 from quantopian/slippage-cleanup
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ENH: Small refactoring of fill price check.
2017-01-18 09:57:03 -05:00
7e2838744c
ENH: Small refactoring of fill price check.
2017-01-18 09:22:05 -05:00
962c414ab7
Merge pull request #1649 from quantopian/easier-open-minute-bars-for-append-truncate
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Easier open minute bars for append and truncate
2017-01-17 17:56:17 -05:00
df87dfb227
ENH: Add sorted to sid list when truncating.
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For repeatable order of truncates between invocations.
2017-01-17 17:25:28 -05:00
1d75143f54
ENH: Add a method to open existing minute bar directory.
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Remove need for a consumer that is editing an existing minute bars directory to
reread the values which should not change from the metadata.
Add a test to the append on new day and truncate, which would be the common
usage of this method.
2017-01-17 17:25:27 -05:00
2af63dfab7
Merge pull request #1646 from quantopian/update-toolz
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BLD: Use latest version of toolz.
2017-01-13 16:09:55 -05:00
cb50959efc
BLD: Use latest version of toolz.
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Also, add requirement of cytoolz to blaze reqs so that toolz and cytoolz are
on the same version.
2017-01-13 15:42:59 -05:00
a06503d8ec
Merge pull request #1645 from quantopian/nitpick-some-more-why-dont-you
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STY: Simplify style in conditional.
2017-01-12 22:26:21 -05:00
57b09ce1d7
STY: Simplify style in conditional.
2017-01-12 22:03:35 -05:00
64f77eb3e4
MAINT: Update and pin more dev requirements
2017-01-08 14:07:55 -05:00
50c096c3e9
MAINT: Pin exact versions of Mako, MarkupSafe, requests-file
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which are transitive dependencies of zipline
2017-01-07 17:57:29 -05:00
Joe Jevnik