Commit Graph

3446 Commits

Author SHA1 Message Date
Joe Jevnik 79e7c84a40 TST: use rel imports from tests 2016-02-26 20:22:02 -05:00
Richard Frank bb70d16b92 BLD: Fixed detection of windows conda build
and fixed error during string formatting
2016-02-26 12:04:53 -05:00
Maya Tydykov c53ed5b384 Merge pull request #990 from quantopian/buyback_auth_in_pipeline
Buyback auth in pipeline
2016-02-26 10:13:19 -05:00
Maya Tydykov 18d838be87 MAINT: modify coersion logic.
MAINT: make expected_cols class attributes.

MAINT: make concrete_loader a class attribute.

MAINT: drop sid column before creating loader.

TST: add method to fill df with event cases.

TST: move common case df into test_events.py.

TST: improve tests and fix error message assertions.

STY: fix whitespace.

DOC: update docs.

STY: fix style.

MAINT: clean up

STY: fix indentation.

MAINT: use different assertion method to check error message for python3.4 compatibility.
2016-02-26 09:51:58 -05:00
Maya Tydykov 5b37af6e04 TST: enhance test; add more common data.
STY: fixes for PEP8.
2016-02-25 17:33:46 -05:00
Maya Tydykov e257dc1da9 MAINT: refactor constants to common file.
TST: refactor constants and clarify comments.

TST: clean up/extract constants in tests.

MAINT: add/modify constants.

MAINT: remove obsolete and alphabetize.

MAINT: clean up.

MAINT: modify constants to have named params.

MAINT: extract constants.

STY: fix indentation.

MAINT: refactor common part out of buyback_auth.

MAINT: refactor earnings test logic.
2016-02-25 17:33:45 -05:00
Maya Tydykov ae922bf3ee MAINT: modify next_date_frame and prev_date_frame to mirror previous_value.
MAINT: clean up and improve docs.

BUG: fix imports.

MAINT: refactor test.

MAINT: change class name.

MAINT: remove error since won't be reached.

TST: improve and expand tests.

MAINT: change class name.

MAINT: change class name.

MAINT: extract string constants and remove error that won't be reached.

STY: fix line length.

MAINT: undo name change.
2016-02-25 17:33:44 -05:00
Maya Tydykov 2fe126135c MAINT: make concrete_loader a property.
concrete_loader should be the same for each instance
of a Blaze loader.

MAINT: make expected_cols a property.

expected_cols should be the same for each instance
of a type of loader.
2016-02-25 17:33:44 -05:00
Maya Tydykov 8ceff892c5 BUG: specify UTC and no name-checking.
DOC: fix doc.

MAINT: revert to using getitem.
2016-02-25 17:33:43 -05:00
Maya Tydykov 7ddf18b407 MAINT: use column's missing value.
STY: fix flake8 failures.

MAINT: fixes for compatibility with py2.

MAINT: fix import error.

MAINT: use dict.items() for compatibility with py3.
2016-02-25 17:33:42 -05:00
Maya Tydykov 7100e60474 MAINT: accept more data structures, verify, and select loader dynamically.
MAINT: add fields based on changes to events loader.

MAINT: modify based on expectations of events loader.

MAINT: modify args.

TST: clean up and clarify df access.

TST: fix bugs in test that didn't properly split datasets' data.

MAINT: fix merge error.
2016-02-25 17:33:41 -05:00
Maya Tydykov a877fcfdb6 TST: finish blaze tests for buyback_auth.
DOC: update docs.

MAINT: use correct names.

BUG: explicitly pass all kwargs.

DOC: update docs.

STY: fix whitespace.

TST: rename vars and update docstring.

TST: fix indentation.

MAINT: fix comments.
2016-02-25 17:30:24 -05:00
Maya Tydykov 3142fa516f ENH: add buyback_auth loader.
WIP: finish refactoring blaze events loader.

WIP: tests passing for earnings.

BUG: pass all kwargs explicitly for BlazeEventsCalendarLoader.

If this is not done, resources are not bound correctly.

MAINT: refactor for buyback_auth.
2016-02-25 17:30:21 -05:00
Maya Tydykov 534f820a91 ENH: add buyback_auth dataset. 2016-02-25 17:19:19 -05:00
Maya Tydykov 54e36bc94f MAINT: create abstract events class. 2016-02-25 17:19:19 -05:00
Richard Frank 51e39a7f8a Merge pull request #1011 from quantopian/auto-close-docs
DOC: update whatsnew for equity auto closes
2016-02-25 15:09:06 -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 88e4758648 DEV: Added script for building all versions of zipline conda package 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
abhijeetkalyan 6b401cf656 Merge pull request #1009 from quantopian/deprecate-batch-transform
Deprecate batch transform
2016-02-24 16:35:04 -05:00
Abhijeet Kalyan ab7a5ee1cd DOC: Add whatsnew entry for batch transform deprecation 2016-02-24 16:15:46 -05:00
Abhijeet Kalyan 2883abb5a7 DEV: Deprecates batch_transform 2016-02-24 16:04:51 -05:00
Abhijeet Kalyan b57cac0f6f DEV: Adds deprecation utility 2016-02-24 14:50:32 -05:00
Joe Jevnik 1923c4fe05 DEV: add issue template 2016-02-23 18:07:26 -05:00
Joe Jevnik 27379f1500 Merge pull request #951 from quantopian/anaconda-build
DEV: conda recipe work
2016-02-23 17:44:01 -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
Joe Jevnik 60d06ddf43 MAINT: remove binstar stuff and cleanup setup.py 2016-02-23 14:02:57 -05:00
Scott Sanderson ed236b9c51 Merge pull request #1005 from quantopian/liquidation-followup
MAINT: Don't recompute portfolio in BTS.
2016-02-23 11:58:05 -05:00
Scott Sanderson fa8dd42031 Merge pull request #982 from quantopian/liquidation
Add auto_close_date support for equities
2016-02-23 10:00:55 -05:00
Scott Sanderson e940a56b08 MAINT: Don't recompute portfolio in BTS. 2016-02-23 00:41:58 -05:00
dmichalowicz 5be63f36d5 ENH: Add auto_close_date support for equities 2016-02-22 13:51:20 -05:00
Scott Sanderson e2db1a7b45 DEV: Add utility for generating test price/volume data. 2016-02-22 13:47:07 -05:00
Joe Jevnik 6ae6b4fc7a DEV: use the default build string 2016-02-22 13:20:40 -05:00
Richard Frank 931ee8a02c BLD: Added conda recipes for bcolz
and its dependency, setuptools_scm

bcolz was generated with skeleton and modified for cython, numpy, tests
2016-02-19 18:39:42 -05:00
Richard Frank c0ad640948 BLD: Put back build number 2016-02-19 15:42:07 -05:00
Richard Frank adb051700a BLD: Downgrade Cython
because of mislabeled osx anaconda package
2016-02-19 15:42:02 -05:00
Richard Frank 64b4334e5a BLD: Use build_requires with conda build 2016-02-19 15:36:57 -05:00
Joe Jevnik 92b6fe8d5b BLD: use setup_requires 2016-02-18 21:12:03 -05:00
Joe Jevnik 97f1ac7970 BLD: add setuptools>18 for bcolz 2016-02-18 21:11:47 -05:00
Joe Jevnik 4168c7bd26 BLD: use default build string 2016-02-18 21:10:14 -05:00
Joe Jevnik f51963cf7a BLD: add .pxi files to sdist 2016-02-18 21:10:14 -05:00
Joe Jevnik 448e0e9a3b BLD: back to git url 2016-02-18 21:10:14 -05:00
Joe Jevnik 1c7f40532d BLD: conda format for numpy 2016-02-18 21:10:13 -05:00