7aa04a2e17
ENH: Add pipeline.engine_from_files.
2015-11-20 20:13:19 -05:00
ac7b44af23
ENH: Add USEquityPricingLoader.from_files.
2015-11-20 20:13:19 -05:00
f169bb00aa
MAINT: Re-export USEquityPricingLoader.
2015-11-20 20:13:19 -05:00
cf7e87a4b9
DOC: Typo in docstring.
2015-11-20 20:02:56 -05:00
d8edadc9af
Merge pull request #866 from quantopian/chunk-queries
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BUG: chunk sqlite queries
2015-11-20 14:07:37 -05:00
f48f88861d
BUG: chunk sqlite queries into groups of 999.
2015-11-20 13:39:46 -05:00
dc68ad132a
Merge pull request #859 from quantopian/future_beta
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Better handle missing benchmarks when calculating beta
2015-11-19 13:11:43 -05:00
4237a08584
DOC: Updated whatsnew for missing benchmarks handling
2015-11-19 09:40:13 -05:00
34a842c052
MAINT: Also return nan when simulation is shorter than 2 days
2015-11-19 09:36:56 -05:00
f4cf30dd19
BUG: Return NaN beta when missing benchmarks
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instead of raising LinAlgError
2015-11-19 09:36:56 -05:00
a9c91a7fbf
MAINT: Add a script for deploying docs changes.
2015-11-19 02:59:31 -05:00
851eece612
MAINT: Add script for generating docs.
2015-11-19 02:55:36 -05:00
85a95ea0a1
Merge pull request #864 from quantopian/docs-improvements
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Docs improvements
2015-11-19 00:55:30 -05:00
7098462cd9
DOC: Document more documentation improvements.
2015-11-19 00:54:55 -05:00
3100a60dd4
DOC: Use absolute paths.
2015-11-19 00:50:00 -05:00
8503c91339
DOC: Verb choice.
2015-11-19 00:49:00 -05:00
7f9856d129
DOC: Add active development section to releases.
2015-11-19 00:47:35 -05:00
b71327d694
STY: Oxford comma.
2015-11-19 00:46:41 -05:00
e812a1c7a8
DOC: Document updates to documentation.
2015-11-19 00:15:17 -05:00
1524944edd
DOC: Many docs improvements.
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- Generate links to sourcecode via the Sphinx `viewcode` extension.
- Generate reference docs for Asset/Equity/Future, AssetFinder, and
AssetDBWriter.
- Generate reference docs for Pipeline API classes.
- Fix broken links and formatting issues in the 0.8.4 whatsnew.
- Use embedsignature in _assets.pyx so that the signatures of Asset
subclasses are inspectable.
2015-11-19 00:15:17 -05:00
dfe21dc1de
DOC: Add whatsnew for isnan and friends.
2015-11-18 22:44:20 -05:00
c5d5cfdc65
Merge pull request #861 from quantopian/pipeline-isnan
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ENH: Add isnan, notnan, and isfinite Factor methods.
2015-11-18 22:41:37 -05:00
b43c4f4c0b
ENH: Add isnan, notnan, and isfinite Factor methods.
2015-11-18 21:44:53 -05:00
0cdd88a069
Merge pull request #847 from quantopian/fix-numpy1.10-failures
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MAINT: Fix type coercion warnings with numpy 1.10.
2015-11-17 11:39:23 -05:00
aef38c4a74
MAINT: Remove unused import.
2015-11-17 11:22:08 -05:00
fed6655204
Merge pull request #817 from quantopian/speedup-retrieve-all
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Speedup retrieve all
2015-11-16 18:22:59 -05:00
0f349fc3ed
MAINT: Fix type coercion warnings with numpy 1.10.
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Numpy warns about adding Python integers to uint32s and converting date
objects to datetime64.
2015-11-15 22:42:36 -05:00
4832004c33
TEST: Test fallback to start_date/end_date sorting.
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Adds tests asserting that we resolve conflicts in accordance with the
following rules when we have multiple assets holding the same symbol at
the same time:
If multiple SIDs exist for symbol S at time T, return the candidate
SID whose start_date is highest. (200 cases)
If multiple SIDs exist for symbol S at time T, the best candidate
SIDs share the highest start_date, return the SID with the highest
end_date. (34 cases)
It is the opinion of the author (ssanderson) that we should consider
this malformed input and fail here. But this is the current indended
behavior of the code, and I accidentally broke it while refactoring.
These will serve as regression tests until the time comes that we
decide to enforce this as an error.
See https://github.com/quantopian/zipline/issues/837 for more
details.
2015-11-13 18:26:54 -05:00
06ab766544
MAINT: De-dupe shared filtering logic.
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We filter for assets that were alive at some reference date in multiple
places.
2015-11-13 18:26:54 -05:00
a3bafd8dc7
MAINT/STY: Use dict.get instead of in check.
2015-11-13 18:26:54 -05:00
26611b5d60
MAINT: Don't double-coerce to Timestamp.
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`normalize` would already fail if the input isn't a Timestamp.
2015-11-13 18:26:54 -05:00
b9e4b62374
PERF: Fewer conversions in _convert_row_to_equity.
2015-11-13 18:26:54 -05:00
657a132f1e
ENH: Make retrieve specific type functions public.
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We rely on these upstream, for better or worse, so add tests and docs.
Also adds distinct `EquitiesNotFound` and `FutureContractsNotFound`
exceptions.
2015-11-13 18:26:54 -05:00
3619a24e4d
TEST: Add support for futures to tmp_asset_finder.
2015-11-13 18:26:54 -05:00
9e463fd5d8
MAINT: make_rotating_asset -> make_rotating_equity.
2015-11-13 18:26:54 -05:00
4109640acb
MAINT: make_simple_asset_info -> make_simple_equity_info.
2015-11-13 18:26:54 -05:00
a684063f95
DOC: Don't lie about caching in _retrieve_asset.
2015-11-13 18:26:54 -05:00
9101636bf6
MAINT: Remove unused method.
2015-11-13 18:26:54 -05:00
60b988a777
MAINT: Remove unused method.
2015-11-13 18:26:54 -05:00
1c52977964
DOC: group_by_type returns a regular dict.
2015-11-13 18:26:54 -05:00
c763d8f4d5
STY: Remove unused import.
2015-11-13 18:26:54 -05:00
654edaa851
BUG: Clear asset caches when mapping DataFrame.
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Our DataFrame index resolution logic relies on failed lookups **not**
being cached, but not caching failed lookups is a nontrivial performance
hit when repeatedly looking up sids. The "solution" here is to clear
the caches after writing in new assets.
The real fix for this is either:
1. Don't construct an AssetFinder until we have the datasource in hand
in run(), or
2. Don't symbol-map the user's input source if it's a DataFrame.
Instead we should make our data loaders pre-map the data.
2015-11-13 18:26:54 -05:00
5bddf32062
BUG: Raise if we fail to symbol map a Frame/Panel.
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Previously, we just warned here, but then we'd fail immediately trying
to write the found values into an index that's too long.
2015-11-13 18:26:54 -05:00
ff51510d88
PERF: Cache the result of failed lookups.
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Otherwise we'll keep trying to look them up.
2015-11-13 18:26:54 -05:00
c818463051
MAINT: Simplify conditional.
2015-11-13 18:26:54 -05:00
abbda17239
Merge pull request #841 from quantopian/remember-downloads
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Remember downloads
2015-11-13 18:25:06 -05:00
182cf9754c
DOC: Add a whatsnew.
2015-11-13 18:12:10 -05:00
43ac9eab5c
ENH: Check getmtime on download locations.
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Rather than repeatedly try and fail to download data that's not yet
available, only try to download again if we haven't successfully
downloaded in the last hour.
2015-11-13 18:06:04 -05:00
1b7d0c9477
MAINT: Add __future__ print function import.
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We do print(stock) in this file, which happens to work in py2, but is
confusing.
2015-11-13 18:06:04 -05:00
15c146b4a6
Merge pull request #840 from quantopian/coveralls_please
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BLD: Add back installation of coveralls on travis
2015-11-13 17:38:51 -05:00
Scott Sanderson