7ac024fb5c
Merge pull request #1484 from quantopian/refcount-pipelines
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PERF: Release unneeded pipeline terms.
2016-09-14 20:24:10 -04:00
7c58bf1e5b
STY: Flake8 and parameter rename.
2016-09-14 14:45:00 -04:00
cfd08f8d6b
Merge pull request #1486 from quantopian/all-the-readers-unite
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MAINT: Add BarReader base class for both minute and session readers
2016-09-14 14:32:01 -04:00
2856fd0ecf
MAINT: Add BarReader base class for both minute and session readers
2016-09-14 13:47:12 -04:00
a0e1b881aa
MAINT: Move refcount management into TermGraph.
2016-09-14 11:16:40 -04:00
6aa885dbeb
PERF: Release unneeded pipeline terms.
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Refcount pipeline terms during execution and release terms once they're
no longer needed.
This dramatically reduces memory usage on large pipelines.
2016-09-13 23:28:25 -04:00
1f859d34e5
MAINT: Add additional fields to __getitem__ for Order ( #1483 )
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These were previously available like the others.
2016-09-13 15:49:16 -04:00
e6a647edf1
Revert "added DGZ to delete list" ( #1481 )
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This reverts commit a5ecaf4c3a
2016-09-13 14:45:12 -04:00
b729ddd54f
Merge pull request #1479 from quantopian/run_algo-defaults
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BUG: run_algorithm with no data source should default
2016-09-12 13:00:33 -04:00
6afdb318ee
BUG: run_algorithm with no data source should default
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to 'quantopian-quandl' bundle
2016-09-12 12:17:17 -04:00
7a10d9392d
Merge pull request #1467 from quantopian/check_param-string_types
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Check param string types
2016-09-08 14:59:38 -04:00
9ad670bd46
More Fuzzy Symbol Fixes ( #1475 )
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* REF: More options before raise MultiFound.
* TST: Checks corner case for fuzzy matching.
2016-09-08 14:52:57 -04:00
c66d3ad820
Merge pull request #1471 from quantopian/fix-slow-startup
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PERF: Remove import-time calendar creations.
2016-09-08 10:21:00 -04:00
ff1bc51bd1
STY: Fix flake8.
2016-09-07 21:58:15 -04:00
85ce093270
MAINT: Updates from Joe's PR feedback.
2016-09-07 20:42:19 -04:00
bb22af747d
Merge pull request #1434 from quantopian/update-leveraged-etfs
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MAINT: Update leveraged ETF list
2016-09-07 13:48:12 -04:00
e6ef82fc4c
added DGZ to delete list
2016-09-07 13:12:34 -04:00
6c7af70155
Merge pull request #1473 from quantopian/release-1.0.2
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REL: Prepare for 1.0.2 release.
2016-09-06 21:33:49 -04:00
b1e50b3434
REL: Prepare for 1.0.2 release.
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Update release notes.
Generate api stubs.
2016-09-06 16:59:34 -04:00
07cdd291a1
Merge pull request #1472 from quantopian/branch-protect-hook-stopped-me-from-pushing-this-commit-directly-;_;
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ENH: improve warning for protocol getitem
2016-09-06 15:42:14 -04:00
863e2ffbea
ENH: improve warning for protocol getitem
2016-09-06 15:11:43 -04:00
bd420f938b
MAINT/TEST: Update default calendar smoketest.
2016-09-06 14:13:32 -04:00
1e030c77b2
Merge pull request #1449 from quantopian/getitem-is-not-getattr
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MAINT: remove __getitem__ as alias of __getattr__
2016-09-06 13:48:17 -04:00
b66d9ae976
DEV: update copyright in protocol.py (added code)
2016-09-06 12:42:06 -04:00
631984e1f5
ENH: just deprecate __getitem__, don't remove
2016-09-06 12:39:29 -04:00
6a3db75a92
Merge pull request #1462 from quantopian/symbol-lookup-raises
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Symbol lookup raises
2016-09-06 11:02:07 -04:00
e7e4db0701
BUG: Fixing 2/3 compat.
2016-09-06 10:12:01 -04:00
15ab8ac95e
BUG: Handle case with mult symbol options for same sid.
2016-09-06 10:12:01 -04:00
8056dd8a90
BUG: Fixing SymbolNotFound to be raised.
2016-09-06 10:12:00 -04:00
a8a2cc1582
PERF: Remove module-scope calendar creations.
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Remove module scope invocations of `get_calendar('NYSE')`, which cuts
zipline import time in half on my machine. This make the zipline CLI
noticeably more responsive, and it reduces memory consumed at import
time from 130MB to 90MB.
Before:
$ time python -c 'import zipline'
real 0m1.262s
user 0m1.128s
sys 0m0.120s
After:
$ time python -c 'import zipline'
real 0m0.676s
user 0m0.536s
sys 0m0.132s
2016-09-06 09:57:23 -04:00
43b9fa84d7
Revert "BUG: Capital change deltas rely on cash, not portfolio_value" ( #1470 )
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This reverts commit 5b1aa5ec55
2016-09-05 14:12:04 -04:00
7f6db68fc6
BUG: Fix up check_parameters usage of string_types
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and corresponding tests
2016-09-02 16:47:32 -04:00
eb6b6d046d
BUG: Change str to string_types to avoid errors
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When in python2.7, and unicode_literals is imported
type check will raise error because 'type' is not str but unicode
2016-09-02 16:47:13 -04:00
548e0675be
Merge pull request #1466 from quantopian/disallow-length-1-regressions
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ENH: Dont allow length=1 regressions/correlations.
2016-09-02 15:49:03 -04:00
ddcba8733d
Merge pull request #1464 from quantopian/add-coverage-for-last-traded-dt
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TST: Add direct coverage for get last traded dt
2016-09-02 14:59:21 -04:00
b946c657b7
Merge pull request #1420 from quantopian/add-cython-cleanup
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MAINT: Add script to clean out compiled files.
2016-09-02 14:16:18 -04:00
b0a93d57a0
DOC: Clarify expect_bounded docstring.
2016-09-02 13:33:55 -04:00
948d813b84
TST: Add direct coverage for get last traded dt
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Check that both an equity and future can return expected values for
`get_last_traded_dt`.
2016-09-02 13:19:46 -04:00
d7eb845c7f
Merge pull request #1465 from quantopian/remove-unused-adjustments-in-data-portal
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MAINT: Remove unused data portal methods.
2016-09-02 13:15:12 -04:00
28bca7cbd7
DEV: Find .c and .so files with regex.
2016-09-02 12:56:36 -04:00
12101c55c8
STY: Don't assign variables that won't be created.
2016-09-02 12:53:01 -04:00
8b2446aec6
ENH: Dont allow length=1 regressions/correlations.
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They're not meaningful, and they cause warnings from numpy.
Implemented in terms of a new preprocessor, `expect_bounded`, which
takes a tuple of `upper_bound` and `lower_bound`.
2016-09-02 12:49:09 -04:00
1269250dde
MAINT: Remove unused data portal methods.
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The apply adjustments behavior had been moved to the `HistoryLoader`
class.
2016-09-02 12:12:22 -04:00
8f3e0cbfb2
Merge pull request #1463 from quantopian/rm-risk-adjustments
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BUG: Do not adjust returns for sharpe and sortino
2016-09-02 11:32:02 -04:00
ec7e4f2333
BUG: Do not adjust returns for sharpe and sortino
2016-09-02 10:41:50 -04:00
c5c7a4ac4a
Merge pull request #1460 from quantopian/daily-aggregator-corner-cases
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TST/BUG: Full coverage on resample module.
2016-09-01 17:24:56 -04:00
8595ca81cb
Merge pull request #1459 from quantopian/target_cash_capital_change_from_raw_cash
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BUG/ENH: Fix behavior of 'target' capital changes
2016-09-01 16:54:56 -04:00
baff6a84bc
TST/BUG: Full coverage on resample module.
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test_resample now fully covers the resample module.
Fix a bug exposed by increased coverage, where daily aggregation on
`high` would return `nan` for an asset instead of 1) during the
course of day `1d` history was called on non-consecutive minutes and 2)
either, a) the value for the previously inspected dt was `nan` or b)
there were only `nan`s between the previous and current dt.
`low` had a similar bug which was only triggered if the value for the
previously inspected dt was `nan`.
2016-09-01 16:41:45 -04:00
0d40b84550
ENH: Allow passing additional adjustments to calculate_capital_changes
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If subclasses have additional capital change information that
is required to correctly calculate the target values for
cash capital changes, it can now be provided via
"portfolio_value_adjustment".
2016-09-01 16:04:46 -04:00
3ab907ee4f
BUG: Capital change deltas rely on cash, not portfolio_value
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The value of holdings is irrelevant when altering the
capital base of the current perf period.
2016-09-01 15:19:55 -04:00
Scott Sanderson