82ebbfa18c
DOC: Removed non-existent classes from docs
2017-06-05 16:08:21 -04:00
4aeef2d533
DOC: Change docstrings to make documentation easier to read
2017-06-05 16:01:33 -04:00
2178ad1081
DOC: Create built in factors subheading, organize them alphabetically
2017-06-05 16:00:09 -04:00
092951470a
DOC: Fix invalid sphinx sections
2017-06-05 15:52:57 -04:00
30813860f5
Merge pull request #1811 from quantopian/run-chunked-pipeline
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Run chunked pipeline
2017-06-02 17:29:15 -04:00
6b19e45db4
ENH: Use context manager to suppress nan-categorical warning
2017-06-02 16:48:26 -04:00
69d1269fc4
ENH: Include sharedoc function
2017-06-02 16:48:26 -04:00
a88df2be0d
ENH: Add run_chunked_pipeline method to PipelineEngine
2017-06-02 16:48:09 -04:00
bdd1f158a3
ENH: Add function for running pipelines in chunks
2017-06-02 16:47:55 -04:00
897de69a2c
ENH: Add function to concatenate list of dataframes with categoricals
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STY: Alphabetized import list
2017-06-02 16:47:37 -04:00
c03bed30b6
Add missing Python 3.5 references (now supported)
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Add this version to the Conda build matrix and to the setup.py file.
2017-06-02 16:47:36 -04:00
9fe8076bbc
Merge pull request #1809 from Peque/py35
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BLD: Add some missing Python 3.5 references
2017-05-28 21:37:14 -04:00
77235a6eaa
MAINT: Remove label=omit from treasury link
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MAINT: Switch to https
2017-05-26 13:57:51 -04:00
c1280daaa3
MAINT: Remove environment as an argument to benchmark source. ( #1816 )
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MAINT: Remove environment as an argument to benchmark source.
To allow the BenchmarkSource class to be more easily used in contexts other than
a TradingAlgorithm, remove the TradingEnvironment as an argument to the
benchmark source.
Instead:
- Pass a benchmark Asset, instead of a bencmark sid; so that the asset_finder
does not need to be passed to the benchmark source.
- Pass the pre-calculated benchmark_returns instead of an env,
which contains the benchmark_returns; a consumer can let the benchmark_returns
stay as the default of `None` when using an asset.
We may want to further refactor and make two different classes, instead of
relying on a combination of existence/non-existence of benchmark_asset and
benchmark_returns. That refactoring should be easier to do with this change.
2017-05-25 16:11:25 -04:00
a3fe687b15
Merge pull request #1815 from quantopian/get-array-benchmark-source
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ENH: Add get_range to BenchmarkSource
2017-05-25 10:51:48 -04:00
655bf0f4cb
ENH: Add get_range to BenchmarkSource
2017-05-25 10:14:40 -04:00
0a481d4d6c
BLD: Modify conda label for Travis CI ( #1814 )
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* BLD: Modify conda label for Travis CI
We've been unnecessarily building packages that are already in the ci channel because conda build isn't respecting the full URL for that channel when using --skip-existing. We updated it to be just the name of the channel.
2017-05-24 22:37:03 -04:00
a5ec24e006
BLD: Swap conda build args to check CI label/channel first
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BLD: Change url to just channel/label path
2017-05-24 19:44:37 -04:00
d760a84468
Merge pull request #1788 from quantopian/rounding-cutoff-2
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Do not explicitly round asset prices
2017-05-24 11:30:00 -04:00
41aa212617
BUG: Some futures prices need more precision when rounding
2017-05-24 08:18:52 -04:00
28060bf11f
Merge pull request #1806 from ChrisPappalardo/pycon2017_sprints_docker
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DOC: Add instructions for common Docker build failures
2017-05-23 17:05:12 -07:00
d4054f7522
Merge pull request #1782 from quantopian/no_slippage_comparison
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MAINT: Remove __eq__ implementation from slippage
2017-05-23 15:39:36 -04:00
688d29716a
updated dockerfiles with instructions for dealing with common build failures and updated base image from python 2.7 to 3.5
2017-05-23 09:57:25 -07:00
a219e9910e
Add missing Python 3.5 references (now supported)
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Add this version to the Conda build matrix and to the setup.py file.
2017-05-23 09:39:21 +02:00
a382dda034
MAINT: Remove __eq__ implementation from slippage
2017-05-22 23:00:24 -04:00
beba243e2e
Merge pull request #1802 from Peque/calendar_bug
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Fix bug in TradingCalendar initialization
2017-05-22 16:47:51 -07:00
c6fa1cad2e
Merge pull request #1701 from quantopian/py35-support
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BLD: Update CI files for py35
2017-05-22 14:48:35 -07:00
c4a50eda82
DOC: Update beginner tutorial
2017-05-22 12:56:10 -07:00
64f991b400
Fix bug in TradingCalendar initialization
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A TypeError exception was raised with message "Cannot join tz-naive with
tz-aware DatetimeIndex". Removing old unnecessary workaround in
`holidays_at_time` function (Pandas already fixed that before 0.18)
fixes this issue.
2017-05-22 13:27:01 +02:00
c2e011440e
MAINT: Remove .bumpversion.cfg because we haven't used it lately
2017-05-21 11:32:08 -07:00
4c3074c368
Merge pull request #1798 from quantopian/with-equity-pipeline-engine
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With equity pipeline engine
2017-05-19 10:48:15 -04:00
dbf037e1d3
ENH: Add WithEquityPricingPipelineEngine test fixture
2017-05-19 10:04:30 -04:00
5115b14557
Merge pull request #1794 from Peque/peque
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Fix docstring in TradingEnvironment class
2017-05-19 05:52:56 -07:00
be8ea7c54c
Merge pull request #1793 from quantopian/tests-without-yahoo
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TST: Don't require downloading of data for tests
2017-05-18 13:27:08 -04:00
8734224701
TST: Use testing market data with run_algorithm
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so env doesn't need to download it
2017-05-18 12:54:06 -04:00
3ca5a15859
TST: Use fixture's data with tmp_trading_env
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instead of env needing to download it
2017-05-18 12:54:05 -04:00
955862b4b3
TST: Use fixture's trading env for FakeDataPortal or TradingAlgo
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to avoid a new trading env needing to download data unnecessarily
2017-05-18 11:55:48 -04:00
60f04b7345
Fix docstring in TradingEnvironment class
2017-05-17 18:42:36 +02:00
ecd86aa799
BLD: Update CI files for py35
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BLD: Move setuptools_scm recipe earlier
in build process. We order alphabetically.
BLD: Update to newest Cython version
BLD: Update version of matplotlib
BLD: Pin matplotlib dependency
2017-05-16 15:33:27 -04:00
ca26208569
Merge pull request #1791 from quantopian/cleanup-latest-flake8
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MAINT/STY: Upgrade flake8 and fix new failures.
2017-05-15 11:39:51 -07:00
22df0a9cb9
MAINT/STY: Upgrade flake8 and fix new failures.
2017-05-15 11:45:04 -04:00
2b292c4e25
Merge pull request #1789 from quantopian/more-commission-cleanup
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Refactor commission model class hierarchies
2017-05-12 13:55:39 -04:00
43d1af0240
MAINT: Refactor commission model class hierarchies
2017-05-12 12:31:36 -04:00
c20807a0c7
Merge pull request #1750 from quantopian/remove-batch-otp
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MAINT: batch_order_target_percent -> batch_market_order.
2017-05-11 11:30:35 -07:00
f0601a9e3c
MAINT: Mark .ipynb files as binary.
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Makes `git grep` not print the binary content of png files.
2017-05-09 13:52:57 -04:00
d653820be3
MAINT: batch_order_target_percent -> batch_market_order.
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The only downstream contex that was using batch_order_target_percent
already had all necessary prices, so calling batch_order_target_percent
was wasteful.
2017-05-09 13:52:57 -04:00
3650220850
Merge pull request #1767 from quantopian/no-slippage-history
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More futures slippage cleanup
2017-05-09 13:17:28 -04:00
a4464e7d20
MAINT: Various futures slippage model fixes and cleanup
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- Handle history lookback error before start date
- Adjust default futures slippage volume limit
- Allow subclassing EquitySlippageModel and FutureSlippageModel together.
2017-05-09 11:47:55 -04:00
e8d60d9f75
SEC: Rotate secure vars for anaconda tokens
2017-05-09 11:28:55 -04:00
a1efd56850
Merge pull request #1785 from quantopian/reindex-reader-get-value
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Fixes equity history calls on the futures calendar
2017-05-09 10:33:58 -04:00
Ana Ruelas