8a44231fa5
Merge pull request #1346 from quantopian/check-exchange-time
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ENH: time/calendar business logic improvements
2016-08-04 10:04:55 -04:00
d1077a36c2
TST: Fix broken tests, updated example data
2016-08-04 09:38:18 -04:00
7d4b19a7f0
ENH: Use bundle name as exchange value
2016-08-02 23:21:39 -04:00
e6af4e4f1b
ENH: made exchange a required parameter to Asset and its subclasses
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This required updating a lot of tests.
2016-08-02 23:21:39 -04:00
17e390a379
ENH: Read asset's exchange directly
2016-08-02 23:12:08 -04:00
9ae725b940
ENH: update register_calendar API to take a specific name
2016-08-02 23:12:07 -04:00
97ccb54326
MAINT: PR cleanup
2016-08-02 23:12:07 -04:00
6020752a1d
TST: Filter out pandas performance warnings in tests (for now)
2016-08-02 23:12:07 -04:00
fd03004d9f
TST: Add tests to verify that we check the correct exchange calendar for can_trade
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Also added temporary code to skip trying to get the last price of a
Future until we have finished the Futures data layer.
2016-08-02 23:12:07 -04:00
2854c77d55
ENH: Clock now fires a BEFORE_TRADING_START_BAR event.
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`AlgorithmSimulator` listens to that event to call the algorithm's
`before_trading_start` method.
2016-08-02 23:12:07 -04:00
d8af3fb92e
ENH: Augment data.can_trade to check whether the asset's exchange is currently
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open.
2016-08-02 23:11:10 -04:00
164bd06dba
Merge pull request #1368 from quantopian/lots-of-symbols
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Lots of symbols
2016-08-02 19:48:48 -04:00
1f10fff1c4
BUG: support querying more than 999 assets at a time
2016-08-02 18:53:57 -04:00
7e99094cb1
ENH: add __len__ and fix iteration for negative step
2016-08-02 18:53:57 -04:00
39e7476765
Merge pull request #1367 from quantopian/smoothing-at-least
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ENH: Added AtLeastN filter
2016-08-02 17:19:43 -04:00
e09fadb7e7
DOC: added to whatsnew
2016-08-02 16:39:24 -04:00
483397e554
ENH: Added AtLeastN filter
2016-08-02 16:34:32 -04:00
74c46732e5
Merge pull request #1361 from quantopian/point-in-time-assets-db-again
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Point in time assets db again
2016-08-02 15:35:56 -04:00
19ecb8d5e8
TST: add tests for range.__eq__
2016-08-02 14:25:10 -04:00
537ad05d59
ENH: other fields do not need to remain constant
2016-08-02 14:25:10 -04:00
6708ef1bdf
ENH: update assets-db-error-msg
2016-08-02 14:25:10 -04:00
4265a13edf
Revert "Merge pull request #1354 from quantopian/revert-1302-point-in-time-asset-db"
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This reverts commit 3b633011c670ac5323de
2016-08-02 14:25:10 -04:00
5b9d2e2d04
Merge pull request #1353 from quantopian/yield_capital_changes2
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ENH: Yield capital change information
2016-08-02 14:19:55 -04:00
f244dea27b
Merge pull request #1365 from quantopian/mooooore-doc-tweaks
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Regression docstring fixes
2016-08-02 13:29:42 -04:00
ecac6e9e08
Merge pull request #1360 from quantopian/shorten-equity-exchange
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ENH: Adding `exchange_full` to equity asset column
2016-08-02 11:35:27 -04:00
97099a0e92
DOC: regression docstring typos
2016-08-02 11:14:41 -04:00
c54ede896c
rebuilt in py3/pandas16
2016-08-02 10:43:04 -04:00
129d16fd3d
Merge pull request #1358 from quantopian/smoothing
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ENH: added smoothing to zipline
2016-08-02 10:32:11 -04:00
7761c736da
Merge pull request #1364 from sagivo/patch-3
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update readme
2016-08-02 10:30:24 -04:00
33bef2165c
rebuilt data in py3
2016-08-02 10:17:19 -04:00
a40d205afa
ENH: Adding exchange_full to equity asset column
2016-08-02 09:35:08 -04:00
499703d227
Merge pull request #1363 from quantopian/smoothing-filters
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ENH: Rename StrictlyTrue to All and add Any().
2016-08-02 08:51:15 -04:00
5cbddab0a3
remove symbols, print head
2016-08-02 01:26:55 -04:00
f13294de4e
ENH: Rename StrictlyTrue to All and add Any().
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Also, moved All() and Any() to `zipline.pipeline.filters.smoothing`.
2016-08-01 22:10:28 -04:00
574d7b197f
TEST: test for rolling nature of smoothing filter
2016-08-01 15:35:22 -04:00
5904ecb40f
ENH: Yield capital change information
2016-08-01 15:19:11 -04:00
18aba63da9
Merge pull request #1359 from quantopian/refactor_subperiod
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MAINT: Refactor application of capital changes
2016-08-01 14:00:48 -04:00
7623c0f6eb
MAINT: .sum() behaviour
2016-08-01 13:48:14 -04:00
98f3fc9326
MAINT: Refactor application of capital changes
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Previously, on the dt of a capital change, we use the un-updated
prices to find the ending performance of the previous subperiod and
then got the new prices to determine the portfolio value used to
calculate the delta, without actually updating the performance
before applying the capital change. This logic is confusing and
unintuitive. Instead, save the ending performance as we do previously,
but have temp values for the starting current subperiod value.
Update those temp values after processing the capital change
2016-08-01 11:51:45 -04:00
c10af2a0b9
TEST: more thorough testing
2016-08-01 11:40:14 -04:00
73de8e6182
STY: style changes and strictly_true_filter
2016-08-01 11:16:02 -04:00
2d5a2055d0
DOC: Added smoothing filter to whatsnew
2016-08-01 08:24:20 -04:00
694d9e952a
ENH: added smoothing to zipline
2016-08-01 08:20:10 -04:00
9103516e82
Merge pull request #1313 from nathanwolfe/master
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BUG: Add support for Panel data in accordance with documentation
2016-07-29 20:11:56 -04:00
0a196c7a69
MAINT: Correct PanelBarReader sessions property, expand test
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`tests/test_panel_daily_bar_reader.py` expanded to cover minute
frequency as well, using the same tests. Renamed to
`test_panel_bar_reader.py`.
2016-07-29 17:36:18 -04:00
ab9a899c5b
MAINT: Switch PanelBarReader to take trading calendar and freq args
2016-07-29 17:36:08 -04:00
763f2ab8b4
MAINT: Combine daily and minute into PanelBarReader.
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Also simplify `load_raw_arrays` and `get_last_traded_dt`.
2016-07-29 17:34:28 -04:00
69506570dd
ENH: Guard against tz-naive index for Panel data.
2016-07-29 17:32:02 -04:00
bdce4ef257
TST: Expand Panel data test to test for multiple sids.
2016-07-29 17:32:00 -04:00
3efbe6bc17
MAINT: Clean up data freq inference in TradingAlgorithm.run.
2016-07-29 17:15:47 -04:00
Jean Bredeche