Commit Graph
29 Commits
Author SHA1 Message Date
John Ricklefs 8e3cc484db ENH: If no exchange_full provided, use exchange 2016-08-19 16:45:52 -04:00
John Ricklefs ccde5cbf56 ENH: Add exchange_full to all Assets, incl. Futures. 2016-08-19 16:45:52 -04:00
John Ricklefs fce87015d2 ENH: Expose exchange_full on Equity objects 2016-08-19 15:59:52 -04:00
Jean Bredeche e6af4e4f1b ENH: made exchange a required parameter to Asset and its subclasses
This required updating a lot of tests.
2016-08-02 23:21:39 -04:00
Jean Bredeche 17e390a379 ENH: Read asset's exchange directly 2016-08-02 23:12:08 -04:00
Jean Bredeche 97ccb54326 MAINT: PR cleanup 2016-08-02 23:12:07 -04:00
Jean Bredeche d8af3fb92e ENH: Augment data.can_trade to check whether the asset's exchange is currently
open.
2016-08-02 23:11:10 -04:00
Joe Jevnik 4265a13edf Revert "Merge pull request #1354 from quantopian/revert-1302-point-in-time-asset-db"
This reverts commit 3b633011c6, reversing
changes made to 70ac5323de.
2016-08-02 14:25:10 -04:00
Joe Jevnik 814a2be7b7 Revert "Point in time asset db" 2016-07-27 23:29:08 -04:00
Joe Jevnik e246dc7661 MAINT: make asset classes know about their own kwargs 2016-07-26 13:34:58 -04:00
Joe Jevnik 166a8fe030 ENH: fix float default 2016-07-26 13:34:58 -04:00
Joe Jevnik 7fd8c29880 ENH: add point in time aspect to equity symbol mapping
Changes the overlap behavior so that it is an error to write data which
would have two companies holding the same ticker. Other than one test
around which company would win in that case, all the other tests are
passing. That single test has been changed to check the write-time
error.
2016-07-26 13:34:58 -04:00
Eddie Hebert 16fd6681a6 ENH: Rewrite of Zipline to use lazy access pattern
More documentation to follow in release notes.

Based on lazy-mainline branch, see for more details.

Also-By: Jean Bredeche <jean@quantopian.com>
Also-By: Andrew Liang <aliang@quantopian.com>
Also-By: Abhijeet Kalyan <akalyan@quantopian.com>
2016-04-04 16:12:58 -04:00
Richard Frank 79aff84aed MAINT: Moved auto_close_date to Asset
Handle custom data source with non-int sids
2016-02-04 21:58:57 -05:00
Richard Frank ede1eb7aa0 PERF: Look up expired futures from in-memory Futures
instead of queries to the db.
2016-02-04 18:55:34 -05:00
Richard Frank 28b34f6409 BUG: Handle OverflowError by comparing False
instead of raising
2016-02-01 15:02:15 -05:00
jfkirk db1e62971a ENH: Adds tick_size and renames futures multiplier 2016-01-22 14:56:30 -05:00
Joe Jevnik 663fbd7d74 PERF: make Asset comparison faster 2016-01-21 19:11:41 -05:00
Richard Frank 2eeb6e78f6 BUG: Enable comparison of an Asset to an int64 on 32-bit python
We use a number of mappings keyed by int64, which otherwise raised
KeyErrors for Assets.
2016-01-21 11:47:29 -05:00
Scott Sanderson 1524944edd DOC: Many docs improvements.
- 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
jfkirk a6ce1e5e8d ENH: Adds auto_close_date field to Future objects 2015-09-11 14:08:03 -04:00
jfkirk 3c1eea4ca1 MAINT: Removes references to trading.environment 2015-09-10 11:53:29 -04:00
Stewart Douglas 746f70a133 ENH: Create AssetDBWriter class
The AssetDBWriter class and its subclasses will
ultimately be responsible for creating the SQLite
database tables and writing data to these tables.

In the longer term AssetDBWriter and AssetFinder will
be decoupled, sharing only an SQLite connection.
However, for backward compatibility reasons this has
not yet been fully implemented.

Modify tests since AssetFinder no longer has a
metadata_cache attribute.
2015-09-10 11:53:22 -04:00
Warren O'Neill de09433fd4 MAINT: allows contract_multiplier to be non-integer 2015-09-01 11:54:09 -04:00
Andrew Daniels 46e7b06991 ENH: Adds root_symbol attribute to Future class
Also update AssetFinder to handle root_symbol in meta data
2015-06-25 10:18:18 -04:00
jfkirk aa92922ea8 ENH: Adds security_start_date and _end_date with deprecation warnings 2015-06-16 14:26:05 -04:00
jfkirk 035bfbd514 ENH: Adds AssetFinder and asset metadata management 2015-06-11 11:35:48 -04:00
jfkirk 84d4fa3c08 ENH: Adds Equity and Future classes as extensions of Asset class 2015-03-19 13:23:40 -04:00
jfkirk 2fd2f02c2a MAINT: Refactors Security to Asset
This commit refactors the Security cython class to Asset, and refactors some fields of the class accordingly. This change is so the terminology is consistent and correct when Asset is extended to asset types that are not securities, such as futures.
2015-03-19 13:23:40 -04:00