8fdbfb828b
DOC: Added zipline logo to README
2016-05-12 12:03:08 -04:00
3ef05522ed
Merge pull request #1185 from quantopian/redesign-buyback-auth
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Redesign buyback auth
2016-05-12 11:30:02 -04:00
6b60e447a0
MAINT: incorporate string support
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STY: remove unused imports
MAINT: change dtype to object for compatibility with python3
MAINT: rename pipeline columns and constants for clarity
MAINT: rename column
2016-05-12 10:50:31 -04:00
3d521561f5
TST: update tests to handle new buyback auth design
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MAINT: add back cash amount constant
BUG: fix field names
BUG: pass remaining args
WIP: make buyback units parameterized so that user can choose
BUG: fix filtering based on units parameter
WIP: test for undesired units
Revert "WIP: make buyback units parameterized so that user can choose"
This reverts commit df3b838d525bff5026eba1d81865c6645d534c88.
2016-05-11 16:24:32 -04:00
24019880af
MAINT: redesign buyback auth datasets and factor
2016-05-11 16:24:31 -04:00
47da15592c
Merge pull request #1196 from quantopian/cli-improvements
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Cli improvements
2016-05-11 16:10:52 -04:00
a46787711c
DOC: Spell 'because' correctly.
2016-05-11 14:57:06 -04:00
7dbabc013e
BUG: Use the URL actually passed.
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And move constants closer to where they're used.
2016-05-11 14:54:48 -04:00
3a2c0e4ec8
DOC: Remove old comment.
2016-05-11 14:54:36 -04:00
4ab8ea7c29
STY: flake8.
2016-05-11 14:53:24 -04:00
65ac5c2faa
Merge pull request #1195 from quantopian/test-string-groupby
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String Classifier Cleanup
2016-05-10 20:54:24 -04:00
a642ce3ae4
ENH: Add progressbar for quantopian-quandl download.
2016-05-10 20:50:54 -04:00
fc74fdb0a7
BUG: Don't print a tuple on bundles in py2.
2016-05-10 20:48:33 -04:00
b8c4bd32a2
Merge pull request #1193 from quantopian/really-remove-orders
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DEV: pull remove-open-orders logic into its own method
2016-05-10 20:37:05 -04:00
83d70f4a70
DEV: pull remove-open-orders logic into its own method
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And test it.
2016-05-10 20:14:44 -04:00
8b1136d9d5
ENH: Validate missing_values at term construction.
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Finds bugs in several bad tests that were constructing invalid terms.
2016-05-10 19:43:56 -04:00
f7e9281b14
BUG: Fix groupby with string columns.
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The previous algorithm assumed that the group labels were integers. It
produced nonsense with LabelArrays (though sadly didn't crash because
numpy promotes None and void to object).
2016-05-10 16:57:59 -04:00
2431aaefb5
BUG: Fix bad error message for element_of.
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It referred to the wrong method name (`is_element`).
2016-05-10 16:57:59 -04:00
0ecf3a07d6
Merge pull request #1192 from quantopian/assets-from-source-needs-to-be-a-list
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BUG: Set _assets_from_source as a list.
2016-05-10 11:01:40 -04:00
e4934cca6f
Merge pull request #1191 from quantopian/almost-correct
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BUG: fix inverted splits in quandl data
2016-05-09 15:54:29 -04:00
98a26bbcc6
BUG: Set _assets_from_source as a list.
2016-05-09 15:53:20 -04:00
55f1548160
BUG: fix inverted splits in quandl data
2016-05-09 14:00:35 -04:00
10daf9efd6
Merge pull request #1190 from quantopian/cythonize-some-more
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PERF: takes ~14% off the time it takes to initialize a MinuteSimulationClock
2016-05-09 13:52:08 -04:00
fe5a2a888a
PERF: takes ~14% off the time it takes to initialize a MinuteSimulationClock
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on my machine, ~350ms -> ~300ms
also, clarifies the public API for MinuteSimulationClock (now, only
__iter__ is exposed)
2016-05-09 10:18:41 -04:00
0562179060
Merge pull request #1178 from quantopian/quantopian-quandl
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ENH: Adds quantopian-quandl bundle as new default.
2016-05-06 12:53:07 -04:00
f618cc94a2
Merge pull request #1187 from quantopian/test-daily-bar-reader-a-bit
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BUG: Fix multiple bugs in PanelDailyBarReader.
2016-05-06 11:42:59 -04:00
0687584c21
Merge pull request #1176 from quantopian/eod_cancel_refactor
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BUG: DAY_END action not emitted during minute emission
2016-05-06 11:01:04 -04:00
3395b33f1e
BUG: Fix multiple bugs in PanelDailyBarReader.
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- Return a value from `verify_all_indices_unique` so that `panel` isn't
unconditionally `None` in `PanelDailyBarReader`.
- Fix a bug where we always set the volume of every asset to `1e9`.
- Add minimal suite of tests for get_spot_value, which catch both of the
above.
NOTE: There are still several issues with `PanelDailyBarReader`. The
docstring for `get_spot_value` claims that it will return -1 on days
where an asset didn't trade, which isn't the case. It also claims that
it will raise `NoDataOnDate` when a request is made outside the panel
range, but it just raises a KeyError. We also still have no coverage
for `load_raw_arrays`, so it's likely that there are more bugs lurking.
2016-05-06 10:59:14 -04:00
7641247b41
BUG: DAY_END action not emitted during minute emission
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Refactor AlgorithmSimulator so that DAY_END is emitted for both
minute and daily emission, and that handling of end-of-minute
and end-of-day are separated
2016-05-06 10:25:44 -04:00
a068eb374a
Merge pull request #1182 from quantopian/no-more-dups
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DEV: Ensure there are no duplicates in the data passed into TradingAlgorithm.run
2016-05-06 09:55:23 -04:00
7a65ae3e78
Merge pull request #1184 from quantopian/no-more-dups-2-electric-boogaloo
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TEST/MAINT: Refactor unique axis verification.
2016-05-06 09:22:12 -04:00
120d60fe27
STY: unused import
2016-05-05 18:23:03 -04:00
f7a522e3c9
ENH: update --show-progess message in the quantopian-quandl loader
2016-05-05 18:22:14 -04:00
a26802efd2
DOC: Update docs for bundles and fix the whatsnew
2016-05-05 18:22:14 -04:00
d819721d96
ENH: use more human readable format for bundle ingest directories
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We are now using isoformats with ':' replaced with ';'. We cannot use a
normal isoformat because windows does not allow files or directories
with ':' in the name.
2016-05-05 18:22:13 -04:00
0b3a35891e
ENH: fix the quality of life issues in the CLI
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Fixes the issues presented in #1181 by @ssanderson around the new
command line interface.
2016-05-05 18:22:13 -04:00
89542e33bd
ENH: Adds quantopian-quandl bundle as new default.
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This data bundle will use the quantopian mirror of the quandl WIKI data
instead of downloading from quandl directly. This dramatically improves
the speed because we do not pay the rate limiting for quandl and we can
send the data in the format zipline expects.
2016-05-05 18:22:13 -04:00
bd0f138081
TEST/MAINT: Refactor unique axis verification.
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Break it into a standalone function that handles any pandas type.
2016-05-05 14:20:47 -04:00
69972992c0
Merge pull request #1183 from quantopian/extract-fetcher-method
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DEV: extract fetcher method for easier downstream use
2016-05-05 13:23:49 -04:00
9c291cfa28
DEV: extract fetcher method for easier downstream use
2016-05-05 13:06:14 -04:00
3f1b0f79f2
DEV: Ensure there are no duplicates in the data passed into TradingAlgorithm.run
2016-05-05 11:54:39 -04:00
402fb2aa99
Merge pull request #1174 from quantopian/string-classifiers
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ENH: Add support for strings in Pipeline.
2016-05-05 02:32:33 -04:00
9fd8ec180d
BUG: View with specific int dtype.
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Just viewing as int is broken on win32.
2016-05-05 02:13:14 -04:00
e0aeda4c3e
BUG: Fix bytes/unicode issues in py3.
2016-05-05 01:46:35 -04:00
2ceeac1237
BUG: Use compat unicode.
2016-05-04 19:58:55 -04:00
a29da32252
TEST: Don't assert particular numpy error.
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They change from version to version.
2016-05-04 19:40:50 -04:00
bd49647ce0
BUG: Fix failure on pandas >= 0.17.
2016-05-04 19:38:28 -04:00
7a4e9fd61a
ENH: Make None the default for string columns.
2016-05-04 19:10:19 -04:00
b78501e54a
BUG: Fix broken isnull() on string classifiers.
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Adds a special case in NullFilter to handle LabelArrays correctly.
2016-05-04 17:26:27 -04:00
317ecc8aa8
DOC: Add whatsnew.
2016-05-04 16:31:58 -04:00
Richard Frank