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Author SHA1 Message Date
Shadi Akiki 9a7e847ab7 BUG: use integer division for index so that pandas indexing doesnt fail 2017-03-13 07:42:51 +00:00
Freddie VargusandGitHub b95088ca76 Merge pull request #1709 from quantopian/whatsnew-1.1.1 
DOC: Add whatsnew for 1.1.1
 2017-03-10 18:07:04 -05:00
Freddie Vargus dcf1210043 DOC: Add whatsnew for 1.1.1 2017-03-10 17:46:13 -05:00
Freddie VargusandRichard Frank 40fc1c9185 REL: Update stubs for 1.1.0 release 2017-03-10 17:19:57 -05:00
Joe JevnikandJoe Jevnik beb4bd8c6e BUG: fix label array code dtype condense 2017-03-08 20:54:57 -05:00
Richard FrankandGitHub 85eef5cb6b Merge pull request #1699 from quantopian/yahoo-url-update 
MAINT: Updated yahoo url for SSL
 2017-03-08 16:04:51 -05:00
Freddie VargusandGitHub 3004108464 Merge pull request #1681 from quantopian/1.1.0-whatsnew 
DOC: Draft whatsnew for 1.1.0 release
 2017-03-08 15:51:16 -05:00
Freddie Vargus d3b9da83c9 DOC: Write up whatsnew for 1.1.0 release 
DOC: Clarify changes and fix formatting

DOC: Remove 1.0.3 whatsnew

DOC: More formatting

DOC: Remove superfluous info

DOC: Change deploy command

DOC: Fix typo

DOC: Add mention of winsorize factor

DOC: Change date of release

DOC: Remove date for now

DOC: Change release to development
 2017-03-08 14:53:47 -05:00
Ana RuelasandGitHub 476e86a041 Merge pull request #1703 from quantopian/ceil-bugfix 
BUG: ceil returns float, int needed for array indexing
 2017-03-08 11:35:31 -05:00
Ana Ruelas 5d77a4bf94 BUG: ceil returns float, int needed for array indexing 2017-03-08 11:05:54 -05:00
David MichalowiczandGitHub 2d1108fb7e Merge pull request #1702 from quantopian/reader-last-dates 
Set data portal last trading session/minute if passed
 2017-03-08 10:04:24 -05:00
dmichalowicz 6596c03351 BUG: Set data portal last trading session if passed 2017-03-08 09:07:03 -05:00
Ana RuelasandGitHub de3702ab59 Merge pull request #1696 from quantopian/add-winsorize 
ENH: Add winsorize factor
 2017-03-07 18:07:09 -05:00
Ana Ruelas 9252b62b2b TST: Add tests for winsorize factor 2017-03-07 17:14:27 -05:00
Ana Ruelas 799bad957d ENH: Add winsorize factor 2017-03-06 14:08:28 -05:00
Richard Frank cb76f1fc16 MAINT: Updated yahoo url for SSL 2017-03-05 17:37:45 -05:00
Joe JevnikandGitHub cfdbe883b1 Merge pull request #1672 from quantopian/narrow-labelarray 
narrow labelarray
 2017-03-02 19:32:56 -05:00
Joe Jevnik 44563d351b TST: add roundtrip check 2017-03-01 15:15:16 -05:00
Ana RuelasandGitHub fb10d9346b Merge pull request #1694 from quantopian/invalid-test-data 
ENH: Make invalid data behavior optional
 2017-03-01 11:13:15 -05:00
Ana Ruelas 0d4ca54900 ENH: Make invalid data behavior optional 2017-03-01 10:41:30 -05:00
Scott SandersonandGitHub 270e670551 Merge pull request #1693 from quantopian/nat-for-dtype-enh 
ENH: make NaT_for_dtype coerce the input to a dtype
 2017-02-28 23:32:54 -05:00
Joe Jevnik a8d6ecd545 ENH: make LabelArray.from_codes_and_metadata public 2017-02-28 23:12:55 -05:00
Joe Jevnik a4e445153c ENH: make NaT_for_dtype coerce the input to a dtype 2017-02-28 22:49:17 -05:00
Alexey DegtyarevandRichard Frank dd7fa4ba25 DOC: Fix typo in -k/--keep-last option description 2017-02-28 22:27:18 -05:00
Richard FrankandGitHub 83ab7b3250 Merge pull request #1692 from quantopian/pin-blaze-deps 
MAINT: Pin specific versions of blaze dependencies
 2017-02-28 20:59:27 -05:00
Richard Frank 5b7124ac6f BLD: Pin Miniconda version on Windows 
as we do on linux. The url for latest Miniconda2 was changed anyway.
 2017-02-28 19:40:11 -05:00
Richard Frank eef59f842c MAINT: Pin specific versions of blaze dependencies 2017-02-28 19:40:10 -05:00
Jean BredecheandGitHub d176ba4d85 Merge pull request #1689 from quantopian/slippage_needs_asdict 
Rename _attrs_to_check to asdict
 2017-02-23 12:20:51 -05:00
Jean Bredeche cf063abcf1 Rename _attrs_to_check to asdict 2017-02-23 11:32:04 -05:00
Richard Frank 93c50899f8 BLD: Don't need to build this branch anymore 
It was merged long ago.
 2017-02-21 11:12:05 -05:00
Richard FrankandGitHub 159ed7321f Merge pull request #1688 from quantopian/conda-root-version 
BLD: Pin python version of conda root env to python 2
 2017-02-21 11:10:30 -05:00
Richard Frank ec447198c6 BLD: Pin python version of conda root env to python 2 
Print conda info on travis
 2017-02-20 18:51:40 -05:00
Andrew DanielsandGitHub 8e1f8d75f5 MAINT: Removes unnecessary capital_base arg to TradingAlgorithm (#1677) 
Capital base is included in the sim params, so we should define the
value there, or use the default.

This change also unifies the default capital base as 1e5, as was
previously defined in algorithm.py.
 2017-02-17 09:04:50 -05:00
David MichalowiczandGitHub 383d56b3bc Merge pull request #1680 from quantopian/rolls-bias 
Eliminate Possible Bias in Volume Rolls
 2017-02-16 09:26:32 -05:00
dmichalowicz 63063aa709 ENH: Eliminate potential look-ahead bias in volume rolls 2017-02-16 09:01:16 -05:00
Maya TydykovandGitHub 5ab0880ad7 Merge pull request #1684 from quantopian/fix-earnings-estimates-1-day-bug 
BUG: fix loader bug for 1 day
 2017-02-15 17:20:31 -05:00
Maya Tydykov 59acadbccf BUG: fix loader bug for 1 day 2017-02-15 16:44:45 -05:00
Andrew DanielsandGitHub c2560c6079 TST: Adds TestingSlippage slippage model (#1679) 
Allows specifying a constant number of shares filled per tick.

Also adds the WithConstantEquityMinuteBarData fixture, relocated from
internal repo.
 2017-02-09 08:56:15 -05:00
Eddie HebertandGitHub e81287e8e1 Merge pull request #1678 from quantopian/flake8-line-too-longs 
STY: Wrap/reformat lines over 80 chars.
 2017-02-09 05:57:00 -05:00
Andrew LiangandGitHub 54c8e6c358 Merge pull request #1676 from quantopian/param_sapce 
TEST: Allow parameter_space to work on repeated calls of test
 2017-02-08 18:39:51 -05:00
Andrew Liang cb6c5f09a6 TEST: Allow parameter_space to work on repeated calls of test 
If we have a test that's being called more than once (i.e. two
test cases, both subclasses of the same base test case, with
different setup but calling the same test), allow the subsequent
calls to re-consume the same params
 2017-02-08 18:19:14 -05:00
Eddie Hebert 8878d0ddd5 STY: Wrap/reformat lines over 80 chars. 
Newer versions of flake8 detect these versions, though current zipline version
of flake8 does not.
 2017-02-08 00:47:33 -05:00
Joe Jevnik b4ed1fcff3 MAINT: windows definition for log2 2017-02-07 17:01:37 -05:00
Joe Jevnik 735d98fb6e TST: add tests for inferred width labelarray 2017-02-07 16:28:13 -05:00
David MichalowiczandGitHub cb41be012f Merge pull request #1671 from quantopian/new-futures-hours 
Change to a 10.5 hour futures calendar
 2017-02-06 12:53:23 -05:00
dmichalowicz db2440871e Change to a 10.5 hour futures calendar 2017-02-06 11:41:29 -05:00
Gus GordonandGitHub 26558743ba Bump empyrical to 0.2.2 (#1674) 
* Bump empyrical to 0.2.2

* Update example data for tests
 2017-02-04 16:14:33 -05:00
Eddie HebertandGitHub 7a0a214ac1 Merge pull request #1673 from quantopian/remove-duplicate-test-expiration-date 
TST: Remove duplicate key in fixture config.
 2017-02-03 00:30:11 -05:00
Eddie Hebert 11a406c67a TST: Remove duplicate key in fixture config. 
Should be no functional change.
 2017-02-02 23:10:14 -05:00
Joe Jevnik d378c9fca3 ENH: store the 'codes' for a labelarray in the narrowest int type possible 2017-02-02 20:58:36 -05:00