Commit Graph

3605 Commits

Author SHA1 Message Date
Richard Frank adb8556323 DOC: Updated release process doc for automated conda builds 2016-03-29 17:03:21 -04:00
Richard Frank 2a9d5198d9 DOC: Updated whatsnew highlights 2016-03-29 15:48:00 -04:00
Richard Frank 92947d3268 DOC: Push release commits and tags together 2016-03-29 15:48:00 -04:00
Richard Frank b2cd5b48b4 DOC: Updated README to say we support Windows 2016-03-29 15:47:59 -04:00
Maya Tydykov 9b27f3439d Merge pull request #1063 from quantopian/dividends-in-pipeline
Dividends in pipeline
2016-03-29 14:07:41 -04:00
Maya Tydykov e8185a1512 MAINT: reorganize - move testing mixin to fixtures
BUG: correctly create asset finder

MAINT: rename fixture

STY: fixes for flake8

STY: add space around assignment

MAINT: add var back to constructor

MAINT: remove unused import

MAINT: compare var with None directly

MAINT: fix merge errors
2016-03-29 13:15:16 -04:00
Maya Tydykov 6b3560ade8 MAINT: remove redundant function and move to utils 2016-03-29 13:12:51 -04:00
Maya Tydykov 06dd6e958d TST: recfator tests to use fixtures
MAINT: use np.array

MAINT: return cols rather than modifying attribute
2016-03-29 13:12:50 -04:00
Maya Tydykov 8a28e82d32 ENH: add dividends to pipeline
MAINT: remove record date - not needed.

MAINT: restructure dividends dataset.

MAINT: restructure dividends factors.

WIP: update dividends tests.

MAINT: correct the way to get the 'next' event frame.
2016-03-29 13:12:50 -04:00
Scott Sanderson 8c059e6da6 Merge pull request #1075 from quantopian/quantiles
Quantiles
2016-03-29 12:57:45 -04:00
Scott Sanderson 9a04621781 ENH: Add eq and __ne__ to Classifier. 2016-03-28 15:46:28 -04:00
Scott Sanderson 0ebb72fe0d TEST: Explicitly use int64 everywhere.
Otherwise these tests will fail on 32-bit systems.
2016-03-28 12:21:58 -04:00
Scott Sanderson 076868f5a1 MAINT: Refactor shared code into test method. 2016-03-28 11:56:15 -04:00
Scott Sanderson fe22bde998 TEST: Test uneven buckets in quantiles. 2016-03-28 11:34:58 -04:00
Scott Sanderson 92feaa3a7d BUG/TEST: Dict key order isn't guaranteed. 2016-03-28 10:21:57 -04:00
Richard Frank dd85b2d7b2 DOC: Updated whatsnew for continuous integration enhancements 2016-03-28 10:02:25 -04:00
Scott Sanderson c6e58af51b TEST: Test quantiles with better input.
Take the log of arange so that we know we don't depend on linearity of
the input.
2016-03-28 09:24:56 -04:00
Scott Sanderson a932628627 BUG: Use six viewkeys. 2016-03-28 09:24:56 -04:00
Scott Sanderson 9e0ad5de15 DOC: Fix bincount in docstring. 2016-03-25 15:11:18 -04:00
Scott Sanderson 39507efed2 DOC: Add whatsnew for quantiles. 2016-03-25 15:11:18 -04:00
Scott Sanderson 18bd7010b5 ENH: Improve short_reprs of classifier/normalizer.
GroupedRowTransform now shows the name of its transform, and Quantiles
shows the number of quantiles.

These are used by Pipeline.show_graph().
2016-03-25 15:11:18 -04:00
Scott Sanderson 758d6c74fc ENH: Add isnull and notnull for classifiers. 2016-03-25 15:11:18 -04:00
Scott Sanderson 5ed1a4fcd1 ENH: Add quartiles/quintiles/deciles.
They're all syntactic sugar for the equivalent invocations of quantiles.
2016-03-25 15:11:18 -04:00
Scott Sanderson 872b84e09a ENH: Implement Factor.quantiles. 2016-03-25 15:11:18 -04:00
Scott Sanderson 16c5aecba6 DEV: Add utility for permuting rows in an array.
Useful for testing rank-order functions on arrays.
2016-03-25 15:11:18 -04:00
Scott Sanderson d0625e8a8d MAINT: Move ignore_nanwarnings to numpy_utils. 2016-03-25 15:11:18 -04:00
Scott Sanderson 1f237d43a3 MAINT: Make preprocessor factories closures. 2016-03-25 15:11:18 -04:00
Scott Sanderson 1245552340 DEV: Add expect_dimensions preprocessor. 2016-03-25 15:11:18 -04:00
Scott Sanderson b85eb36da8 TEST: Add test for demean example. 2016-03-25 15:11:18 -04:00
Eddie Hebert da87ca317d Merge pull request #1085 from quantopian/dual-write-market-opens-and-closes
MAINT: Write open and closes for minute bar format
2016-03-24 23:19:37 -04:00
Eddie Hebert 75213ac176 MAINT: Write open and closes for minute bar format
Write arrays representing corresponding market opens and market closes,
which will eventually replace the `minute_index` field.

The market closes are being added for incoming work on another branch
which will use the market closes to generate a list of non-market
minutes to filter out when returning data from `unadjusted_window`.
2016-03-24 23:18:42 -04:00
Richard Frank 2313135477 BLD: Fixed calculation of pip cache directory on travis 2016-03-24 17:42:14 -04:00
Richard Frank 821a2ea23d DOC: Fixing appveyor status badge 2016-03-24 17:01:02 -04:00
Richard Frank cdc9eb614c Merge pull request #981 from quantopian/appveyor
BLD: appveyor and travis conda builds
2016-03-24 13:48:02 -04:00
Richard Frank 98289e4257 BLD: Only build master on appveyor (and hopefully PRs too) 2016-03-23 17:32:21 -04:00
Richard Frank a9fcb244ee BLD: Removing 32-bit builds
because of appveyor's slow speed
2016-03-23 17:12:00 -04:00
Richard Frank 70cbee0468 BLD: Only upload to anaconda if on master 2016-03-23 15:26:55 -04:00
Richard Frank 6d66fb46ef DOC: Added appveyor status of master to README 2016-03-23 15:26:55 -04:00
Richard Frank 3315a0ffe7 BLD: Use TA-Lib version from reqs
so we don't have to maintain the version in multiple places
2016-03-23 15:26:55 -04:00
Richard Frank 42c1ef86b5 DEV: Move TA-Lib reqs to own file 2016-03-23 15:26:55 -04:00
Richard Frank 7852d6900e BLD: Moving powershell to python 2016-03-23 15:26:55 -04:00
Richard Frank c843a078ac BLD: Test that we can conda install zipline on windows 2016-03-23 15:26:55 -04:00
Richard Frank f272f1efb6 STY: Don't need to specify cmd 2016-03-23 15:26:55 -04:00
Richard Frank f3908319c4 BLD: Have pip use cache subdir 2016-03-23 15:26:54 -04:00
Richard Frank 3369e487ed BLD: Upload zipline package from appveyor
Check for secure var existence

Send anaconda upload stderr to stdout

We're already looking for the exit code, and it's treating stderr
as failure.

Don't display progress bar on appveyor
2016-03-23 15:26:54 -04:00
Richard Frank 8557047d1e BLD: Add ci channel when deciding whether to build
BLD: Include quantopian channels in testenv
2016-03-23 15:26:54 -04:00
Richard Frank bf3307e768 BLD: Replaced batch script for building dependency packages
with powershell.  Easier to write.

Check $LastExitCode when running non-powershell
2016-03-23 15:26:54 -04:00
Richard Frank dab85a8152 BLD: Upload anaconda packages from appveyor
Updated travis anaconda token
2016-03-23 15:26:54 -04:00
Richard Frank 2ee66e4c1d BLD: Bumped numexpr version and added conda recipe 2016-03-23 15:26:54 -04:00
Richard Frank d2b6009dc6 BLD: Find path to built conda package 2016-03-23 15:26:54 -04:00