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
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Dividends in pipeline
2016-03-29 14:07:41 -04:00
Maya Tydykov
e8185a1512
MAINT: reorganize - move testing mixin to fixtures
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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
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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
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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
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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.
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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.
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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.
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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.
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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.
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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