Commit Graph

10 Commits

Author SHA1 Message Date
Joe Jevnik 7b2e646458 STY: correct underline length 2016-02-23 17:09:18 -05:00
Eddie Hebert d5c3b5a15c ENH: Add writer for minute bcolz format.
Implement a writer for minute data into a format comprised of multiple
ctables, one for each individual asset, with a common 'index' shared by
all ctables where a given a dt maps to the same array index for all
equities and fields.

This format is pulled from the lazy-mainline/Q2.0 branch, with some
changes to the interface.

Add basic retrieval of values at a given dt to reader. Not yet used by
Zipline simulations, but added to support unit tests.

Also, rename stubbed out us_equity_minutes to minute_bars, since the
writer can be agnostic to asset type.
2016-01-21 10:54:27 -05:00
Scott Sanderson 72887f0065 ENH: Change DollarVolume to AverageDollarVolume. 2015-12-28 16:12:11 -05:00
Scott Sanderson 8abef95bb5 DOC: Rename exponential stddev.
ExponentialWeightedStandardDeviation -> ExponentialWeightedMovingStdDev.

This is more consistent with the other moving moment factors.
2015-12-18 14:30:28 -05:00
Scott Sanderson 7305f0c3b9 DOC: Miscellaneous docs updates. 2015-12-11 22:29:41 -05:00
Scott Sanderson b5d3f2be0a DOC: Update whatsnew. 2015-12-11 13:54:57 -05:00
Tim Shawver d576a9dd3a Add the built-in factors to the API docs for zipline.io, so that I can link to the Returns factor from the release notes. 2015-12-01 15:54:19 -05:00
Scott Sanderson b71327d694 STY: Oxford comma. 2015-11-19 00:46:41 -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
llllllllll 39a4cf0a9e DOC: use sphinx docs 2015-11-06 15:10:34 -05:00