ae4511360f
Merge pull request #1665 from quantopian/determine_overwrite_type_dynamically
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Determine overwrite type dynamically
2017-01-31 10:06:21 -05:00
66d1a0ce78
TST: add test cases for int and object dispatching
2017-01-31 09:43:39 -05:00
f235a40739
MAINT: make obj adjustment dispatching more granular
2017-01-31 09:43:39 -05:00
185e7a13f8
ENH: add Int64Overwrite and dispatching for it
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BUG: column value should be float
DOC: update docs
2017-01-31 09:43:37 -05:00
750837c5f8
MAINT: determine core loader overwrite types dynamically
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TST: update test to reflect adjustment mapping change
2017-01-31 09:43:34 -05:00
29104ee04f
Merge pull request #1666 from quantopian/add_class_callback_args
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MAINT: pass args, kwargs to add_class_callback
2017-01-30 15:43:40 -05:00
47f6e62bc6
MAINT: pass args, kwargs to add_class_callback
2017-01-27 18:19:23 -05:00
cbe66903a9
Merge pull request #1663 from quantopian/support-futures-in-lookup-generic
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ENH: Add futures support for generic asset lookup.
2017-01-26 21:41:13 -05:00
8f42fade24
ENH: Add futures support for generic asset lookup.
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Attempt to lookup up the symbol in the futures table, after attempting to look
up the symbol in the equities table.
2017-01-26 21:08:30 -05:00
0f18602339
Merge pull request #1662 from quantopian/remove-unused-future-methonds-from-asset-finder
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MAINT: Remove unused futures related methods from asset finder.
2017-01-26 16:06:32 -05:00
24f78a1d59
MAINT: Remove unused futures related methods from asset finder.
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These methods became unused during the course of reworking futures to support
continuous futures.
2017-01-26 15:41:30 -05:00
eb2e7d8a97
Merge pull request #1659 from quantopian/remove-position-multipliers
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Multipliers were not removed when closing a position
2017-01-25 17:48:48 -05:00
b891fd00d5
BUG: Multipliers were not removed when closing a position
2017-01-25 17:23:09 -05:00
dc94013dbd
Merge pull request #1657 from quantopian/compare-slippage-models
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ENH: Solidify equality comparisons for SlippageModel classes
2017-01-24 11:47:29 -05:00
0b8fee49d1
ENH: Solidify equality comparisons for SlippageModel classes
2017-01-24 11:28:32 -05:00
36d3c8ed96
Merge pull request #1656 from quantopian/fix-open-minutes-for-append
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BUG: Fix end session metadata for minute bar writer.
2017-01-22 15:58:27 -05:00
873f3a7fc9
BUG: Fix end session metadata for minute bar writer.
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When opening with a new `end_session`, i.e. opening for append, write the new
end session to the metadata.
Fixes an issue where the calendar on minute bar readers did not include the
recently appended day, causing reads on the last values to fail.
According, update append test to read a value, instead of checking table length.
2017-01-22 15:14:05 -05:00
60e8ea30e5
Merge pull request #1644 from quantopian/closed-means-closed
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Don't allow ordering assets after their auto close date
2017-01-20 10:19:27 -05:00
6e707f97a7
BUG: can_trade was true for assets after their auto close date
2017-01-20 09:54:30 -05:00
a2ea09bff7
Merge pull request #1655 from quantopian/fix-py3-error
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BUG: fix a py3 invalid char
2017-01-19 21:03:28 -05:00
7c72a4fc56
BUG: fix a py3 invalid char
2017-01-19 20:43:48 -05:00
8df1426056
Merge pull request #1654 from quantopian/tell-me-the-current-session
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ENH: add current_session property to BarData
2017-01-19 17:09:30 -05:00
b5438ac94e
ENH: add current_session property to BarData
2017-01-19 16:53:49 -05:00
8cbad56d79
Merge pull request #1643 from quantopian/events-loader-handle-empty-raw-data
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Events loader handle empty raw data
2017-01-19 13:01:43 -05:00
51eb11fbc9
BUG: make the events loader handle empty raw data
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TST: add test case for empty raw events data
BUG: update for python compatibility
MAINT: Simplify assertion for empty events case.
DOC: Add comments on indexer unpacking.
MAINT: move some config to test method
2017-01-19 12:00:49 -05:00
a762c5bc79
Merge pull request #1650 from quantopian/slippage-cleanup
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ENH: Small refactoring of fill price check.
2017-01-18 09:57:03 -05:00
a9c0ce1dde
ENH: Small refactoring of fill price check.
2017-01-18 09:22:05 -05:00
b8501d0704
Merge pull request #1649 from quantopian/easier-open-minute-bars-for-append-truncate
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Easier open minute bars for append and truncate
2017-01-17 17:56:17 -05:00
fd25395a92
ENH: Add sorted to sid list when truncating.
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For repeatable order of truncates between invocations.
2017-01-17 17:25:28 -05:00
261803b622
ENH: Add a method to open existing minute bar directory.
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Remove need for a consumer that is editing an existing minute bars directory to
reread the values which should not change from the metadata.
Add a test to the append on new day and truncate, which would be the common
usage of this method.
2017-01-17 17:25:27 -05:00
e27833c362
Merge pull request #1646 from quantopian/update-toolz
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BLD: Use latest version of toolz.
2017-01-13 16:09:55 -05:00
d704851489
BLD: Use latest version of toolz.
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Also, add requirement of cytoolz to blaze reqs so that toolz and cytoolz are
on the same version.
2017-01-13 15:42:59 -05:00
790f307485
Merge pull request #1645 from quantopian/nitpick-some-more-why-dont-you
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STY: Simplify style in conditional.
2017-01-12 22:26:21 -05:00
bb1b3e39e7
STY: Simplify style in conditional.
2017-01-12 22:03:35 -05:00
70b5d675ce
MAINT: Update and pin more dev requirements
2017-01-08 14:07:55 -05:00
5d4783966a
MAINT: Pin exact versions of Mako, MarkupSafe, requests-file
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which are transitive dependencies of zipline
2017-01-07 17:57:29 -05:00
9f60524e14
STY: Use def statements instead of lambda assignment. ( #1639 )
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From pep-0008:
```
Always use a def statement instead of an assignment statement that binds a
lambda expression directly to an identifier.
Yes:
def f(x): return 2*x
No:
f = lambda x: 2*x
The first form means that the name of the resulting function object is
specifically 'f' instead of the generic '<lambda>'. This is more useful for
tracebacks and string representations in general. The use of the assignment
statement eliminates the sole benefit a lambda expression can offer over an
explicit def statement (i.e. that it can be embedded inside a larger expression)
```
2017-01-06 13:39:07 -05:00
2259297179
Merge pull request #1638 from luca-s/IchimokuKinkoHyo_fix
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BUG: IchimokuKinkoHyo techinical factor has wrong default inputs
2017-01-06 13:23:52 -05:00
126d4aae45
BUG: IchimokuKinkoHyo techinical factor has wrong default inputs
2017-01-06 16:06:05 +01:00
8ef2279ee4
BLD: Update numexpr to latest to satisfy tables deps. ( #1636 )
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* BLD: Update numexpr to latest to satisfy tables deps.
tables 3.3.0 requires numexpr >= 2.5.2
Also remove numexpr conda recipe.
2017-01-05 15:27:24 -05:00
f143a83a44
BUG: Datetimes should be converted in utc. ( #1635 )
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* BUG: Datetimes should be converted in utc.
* DOC: Making note of UTC req. and moving comment.
2017-01-05 14:13:23 -05:00
5121e3f8fd
Remove tables from custom conda scripts.
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Use anaconda hosted instead.
2017-01-04 12:09:10 -05:00
ca07dfb8fb
Swap name instead.
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Package is named pytables on conda.
2017-01-04 12:09:10 -05:00
2af8e5520a
Add hdf5 install.
2017-01-04 12:09:10 -05:00
129fd156a9
Remove tables from travis.
2017-01-04 12:09:10 -05:00
e03ddf72b2
Use tables instead of pytables.
2017-01-04 12:09:10 -05:00
96d3e73e17
Use conda skeleton for pytables.
2017-01-04 12:09:10 -05:00
080e4e6eac
Attemp to add conda package.
2017-01-04 12:09:10 -05:00
8243fd7fa4
Fix double equals in conda pytables.
2017-01-04 12:09:10 -05:00
838171a490
Update tables.
2017-01-04 12:09:10 -05:00
Maya Tydykov