b16e2a7a07
Merge pull request #950 from quantopian/account-value-bug
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BUG: Account object's total_position_value is incorrect
2016-01-20 09:38:13 -05:00
85099c3bd0
DOC: whatsnew entry for total_positions_value bug fix
2016-01-19 16:11:22 -05:00
1365b916c0
TST: Adds tests for the perf tracker with futures
2016-01-19 16:11:22 -05:00
b8b7049f39
BUG: Fixes incorrect value assignment in perf period
2016-01-19 16:11:22 -05:00
3b76981270
Merge pull request #846 from grundgruen/data_test
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TST: tests removing of expired data and removes ffill in DataPanelSource
2016-01-19 13:05:15 -05:00
0dac2e056f
Merge pull request #937 from quantopian/conda_source_build
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Conda source build
2016-01-15 18:38:50 -05:00
e80eb31833
BLD: pin ta-lib while working on conda packages
2016-01-15 13:48:22 -05:00
7115b85cd3
Merge pull request #947 from quantopian/data-query-time
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allows users to specify the cutoff time for data query in blaze loaders
2016-01-14 14:11:07 -05:00
a3dbf7590e
TST: doctest failure
2016-01-13 16:36:20 -05:00
6280614a69
DOC: whatsnew
2016-01-13 16:36:20 -05:00
9d2ab48fb5
MAINT: pull the data query bounds logic into a helper
2016-01-13 16:08:29 -05:00
2caa9277c4
ENH: Make the data_query_time arguments optional
2016-01-13 15:26:37 -05:00
5351b60a4c
ENH: adds optionally for preprocessors
2016-01-13 15:26:37 -05:00
220cf1ae4e
MAINT: reduce code duplication
2016-01-13 15:26:13 -05:00
5a235bdaef
ENH: allows users to specify the cutoff time for data query in blaze
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loaders
This allows people to set their cutoff time to the time they will
actually execute 'before_trading_start'. Currently this is just passed
to the constructor of the loader; however, I would like to make this
managed by the algorithm simulation runner. This would help keep all of
the loaders in sync and lock 'before_trading_start's execution to the
time the data is queried for.
2016-01-13 15:26:13 -05:00
dad2bb201c
DOC: remove scrutinizer badge
2016-01-12 18:29:47 -05:00
168857f36f
Merge pull request #948 from quantopian/add-coerce
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Add coerce
2016-01-12 18:13:40 -05:00
843280133d
DOC: Add whatsnew.
2016-01-12 17:51:29 -05:00
b6175de5f1
DOC/TEST: Add doctest and docs for coerce kwargs.
2016-01-12 17:51:13 -05:00
ec0abf1822
MAINT: Use coerce_string in BcolzDailyBarReader.
2016-01-12 17:39:44 -05:00
c8b80dddb0
BUG: Handle unicode adjustments path in py2.
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In Python 2, passing unicode to SQLiteAdjustmentReader would fail to
coerce.
2016-01-12 17:39:36 -05:00
43b6344d5f
ENH: Add `coerce` preprocessor.
2016-01-12 17:36:36 -05:00
d3d362f56f
Merge pull request #940 from quantopian/generalize-databazaar-stuff
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MAINT: Move code to shared modules
2016-01-08 17:01:39 -05:00
b4ac87b344
MAINT: rename variables in (next|previous)_date_frame to be more general
2016-01-08 13:21:34 -05:00
280a0f55d2
STY: remove blank line
2016-01-08 13:11:31 -05:00
826115acdf
MAINT: generalize the (next|previous)_earnings_date_frame functions
2016-01-08 13:11:31 -05:00
b037a06576
MAINT: move some blaze utilities into a shared module
2016-01-08 13:11:31 -05:00
fb6d1ea3d1
MAINT: move some helpers to test_utils
2016-01-08 13:11:31 -05:00
a2d1fedffd
ENH: Adds classlazyval for computed values on a class
2016-01-08 13:11:31 -05:00
5c3ca1be83
Merge pull request #944 from quantopian/upgrade_requests_version
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MAINT: Upgrade requests 2.7.0 -> 2.9.1
2016-01-07 14:25:42 -05:00
2ee40db0ec
MAINT: Upgrade requests 2.7.0 -> 2.9.1
2016-01-06 22:33:33 -05:00
18db1904bc
BUG: Need to format message, not ValueError instance
2016-01-06 16:02:18 -05:00
1499051df7
BUG: TypeError message had only str of numpy.dtype class
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We want to use the dtype of the data that was passed in.
2016-01-06 15:29:58 -05:00
80a553d1c0
Merge pull request #938 from quantopian/futures-payouts-without-every-bar-update
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MAINT: Futures cash adjustment on change and calc.
2016-01-06 10:25:29 -05:00
1362f155c6
BUG: Make payout affect ending_cash.
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The payout should be reflected in ending cash, not just the total used
for pnl.
2016-01-06 10:17:37 -05:00
aa0dae6292
DOC: Added whatsnew for conda build
2016-01-05 21:30:43 -05:00
80392e1cdb
BLD: Also don't need to specify cython version for conda build
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Will run setup.py
2016-01-05 21:27:03 -05:00
6b4287c390
BLD: Cap numpy at 1.9 and don't use exact version with other conda reqs
2016-01-05 21:10:38 -05:00
ab3318f3ee
Merge pull request #942 from quantopian/cli-fix
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BUG: fix bug that caused symbols to be added to the asset finder twice
2016-01-05 18:06:33 -05:00
f09af0b770
DOC: whatsnew entry
2016-01-05 18:08:20 -05:00
a524cf1880
BUG: fix bug that caused symbols to be added to the asset finder twice
2016-01-05 16:27:46 -05:00
b1ee0d8e44
Merge pull request #931 from quantopian/alembic-assets
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MAINT: Factors-out asset db schema
2016-01-05 14:18:37 -05:00
7acd0d7a1d
MAINT: Refactors table assignment in AssetDBWriter
2016-01-05 13:48:00 -05:00
00879245a4
BUG: Adds version checking to AssetFinder init
2016-01-05 13:48:00 -05:00
468ecc357c
DOC: Adds schema update notes to assets db
2016-01-05 13:48:00 -05:00
004c8dc141
MAINT: Factors-out asset db schema
2016-01-05 13:48:00 -05:00
7a6c6695f7
MAINT: Factor out payout calculation.
2016-01-05 10:39:41 -05:00
962347318d
MAINT: Futures cash adjustment on change and calc.
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In preparation for the incoming changes which no longer push every bar
through the tradesimulation, remove the adjustment of the period's cash on
every pricing change of a held futures asset.
Instead hold the last sale price for each held future either:
- At the end of each peformance period update the last sale prices of
all held futures, so that the pnl for the next period uses values
derived from the cash difference between the end of the two periods.
- When a transaction is processed for the Future, so that the correct
amount is applied to each cash adjustment. (i.e. the cash adjustment
is reset on every change of amount of the Future being held, so that
multiple size and prices do not need to be tracked for the same asset.)
Also, remove now unused dict of payout calculation modifier, since new
calculation reads the value directly off of the asset.
Remove update_last_sale test, since the method no longer returns a cash
value.
2016-01-04 16:52:37 -05:00
0b588219af
Fix spelling error.
2015-12-31 15:18:03 -05:00
6d83b06133
MAINT: De-dupe regex usage
2015-12-31 14:22:25 -05:00
James Kirk