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Author SHA1 Message Date
David MichalowiczandGitHub b41163f058 Merge pull request #1715 from quantopian/missing-cf-error 
Better error message for non-existent root symbol
 2017-03-16 12:02:15 -04:00
dmichalowicz bb801344e9 ENH: Better error message for non-existent root symbol 2017-03-16 11:18:17 -04:00
David MichalowiczandGitHub bafe8eab6a Merge pull request #1714 from quantopian/test-fixture-fix 
Equity daily data test fixture was using wrong sids
 2017-03-15 16:44:05 -04:00
Maya TydykovandGitHub f4455179d4 Merge pull request #1710 from quantopian/sort-pipeline-data-on-asofdate 
Sort pipeline data on asofdate
 2017-03-15 14:40:11 -04:00
Maya Tydykov 6e4060fc4f BUG: sort data on asof_date to resolve ts conflicts 
MAINT: fix arg default and update docstring
 2017-03-15 14:10:58 -04:00
Jean BredecheandGitHub 36e65d6a78 Merge pull request #1713 from quantopian/teach-data-about-current-session-minutes 
ENH: teach BarData about current session's minutes
 2017-03-15 14:02:17 -04:00
Jean Bredeche ea1fb05676 ENH: teach BarData about current session's minutes 2017-03-15 13:40:33 -04:00
dmichalowicz b907b2557e TST: Equity daily data test fixture was using wrong sids 2017-03-15 13:16:45 -04:00
Eddie HebertandGitHub c8e58f3362 Merge pull request #1712 from quantopian/adjustment-cython-checker-recs 
MAINT: Apply linter recommendations to adjustments module.
 2017-03-15 12:38:00 -04:00
Eddie Hebert c3509fcca3 MAINT: Apply linter recommendations to adjustments module. 
Remove unused variables.

Add type for values used to access arrays.
 2017-03-15 11:26:38 -04:00
Freddie VargusandGitHub 40aec722fe Merge pull request #1709 from quantopian/whatsnew-1.1.1 
DOC: Add whatsnew for 1.1.1
 2017-03-10 18:07:04 -05:00
Freddie Vargus b46da7a65b DOC: Add whatsnew for 1.1.1 2017-03-10 17:46:13 -05:00
Freddie VargusandRichard Frank 7d276842be REL: Update stubs for 1.1.0 release 2017-03-10 17:19:57 -05:00
Joe JevnikandJoe Jevnik 153f6636c7 BUG: fix label array code dtype condense 2017-03-08 20:54:57 -05:00
Richard FrankandGitHub fcfc06ef0a Merge pull request #1699 from quantopian/yahoo-url-update 
MAINT: Updated yahoo url for SSL
 2017-03-08 16:04:51 -05:00
Freddie VargusandGitHub 15c1058cca Merge pull request #1681 from quantopian/1.1.0-whatsnew 
DOC: Draft whatsnew for 1.1.0 release
 2017-03-08 15:51:16 -05:00
Freddie Vargus aab1707123 DOC: Write up whatsnew for 1.1.0 release 
DOC: Clarify changes and fix formatting

DOC: Remove 1.0.3 whatsnew

DOC: More formatting

DOC: Remove superfluous info

DOC: Change deploy command

DOC: Fix typo

DOC: Add mention of winsorize factor

DOC: Change date of release

DOC: Remove date for now

DOC: Change release to development
 2017-03-08 14:53:47 -05:00
Ana RuelasandGitHub 26b6236b78 Merge pull request #1703 from quantopian/ceil-bugfix 
BUG: ceil returns float, int needed for array indexing
 2017-03-08 11:35:31 -05:00
Ana Ruelas b5e05ceae5 BUG: ceil returns float, int needed for array indexing 2017-03-08 11:05:54 -05:00
David MichalowiczandGitHub e1129b1265 Merge pull request #1702 from quantopian/reader-last-dates 
Set data portal last trading session/minute if passed
 2017-03-08 10:04:24 -05:00
dmichalowicz 2274bf4467 BUG: Set data portal last trading session if passed 2017-03-08 09:07:03 -05:00
Ana RuelasandGitHub 0bc29e10d4 Merge pull request #1696 from quantopian/add-winsorize 
ENH: Add winsorize factor
 2017-03-07 18:07:09 -05:00
Ana Ruelas b4e97bc9d8 TST: Add tests for winsorize factor 2017-03-07 17:14:27 -05:00
Ana Ruelas 309ec73faa ENH: Add winsorize factor 2017-03-06 14:08:28 -05:00
Richard Frank b965eb951a MAINT: Updated yahoo url for SSL 2017-03-05 17:37:45 -05:00
Joe JevnikandGitHub f90cd1ca0f Merge pull request #1672 from quantopian/narrow-labelarray 
narrow labelarray
 2017-03-02 19:32:56 -05:00
Joe Jevnik 35338df2b7 TST: add roundtrip check 2017-03-01 15:15:16 -05:00
Ana RuelasandGitHub d140665203 Merge pull request #1694 from quantopian/invalid-test-data 
ENH: Make invalid data behavior optional
 2017-03-01 11:13:15 -05:00
Ana Ruelas 6929427cf5 ENH: Make invalid data behavior optional 2017-03-01 10:41:30 -05:00
Scott SandersonandGitHub 799fbe8a83 Merge pull request #1693 from quantopian/nat-for-dtype-enh 
ENH: make NaT_for_dtype coerce the input to a dtype
 2017-02-28 23:32:54 -05:00
Joe Jevnik 70110a3bf6 ENH: make LabelArray.from_codes_and_metadata public 2017-02-28 23:12:55 -05:00
Joe Jevnik 824129eff8 ENH: make NaT_for_dtype coerce the input to a dtype 2017-02-28 22:49:17 -05:00
Alexey DegtyarevandRichard Frank 02c1458328 DOC: Fix typo in -k/--keep-last option description 2017-02-28 22:27:18 -05:00
Richard FrankandGitHub 091a4843ed Merge pull request #1692 from quantopian/pin-blaze-deps 
MAINT: Pin specific versions of blaze dependencies
 2017-02-28 20:59:27 -05:00
Richard Frank f43aae33ea BLD: Pin Miniconda version on Windows 
as we do on linux. The url for latest Miniconda2 was changed anyway.
 2017-02-28 19:40:11 -05:00
Richard Frank 9cb7e22db5 MAINT: Pin specific versions of blaze dependencies 2017-02-28 19:40:10 -05:00
Jean BredecheandGitHub a90394ec51 Merge pull request #1689 from quantopian/slippage_needs_asdict 
Rename _attrs_to_check to asdict
 2017-02-23 12:20:51 -05:00
Jean Bredeche f11b6467ac Rename _attrs_to_check to asdict 2017-02-23 11:32:04 -05:00
Richard Frank b0e6b4d52e BLD: Don't need to build this branch anymore 
It was merged long ago.
 2017-02-21 11:12:05 -05:00
Richard FrankandGitHub 2606f34c68 Merge pull request #1688 from quantopian/conda-root-version 
BLD: Pin python version of conda root env to python 2
 2017-02-21 11:10:30 -05:00
Richard Frank 96a428c720 BLD: Pin python version of conda root env to python 2 
Print conda info on travis
 2017-02-20 18:51:40 -05:00
Andrew DanielsandGitHub ba484e5469 MAINT: Removes unnecessary capital_base arg to TradingAlgorithm (#1677) 
Capital base is included in the sim params, so we should define the
value there, or use the default.

This change also unifies the default capital base as 1e5, as was
previously defined in algorithm.py.
 2017-02-17 09:04:50 -05:00
David MichalowiczandGitHub 60689df84d Merge pull request #1680 from quantopian/rolls-bias 
Eliminate Possible Bias in Volume Rolls
 2017-02-16 09:26:32 -05:00
dmichalowicz 6d47a36166 ENH: Eliminate potential look-ahead bias in volume rolls 2017-02-16 09:01:16 -05:00
Maya TydykovandGitHub 4075971db4 Merge pull request #1684 from quantopian/fix-earnings-estimates-1-day-bug 
BUG: fix loader bug for 1 day
 2017-02-15 17:20:31 -05:00
Maya Tydykov 382eef0e3d BUG: fix loader bug for 1 day 2017-02-15 16:44:45 -05:00
Andrew DanielsandGitHub 296307a632 TST: Adds TestingSlippage slippage model (#1679) 
Allows specifying a constant number of shares filled per tick.

Also adds the WithConstantEquityMinuteBarData fixture, relocated from
internal repo.
 2017-02-09 08:56:15 -05:00
Eddie HebertandGitHub 41f315fe0a Merge pull request #1678 from quantopian/flake8-line-too-longs 
STY: Wrap/reformat lines over 80 chars.
 2017-02-09 05:57:00 -05:00
Andrew LiangandGitHub 893671339c Merge pull request #1676 from quantopian/param_sapce 
TEST: Allow parameter_space to work on repeated calls of test
 2017-02-08 18:39:51 -05:00
Andrew Liang 97f537f35c TEST: Allow parameter_space to work on repeated calls of test 
If we have a test that's being called more than once (i.e. two
test cases, both subclasses of the same base test case, with
different setup but calling the same test), allow the subsequent
calls to re-consume the same params
 2017-02-08 18:19:14 -05:00