b4e97bc9d8
TST: Add tests for winsorize factor
2017-03-07 17:14:27 -05:00
309ec73faa
ENH: Add winsorize factor
2017-03-06 14:08:28 -05:00
f90cd1ca0f
Merge pull request #1672 from quantopian/narrow-labelarray
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narrow labelarray
2017-03-02 19:32:56 -05:00
35338df2b7
TST: add roundtrip check
2017-03-01 15:15:16 -05:00
d140665203
Merge pull request #1694 from quantopian/invalid-test-data
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ENH: Make invalid data behavior optional
2017-03-01 11:13:15 -05:00
6929427cf5
ENH: Make invalid data behavior optional
2017-03-01 10:41:30 -05:00
799fbe8a83
Merge pull request #1693 from quantopian/nat-for-dtype-enh
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ENH: make NaT_for_dtype coerce the input to a dtype
2017-02-28 23:32:54 -05:00
70110a3bf6
ENH: make LabelArray.from_codes_and_metadata public
2017-02-28 23:12:55 -05:00
824129eff8
ENH: make NaT_for_dtype coerce the input to a dtype
2017-02-28 22:49:17 -05:00
02c1458328
DOC: Fix typo in -k/--keep-last option description
2017-02-28 22:27:18 -05:00
091a4843ed
Merge pull request #1692 from quantopian/pin-blaze-deps
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MAINT: Pin specific versions of blaze dependencies
2017-02-28 20:59:27 -05:00
f43aae33ea
BLD: Pin Miniconda version on Windows
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as we do on linux. The url for latest Miniconda2 was changed anyway.
2017-02-28 19:40:11 -05:00
9cb7e22db5
MAINT: Pin specific versions of blaze dependencies
2017-02-28 19:40:10 -05:00
a90394ec51
Merge pull request #1689 from quantopian/slippage_needs_asdict
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Rename _attrs_to_check to asdict
2017-02-23 12:20:51 -05:00
f11b6467ac
Rename _attrs_to_check to asdict
2017-02-23 11:32:04 -05:00
b0e6b4d52e
BLD: Don't need to build this branch anymore
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It was merged long ago.
2017-02-21 11:12:05 -05:00
2606f34c68
Merge pull request #1688 from quantopian/conda-root-version
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BLD: Pin python version of conda root env to python 2
2017-02-21 11:10:30 -05:00
96a428c720
BLD: Pin python version of conda root env to python 2
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Print conda info on travis
2017-02-20 18:51:40 -05:00
ba484e5469
MAINT: Removes unnecessary capital_base arg to TradingAlgorithm ( #1677 )
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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
60689df84d
Merge pull request #1680 from quantopian/rolls-bias
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Eliminate Possible Bias in Volume Rolls
2017-02-16 09:26:32 -05:00
6d47a36166
ENH: Eliminate potential look-ahead bias in volume rolls
2017-02-16 09:01:16 -05:00
4075971db4
Merge pull request #1684 from quantopian/fix-earnings-estimates-1-day-bug
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BUG: fix loader bug for 1 day
2017-02-15 17:20:31 -05:00
382eef0e3d
BUG: fix loader bug for 1 day
2017-02-15 16:44:45 -05:00
296307a632
TST: Adds TestingSlippage slippage model ( #1679 )
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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
41f315fe0a
Merge pull request #1678 from quantopian/flake8-line-too-longs
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STY: Wrap/reformat lines over 80 chars.
2017-02-09 05:57:00 -05:00
893671339c
Merge pull request #1676 from quantopian/param_sapce
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TEST: Allow parameter_space to work on repeated calls of test
2017-02-08 18:39:51 -05:00
97f537f35c
TEST: Allow parameter_space to work on repeated calls of test
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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
3d47aee2ab
STY: Wrap/reformat lines over 80 chars.
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Newer versions of flake8 detect these versions, though current zipline version
of flake8 does not.
2017-02-08 00:47:33 -05:00
d4c5b560c8
MAINT: windows definition for log2
2017-02-07 17:01:37 -05:00
d66309a3a0
TST: add tests for inferred width labelarray
2017-02-07 16:28:13 -05:00
fb85e4a2bd
Merge pull request #1671 from quantopian/new-futures-hours
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Change to a 10.5 hour futures calendar
2017-02-06 12:53:23 -05:00
dd78bfa4e8
Change to a 10.5 hour futures calendar
2017-02-06 11:41:29 -05:00
b45c52b453
Bump empyrical to 0.2.2 ( #1674 )
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* Bump empyrical to 0.2.2
* Update example data for tests
2017-02-04 16:14:33 -05:00
595de9886a
Merge pull request #1673 from quantopian/remove-duplicate-test-expiration-date
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TST: Remove duplicate key in fixture config.
2017-02-03 00:30:11 -05:00
512c2bfb83
TST: Remove duplicate key in fixture config.
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Should be no functional change.
2017-02-02 23:10:14 -05:00
82361e0542
ENH: store the 'codes' for a labelarray in the narrowest int type possible
2017-02-02 20:58:36 -05:00
3be451e259
Merge pull request #1625 from quantopian/ambiguous-cli-shortopt
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ENH: change the clean --before shortopt from -b to -e
2017-02-02 14:04:07 -05:00
50b7768e58
TST: assert_equal dispatch for tuples
2017-02-01 19:42:10 -05:00
186465f63b
Merge pull request #1669 from quantopian/expect_strict_bounds
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ENH: Decorator to check inputs fall EXCLUSIVELY between bounds
2017-02-01 14:01:26 -05:00
072c2e0851
ENH: Decorator to check inputs fall EXCLUSIVELY between bounds
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Make a new decorator, expect_strictly_bounds, which shares logic
with the existing expect_bounded (which checks that inputs fall
INCLUSIVELY between bounds),
2017-02-01 13:38:27 -05:00
b1cae1b76a
Merge pull request #1661 from quantopian/optionally-apply-deltas-adjustments
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Optionally apply deltas adjustments
2017-01-31 15:40:43 -05:00
5a9e91b567
TST: add arg to test assertion
2017-01-31 15:19:05 -05:00
d0ac8cfddb
MAINT: optionally apply deltas adjustments based on info from dataset
2017-01-31 15:19:03 -05:00
2fb90b4a25
Merge pull request #1667 from quantopian/pricing-fixture-cleanups
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Pricing fixture cleanups
2017-01-31 10:32:17 -05:00
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
bd7f3ad100
MAINT: Raise LookupError instead of KeyError.
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KeyError calls __repr__ on its input, which makes it really unpleasant
to read multi-line strings.
2017-01-30 22:13:18 -05:00
Ana Ruelas