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Author SHA1 Message Date
Andrew Liang ba3ba053cb MAINT: Refactor schedule function rules 
Refactor to eliminate unnecessary type coercion. Reduce some code
duplication
 2016-06-14 13:55:59 -04:00
Andrew Liang 28b1da443e MAINT: Raise when trying to get a date outside trading calendar 
next_scheduled_day and previous_scheduled day should raise if
trying a return a date outside the calendar. Previously it just
returns None, but it should be made consistent with the behavior
of add_scheduled_days
 2016-06-13 09:07:16 -04:00
Scott Sanderson c83414e152 Merge pull request #1269 from quantopian/generic-events-loader 
Rewrite EventsLoader as a single class rather than a base class
 2016-06-10 19:52:03 -04:00
Scott Sanderson bc302beec9 MAINT: Rework event datasets. 
- Refactored EventsLoader and BlazeEventsLoader to not require a
  subclass per dataset.  Instead, you now pass a map from columns to
  event fields directly to the EventsLoader constructor.

- Removed a large number of Quantopian-specific datasets and associated
  tests.

- Rewrote the core logic of EventsLoader and BlazeEventsLoader to share
  index calculations across multiple requested columns.

- Fixed a bug where event fields were incorrectly forward-filled when
  null values were present in an event.
 2016-06-10 19:22:27 -04:00
Jean Bredeche 5a6b870cd5 Merge pull request #1138 from quantopian/exchange-calendars-v2 
ExchangeCalendars and TradingSchedules
 2016-06-09 17:21:06 -04:00
Jean Bredeche 97d27cf407 Revert "Merge pull request #1226 from quantopian/schedule_function_resilience" 
This reverts commit 6079604483, reversing
changes made to c9b5979f45.
 2016-06-09 17:19:46 -04:00
Andrew Liang 6079604483 Merge pull request #1226 from quantopian/schedule_function_resilience 
MAINT: Make schedule function rules resilient for no trading day
 2016-06-09 15:33:23 -04:00
Jean Bredeche 7da1eae38e Merge pull request #1270 from quantopian/just-kidding-put-old-calendar-back 
REV: Restore old tradingcalendar.py
 2016-06-09 13:57:12 -04:00
Jean Bredeche 1505c62daf REV: Restore old tradingcalendar.py 2016-06-09 13:56:40 -04:00
Jean Bredeche 4b09715052 ENH: better comments 2016-06-09 13:28:43 -04:00
Andrew Liang 7b82b9a2fd MAINT: Make schedule function rules resilient for no trading day 
Make the rules resilient to env.previous_trading_day or
env.next_trading_day being None
 2016-06-09 09:53:16 -04:00
Andrew Daniels 60cd4aab91 Use new API in tests/data/bundles/test_core.py 2016-06-08 16:24:36 -04:00
Jean Bredeche b5633aa87c DEV: Fix merge issues. 2016-06-08 14:16:17 -04:00
Andrew Daniels 02a91ec4ab MAINT: Removes the set_first_trading_day method of DataPortal 
Since the first trading day is now passed directly to the DataPortal on
init, there's no need for a method that does this. Moves all the
additional logic/assignments into the init. Also corrects an issue where
we would never create certain attributes if self._first_trading_day was
None.

Adds the ability to specify the first trading day for a data portal in a
test case when using the WithDataPortal fixture.
 2016-06-08 13:34:23 -04:00
Jean Bredeche 92600d7695 BLD: get travis to run on PRs into exchange-calendars-v2 2016-06-08 13:34:23 -04:00
Jean Bredeche b1428aaad1 DEV: Cleaned up trading_minute_window 
Removed it from ExchangeCalendar.

Fixed TradingSchedule’s implementation to be much faster.  Removed the
`step` parameter.
 2016-06-08 13:34:23 -04:00
Jean Bredeche e1e12534c5 ENH: speed up calculation of all trading minutes. 2016-06-08 13:34:23 -04:00
Jean Bredeche 1208aaf1d9 Fix from bad rebase. 2016-06-08 13:34:23 -04:00
jfkirk 39cc355066 TST: Finishes fixing fixes for the fixed fixtures 2016-06-08 13:34:23 -04:00
jfkirk d437a5d675 MAINT: Rebase fixes 2016-06-08 13:34:23 -04:00
jfkirk 3b8b6d55e0 STY: Cleans up ExchangeCalendar construction 2016-06-08 13:34:22 -04:00
jfkirk 4a20157a25 BUG: Python 3 time compatibility 2016-06-08 13:34:22 -04:00
jfkirk 2a8f69fc01 MAINT: DataPortal env -> asset_finder 2016-06-08 13:34:22 -04:00
Andrew Daniels 53fcdde66d Fixes for CMEExchangeCalendar 
Note that a lot of this duplicates what we have for
NYSEExchangeCalendar.
 2016-06-08 13:34:22 -04:00
jfkirk 0a6ad9ac9e STY: Your flake is on fleek 2016-06-08 13:34:22 -04:00
jfkirk 581e817603 MAINT: Rebase reconciliation 2016-06-08 13:34:22 -04:00
jfkirk 77cdec161a BUG: Changes type of early_closes to DatetimeIndex 2016-06-08 13:34:21 -04:00
jfkirk 156be81b14 ENH: Adds BMF, LSE, TSX to get_calendar 2016-06-08 13:34:21 -04:00
jfkirk 2a81c2066f ENH: Adds the option to force calendar registration 2016-06-08 13:34:21 -04:00
jfkirk ada0804df1 MAINT: Renames CME ExchangeCalendar module 2016-06-08 13:34:21 -04:00
jfkirk da99cd6192 ENH: Adds BMF, LSE, and TSX exchange calendars 2016-06-08 13:34:21 -04:00
jfkirk 219f20989f BUG: Fixes after-hours behavior on session_date 2016-06-08 13:34:21 -04:00
jfkirk 2e625181bc BUG: Removes reference to env.minutes_in_range 2016-06-08 13:34:20 -04:00
jfkirk f9812968d4 MAINT: Updates July 5th Holiday for pandas 17 2016-06-08 13:34:20 -04:00
jfkirk 10a118d94c MAINT: Removes references to tradingcalendar 2016-06-08 13:34:20 -04:00
jfkirk 4344336576 BUG: Adds schedule arg to run_algo 2016-06-08 13:34:20 -04:00
jfkirk 75e0e4723d TST: Refactors more tests to use WithTradingSchedule 2016-06-08 13:34:20 -04:00
jfkirk d9fc514fa8 TST: Adds TradingSchedule test fixture 2016-06-08 13:34:20 -04:00
jfkirk 31f9f06c9a MAINT: Removes static calendar from schedule_function rules 2016-06-08 13:34:19 -04:00
jfkirk 591ae02a02 MAINT: Removes unnecessary NYSETradingSchedule 2016-06-08 13:34:19 -04:00
jfkirk 705fb4e89f MAINT: Removes use of partials in schedule classes 2016-06-08 13:34:19 -04:00
jfkirk ddaf3d5b02 MAINT: Consolidates minute_window methods in schedule classes 2016-06-08 13:34:19 -04:00
jfkirk 26742dda67 MAINT: Removes obsolete tradingcalendar module 2016-06-08 13:34:19 -04:00
jfkirk 241abda2a5 STY: Flake8 2016-06-08 13:34:19 -04:00
jfkirk 4b7390ac81 WIP: Refactors tests to use TradingSchedule 2016-06-08 13:34:19 -04:00
jfkirk c8304e8601 ENH: Adds ExchangeCalendar, TradingSchedule, and implementations 
Conflicts:
	tests/data/test_minute_bars.py
	tests/data/test_us_equity_pricing.py
	tests/finance/test_slippage.py
	tests/pipeline/test_engine.py
	tests/pipeline/test_us_equity_pricing_loader.py
	tests/serialization_cases.py
	tests/test_algorithm.py
	tests/test_assets.py
	tests/test_bar_data.py
	tests/test_benchmark.py
	tests/test_exception_handling.py
	tests/test_fetcher.py
	tests/test_finance.py
	tests/test_history.py
	tests/test_perf_tracking.py
	tests/test_security_list.py
	tests/utils/test_events.py
	zipline/algorithm.py
	zipline/data/data_portal.py
	zipline/data/us_equity_loader.py
	zipline/errors.py
	zipline/finance/trading.py
	zipline/testing/core.py
	zipline/utils/events.py
 2016-06-08 13:34:18 -04:00
Richard Frank c9b5979f45 BUG: Fixed repr of PerShare 
Format string didn't match keyword arg
 2016-06-08 10:41:24 -04:00
Richard Frank 787906590c Merge pull request #1254 from ChrisPappalardo/dockerfile_cap 
created dockerfile for zipline dev
 2016-06-07 13:33:18 -04:00
ChrisPappalardo 7e70f8fa98 DEV: created dockerfile for zipline development 2016-06-07 09:08:18 -07:00
Eddie Hebert fd57705676 Merge pull request #1256 from quantopian/fix-history-daily-freq-in-minute 
BUG: Apply latest adjustment for minute `1d`
 2016-06-07 11:08:18 -04:00