bb9bf3bc9f
Dual moving average for USDT_BTC
2017-06-21 10:59:20 -07:00
53d1c7d7c3
Changed default bundle to poloniex and new crypto examples
2017-06-20 17:23:21 -07:00
d509dfb9a1
Working crypto data on NYSE calendar
2017-06-20 15:40:37 -07:00
cd3d996892
NYSE -> OPEN calendar for (most) default calendars
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* Added extra bundle parameters for catalyst/poloniex bundles
2017-06-20 14:18:15 -07:00
3b6a293019
WIP: Poloniex bundle
2017-06-20 16:37:04 -04:00
a0da21e6ea
WIP - curator: switch to requests, exception handling, dynamic currency list
2017-06-20 00:42:24 -04:00
2b8b14bb9b
Run curator
2017-06-19 14:43:10 -07:00
2770648acb
Fixed catalyst tests except example tests
2017-06-19 14:43:10 -07:00
0ff32b38d7
pricing data
2017-06-19 14:43:10 -07:00
a38a35d664
Changed zipline -> catalyst import paths
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* Updated cython build scripts
* Updated setup.py to to install catalyst package
* Updated momentum example to use catalyst package
* catalyst executable now supports loading pipelines from multiple bundles
2017-06-19 14:43:10 -07:00
f6ceeb8be1
Crypto integration + multiple pipeline bundles
2017-06-19 14:43:10 -07:00
753004647b
DEV: Pin configparser version
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It's a recent (to zipline) requirement of flake8.
2017-06-08 17:33:15 -04:00
0fa6c37b68
Merge pull request #1834 from quantopian/multiple-output-factor-window-safe
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ENH: Match window_safe status of multi output factor with factor
2017-06-08 08:36:26 -07:00
78c2404e55
TEST: Add test for window_safe propagation.
2017-06-08 10:59:56 -04:00
c8c626e15a
ENH: Match window_safe status of multi output factor with factor
2017-06-08 10:19:04 -04:00
2590afc6e8
DOC: Add development guide .rst
2017-06-07 21:50:19 -04:00
885698d50b
Merge pull request #1833 from quantopian/labelarray-map
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Add support for relabeling classifiers.
2017-06-07 17:57:18 -07:00
ec2ec49914
MAINT: Make _sortable_sentinel a singleton.
2017-06-07 20:17:58 -04:00
609ae752d0
DOC: Fix typo in docstring.
2017-06-07 18:22:30 -04:00
8a042937d9
TST: Add test for missing values in relabel.
2017-06-07 18:21:13 -04:00
cbe52cea88
BUG: Fix NoneType comparisons in PY3.
2017-06-07 18:21:03 -04:00
e49f4c6149
ENH: Improve error message on bad return.
2017-06-07 17:07:19 -04:00
011915d4fc
Merge pull request #1822 from quantopian/var-and-cvar
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Add portfolio weights method to algorithms
2017-06-07 16:35:04 -04:00
b5e01d99ef
Merge pull request #1619 from quantopian/end-date-default-int64-max
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MAINT: Define default end_date in assets.db as max int64, for clarity
2017-06-07 15:55:27 -04:00
49a7b78b2e
Fix weights calculation to use portfolio value as denominator
2017-06-07 15:46:45 -04:00
ad10349992
TEST: Test map returning None.
2017-06-07 15:28:15 -04:00
a579485825
MAINT: s/NotImplementedError/TypeError.
2017-06-07 15:23:27 -04:00
e47a21318c
BUG: fix assert_equal for tuple-keyed dictionaries
2017-06-07 14:50:13 -04:00
cfe4df8f2b
TEST: Test map ignores missing with None.
2017-06-07 14:16:17 -04:00
d0544a6581
MAINT: Define default end_date in assets.db as max int64, for clarity
2017-06-07 14:08:55 -04:00
e995e6f2ed
ENH: Add relabel method to string classifiers.
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- Adds a `map` method to `LabelArray` that maps a unary function over
the categories of a LabelArray, shrinking the underyling codes if
possible.
- Adds a new `.relabel` method to string-dtype classifiers that maps a
unary function over the unique elements of the underlying LabelArray.
This is useful for things like cleaning noisy label data.
2017-06-07 13:14:12 -04:00
94b1d5a40e
ENH: Add method for computing current portfolio weights
2017-06-07 13:13:14 -04:00
8b17b7d4b3
MAINT: Add validator to validate_column.
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Who validates the validators?
2017-06-07 11:50:37 -04:00
ba590266c9
MAINT: Simplify ArrayPredicate.
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Just use `params` instead of custom `_init` and `_static_identity`.
2017-06-07 11:49:37 -04:00
731e3a8678
TST: Updated modified time of market data in test_examples
2017-06-07 11:00:55 -04:00
440ff4205b
Merge pull request #1826 from quantopian/add-engine-docs
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Add engine docs
2017-06-06 11:21:57 -04:00
73d66216dc
DOC: Include pipeline Term in documentations
2017-06-05 16:11:19 -04:00
1051ef1eb8
DOC: Include all Factor methods in documentation
2017-06-05 16:10:47 -04:00
cc867dbdfe
DOC: Include PipelineEngine in documentation
2017-06-05 16:09:36 -04:00
090ce3b256
DOC: Removed non-existent classes from docs
2017-06-05 16:08:21 -04:00
3ba34aa755
DOC: Change docstrings to make documentation easier to read
2017-06-05 16:01:33 -04:00
11c0782e9a
DOC: Create built in factors subheading, organize them alphabetically
2017-06-05 16:00:09 -04:00
e55a6078d6
DOC: Fix invalid sphinx sections
2017-06-05 15:52:57 -04:00
a40e5d932c
Merge pull request #1812 from quantopian/google-finance-for-benchmarking
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BUG/MAINT: Switch over to Google for benchmarking
2017-06-05 12:09:55 -04:00
c0c67340fe
MAINT: Skip more rows to match change in treasury data format
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I'm not sure what the raw csv pulled from the federal reserve looked like before, but when trying to download fresh treasure data (data not stored in `./zipline`), there is an error that says "Time Period not in list". After checking the raw csv now, it looks like there are 5 header rows rather than just 1, so skipping those rows removes that error.
2017-06-05 11:44:01 -04:00
e6fe3a0e7d
Merge pull request #1811 from quantopian/run-chunked-pipeline
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Run chunked pipeline
2017-06-02 17:29:15 -04:00
ad3c72a8fb
ENH: Use context manager to suppress nan-categorical warning
2017-06-02 16:48:26 -04:00
ff1c673a9d
ENH: Include sharedoc function
2017-06-02 16:48:26 -04:00
2d56d253fa
ENH: Add run_chunked_pipeline method to PipelineEngine
2017-06-02 16:48:09 -04:00
69b632db37
ENH: Add function for running pipelines in chunks
2017-06-02 16:47:55 -04:00
Conner Fromknecht