be4e1b975d
TEST: Add test for window_safe propagation.
2017-06-08 10:59:56 -04:00
02b72fe376
ENH: Match window_safe status of multi output factor with factor
2017-06-08 10:19:04 -04:00
246eed215f
DOC: Add development guide .rst
2017-06-07 21:50:19 -04:00
1e4a094fec
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
dd857aa4d7
MAINT: Make _sortable_sentinel a singleton.
2017-06-07 20:17:58 -04:00
4cfbb12ab5
DOC: Fix typo in docstring.
2017-06-07 18:22:30 -04:00
61feedbd16
TST: Add test for missing values in relabel.
2017-06-07 18:21:13 -04:00
3b8a6b543e
BUG: Fix NoneType comparisons in PY3.
2017-06-07 18:21:03 -04:00
09cc54e08a
ENH: Improve error message on bad return.
2017-06-07 17:07:19 -04:00
65cc403e5a
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
18aa25efce
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
602a799a6b
Fix weights calculation to use portfolio value as denominator
2017-06-07 15:46:45 -04:00
709735de51
TEST: Test map returning None.
2017-06-07 15:28:15 -04:00
3ed396b08c
MAINT: s/NotImplementedError/TypeError.
2017-06-07 15:23:27 -04:00
cb7ee53111
BUG: fix assert_equal for tuple-keyed dictionaries
2017-06-07 14:50:13 -04:00
6bb31b2544
TEST: Test map ignores missing with None.
2017-06-07 14:16:17 -04:00
04a6736f36
MAINT: Define default end_date in assets.db as max int64, for clarity
2017-06-07 14:08:55 -04:00
5b9d5fecfb
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
568bf0aa59
ENH: Add method for computing current portfolio weights
2017-06-07 13:13:14 -04:00
15a0b05681
MAINT: Add validator to validate_column.
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Who validates the validators?
2017-06-07 11:50:37 -04:00
ae97d97920
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
5160b11bc1
TST: Updated modified time of market data in test_examples
2017-06-07 11:00:55 -04:00
1e2874385e
Merge pull request #1826 from quantopian/add-engine-docs
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Add engine docs
2017-06-06 11:21:57 -04:00
bb74a0e994
DOC: Include pipeline Term in documentations
2017-06-05 16:11:19 -04:00
a1fb90db03
DOC: Include all Factor methods in documentation
2017-06-05 16:10:47 -04:00
846744214f
DOC: Include PipelineEngine in documentation
2017-06-05 16:09:36 -04:00
82ebbfa18c
DOC: Removed non-existent classes from docs
2017-06-05 16:08:21 -04:00
4aeef2d533
DOC: Change docstrings to make documentation easier to read
2017-06-05 16:01:33 -04:00
2178ad1081
DOC: Create built in factors subheading, organize them alphabetically
2017-06-05 16:00:09 -04:00
092951470a
DOC: Fix invalid sphinx sections
2017-06-05 15:52:57 -04:00
cabe0b691c
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
a12c34c39c
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
30813860f5
Merge pull request #1811 from quantopian/run-chunked-pipeline
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Run chunked pipeline
2017-06-02 17:29:15 -04:00
6b19e45db4
ENH: Use context manager to suppress nan-categorical warning
2017-06-02 16:48:26 -04:00
69d1269fc4
ENH: Include sharedoc function
2017-06-02 16:48:26 -04:00
a88df2be0d
ENH: Add run_chunked_pipeline method to PipelineEngine
2017-06-02 16:48:09 -04:00
bdd1f158a3
ENH: Add function for running pipelines in chunks
2017-06-02 16:47:55 -04:00
897de69a2c
ENH: Add function to concatenate list of dataframes with categoricals
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STY: Alphabetized import list
2017-06-02 16:47:37 -04:00
c03bed30b6
Add missing Python 3.5 references (now supported)
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Add this version to the Conda build matrix and to the setup.py file.
2017-06-02 16:47:36 -04:00
7a6f45b971
TST: Change start date to fit benchmark start date
2017-06-01 23:35:11 -04:00
f957545e47
TST: Sort test examples to debug more easily
2017-06-01 23:35:11 -04:00
776677fcdf
BUG/MAINT: Switch over to Google for benchmarking
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MAINT: Remove mentions of Yahoo & ^GSPC
MAINT: Fill in missing dates
MAINT/BLD: Rebuild example data to match new benchmark
2017-06-01 23:35:10 -04:00
9fe8076bbc
Merge pull request #1809 from Peque/py35
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BLD: Add some missing Python 3.5 references
2017-05-28 21:37:14 -04:00
77235a6eaa
MAINT: Remove label=omit from treasury link
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MAINT: Switch to https
2017-05-26 13:57:51 -04:00
c1280daaa3
MAINT: Remove environment as an argument to benchmark source. ( #1816 )
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MAINT: Remove environment as an argument to benchmark source.
To allow the BenchmarkSource class to be more easily used in contexts other than
a TradingAlgorithm, remove the TradingEnvironment as an argument to the
benchmark source.
Instead:
- Pass a benchmark Asset, instead of a bencmark sid; so that the asset_finder
does not need to be passed to the benchmark source.
- Pass the pre-calculated benchmark_returns instead of an env,
which contains the benchmark_returns; a consumer can let the benchmark_returns
stay as the default of `None` when using an asset.
We may want to further refactor and make two different classes, instead of
relying on a combination of existence/non-existence of benchmark_asset and
benchmark_returns. That refactoring should be easier to do with this change.
2017-05-25 16:11:25 -04:00
a3fe687b15
Merge pull request #1815 from quantopian/get-array-benchmark-source
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ENH: Add get_range to BenchmarkSource
2017-05-25 10:51:48 -04:00
655bf0f4cb
ENH: Add get_range to BenchmarkSource
2017-05-25 10:14:40 -04:00
0a481d4d6c
BLD: Modify conda label for Travis CI ( #1814 )
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* BLD: Modify conda label for Travis CI
We've been unnecessarily building packages that are already in the ci channel because conda build isn't respecting the full URL for that channel when using --skip-existing. We updated it to be just the name of the channel.
2017-05-24 22:37:03 -04:00
a5ec24e006
BLD: Swap conda build args to check CI label/channel first
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BLD: Change url to just channel/label path
2017-05-24 19:44:37 -04:00
d760a84468
Merge pull request #1788 from quantopian/rounding-cutoff-2
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Do not explicitly round asset prices
2017-05-24 11:30:00 -04:00
Scott Sanderson