c2723f3487
BUG: query everything if deltas are empty
2016-06-21 13:20:43 -04:00
caebdf7cfc
MAINT: shuffle the complex expression checks
2016-06-20 13:35:07 -04:00
cb67ee425e
TST: coverage
2016-06-17 17:59:56 -04:00
1c3ad70431
DOC: docs for checkpoints
2016-06-17 17:59:56 -04:00
c8cf5a6761
ENH: add ffill checkpointing to blaze core loader
2016-06-17 17:59:56 -04:00
4c2f0e86eb
Merge pull request #1275 from quantopian/schedule_func_resilience_2
...
Schedule function rules refactoring
2016-06-14 14:26:20 -04:00
ba3ba053cb
MAINT: Refactor schedule function rules
...
Refactor to eliminate unnecessary type coercion. Reduce some code
duplication
2016-06-14 13:55:59 -04:00
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
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
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
5a6b870cd5
Merge pull request #1138 from quantopian/exchange-calendars-v2
...
ExchangeCalendars and TradingSchedules
2016-06-09 17:21:06 -04:00
97d27cf407
Revert "Merge pull request #1226 from quantopian/schedule_function_resilience"
...
This reverts commit 6079604483c9b5979f45
2016-06-09 17:19:46 -04:00
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
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
1505c62daf
REV: Restore old tradingcalendar.py
2016-06-09 13:56:40 -04:00
4b09715052
ENH: better comments
2016-06-09 13:28:43 -04:00
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
60cd4aab91
Use new API in tests/data/bundles/test_core.py
2016-06-08 16:24:36 -04:00
b5633aa87c
DEV: Fix merge issues.
2016-06-08 14:16:17 -04:00
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
92600d7695
BLD: get travis to run on PRs into exchange-calendars-v2
2016-06-08 13:34:23 -04:00
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
e1e12534c5
ENH: speed up calculation of all trading minutes.
2016-06-08 13:34:23 -04:00
1208aaf1d9
Fix from bad rebase.
2016-06-08 13:34:23 -04:00
39cc355066
TST: Finishes fixing fixes for the fixed fixtures
2016-06-08 13:34:23 -04:00
d437a5d675
MAINT: Rebase fixes
2016-06-08 13:34:23 -04:00
3b8b6d55e0
STY: Cleans up ExchangeCalendar construction
2016-06-08 13:34:22 -04:00
4a20157a25
BUG: Python 3 time compatibility
2016-06-08 13:34:22 -04:00
2a8f69fc01
MAINT: DataPortal env -> asset_finder
2016-06-08 13:34:22 -04:00
53fcdde66d
Fixes for CMEExchangeCalendar
...
Note that a lot of this duplicates what we have for
NYSEExchangeCalendar.
2016-06-08 13:34:22 -04:00
0a6ad9ac9e
STY: Your flake is on fleek
2016-06-08 13:34:22 -04:00
581e817603
MAINT: Rebase reconciliation
2016-06-08 13:34:22 -04:00
77cdec161a
BUG: Changes type of early_closes to DatetimeIndex
2016-06-08 13:34:21 -04:00
156be81b14
ENH: Adds BMF, LSE, TSX to get_calendar
2016-06-08 13:34:21 -04:00
2a81c2066f
ENH: Adds the option to force calendar registration
2016-06-08 13:34:21 -04:00
ada0804df1
MAINT: Renames CME ExchangeCalendar module
2016-06-08 13:34:21 -04:00
da99cd6192
ENH: Adds BMF, LSE, and TSX exchange calendars
2016-06-08 13:34:21 -04:00
219f20989f
BUG: Fixes after-hours behavior on session_date
2016-06-08 13:34:21 -04:00
2e625181bc
BUG: Removes reference to env.minutes_in_range
2016-06-08 13:34:20 -04:00
f9812968d4
MAINT: Updates July 5th Holiday for pandas 17
2016-06-08 13:34:20 -04:00
10a118d94c
MAINT: Removes references to tradingcalendar
2016-06-08 13:34:20 -04:00
4344336576
BUG: Adds schedule arg to run_algo
2016-06-08 13:34:20 -04:00
75e0e4723d
TST: Refactors more tests to use WithTradingSchedule
2016-06-08 13:34:20 -04:00
d9fc514fa8
TST: Adds TradingSchedule test fixture
2016-06-08 13:34:20 -04:00
31f9f06c9a
MAINT: Removes static calendar from schedule_function rules
2016-06-08 13:34:19 -04:00
591ae02a02
MAINT: Removes unnecessary NYSETradingSchedule
2016-06-08 13:34:19 -04:00
705fb4e89f
MAINT: Removes use of partials in schedule classes
2016-06-08 13:34:19 -04:00
ddaf3d5b02
MAINT: Consolidates minute_window methods in schedule classes
2016-06-08 13:34:19 -04:00
26742dda67
MAINT: Removes obsolete tradingcalendar module
2016-06-08 13:34:19 -04:00
241abda2a5
STY: Flake8
2016-06-08 13:34:19 -04:00
Joe Jevnik