c86798bc16
ENH: Add ContinuousFuture to lookup_generic
2017-03-25 09:04:17 -04:00
43d6004cff
ENH: Adds StaticSids pipeline filter ( #1717 )
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Useful for avoiding the need to create Asset objects when sids are
easier to use.
This is based off the existing implementation of StaticAssets, and
StaticAssets is now implemented as a wrapper around StaticSids.
2017-03-22 14:28:54 -04:00
5fd20e182f
Merge pull request #1683 from shadiakiki1986/bugfix_index_should_be_int
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BUG: Convert index to int so that the pandas indexing doesnt fail
2017-03-16 13:36:10 -04:00
b41163f058
Merge pull request #1715 from quantopian/missing-cf-error
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Better error message for non-existent root symbol
2017-03-16 12:02:15 -04:00
bb801344e9
ENH: Better error message for non-existent root symbol
2017-03-16 11:18:17 -04:00
bafe8eab6a
Merge pull request #1714 from quantopian/test-fixture-fix
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Equity daily data test fixture was using wrong sids
2017-03-15 16:44:05 -04:00
f4455179d4
Merge pull request #1710 from quantopian/sort-pipeline-data-on-asofdate
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Sort pipeline data on asofdate
2017-03-15 14:40:11 -04:00
6e4060fc4f
BUG: sort data on asof_date to resolve ts conflicts
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MAINT: fix arg default and update docstring
2017-03-15 14:10:58 -04:00
36e65d6a78
Merge pull request #1713 from quantopian/teach-data-about-current-session-minutes
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ENH: teach BarData about current session's minutes
2017-03-15 14:02:17 -04:00
ea1fb05676
ENH: teach BarData about current session's minutes
2017-03-15 13:40:33 -04:00
b907b2557e
TST: Equity daily data test fixture was using wrong sids
2017-03-15 13:16:45 -04:00
c8e58f3362
Merge pull request #1712 from quantopian/adjustment-cython-checker-recs
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MAINT: Apply linter recommendations to adjustments module.
2017-03-15 12:38:00 -04:00
c3509fcca3
MAINT: Apply linter recommendations to adjustments module.
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Remove unused variables.
Add type for values used to access arrays.
2017-03-15 11:26:38 -04:00
5bea92fc2f
BUG: use integer division for index so that pandas indexing doesnt fail
2017-03-13 07:42:51 +00:00
40aec722fe
Merge pull request #1709 from quantopian/whatsnew-1.1.1
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DOC: Add whatsnew for 1.1.1
2017-03-10 18:07:04 -05:00
b46da7a65b
DOC: Add whatsnew for 1.1.1
2017-03-10 17:46:13 -05:00
7d276842be
REL: Update stubs for 1.1.0 release
2017-03-10 17:19:57 -05:00
153f6636c7
BUG: fix label array code dtype condense
2017-03-08 20:54:57 -05:00
fcfc06ef0a
Merge pull request #1699 from quantopian/yahoo-url-update
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MAINT: Updated yahoo url for SSL
2017-03-08 16:04:51 -05:00
15c1058cca
Merge pull request #1681 from quantopian/1.1.0-whatsnew
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DOC: Draft whatsnew for 1.1.0 release
2017-03-08 15:51:16 -05:00
aab1707123
DOC: Write up whatsnew for 1.1.0 release
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DOC: Clarify changes and fix formatting
DOC: Remove 1.0.3 whatsnew
DOC: More formatting
DOC: Remove superfluous info
DOC: Change deploy command
DOC: Fix typo
DOC: Add mention of winsorize factor
DOC: Change date of release
DOC: Remove date for now
DOC: Change release to development
2017-03-08 14:53:47 -05:00
26b6236b78
Merge pull request #1703 from quantopian/ceil-bugfix
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BUG: ceil returns float, int needed for array indexing
2017-03-08 11:35:31 -05:00
b5e05ceae5
BUG: ceil returns float, int needed for array indexing
2017-03-08 11:05:54 -05:00
e1129b1265
Merge pull request #1702 from quantopian/reader-last-dates
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Set data portal last trading session/minute if passed
2017-03-08 10:04:24 -05:00
2274bf4467
BUG: Set data portal last trading session if passed
2017-03-08 09:07:03 -05:00
0bc29e10d4
Merge pull request #1696 from quantopian/add-winsorize
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ENH: Add winsorize factor
2017-03-07 18:07:09 -05:00
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
b965eb951a
MAINT: Updated yahoo url for SSL
2017-03-05 17:37:45 -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
dmichalowicz