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c86798bc162ddc19c2f8072b89f1204eb7da345c
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3232 Commits
Author SHA1 Message Date
dmichalowicz c86798bc16 ENH: Add ContinuousFuture to lookup_generic 2017-03-25 09:04:17 -04:00
Andrew DanielsandGitHub 43d6004cff ENH: Adds StaticSids pipeline filter (#1717) 
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
Freddie VargusandGitHub 5fd20e182f Merge pull request #1683 from shadiakiki1986/bugfix_index_should_be_int 
BUG: Convert index to int so that the pandas indexing doesnt fail
 2017-03-16 13:36:10 -04:00
dmichalowicz bb801344e9 ENH: Better error message for non-existent root symbol 2017-03-16 11:18:17 -04:00
David MichalowiczandGitHub bafe8eab6a Merge pull request #1714 from quantopian/test-fixture-fix 
Equity daily data test fixture was using wrong sids
 2017-03-15 16:44:05 -04:00
Maya TydykovandGitHub f4455179d4 Merge pull request #1710 from quantopian/sort-pipeline-data-on-asofdate 
Sort pipeline data on asofdate
 2017-03-15 14:40:11 -04:00
Maya Tydykov 6e4060fc4f BUG: sort data on asof_date to resolve ts conflicts 
MAINT: fix arg default and update docstring
 2017-03-15 14:10:58 -04:00
Jean Bredeche ea1fb05676 ENH: teach BarData about current session's minutes 2017-03-15 13:40:33 -04:00
dmichalowicz b907b2557e TST: Equity daily data test fixture was using wrong sids 2017-03-15 13:16:45 -04:00
Eddie Hebert c3509fcca3 MAINT: Apply linter recommendations to adjustments module. 
Remove unused variables.

Add type for values used to access arrays.
 2017-03-15 11:26:38 -04:00
Shadi Akiki 5bea92fc2f BUG: use integer division for index so that pandas indexing doesnt fail 2017-03-13 07:42:51 +00:00
Freddie VargusandRichard Frank 7d276842be REL: Update stubs for 1.1.0 release 2017-03-10 17:19:57 -05:00
Joe JevnikandJoe Jevnik 153f6636c7 BUG: fix label array code dtype condense 2017-03-08 20:54:57 -05:00
Richard FrankandGitHub fcfc06ef0a Merge pull request #1699 from quantopian/yahoo-url-update 
MAINT: Updated yahoo url for SSL
 2017-03-08 16:04:51 -05:00
Ana Ruelas b5e05ceae5 BUG: ceil returns float, int needed for array indexing 2017-03-08 11:05:54 -05:00
dmichalowicz 2274bf4467 BUG: Set data portal last trading session if passed 2017-03-08 09:07:03 -05:00
Ana Ruelas b4e97bc9d8 TST: Add tests for winsorize factor 2017-03-07 17:14:27 -05:00
Ana Ruelas 309ec73faa ENH: Add winsorize factor 2017-03-06 14:08:28 -05:00
Richard Frank b965eb951a MAINT: Updated yahoo url for SSL 2017-03-05 17:37:45 -05:00
Joe JevnikandGitHub f90cd1ca0f Merge pull request #1672 from quantopian/narrow-labelarray 
narrow labelarray
 2017-03-02 19:32:56 -05:00
Ana Ruelas 6929427cf5 ENH: Make invalid data behavior optional 2017-03-01 10:41:30 -05:00
Joe Jevnik 70110a3bf6 ENH: make LabelArray.from_codes_and_metadata public 2017-02-28 23:12:55 -05:00
Joe Jevnik 824129eff8 ENH: make NaT_for_dtype coerce the input to a dtype 2017-02-28 22:49:17 -05:00
Alexey DegtyarevandRichard Frank 02c1458328 DOC: Fix typo in -k/--keep-last option description 2017-02-28 22:27:18 -05:00
Jean Bredeche f11b6467ac Rename _attrs_to_check to asdict 2017-02-23 11:32:04 -05:00
Andrew DanielsandGitHub ba484e5469 MAINT: Removes unnecessary capital_base arg to TradingAlgorithm (#1677) 
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
dmichalowicz 6d47a36166 ENH: Eliminate potential look-ahead bias in volume rolls 2017-02-16 09:01:16 -05:00
Maya TydykovandGitHub 4075971db4 Merge pull request #1684 from quantopian/fix-earnings-estimates-1-day-bug 
BUG: fix loader bug for 1 day
 2017-02-15 17:20:31 -05:00
Maya Tydykov 382eef0e3d BUG: fix loader bug for 1 day 2017-02-15 16:44:45 -05:00
Andrew DanielsandGitHub 296307a632 TST: Adds TestingSlippage slippage model (#1679) 
Allows specifying a constant number of shares filled per tick.

Also adds the WithConstantEquityMinuteBarData fixture, relocated from
internal repo.
 2017-02-09 08:56:15 -05:00
Eddie HebertandGitHub 41f315fe0a Merge pull request #1678 from quantopian/flake8-line-too-longs 
STY: Wrap/reformat lines over 80 chars.
 2017-02-09 05:57:00 -05:00
Andrew LiangandGitHub 893671339c Merge pull request #1676 from quantopian/param_sapce 
TEST: Allow parameter_space to work on repeated calls of test
 2017-02-08 18:39:51 -05:00
Andrew Liang 97f537f35c TEST: Allow parameter_space to work on repeated calls of test 
If we have a test that's being called more than once (i.e. two
test cases, both subclasses of the same base test case, with
different setup but calling the same test), allow the subsequent
calls to re-consume the same params
 2017-02-08 18:19:14 -05:00
Eddie Hebert 3d47aee2ab STY: Wrap/reformat lines over 80 chars. 
Newer versions of flake8 detect these versions, though current zipline version
of flake8 does not.
 2017-02-08 00:47:33 -05:00
Joe Jevnik d4c5b560c8 MAINT: windows definition for log2 2017-02-07 17:01:37 -05:00
dmichalowicz dd78bfa4e8 Change to a 10.5 hour futures calendar 2017-02-06 11:41:29 -05:00
Joe Jevnik 82361e0542 ENH: store the 'codes' for a labelarray in the narrowest int type possible 2017-02-02 20:58:36 -05:00
Freddie VargusandGitHub 3be451e259 Merge pull request #1625 from quantopian/ambiguous-cli-shortopt 
ENH: change the clean --before shortopt from -b to -e
 2017-02-02 14:04:07 -05:00
Joe JevnikandJoe Jevnik 50b7768e58 TST: assert_equal dispatch for tuples 2017-02-01 19:42:10 -05:00
Andrew Liang 072c2e0851 ENH: Decorator to check inputs fall EXCLUSIVELY between bounds 
Make a new decorator, expect_strictly_bounds, which shares logic
with the existing expect_bounded (which checks that inputs fall
INCLUSIVELY between bounds),
 2017-02-01 13:38:27 -05:00
Maya TydykovandGitHub b1cae1b76a Merge pull request #1661 from quantopian/optionally-apply-deltas-adjustments 
Optionally apply deltas adjustments
 2017-01-31 15:40:43 -05:00
Maya Tydykov 5a9e91b567 TST: add arg to test assertion 2017-01-31 15:19:05 -05:00
Maya Tydykov d0ac8cfddb MAINT: optionally apply deltas adjustments based on info from dataset 2017-01-31 15:19:03 -05:00
Scott SandersonandGitHub 2fb90b4a25 Merge pull request #1667 from quantopian/pricing-fixture-cleanups 
Pricing fixture cleanups
 2017-01-31 10:32:17 -05:00
Maya TydykovandGitHub ae4511360f Merge pull request #1665 from quantopian/determine_overwrite_type_dynamically 
Determine overwrite type dynamically
 2017-01-31 10:06:21 -05:00
Maya Tydykov f235a40739 MAINT: make obj adjustment dispatching more granular 2017-01-31 09:43:39 -05:00
Maya Tydykov 185e7a13f8 ENH: add Int64Overwrite and dispatching for it 
BUG: column value should be float

DOC: update docs
 2017-01-31 09:43:37 -05:00
Maya Tydykov 750837c5f8 MAINT: determine core loader overwrite types dynamically 
TST: update test to reflect adjustment mapping change
 2017-01-31 09:43:34 -05:00
Scott Sanderson bd7f3ad100 MAINT: Raise LookupError instead of KeyError. 
KeyError calls __repr__ on its input, which makes it really unpleasant
to read multi-line strings.
 2017-01-30 22:13:18 -05:00
Scott Sanderson c092e4db4d DOC: Update out of date docstring. 2017-01-30 13:33:21 -05:00