cb76f1fc16
MAINT: Updated yahoo url for SSL
2017-03-05 17:37:45 -05:00
cfdbe883b1
Merge pull request #1672 from quantopian/narrow-labelarray
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narrow labelarray
2017-03-02 19:32:56 -05:00
44563d351b
TST: add roundtrip check
2017-03-01 15:15:16 -05:00
fb10d9346b
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
0d4ca54900
ENH: Make invalid data behavior optional
2017-03-01 10:41:30 -05:00
270e670551
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
a8d6ecd545
ENH: make LabelArray.from_codes_and_metadata public
2017-02-28 23:12:55 -05:00
a4e445153c
ENH: make NaT_for_dtype coerce the input to a dtype
2017-02-28 22:49:17 -05:00
dd7fa4ba25
DOC: Fix typo in -k/--keep-last option description
2017-02-28 22:27:18 -05:00
83ab7b3250
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
5b7124ac6f
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
eef59f842c
MAINT: Pin specific versions of blaze dependencies
2017-02-28 19:40:10 -05:00
d176ba4d85
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
cf063abcf1
Rename _attrs_to_check to asdict
2017-02-23 11:32:04 -05:00
93c50899f8
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
159ed7321f
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
ec447198c6
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
8e1f8d75f5
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
383d56b3bc
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
63063aa709
ENH: Eliminate potential look-ahead bias in volume rolls
2017-02-16 09:01:16 -05:00
5ab0880ad7
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
59acadbccf
BUG: fix loader bug for 1 day
2017-02-15 16:44:45 -05:00
c2560c6079
TST: Adds TestingSlippage slippage model ( #1679 )
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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
e81287e8e1
Merge pull request #1678 from quantopian/flake8-line-too-longs
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STY: Wrap/reformat lines over 80 chars.
2017-02-09 05:57:00 -05:00
54c8e6c358
Merge pull request #1676 from quantopian/param_sapce
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TEST: Allow parameter_space to work on repeated calls of test
2017-02-08 18:39:51 -05:00
cb6c5f09a6
TEST: Allow parameter_space to work on repeated calls of test
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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
8878d0ddd5
STY: Wrap/reformat lines over 80 chars.
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Newer versions of flake8 detect these versions, though current zipline version
of flake8 does not.
2017-02-08 00:47:33 -05:00
b4ed1fcff3
MAINT: windows definition for log2
2017-02-07 17:01:37 -05:00
735d98fb6e
TST: add tests for inferred width labelarray
2017-02-07 16:28:13 -05:00
cb41be012f
Merge pull request #1671 from quantopian/new-futures-hours
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Change to a 10.5 hour futures calendar
2017-02-06 12:53:23 -05:00
db2440871e
Change to a 10.5 hour futures calendar
2017-02-06 11:41:29 -05:00
26558743ba
Bump empyrical to 0.2.2 ( #1674 )
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* Bump empyrical to 0.2.2
* Update example data for tests
2017-02-04 16:14:33 -05:00
7a0a214ac1
Merge pull request #1673 from quantopian/remove-duplicate-test-expiration-date
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TST: Remove duplicate key in fixture config.
2017-02-03 00:30:11 -05:00
11a406c67a
TST: Remove duplicate key in fixture config.
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Should be no functional change.
2017-02-02 23:10:14 -05:00
d378c9fca3
ENH: store the 'codes' for a labelarray in the narrowest int type possible
2017-02-02 20:58:36 -05:00
5fbd0251aa
Merge pull request #1625 from quantopian/ambiguous-cli-shortopt
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ENH: change the clean --before shortopt from -b to -e
2017-02-02 14:04:07 -05:00
d9321f4795
TST: assert_equal dispatch for tuples
2017-02-01 19:42:10 -05:00
38367b6794
Merge pull request #1669 from quantopian/expect_strict_bounds
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ENH: Decorator to check inputs fall EXCLUSIVELY between bounds
2017-02-01 14:01:26 -05:00
6cd6163fd2
ENH: Decorator to check inputs fall EXCLUSIVELY between bounds
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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
bb36ec1224
Merge pull request #1661 from quantopian/optionally-apply-deltas-adjustments
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Optionally apply deltas adjustments
2017-01-31 15:40:43 -05:00
dda5334580
TST: add arg to test assertion
2017-01-31 15:19:05 -05:00
bd06ff14ed
MAINT: optionally apply deltas adjustments based on info from dataset
2017-01-31 15:19:03 -05:00
58850b86ad
Merge pull request #1667 from quantopian/pricing-fixture-cleanups
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Pricing fixture cleanups
2017-01-31 10:32:17 -05:00
9786483ec0
Merge pull request #1665 from quantopian/determine_overwrite_type_dynamically
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Determine overwrite type dynamically
2017-01-31 10:06:21 -05:00
9cdd696467
TST: add test cases for int and object dispatching
2017-01-31 09:43:39 -05:00
c5efba0c8a
MAINT: make obj adjustment dispatching more granular
2017-01-31 09:43:39 -05:00
08b159d5da
ENH: add Int64Overwrite and dispatching for it
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BUG: column value should be float
DOC: update docs
2017-01-31 09:43:37 -05:00
98a8fdfb09
MAINT: determine core loader overwrite types dynamically
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TST: update test to reflect adjustment mapping change
2017-01-31 09:43:34 -05:00
f14e8e00ef
MAINT: Raise LookupError instead of KeyError.
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KeyError calls __repr__ on its input, which makes it really unpleasant
to read multi-line strings.
2017-01-30 22:13:18 -05:00
96ba361e36
Merge pull request #1666 from quantopian/add_class_callback_args
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MAINT: pass args, kwargs to add_class_callback
2017-01-30 15:43:40 -05:00
Richard Frank