Commit Graph

3450 Commits

Author SHA1 Message Date
Scott Sanderson cd24d8ba55 ENH: Add rolling_window to numpy_utils.py. 2016-03-01 19:32:55 -05:00
Jonathan Kamens f5d6060bb4 MAINT: Upgrade six, futures, requests-futures, piprot versions
Upgrade six 1.9.0 -> 1.10.0 in requirements.txt, and futures 3.0.3 ->
3.0.5, requests-futures 0.9.5 -> 0.9.7, and piprot 0.9.1 -> 0.9.6 in
requirements_dev.txt.
2016-02-27 11:46:51 -05:00
Jonathan Kamens 369a24aaec MAINT: Remove obsolete comment from requirements.txt
There was a comment in requirements.txt warning not to use
python-dateutil 2.4.0, which was necessary when we were using 2.3.x
and 2.4.0 was broken for us, but now we're using 2.4.2 which is fixed,
so the comment is no longer needed.
2016-02-27 11:45:44 -05:00
Joe Jevnik 5e7d412141 Merge pull request #1016 from quantopian/test-cleanup
TST: use rel imports from tests
2016-02-26 21:02:22 -05:00
Joe Jevnik 79e7c84a40 TST: use rel imports from tests 2016-02-26 20:22:02 -05:00
Richard Frank bb70d16b92 BLD: Fixed detection of windows conda build
and fixed error during string formatting
2016-02-26 12:04:53 -05:00
Maya Tydykov c53ed5b384 Merge pull request #990 from quantopian/buyback_auth_in_pipeline
Buyback auth in pipeline
2016-02-26 10:13:19 -05:00
Maya Tydykov 18d838be87 MAINT: modify coersion logic.
MAINT: make expected_cols class attributes.

MAINT: make concrete_loader a class attribute.

MAINT: drop sid column before creating loader.

TST: add method to fill df with event cases.

TST: move common case df into test_events.py.

TST: improve tests and fix error message assertions.

STY: fix whitespace.

DOC: update docs.

STY: fix style.

MAINT: clean up

STY: fix indentation.

MAINT: use different assertion method to check error message for python3.4 compatibility.
2016-02-26 09:51:58 -05:00
Maya Tydykov 5b37af6e04 TST: enhance test; add more common data.
STY: fixes for PEP8.
2016-02-25 17:33:46 -05:00
Maya Tydykov e257dc1da9 MAINT: refactor constants to common file.
TST: refactor constants and clarify comments.

TST: clean up/extract constants in tests.

MAINT: add/modify constants.

MAINT: remove obsolete and alphabetize.

MAINT: clean up.

MAINT: modify constants to have named params.

MAINT: extract constants.

STY: fix indentation.

MAINT: refactor common part out of buyback_auth.

MAINT: refactor earnings test logic.
2016-02-25 17:33:45 -05:00
Maya Tydykov ae922bf3ee MAINT: modify next_date_frame and prev_date_frame to mirror previous_value.
MAINT: clean up and improve docs.

BUG: fix imports.

MAINT: refactor test.

MAINT: change class name.

MAINT: remove error since won't be reached.

TST: improve and expand tests.

MAINT: change class name.

MAINT: change class name.

MAINT: extract string constants and remove error that won't be reached.

STY: fix line length.

MAINT: undo name change.
2016-02-25 17:33:44 -05:00
Maya Tydykov 2fe126135c MAINT: make concrete_loader a property.
concrete_loader should be the same for each instance
of a Blaze loader.

MAINT: make expected_cols a property.

expected_cols should be the same for each instance
of a type of loader.
2016-02-25 17:33:44 -05:00
Maya Tydykov 8ceff892c5 BUG: specify UTC and no name-checking.
DOC: fix doc.

MAINT: revert to using getitem.
2016-02-25 17:33:43 -05:00
Maya Tydykov 7ddf18b407 MAINT: use column's missing value.
STY: fix flake8 failures.

MAINT: fixes for compatibility with py2.

MAINT: fix import error.

MAINT: use dict.items() for compatibility with py3.
2016-02-25 17:33:42 -05:00
Maya Tydykov 7100e60474 MAINT: accept more data structures, verify, and select loader dynamically.
MAINT: add fields based on changes to events loader.

MAINT: modify based on expectations of events loader.

MAINT: modify args.

TST: clean up and clarify df access.

TST: fix bugs in test that didn't properly split datasets' data.

MAINT: fix merge error.
2016-02-25 17:33:41 -05:00
Maya Tydykov a877fcfdb6 TST: finish blaze tests for buyback_auth.
DOC: update docs.

MAINT: use correct names.

BUG: explicitly pass all kwargs.

DOC: update docs.

STY: fix whitespace.

TST: rename vars and update docstring.

TST: fix indentation.

MAINT: fix comments.
2016-02-25 17:30:24 -05:00
Maya Tydykov 3142fa516f ENH: add buyback_auth loader.
WIP: finish refactoring blaze events loader.

WIP: tests passing for earnings.

BUG: pass all kwargs explicitly for BlazeEventsCalendarLoader.

If this is not done, resources are not bound correctly.

MAINT: refactor for buyback_auth.
2016-02-25 17:30:21 -05:00
Maya Tydykov 534f820a91 ENH: add buyback_auth dataset. 2016-02-25 17:19:19 -05:00
Maya Tydykov 54e36bc94f MAINT: create abstract events class. 2016-02-25 17:19:19 -05:00
Richard Frank 51e39a7f8a Merge pull request #1011 from quantopian/auto-close-docs
DOC: update whatsnew for equity auto closes
2016-02-25 15:09:06 -05:00
dmichalowicz 8866614aa1 DOC: update whatsnew for equity auto closes 2016-02-25 14:49:08 -05:00
Joe Jevnik 63b3c4c73c DOC: whatsnew for 0.8.5 2016-02-24 22:56:48 -05:00
Richard Frank 8e1b9b7a8d REL: 0.8.4 2016-02-24 21:26:05 -05:00
Joe Jevnik e45a973e22 DEV: add conda_build_matrix.py to help upload packages 2016-02-24 21:26:05 -05:00
Richard Frank 88e4758648 DEV: Added script for building all versions of zipline conda package 2016-02-24 21:26:05 -05:00
Richard Frank 720e880fd9 DOC: Updated release doc about bdist_wheel 2016-02-24 21:26:05 -05:00
Richard Frank 3bca062cd7 DOC: Updated with latest release process 2016-02-24 18:51:48 -05:00
abhijeetkalyan 6b401cf656 Merge pull request #1009 from quantopian/deprecate-batch-transform
Deprecate batch transform
2016-02-24 16:35:04 -05:00
Abhijeet Kalyan ab7a5ee1cd DOC: Add whatsnew entry for batch transform deprecation 2016-02-24 16:15:46 -05:00
Abhijeet Kalyan 2883abb5a7 DEV: Deprecates batch_transform 2016-02-24 16:04:51 -05:00
Abhijeet Kalyan b57cac0f6f DEV: Adds deprecation utility 2016-02-24 14:50:32 -05:00
Joe Jevnik 1923c4fe05 DEV: add issue template 2016-02-23 18:07:26 -05:00
Joe Jevnik 27379f1500 Merge pull request #951 from quantopian/anaconda-build
DEV: conda recipe work
2016-02-23 17:44:01 -05:00
Joe Jevnik 7462c8d16e DOC: update whatsnews 2016-02-23 17:25:19 -05:00
Joe Jevnik 7b2e646458 STY: correct underline length 2016-02-23 17:09:18 -05:00
Joe Jevnik 0d3cbdf3a8 DOC: update whatsnew 2016-02-23 17:08:54 -05:00
Joe Jevnik 0007b49ec5 DOC: add commit extlink for zipline commits 2016-02-23 17:08:45 -05:00
Joe Jevnik 60d06ddf43 MAINT: remove binstar stuff and cleanup setup.py 2016-02-23 14:02:57 -05:00
Scott Sanderson ed236b9c51 Merge pull request #1005 from quantopian/liquidation-followup
MAINT: Don't recompute portfolio in BTS.
2016-02-23 11:58:05 -05:00
Scott Sanderson fa8dd42031 Merge pull request #982 from quantopian/liquidation
Add auto_close_date support for equities
2016-02-23 10:00:55 -05:00
Scott Sanderson e940a56b08 MAINT: Don't recompute portfolio in BTS. 2016-02-23 00:41:58 -05:00
dmichalowicz 5be63f36d5 ENH: Add auto_close_date support for equities 2016-02-22 13:51:20 -05:00
Scott Sanderson e2db1a7b45 DEV: Add utility for generating test price/volume data. 2016-02-22 13:47:07 -05:00
Joe Jevnik 6ae6b4fc7a DEV: use the default build string 2016-02-22 13:20:40 -05:00
Richard Frank 931ee8a02c BLD: Added conda recipes for bcolz
and its dependency, setuptools_scm

bcolz was generated with skeleton and modified for cython, numpy, tests
2016-02-19 18:39:42 -05:00
Richard Frank c0ad640948 BLD: Put back build number 2016-02-19 15:42:07 -05:00
Richard Frank adb051700a BLD: Downgrade Cython
because of mislabeled osx anaconda package
2016-02-19 15:42:02 -05:00
Richard Frank 64b4334e5a BLD: Use build_requires with conda build 2016-02-19 15:36:57 -05:00
Joe Jevnik 92b6fe8d5b BLD: use setup_requires 2016-02-18 21:12:03 -05:00
Joe Jevnik 97f1ac7970 BLD: add setuptools>18 for bcolz 2016-02-18 21:11:47 -05:00