cfe4df8f2b
TEST: Test map ignores missing with None.
2017-06-07 14:16:17 -04:00
e995e6f2ed
ENH: Add relabel method to string classifiers.
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- Adds a `map` method to `LabelArray` that maps a unary function over
the categories of a LabelArray, shrinking the underyling codes if
possible.
- Adds a new `.relabel` method to string-dtype classifiers that maps a
unary function over the unique elements of the underlying LabelArray.
This is useful for things like cleaning noisy label data.
2017-06-07 13:14:12 -04:00
8b17b7d4b3
MAINT: Add validator to validate_column.
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Who validates the validators?
2017-06-07 11:50:37 -04:00
ba590266c9
MAINT: Simplify ArrayPredicate.
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Just use `params` instead of custom `_init` and `_static_identity`.
2017-06-07 11:49:37 -04:00
a40e5d932c
Merge pull request #1812 from quantopian/google-finance-for-benchmarking
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BUG/MAINT: Switch over to Google for benchmarking
2017-06-05 12:09:55 -04:00
c0c67340fe
MAINT: Skip more rows to match change in treasury data format
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I'm not sure what the raw csv pulled from the federal reserve looked like before, but when trying to download fresh treasure data (data not stored in `./zipline`), there is an error that says "Time Period not in list". After checking the raw csv now, it looks like there are 5 header rows rather than just 1, so skipping those rows removes that error.
2017-06-05 11:44:01 -04:00
e6fe3a0e7d
Merge pull request #1811 from quantopian/run-chunked-pipeline
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Run chunked pipeline
2017-06-02 17:29:15 -04:00
ad3c72a8fb
ENH: Use context manager to suppress nan-categorical warning
2017-06-02 16:48:26 -04:00
ff1c673a9d
ENH: Include sharedoc function
2017-06-02 16:48:26 -04:00
2d56d253fa
ENH: Add run_chunked_pipeline method to PipelineEngine
2017-06-02 16:48:09 -04:00
69b632db37
ENH: Add function for running pipelines in chunks
2017-06-02 16:47:55 -04:00
c59518bbeb
ENH: Add function to concatenate list of dataframes with categoricals
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STY: Alphabetized import list
2017-06-02 16:47:37 -04:00
a2fbb9ee7f
Add missing Python 3.5 references (now supported)
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Add this version to the Conda build matrix and to the setup.py file.
2017-06-02 16:47:36 -04:00
26175180dc
TST: Change start date to fit benchmark start date
2017-06-01 23:35:11 -04:00
d9d41e3bb7
TST: Sort test examples to debug more easily
2017-06-01 23:35:11 -04:00
5c6fe19e8e
BUG/MAINT: Switch over to Google for benchmarking
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MAINT: Remove mentions of Yahoo & ^GSPC
MAINT: Fill in missing dates
MAINT/BLD: Rebuild example data to match new benchmark
2017-06-01 23:35:10 -04:00
1ab0cd7113
Merge pull request #1809 from Peque/py35
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BLD: Add some missing Python 3.5 references
2017-05-28 21:37:14 -04:00
0a672c7343
MAINT: Remove label=omit from treasury link
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MAINT: Switch to https
2017-05-26 13:57:51 -04:00
912165da06
MAINT: Remove environment as an argument to benchmark source. ( #1816 )
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MAINT: Remove environment as an argument to benchmark source.
To allow the BenchmarkSource class to be more easily used in contexts other than
a TradingAlgorithm, remove the TradingEnvironment as an argument to the
benchmark source.
Instead:
- Pass a benchmark Asset, instead of a bencmark sid; so that the asset_finder
does not need to be passed to the benchmark source.
- Pass the pre-calculated benchmark_returns instead of an env,
which contains the benchmark_returns; a consumer can let the benchmark_returns
stay as the default of `None` when using an asset.
We may want to further refactor and make two different classes, instead of
relying on a combination of existence/non-existence of benchmark_asset and
benchmark_returns. That refactoring should be easier to do with this change.
2017-05-25 16:11:25 -04:00
77f1013d49
Merge pull request #1815 from quantopian/get-array-benchmark-source
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ENH: Add get_range to BenchmarkSource
2017-05-25 10:51:48 -04:00
0d3ba78177
ENH: Add get_range to BenchmarkSource
2017-05-25 10:14:40 -04:00
b0b60391f0
BLD: Modify conda label for Travis CI ( #1814 )
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* BLD: Modify conda label for Travis CI
We've been unnecessarily building packages that are already in the ci channel because conda build isn't respecting the full URL for that channel when using --skip-existing. We updated it to be just the name of the channel.
2017-05-24 22:37:03 -04:00
fa76c29334
BLD: Swap conda build args to check CI label/channel first
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BLD: Change url to just channel/label path
2017-05-24 19:44:37 -04:00
167d76afd3
Merge pull request #1788 from quantopian/rounding-cutoff-2
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Do not explicitly round asset prices
2017-05-24 11:30:00 -04:00
c9351d4c18
BUG: Some futures prices need more precision when rounding
2017-05-24 08:18:52 -04:00
595e30db8e
Merge pull request #1806 from ChrisPappalardo/pycon2017_sprints_docker
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DOC: Add instructions for common Docker build failures
2017-05-23 17:05:12 -07:00
8579ce7b1a
Merge pull request #1782 from quantopian/no_slippage_comparison
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MAINT: Remove __eq__ implementation from slippage
2017-05-23 15:39:36 -04:00
c9bbc23bc5
updated dockerfiles with instructions for dealing with common build failures and updated base image from python 2.7 to 3.5
2017-05-23 09:57:25 -07:00
e5ef118f3b
Add missing Python 3.5 references (now supported)
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Add this version to the Conda build matrix and to the setup.py file.
2017-05-23 09:39:21 +02:00
8d5a2dd0ce
MAINT: Remove __eq__ implementation from slippage
2017-05-22 23:00:24 -04:00
8905051736
Merge pull request #1802 from Peque/calendar_bug
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Fix bug in TradingCalendar initialization
2017-05-22 16:47:51 -07:00
7412aa54f5
Merge pull request #1701 from quantopian/py35-support
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BLD: Update CI files for py35
2017-05-22 14:48:35 -07:00
268b1cb6ad
DOC: Update beginner tutorial
2017-05-22 12:56:10 -07:00
35143c3e1b
Fix bug in TradingCalendar initialization
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A TypeError exception was raised with message "Cannot join tz-naive with
tz-aware DatetimeIndex". Removing old unnecessary workaround in
`holidays_at_time` function (Pandas already fixed that before 0.18)
fixes this issue.
2017-05-22 13:27:01 +02:00
d6034682f1
MAINT: Remove .bumpversion.cfg because we haven't used it lately
2017-05-21 11:32:08 -07:00
dcae4bf8a3
Merge pull request #1798 from quantopian/with-equity-pipeline-engine
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With equity pipeline engine
2017-05-19 10:48:15 -04:00
a72d7a7b34
ENH: Add WithEquityPricingPipelineEngine test fixture
2017-05-19 10:04:30 -04:00
a3edae9845
Merge pull request #1794 from Peque/peque
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Fix docstring in TradingEnvironment class
2017-05-19 05:52:56 -07:00
9f128cbde1
Merge pull request #1793 from quantopian/tests-without-yahoo
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TST: Don't require downloading of data for tests
2017-05-18 13:27:08 -04:00
ec396bd1ea
TST: Use testing market data with run_algorithm
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so env doesn't need to download it
2017-05-18 12:54:06 -04:00
0f6dbcef3c
TST: Use fixture's data with tmp_trading_env
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instead of env needing to download it
2017-05-18 12:54:05 -04:00
c5b3ceecc1
TST: Use fixture's trading env for FakeDataPortal or TradingAlgo
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to avoid a new trading env needing to download data unnecessarily
2017-05-18 11:55:48 -04:00
3b3854c3bf
Fix docstring in TradingEnvironment class
2017-05-17 18:42:36 +02:00
8cc97d75b5
BLD: Update CI files for py35
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BLD: Move setuptools_scm recipe earlier
in build process. We order alphabetically.
BLD: Update to newest Cython version
BLD: Update version of matplotlib
BLD: Pin matplotlib dependency
2017-05-16 15:33:27 -04:00
dde4974705
Merge pull request #1791 from quantopian/cleanup-latest-flake8
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MAINT/STY: Upgrade flake8 and fix new failures.
2017-05-15 11:39:51 -07:00
616f6e5e5d
MAINT/STY: Upgrade flake8 and fix new failures.
2017-05-15 11:45:04 -04:00
c70244fe7f
Merge pull request #1789 from quantopian/more-commission-cleanup
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Refactor commission model class hierarchies
2017-05-12 13:55:39 -04:00
5678d2d37b
MAINT: Refactor commission model class hierarchies
2017-05-12 12:31:36 -04:00
705044830b
Merge pull request #1750 from quantopian/remove-batch-otp
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MAINT: batch_order_target_percent -> batch_market_order.
2017-05-11 11:30:35 -07:00
d39f012198
MAINT: Mark .ipynb files as binary.
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Makes `git grep` not print the binary content of png files.
2017-05-09 13:52:57 -04:00
Scott Sanderson