de1780357a
DEV: post-release commit
2016-05-19 21:11:07 -04:00
e9576abfb1
DOC: title was still wrong
2016-05-19 21:04:43 -04:00
ebf61e3ca2
DOC: update install.rst
2016-05-19 21:01:45 -04:00
2e8dbac326
DOC: I can't even read the release-process page correctly
2016-05-19 20:53:39 -04:00
3bc639ac67
REL: 1.0.0
2016-05-19 20:35:07 -04:00
9f614de2aa
Merge pull request #1211 from quantopian/api-doc-update
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DOC: document limit and stop price args
2016-05-19 20:28:52 -04:00
a47a982257
DOC: building docs builds the extensions
2016-05-19 20:10:38 -04:00
664a0d234c
DOC: document limit and stop price args
2016-05-19 20:10:38 -04:00
a74b35408a
DOC: whatsnew for the stub file
2016-05-19 19:46:44 -04:00
65de1215e0
Merge pull request #1204 from quantopian/tell-me-what-my-choices-were
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Tell me what my choices were
2016-05-19 18:52:04 -04:00
1d16309f11
Merge pull request #1208 from quantopian/api_stubs
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Api stubs
2016-05-19 12:20:30 -04:00
7afd486510
DOC: Fixed parameter typo
2016-05-19 11:51:12 -04:00
b9b4dc09a4
DEV: Adds type hinting stub for zipline.api
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as well as tooling and docs to generate this for each release
Also moved Cython files to package_data, so that we install them,
instead of just packaging them.
2016-05-19 11:51:12 -04:00
977e5571a1
Merge pull request #1154 from quantopian/correlation-builtin-2
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Add new correlation and regression factors
2016-05-18 16:40:47 -04:00
f35f65a123
DOC: Add notes about masking
2016-05-18 15:11:12 -04:00
d57872f2be
TST: Test correlation/regression factors with nonexistent asset
2016-05-18 15:11:12 -04:00
877d0be798
PERF: Performance improvements to regression/correlation.
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- ~7x speedup on PearsonR.
- ~30x speedup on SpearmanR (this will still be tight for hitting a 5
minute compute timeout on Quantopian).
- ~25% speedup on LinearRegression.
2016-05-18 15:11:12 -04:00
1ec0bced6d
ENH: Add builtin factors for correlation and regression
2016-05-18 15:11:12 -04:00
da77e88786
BLD: Cap the version of pandas until we fix compatibility issues ( #1210 )
2016-05-18 14:27:07 -04:00
fd814d18d8
Merge pull request #1206 from quantopian/sprint-prep
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cleanup for sprint
2016-05-17 18:15:36 -04:00
8e32d49348
MAINT: Just use a genexpr instead of map(partial).
2016-05-17 17:51:24 -04:00
4a513360b6
ENH: Include choices in no-output-found errormsg.
2016-05-17 17:51:24 -04:00
2d596dc490
Merge pull request #1170 from quantopian/whats-new-1.0
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Updated whatsnew with Q2 information.
2016-05-16 19:29:12 -04:00
56c7c08ffc
DEV: update dockerfile to leave source
2016-05-16 17:07:03 -04:00
46cc417b9b
BUG: fix some ingestion issues for quantopian-quandl
2016-05-16 16:15:17 -04:00
587d5882c4
DOC: update 1.0 docs
2016-05-16 12:55:34 -04:00
b0d688a454
Merge pull request #1198 from quantopian/modify-minutes-writer
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Allow BcolzMinuteBarWriter to append to most recent day
2016-05-13 16:56:45 -04:00
6b1cdb6929
DOC: Updated whatsnew with Q2 information.
2016-05-13 16:48:57 -04:00
8217cdb1bd
ENH: Allow BcolzMinuteBarWriter to append to most recent day
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Minutely data can now be appended to bcolz files even when
minutes in the same day have already been written. For example,
previously attempting to write data for the minute 2016-05-11 16:30
would raise an exception if any OHLCV data for 2016-05-11 had been
written to the same file.
Trying to overwrite existing minutes still raises a
BcolzMinuteOverlappingData exception.
Note that previously all sids' bcolz files ended at the same time.
This is no longer necessarily the case. The last record in each
sid's bcolz file now corresponds to the latest minute for which
OHLCV data is provided to the writer.
2016-05-13 16:24:21 -04:00
784d5f4a16
Merge pull request #1199 from quantopian/boybands-factor
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BollingerBands factor
2016-05-13 15:35:10 -04:00
fa15b49a32
DOC: update whatsnew
2016-05-13 15:36:13 -04:00
f79b07fee3
Merge pull request #1202 from quantopian/keep-yelling-at-joe
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Keep yelling at joe
2016-05-13 14:45:10 -04:00
f4d96e065a
TEST/PERF: Don't slice twice.
2016-05-13 14:44:26 -04:00
c4b69d6223
TEST: Don't mask unexpected exceptions from TALIB.
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We know when we expect the error to be raised.
2016-05-13 14:32:21 -04:00
2f90665676
TEST: Add a test for bbands output ordering.
2016-05-13 14:31:58 -04:00
cbd4ea36bc
STY: No need for these to be vertical.
2016-05-13 14:31:33 -04:00
e1889546de
DOC: Link directly to the `re` module.
2016-05-12 23:36:58 -04:00
19c87fd871
Merge pull request #1188 from quantopian/api-docstrings
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api documentation
2016-05-12 22:42:48 -04:00
c128b69a91
STY: get Scott to stop yelling at me
2016-05-12 22:15:32 -04:00
8622993358
DOC: update docs based on Rich's feedback
2016-05-12 17:07:02 -04:00
78db90a858
STY: flake8
2016-05-12 17:01:17 -04:00
a345e6f3f5
TST: Clean up metaclass usage in fixtures
2016-05-12 17:00:51 -04:00
9b76731143
ENH: adds with_metaclasses and tests for metautils
2016-05-12 15:58:19 -04:00
8fdbfb828b
DOC: Added zipline logo to README
2016-05-12 12:03:08 -04:00
3ef05522ed
Merge pull request #1185 from quantopian/redesign-buyback-auth
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Redesign buyback auth
2016-05-12 11:30:02 -04:00
6b60e447a0
MAINT: incorporate string support
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STY: remove unused imports
MAINT: change dtype to object for compatibility with python3
MAINT: rename pipeline columns and constants for clarity
MAINT: rename column
2016-05-12 10:50:31 -04:00
2297ace20c
ENH: Adds BollingerBands factor.
2016-05-11 21:41:55 -04:00
f494d6f0d1
BUG: Fix check that pipeline argument is hashable.
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Adds test coverage for the caes where it is not hashable.
2016-05-11 21:37:12 -04:00
3d521561f5
TST: update tests to handle new buyback auth design
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MAINT: add back cash amount constant
BUG: fix field names
BUG: pass remaining args
WIP: make buyback units parameterized so that user can choose
BUG: fix filtering based on units parameter
WIP: test for undesired units
Revert "WIP: make buyback units parameterized so that user can choose"
This reverts commit df3b838d525bff5026eba1d81865c6645d534c88.
2016-05-11 16:24:32 -04:00
24019880af
MAINT: redesign buyback auth datasets and factor
2016-05-11 16:24:31 -04:00
Joe Jevnik