e32f50ba3a
DOC: Better docstring.
2015-09-16 01:28:16 -04:00
b70f517077
DOC: Fix docstring types.
2015-09-16 01:28:16 -04:00
4561c776a0
DOC: Fix typo in docstring.
2015-09-16 01:28:15 -04:00
5730de25a4
DEV: Kill compute_from_{arrays,windows}.
...
All terms just implement `_compute` now. (We reserve `compute` for the
public API of `CustomFactor`.)
Also removed `TestingTermMixin` and its subclasses in favor of just
using `CustomFactor.`
2015-09-16 01:28:15 -04:00
58ceb7b7bb
DEV: Add zipline.utils.memoize.
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- Moved zipline.utils.lazyval.
- Added `remember_last` which is just `lru_cache(1)` with simpler logic.
2015-09-16 01:28:15 -04:00
dad3bbd879
ENH: Add tools for visualizing FFC graphs.
2015-09-15 23:58:09 -04:00
ad54eedeea
Revert "MAINT: AssetFinder now takes fuzzy characters on look-up, not init"
...
This reverts commit c16bc9f8db
2015-09-15 23:57:25 -04:00
c16bc9f8db
MAINT: AssetFinder now takes fuzzy characters on look-up, not init
2015-09-15 09:38:17 -04:00
6f2e1672d7
BUG: Forward initialize args and kwargs to user-defined function.
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The initialize method of TradingAlgorithm no longer accepts and
silently ignores args and kwargs, but instead forwards them
to the user-defined function referenced by self._initialize.
To avoid passing unexpected arguments to self._initialize, the
following additional adjustments are made:
- pop 'namespace' from the kwargs supplied to TradingAlgorithm
rather than simply get()ing it
- do not pass an AssetFinder to the TradingAlgorithm in
test_modelling_algo.py, as this has been deprecated and will
cause self._initialize to fail
2015-09-14 10:42:20 -04:00
a6e677a1d7
MAINT: Removes unused __init__ from AssetDBWriter
2015-09-14 10:01:36 -04:00
b0195c0d17
MAINT: Abstracts-away Timestamp conversion of Asset fields
2015-09-11 15:58:46 -04:00
a6ce1e5e8d
ENH: Adds auto_close_date field to Future objects
2015-09-11 14:08:03 -04:00
29321af1b4
DEP: Remove quantopian_buy_applye.py as logic covered in buyapple.py
2015-09-10 17:17:46 -04:00
4770c5956c
TST: Fixes modelling test tearDown
2015-09-10 11:53:29 -04:00
6e6ef447d2
TST: Adds tearDownClass methods to delete TradingEnvironments
2015-09-10 11:53:29 -04:00
65a4c4523e
STY: Renames serialization_utils dump and load methods
2015-09-10 11:53:29 -04:00
262f0b7d09
MAINT: Removes mutable default method args
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Also removes accidental modifications to Jenkins
2015-09-10 11:53:29 -04:00
608dff245b
TST: Updates test for set_symbol_lookup_date
2015-09-10 11:53:29 -04:00
265bffbe01
TST: Updates modelling test base for new TradingEnvironment
2015-09-10 11:53:29 -04:00
3c1eea4ca1
MAINT: Removes references to trading.environment
2015-09-10 11:53:29 -04:00
fd907dbabc
ENH: Adds mapping of company_name and ensures str types in AssetFinder
2015-09-10 11:53:29 -04:00
5320fd0fc5
BUG: Adds missing parens to AssetFinder sids property
2015-09-10 11:53:28 -04:00
6c6ecd0a86
ENH: Adds asset_db_path arg to TradingEnvironment init
2015-09-10 11:53:28 -04:00
fa5f24fb2a
BUG: Removes default table values causing issues
2015-09-10 11:53:28 -04:00
93c8808e4a
ENH: Adds root_symbol_id column for use in creating Future sids
2015-09-10 11:53:28 -04:00
2a28d09380
MAINT: Removes exchange_id and root_symbol_id columns from AssetDB
2015-09-10 11:53:28 -04:00
35ed8c28a8
TST: Fixes modelling test to use new TradingEnvironment framework
2015-09-10 11:53:28 -04:00
a2cacfb613
MAINT: Pulls out methods that should be free
2015-09-10 11:53:28 -04:00
f1f3f9b751
TST: Fixes broken event test
2015-09-10 11:53:28 -04:00
dc964a7e7d
MAINT: Removes the ability to reference a global TradingEnvironment
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This commit removes the ability to reference a shared TradingEnvironment through the zipline.finance.trading module. In place, the classes that require a TradingEnvironment, or its child AssetFinder, contain their own references to those objects.
This commit also adds serialization utilities that allow for the pickling/unpickling of objects without unintentionally their TradingEnvironments or AssetFinders.
2015-09-10 11:53:28 -04:00
661314ce49
ENH: AssetWriter now writes one Asset per insert statement
2015-09-10 11:53:27 -04:00
a517929cbb
DOC: Improve documentation in asset_writer.py
2015-09-10 11:53:27 -04:00
22827d1c89
MAINT: Convert map to list in lookup_future_chain
2015-09-10 11:53:27 -04:00
ee9c79a6f8
MAINT: Reduce end_date int for SQLite Python3.3 compatibility
2015-09-10 11:53:27 -04:00
593e114f0a
BLD: Include sqlalchemy and toolz in .travis.yml
2015-09-10 11:53:27 -04:00
d3516959a3
MAINT: Don't set string to upper before writing, remove unused libs
2015-09-10 11:53:27 -04:00
3224085a1d
ENH: Check whether identifier columns provided in DataFrame
2015-09-10 11:53:27 -04:00
7be2cf8652
MAINT: Allow algo.run() to write to db
2015-09-10 11:53:27 -04:00
1ef2274d11
MAINT: Update tests to conform to new reader/writer structure
2015-09-10 11:53:26 -04:00
8ccdae9870
MAINT: Change defaults when parsing kwargs in TradingEnvironment
2015-09-10 11:53:26 -04:00
bd7be19198
ENH: Allow write_data to consume DataFrames
2015-09-10 11:53:26 -04:00
92f99e62f0
MAINT: AssetFinder should not write to db
2015-09-10 11:53:26 -04:00
9d313ab877
BUG: Various bug fixes to assets.py
...
Bug fixes include:
- Do not call float on tuples
- Correct indentation
- Do not call value() on int
- Use fuzzy correctly
- Use symbol for lookup
- Ensure we raise Error
2015-09-10 11:53:26 -04:00
16488d9053
ENH: Base new sid creation on existing sids in database
2015-09-10 11:53:26 -04:00
1d958bd7eb
ENH: Allow AssetDBWriterFromList to consume Assets
2015-09-10 11:53:26 -04:00
aa110dd149
ENH: Add init_db to transaction so table exists=>it has also been written to
2015-09-10 11:53:26 -04:00
667f0695d5
BUG: Avoid NOT NULL violation by checking for data first
2015-09-10 11:53:26 -04:00
e5875af784
DOC: Documentation improvements
2015-09-10 11:53:26 -04:00
e529df06ea
ENH: Add autoload=True for compatibility with SQLAlchemy < 1.0.0
2015-09-10 11:53:25 -04:00
ded6f8543f
BUG: Cast datetime to Timestamp to call value
2015-09-10 11:53:25 -04:00
Scott Sanderson