e53fc9abce
BLD: Use the bcolz we built
...
Fixing VC usage
2016-03-23 15:26:53 -04:00
cbc1316a7a
MAINT: Moved scripts to appveyor dir
2016-03-23 15:26:53 -04:00
8a94af3f97
BLD: Need to specify python version
2016-03-23 15:26:52 -04:00
e4b39e68d0
BLD: Echo more params
2016-03-23 15:26:52 -04:00
f89cbbdde2
BLD: Include commit hash in conda build string when not at exact tag
2016-03-23 15:26:52 -04:00
863e7c39ee
BLD: Try 64bit python
2016-03-23 15:26:52 -04:00
d873038a7e
BUG: Specify int64 instead of system int
...
to handle 32bit python
2016-03-23 15:26:52 -04:00
0ac379eb74
BLD: Disallowed to uninstall pip on appveyor
2016-03-23 15:26:52 -04:00
f11f5adc6f
BLD: Don't download dependencies on windows conda build
2016-03-23 15:26:52 -04:00
e6d91e2858
BLD: Remove cygwin's git
2016-03-23 15:26:52 -04:00
bf6047f80d
BLD: Peg the conda-build version
2016-03-23 15:26:52 -04:00
cb5c9b4afd
BLD: Use only major.minor numpy version when building packages
2016-03-23 15:26:52 -04:00
65cb8ecc26
BLD: Build other conda recipes. Build zipline recipe on appveyor.
2016-03-23 15:26:51 -04:00
d5f01c2ac4
BLD: Add pip cache to appveyor cache
2016-03-23 15:26:51 -04:00
67b1e6b436
BLD: Stay in build dir to find tests
2016-03-23 15:26:51 -04:00
70cb317610
BLD: Calculate travis cache dir
2016-03-23 15:26:51 -04:00
8a5c8f5519
BLD: unshallow the travis git checkout so conda build can clone it
2016-03-23 15:26:51 -04:00
c753adc349
BLD: Eventual matrix
2016-03-23 15:26:51 -04:00
fbb29ba91a
BLD: Have travis build zipline conda package
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Also include talib requirements when pip installing
Format numpy version for conda build
Include talib req in appveyor install too
2016-03-23 15:26:51 -04:00
8563e5fabb
BLD: Windows ta-lib build
2016-03-23 15:26:51 -04:00
de65650fd2
BLD: Build ta-lib first
2016-03-23 15:26:51 -04:00
15f9502a10
BLD: Updates to match travis
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BLD: Combine create and install
2016-03-23 15:26:51 -04:00
b7f4a2f589
BLD: Provide env vars required by run_with_env.cmd
2016-03-23 15:26:50 -04:00
96046fc12d
BLD: appveyor.yml
2016-03-23 15:26:50 -04:00
c8997901f3
Merge pull request #1072 from quantopian/too-many-factors
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run_pipeline failing given too many factors
2016-03-23 15:25:19 -04:00
9d006b328b
DOC: Add whatsnew entry
2016-03-23 15:08:38 -04:00
7e83a8df5f
BUG: NumericalExpressions fail to merge with too many inputs
2016-03-23 14:04:50 -04:00
4164ffdcb0
BUG: call correct method
2016-03-21 16:41:23 -04:00
387c43511a
DOC: Add missing word in docstring.
2016-03-20 17:05:48 -04:00
14c1bb0cb5
Merge pull request #1046 from quantopian/classifiers
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Classifiers
2016-03-20 16:57:34 -04:00
396d2f4327
DOC: Update Filter/Factor/Classifier docstrings.
2016-03-19 19:09:16 -04:00
c90ac1ad33
DOC: Add whatsnew entry.
2016-03-19 19:09:16 -04:00
3c53b4944b
TEST: Test not calling super()._validate.
2016-03-19 19:09:16 -04:00
381a231725
MAINT: Clean up mixin usage.
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- Use RestrictedDTypeMixin for dtype validation in
Filter/Factor/Classifier.
- Use new LatestMixin for Latest{Filter,Factor,Classifier} instead of
duplicating logic across all three.
- Always ignore return values in _validate.
- Consistently call super() first in validation mixins.
2016-03-19 19:09:16 -04:00
bae78ae522
MAINT: Use clearer parameter name.
2016-03-19 17:04:28 -04:00
cace5f3a6c
MAINT: Delete old classifier.py
2016-03-19 17:04:28 -04:00
9505363f50
DOC: Add comment.
2016-03-19 17:04:28 -04:00
dd842bfde5
BUG: .latest, not latest.
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The latter happens to work on py2 :(.
2016-03-19 17:04:28 -04:00
e6361ae48b
MAINT: Re-export CustomFilter and CustomClassifier.
2016-03-19 17:04:28 -04:00
53d3b0855b
ENH: Add support for Classifiers.
...
Classifiers are computations that represent grouping keys. They can be
used in conjuction with normalization functions like ``zscore`` or
``demean`` to perform normalizations over subsets of a dataset.
Notable changes:
- Added ``demean()`` and ``zscore()`` methods to ``Factor``.
- Added a classifier versions of ``Latest`` and ``CustomTermMixin``.
The .latest attribute of int64 dataset columns no produces a
classifier by default.
- Added ``Everything``, a classifier that maps all data to the same
value.
- Added ``zipline.lib.normalize``, which implements a naive, pure-Python
grouped normalize function. This will likely be moved to Cython in a
subsequent PR.
2016-03-19 17:04:28 -04:00
1f0e1e8908
BUG: Allow Filter comparisons with AssetExists.
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Allow comparisons like SomeFilter() & AssetExists().
Previously such comparisons would fail because & and | on Filters
explicitly checked that the other side of the operator was also a
Filter.
We now only enforce that the other side of the expression is a Term
with a dtype of bool_.
2016-03-19 17:04:28 -04:00
705f87215b
DOC: Update engine docstrings.
2016-03-19 17:04:28 -04:00
bc09318ce3
Merge pull request #1066 from quantopian/issue-template-fix
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MAINT: fix bug in issue template
2016-03-18 19:30:40 -04:00
41c4416493
MAINT: fix bug in issue template
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due to rounding error the bitness function gave the correct result on 64b but not on 32b
2016-03-18 19:19:01 -04:00
858e61abdc
Merge pull request #1058 from quantopian/relative_test_imports
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TST: fixing relative imports
2016-03-16 13:03:48 -04:00
ebda1b2ec8
TST: fixing relative imports
2016-03-16 12:17:53 -04:00
f2bfaab842
Merge pull request #1057 from quantopian/fixture-cleanups
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MAINT: Cleanups while reading fixtures.
2016-03-16 10:39:51 -04:00
56942e4598
DOC: Fix typo in docstring.
2016-03-15 20:34:40 -04:00
73562a159d
MAINT: Cleanups while reading fixtures.
2016-03-15 20:25:37 -04:00
71f4e28e90
Merge pull request #1054 from quantopian/with-trading-env
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WithTradingEnvironmnet and WithSimParams
2016-03-15 19:35:33 -04:00
Richard Frank