e7cdcc72ec
BLD: Don't require gfortran on windows.
2016-05-27 19:35:25 -04:00
0cef5eff2f
BLD: Update MANIFEST to include .pyi and .pxi.
2016-05-27 18:21:29 -04:00
aa0592a4ea
BLD: conda selectors for libgfortran when np==19
2016-05-27 17:28:40 -04:00
24f30803bd
REL: 1.0.1.
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Update docs, whatsnew, and stub files for the release.
2016-05-27 16:41:47 -04:00
05ac438c3c
DOC/DEV: Add sphinx-autobuild to docs.
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Adds a `make livehtml` target that spawns a server that rebuilds and
serves the docs every time a change happens.
2016-05-27 16:39:29 -04:00
3ffe9a0536
Merge pull request #1234 from quantopian/variable-minute-blocks
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Add test to cover new minute block logic
2016-05-26 10:00:20 -04:00
71bcc7f911
DOC: Update comments to reflect new behavior
2016-05-26 09:38:25 -04:00
17c20da026
TST: Add test to append minutely data
2016-05-26 09:38:25 -04:00
5caccaeed5
Merge pull request #1230 from quantopian/pipeline-example
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DOC/TEST: Add example algo using Pipeline.
2016-05-25 22:35:59 -04:00
5e87bf2496
HACK: Call gc.collect in test_examples.
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We need to call gc.collect before tearing down our class because we have
a cycle between TradingAlgorithm and AlgorithmSimulator which ultimately
holds a reference to the pipeline engine passed to the tests here.
This means that we're not guaranteed to have deleted our disk-backed
resource readers (e.g. SQLiteAdjustmentReader) before trying to delete
the tempdir, which causes failures on Windows because Windows doesn't
allow you to delete a file if someone still has an open handle to that
file.
The real fix for this is to break the cycle between TradingAlgorithm and
AlgorithmSimulator, but that requires significant breaking API changes.
2016-05-25 17:09:30 -04:00
2559c32548
Merge pull request #1214 from quantopian/outputs-name-conflicts
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Factor outputs name conflicts
2016-05-25 16:36:08 -04:00
86486803b6
BUG: custom factor outputs naming collisions
2016-05-25 15:41:16 -04:00
1bb8caba84
Merge pull request #1232 from quantopian/fix-minute-bcolz-padding
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BUG: Fixes bcolz padding to not always pad 390 minutes
2016-05-25 15:23:17 -04:00
f1cfe1f2db
BUG: Fixes bcolz padding to not always pad 390 minutes
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If minutes already exist for the last existing day, adjust the number of
minutes padded to account for them. Previously we would always pad 390,
leading to a mismatch in the number of rows.
2016-05-25 14:26:16 -04:00
d0890085bd
Merge pull request #1231 from quantopian/log_capital_changes
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LOG: Log the dt and amount when each capital change executes
2016-05-25 14:21:46 -04:00
c03bbbc928
BUG: Delete attrs before firing callbacks.
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Prevents failures to remove sqlite files when cleaning up temporary
directories.
2016-05-25 14:17:57 -04:00
fb9e1abb92
LOG: Log the dt and amount when each capital change executes
2016-05-25 11:58:05 -04:00
d34b1b9224
Merge pull request #1212 from quantopian/capital_changes
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DEV: Adjust performance calculations for capital changes
2016-05-24 23:30:17 -04:00
392ac2f9d6
DOC/TEST: Add example algo using Pipeline.
2016-05-24 22:34:05 -04:00
244664b6a3
MAINT: Clean up default handling in TradingAlgorithm.
2016-05-24 22:17:01 -04:00
40f42b43f5
DEV: Adjust performance calculations for capital changes
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Refactor PerformancePeriod so that it creates a sub-period every
time a capital change happens within the period
2016-05-24 17:23:36 -04:00
1630dc65d6
Merge pull request #1213 from quantopian/youre-charging-me-what
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DEV: Re-implement commission models to return correct results in the case of multiple fills
2016-05-24 13:24:53 -04:00
533233fae4
BUG: fix cell magic
2016-05-24 02:04:47 -04:00
39bf1dbd7b
DEV: Re-implement commission models to return correct results in the case of multiple fills.
2016-05-23 21:19:06 -04:00
3ca294d494
Merge pull request #1186 from quantopian/remove_type_restrictions_for_generic_loader
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Remove type restrictions for generic loader
2016-05-23 17:24:13 -04:00
e5039a43b0
TST: add tests to ensure no forward filling of non-missing values
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STY: fix indentation
DOC: add docs to clarify test input/output
2016-05-23 16:48:52 -04:00
a446401d03
DOC: Regression factor docstring fix
2016-05-23 16:40:22 -04:00
3a3c7db844
MAINT: remove filling in missing value and ffill before coercing column
2016-05-23 15:53:55 -04:00
c0eb798cc6
TST: modify test class to use WithAssetFinder fixture.
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BUG: assign result to var
TST: remove obsolete assertion
STY: fix line length
2016-05-23 15:53:55 -04:00
c94f3d0c9b
BUG: fix replacement of NaN with None
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TST: finish test with expected data
STY: alphabetize imports
MAINT: simplify condition - remove unnecessary statement
2016-05-23 15:53:55 -04:00
8e630bff77
TST: remove obsolete test and update test
2016-05-23 15:53:55 -04:00
0f8738ef32
MAINT: remove restrictions on strings for generic loader
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MAINT: remove catch for NonNumpyCompatible since it's a subset of NonPipelineCompatible
2016-05-23 15:53:55 -04:00
96ec1fd639
DOC: update bundle yahoo example
2016-05-20 15:40:46 -04:00
5664d80c92
Merge pull request #1219 from quantopian/suggest-ingest
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ENH: suggest running ingest if no data exists
2016-05-20 12:38:26 -04:00
a0f9915290
Merge pull request #1218 from quantopian/datareader-replace
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MAINT: replace usages of pandas.io.data.DataReader with pandas_datare…
2016-05-20 12:36:00 -04:00
eda751cf88
ENH: suggest running ingest if no data exists
2016-05-20 11:37:48 -04:00
ef08572f54
Merge pull request #1201 from quantopian/dividends-add-currency-col
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Dividends add currency col
2016-05-20 11:25:04 -04:00
0bd790d122
MAINT: replace usages of pandas.io.data.DataReader with pandas_datareader.data.DataReader
2016-05-20 11:23:28 -04:00
751a08a8a1
MAINT: move constants to appropriate files
2016-05-20 10:47:56 -04:00
3d0764a50c
ENH: add dividend type column
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BUG: add back constant
2016-05-20 10:47:56 -04:00
8a3b82c536
ENH: add column for currency type
2016-05-20 10:47:55 -04:00
18d1577d56
MAINT: incorporate string support
2016-05-20 10:47:55 -04:00
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
Scott Sanderson