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2582 Commits
Author SHA1 Message Date
Scott Sanderson 24f30803bd REL: 1.0.1. 
Update docs, whatsnew, and stub files for the release.
 2016-05-27 16:41:47 -04:00
Stewart Douglas 71bcc7f911 DOC: Update comments to reflect new behavior 2016-05-26 09:38:25 -04:00
Scott Sanderson 5caccaeed5 Merge pull request #1230 from quantopian/pipeline-example 
DOC/TEST: Add example algo using Pipeline.
 2016-05-25 22:35:59 -04:00
dmichalowicz 86486803b6 BUG: custom factor outputs naming collisions 2016-05-25 15:41:16 -04:00
Andrew Daniels f1cfe1f2db BUG: Fixes bcolz padding to not always pad 390 minutes 
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
Scott Sanderson c03bbbc928 BUG: Delete attrs before firing callbacks. 
Prevents failures to remove sqlite files when cleaning up temporary
directories.
 2016-05-25 14:17:57 -04:00
Andrew Liang fb9e1abb92 LOG: Log the dt and amount when each capital change executes 2016-05-25 11:58:05 -04:00
Scott SandersonandJoe Jevnik 392ac2f9d6 DOC/TEST: Add example algo using Pipeline. 2016-05-24 22:34:05 -04:00
Scott Sanderson 244664b6a3 MAINT: Clean up default handling in TradingAlgorithm. 2016-05-24 22:17:01 -04:00
Andrew Liang 40f42b43f5 DEV: Adjust performance calculations for capital changes 
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
Jean Bredeche 1630dc65d6 Merge pull request #1213 from quantopian/youre-charging-me-what 
DEV: Re-implement commission models to return correct results in the case of multiple fills
 2016-05-24 13:24:53 -04:00
Joe Jevnik 533233fae4 BUG: fix cell magic 2016-05-24 02:04:47 -04:00
Jean Bredeche 39bf1dbd7b DEV: Re-implement commission models to return correct results in the case of multiple fills. 2016-05-23 21:19:06 -04:00
Maya Tydykov 3ca294d494 Merge pull request #1186 from quantopian/remove_type_restrictions_for_generic_loader 
Remove type restrictions for generic loader
 2016-05-23 17:24:13 -04:00
Maya Tydykov e5039a43b0 TST: add tests to ensure no forward filling of non-missing values 
STY: fix indentation

DOC: add docs to clarify test input/output
 2016-05-23 16:48:52 -04:00
dmichalowicz a446401d03 DOC: Regression factor docstring fix 2016-05-23 16:40:22 -04:00
Maya Tydykov 3a3c7db844 MAINT: remove filling in missing value and ffill before coercing column 2016-05-23 15:53:55 -04:00
Maya Tydykov c0eb798cc6 TST: modify test class to use WithAssetFinder fixture. 
BUG: assign result to var

TST: remove obsolete assertion

STY: fix line length
 2016-05-23 15:53:55 -04:00
Maya Tydykov c94f3d0c9b BUG: fix replacement of NaN with None 
TST: finish test with expected data

STY: alphabetize imports

MAINT: simplify condition - remove unnecessary statement
 2016-05-23 15:53:55 -04:00
Maya Tydykov 8e630bff77 TST: remove obsolete test and update test 2016-05-23 15:53:55 -04:00
Maya Tydykov 0f8738ef32 MAINT: remove restrictions on strings for generic loader 
MAINT: remove catch for NonNumpyCompatible since it's a subset of NonPipelineCompatible
 2016-05-23 15:53:55 -04:00
Joe Jevnik 5664d80c92 Merge pull request #1219 from quantopian/suggest-ingest 
ENH: suggest running ingest if no data exists
 2016-05-20 12:38:26 -04:00
Joe Jevnik a0f9915290 Merge pull request #1218 from quantopian/datareader-replace 
MAINT: replace usages of pandas.io.data.DataReader with pandas_datare…
 2016-05-20 12:36:00 -04:00
Joe Jevnik eda751cf88 ENH: suggest running ingest if no data exists 2016-05-20 11:37:48 -04:00
Joe Jevnik 0bd790d122 MAINT: replace usages of pandas.io.data.DataReader with pandas_datareader.data.DataReader 2016-05-20 11:23:28 -04:00
Maya Tydykov 751a08a8a1 MAINT: move constants to appropriate files 2016-05-20 10:47:56 -04:00
Maya Tydykov 3d0764a50c ENH: add dividend type column 
BUG: add back constant
 2016-05-20 10:47:56 -04:00
Maya Tydykov 8a3b82c536 ENH: add column for currency type 2016-05-20 10:47:55 -04:00
Joe Jevnik 3bc639ac67 REL: 1.0.0 2016-05-19 20:35:07 -04:00
Joe Jevnik 664a0d234c DOC: document limit and stop price args 2016-05-19 20:10:38 -04:00
Scott Sanderson 65de1215e0 Merge pull request #1204 from quantopian/tell-me-what-my-choices-were 
Tell me what my choices were
 2016-05-19 18:52:04 -04:00
Richard Frank 7afd486510 DOC: Fixed parameter typo 2016-05-19 11:51:12 -04:00
Richard Frank b9b4dc09a4 DEV: Adds type hinting stub for zipline.api 
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
dmichalowicz f35f65a123 DOC: Add notes about masking 2016-05-18 15:11:12 -04:00
dmichalowicz d57872f2be TST: Test correlation/regression factors with nonexistent asset 2016-05-18 15:11:12 -04:00
Scott Sandersonanddmichalowicz 877d0be798 PERF: Performance improvements to regression/correlation. 
- ~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
dmichalowicz 1ec0bced6d ENH: Add builtin factors for correlation and regression 2016-05-18 15:11:12 -04:00
Joe Jevnik fd814d18d8 Merge pull request #1206 from quantopian/sprint-prep 
cleanup for sprint
 2016-05-17 18:15:36 -04:00
Scott Sanderson 8e32d49348 MAINT: Just use a genexpr instead of map(partial). 2016-05-17 17:51:24 -04:00
Scott Sanderson 4a513360b6 ENH: Include choices in no-output-found errormsg. 2016-05-17 17:51:24 -04:00
Joe Jevnik 2d596dc490 Merge pull request #1170 from quantopian/whats-new-1.0 
Updated whatsnew with Q2 information.
 2016-05-16 19:29:12 -04:00
Joe Jevnik 46cc417b9b BUG: fix some ingestion issues for quantopian-quandl 2016-05-16 16:15:17 -04:00
Joe Jevnik 587d5882c4 DOC: update 1.0 docs 2016-05-16 12:55:34 -04:00
Jean BredecheandJoe Jevnik 6b1cdb6929 DOC: Updated whatsnew with Q2 information. 2016-05-13 16:48:57 -04:00
Stewart Douglas 8217cdb1bd ENH: Allow BcolzMinuteBarWriter to append to most recent day 
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
Joe Jevnik 784d5f4a16 Merge pull request #1199 from quantopian/boybands-factor 
BollingerBands factor
 2016-05-13 15:35:10 -04:00
Joe Jevnik fa15b49a32 DOC: update whatsnew 2016-05-13 15:36:13 -04:00
Scott Sanderson e1889546de DOC: Link directly to the `re` module. 2016-05-12 23:36:58 -04:00
Joe Jevnik 19c87fd871 Merge pull request #1188 from quantopian/api-docstrings 
api documentation
 2016-05-12 22:42:48 -04:00
Joe Jevnik 8622993358 DOC: update docs based on Rich's feedback 2016-05-12 17:07:02 -04:00