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Author SHA1 Message Date
Eddie HebertandGitHub e81287e8e1 Merge pull request #1678 from quantopian/flake8-line-too-longs 
STY: Wrap/reformat lines over 80 chars.
 2017-02-09 05:57:00 -05:00
Andrew LiangandGitHub 54c8e6c358 Merge pull request #1676 from quantopian/param_sapce 
TEST: Allow parameter_space to work on repeated calls of test
 2017-02-08 18:39:51 -05:00
Andrew Liang cb6c5f09a6 TEST: Allow parameter_space to work on repeated calls of test 
If we have a test that's being called more than once (i.e. two
test cases, both subclasses of the same base test case, with
different setup but calling the same test), allow the subsequent
calls to re-consume the same params
 2017-02-08 18:19:14 -05:00
Eddie Hebert 8878d0ddd5 STY: Wrap/reformat lines over 80 chars. 
Newer versions of flake8 detect these versions, though current zipline version
of flake8 does not.
 2017-02-08 00:47:33 -05:00
David MichalowiczandGitHub cb41be012f Merge pull request #1671 from quantopian/new-futures-hours 
Change to a 10.5 hour futures calendar
 2017-02-06 12:53:23 -05:00
dmichalowicz db2440871e Change to a 10.5 hour futures calendar 2017-02-06 11:41:29 -05:00
Gus GordonandGitHub 26558743ba Bump empyrical to 0.2.2 (#1674) 
* Bump empyrical to 0.2.2

* Update example data for tests
 2017-02-04 16:14:33 -05:00
Eddie HebertandGitHub 7a0a214ac1 Merge pull request #1673 from quantopian/remove-duplicate-test-expiration-date 
TST: Remove duplicate key in fixture config.
 2017-02-03 00:30:11 -05:00
Eddie Hebert 11a406c67a TST: Remove duplicate key in fixture config. 
Should be no functional change.
 2017-02-02 23:10:14 -05:00
Freddie VargusandGitHub 5fbd0251aa Merge pull request #1625 from quantopian/ambiguous-cli-shortopt 
ENH: change the clean --before shortopt from -b to -e
 2017-02-02 14:04:07 -05:00
Joe JevnikandJoe Jevnik d9321f4795 TST: assert_equal dispatch for tuples 2017-02-01 19:42:10 -05:00
Andrew LiangandGitHub 38367b6794 Merge pull request #1669 from quantopian/expect_strict_bounds 
ENH: Decorator to check inputs fall EXCLUSIVELY between bounds
 2017-02-01 14:01:26 -05:00
Andrew Liang 6cd6163fd2 ENH: Decorator to check inputs fall EXCLUSIVELY between bounds 
Make a new decorator, expect_strictly_bounds, which shares logic
with the existing expect_bounded (which checks that inputs fall
INCLUSIVELY between bounds),
 2017-02-01 13:38:27 -05:00
Maya TydykovandGitHub bb36ec1224 Merge pull request #1661 from quantopian/optionally-apply-deltas-adjustments 
Optionally apply deltas adjustments
 2017-01-31 15:40:43 -05:00
Maya Tydykov dda5334580 TST: add arg to test assertion 2017-01-31 15:19:05 -05:00
Maya Tydykov bd06ff14ed MAINT: optionally apply deltas adjustments based on info from dataset 2017-01-31 15:19:03 -05:00
Scott SandersonandGitHub 58850b86ad Merge pull request #1667 from quantopian/pricing-fixture-cleanups 
Pricing fixture cleanups
 2017-01-31 10:32:17 -05:00
Maya TydykovandGitHub 9786483ec0 Merge pull request #1665 from quantopian/determine_overwrite_type_dynamically 
Determine overwrite type dynamically
 2017-01-31 10:06:21 -05:00
Maya Tydykov 9cdd696467 TST: add test cases for int and object dispatching 2017-01-31 09:43:39 -05:00
Maya Tydykov c5efba0c8a MAINT: make obj adjustment dispatching more granular 2017-01-31 09:43:39 -05:00
Maya Tydykov 08b159d5da ENH: add Int64Overwrite and dispatching for it 
BUG: column value should be float

DOC: update docs
 2017-01-31 09:43:37 -05:00
Maya Tydykov 98a8fdfb09 MAINT: determine core loader overwrite types dynamically 
TST: update test to reflect adjustment mapping change
 2017-01-31 09:43:34 -05:00
Scott Sanderson f14e8e00ef MAINT: Raise LookupError instead of KeyError. 
KeyError calls __repr__ on its input, which makes it really unpleasant
to read multi-line strings.
 2017-01-30 22:13:18 -05:00
Vikram NarayanandGitHub 96ba361e36 Merge pull request #1666 from quantopian/add_class_callback_args 
MAINT: pass args, kwargs to add_class_callback
 2017-01-30 15:43:40 -05:00
Scott Sanderson 938bb70227 DOC: Update out of date docstring. 2017-01-30 13:33:21 -05:00
Scott Sanderson caee313012 ENH: Align daily/minute bar lookbacks by default. 
When EQUITY_DAILY_BAR_SOURCE_FROM_MINUTE is set, use
EQUITY_MINUTE_BAR_LOOKBACK_DAYS as the default value for
EQUITY_DAILY_BAR_LOOKBACK_DAYS.

Without this, trying to run a minutely backtest in a test setting only
EQUITY_MINUTE_BAR_LOOKBACK_DAYS and EQUITY_DAILY_BAR_SOURCE_FROM_MINUTE
fails because the benchmark creation process makes a daily history call
for the entire period of the backtest, which then fails because the
equity daily bar calendar is shorter than the equity minute bar
calendar.

I can't imagine a circumstance in which you'd want the daily bar
calendar to be shorter than the minute bar calendar when you're sourcing
daily bars from minutes, so this change makes that the default behavior
unless it's explicitly overridden.
 2017-01-30 13:28:00 -05:00
Scott Sanderson d82bf7a1e3 BUG: Fix bad error handling in history loader. 
Fixes a bug where we'd fail to raise an error if the start/end of a
history window call don't aren't in the loader's calendar.

We were started dropping this error after a previous change swapped out
calls to `index.get_loc` with calls to `index.searchsorted` to avoid
creating hash tables in pandas.
 2017-01-30 13:23:47 -05:00
Scott Sanderson e5f403deca ENH: Add direct methods for session start/end. 
Rather than having to do 'start, _ = cal.open_and_close_for_session(dt)'
to get just the start, we can now do 'start = cal.session_start(dt)'.
 2017-01-30 13:00:45 -05:00
vikram-narayan beea8624d1 MAINT: pass args, kwargs to add_class_callback 2017-01-27 18:19:23 -05:00
Eddie HebertandGitHub 484f80dd01 Merge pull request #1663 from quantopian/support-futures-in-lookup-generic 
ENH: Add futures support for generic asset lookup.
 2017-01-26 21:41:13 -05:00
Eddie Hebert 1302d4152f ENH: Add futures support for generic asset lookup. 
Attempt to lookup up the symbol in the futures table, after attempting to look
up the symbol in the equities table.
 2017-01-26 21:08:30 -05:00
Eddie HebertandGitHub 8bf2da6ac0 Merge pull request #1662 from quantopian/remove-unused-future-methonds-from-asset-finder 
MAINT: Remove unused futures related methods from asset finder.
 2017-01-26 16:06:32 -05:00
Eddie Hebert 2a9d8cebc3 MAINT: Remove unused futures related methods from asset finder. 
These methods became unused during the course of reworking futures to support
continuous futures.
 2017-01-26 15:41:30 -05:00
David MichalowiczandGitHub 0d1e5e2d1c Merge pull request #1659 from quantopian/remove-position-multipliers 
Multipliers were not removed when closing a position
 2017-01-25 17:48:48 -05:00
dmichalowicz 44088dd4d5 BUG: Multipliers were not removed when closing a position 2017-01-25 17:23:09 -05:00
Jean BredecheandGitHub b080d337f5 Merge pull request #1657 from quantopian/compare-slippage-models 
ENH: Solidify equality comparisons for SlippageModel classes
 2017-01-24 11:47:29 -05:00
Jean Bredeche ccddc86d6b ENH: Solidify equality comparisons for SlippageModel classes 2017-01-24 11:28:32 -05:00
Eddie HebertandGitHub 9ea1ee443a Merge pull request #1656 from quantopian/fix-open-minutes-for-append 
BUG: Fix end session metadata for minute bar writer.
 2017-01-22 15:58:27 -05:00
Eddie Hebert b90091e494 BUG: Fix end session metadata for minute bar writer. 
When opening with a new `end_session`, i.e. opening for append, write the new
end session to the metadata.

Fixes an issue where the calendar on minute bar readers did not include the
recently appended day, causing reads on the last values to fail.

According, update append test to read a value, instead of checking table length.
 2017-01-22 15:14:05 -05:00
David MichalowiczandGitHub 364f5cc199 Merge pull request #1644 from quantopian/closed-means-closed 
Don't allow ordering assets after their auto close date
 2017-01-20 10:19:27 -05:00
dmichalowicz 83a221e986 BUG: can_trade was true for assets after their auto close date 2017-01-20 09:54:30 -05:00
Jean BredecheandGitHub f0b5b21c67 Merge pull request #1655 from quantopian/fix-py3-error 
BUG: fix a py3 invalid char
 2017-01-19 21:03:28 -05:00
Jean Bredeche efcc87e089 BUG: fix a py3 invalid char 2017-01-19 20:43:48 -05:00
Jean BredecheandGitHub 006df906b0 Merge pull request #1654 from quantopian/tell-me-the-current-session 
ENH: add current_session property to BarData
 2017-01-19 17:09:30 -05:00
Jean Bredeche 1f56f20a7f ENH: add current_session property to BarData 2017-01-19 16:53:49 -05:00
Maya TydykovandGitHub 25f826d5c7 Merge pull request #1643 from quantopian/events-loader-handle-empty-raw-data 
Events loader handle empty raw data
 2017-01-19 13:01:43 -05:00
Maya Tydykov ecbc7f890b BUG: make the events loader handle empty raw data 
TST: add test case for empty raw events data

BUG: update for python compatibility

MAINT: Simplify assertion for empty events case.

DOC: Add comments on indexer unpacking.

MAINT: move some config to test method
 2017-01-19 12:00:49 -05:00
Jean BredecheandGitHub fad98672e0 Merge pull request #1650 from quantopian/slippage-cleanup 
ENH: Small refactoring of fill price check.
 2017-01-18 09:57:03 -05:00
Jean Bredeche 7e2838744c ENH: Small refactoring of fill price check. 2017-01-18 09:22:05 -05:00
Eddie HebertandGitHub 962c414ab7 Merge pull request #1649 from quantopian/easier-open-minute-bars-for-append-truncate 
Easier open minute bars for append and truncate
 2017-01-17 17:56:17 -05:00