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Author SHA1 Message Date
Joe Jevnik e9498a73f4 Merge pull request #1065 from quantopian/extra-guards-in-fixtures 
TST: adds guards for calling class methods in instance setup
 2016-04-05 12:51:58 -04:00
Jean Bredeche 8fb5e7ed2e Merge pull request #1111 from quantopian/portfolio_account_bts_2 
DEV: Apply adjustments for portfolio and account in BTS
 2016-04-05 11:53:27 -04:00
Jean Bredeche dc01c45dc4 DEV: Apply adjustments for portfolio and account in BTS 
completely copied from https://github.com/quantopian/zipline/pull/1104/

All credit goes to Andrew Liang (@lianga888)
 2016-04-05 11:37:34 -04:00
John Stanford 34f47da033 Added a Dockerfile for repeatable runtimes 
Builds docker image with  TA-Lib, Jupyter, and checked out version of zipline and
starts Jupyter server on port https://localhost:8888 when container runs.  The
default password for the Jupyter server is 'jupyter'.

Instructions on usage found in the Dockerfile comments.  Example image at
docker.io/jxstanford/zipline.
 2016-04-04 17:05:52 -04:00
Jean Bredeche 15434a5a22 Merge pull request #1105 from quantopian/q2 
ENH: Rewrite of Zipline to use lazy access pattern
 2016-04-04 16:13:14 -04:00
Richard Frank b99944880a BLD: Build sortedcontainers first, since intervaltree requires it 2016-04-04 16:12:58 -04:00
Richard Frank 6e8accee11 BLD: Added conda recipes for new requirements 2016-04-04 16:12:58 -04:00
Richard Frank be4dcb22dc MAINT: intervaltree requires sortedcontainers 2016-04-04 16:12:58 -04:00
Eddie Hebert 16fd6681a6 ENH: Rewrite of Zipline to use lazy access pattern 
More documentation to follow in release notes.

Based on lazy-mainline branch, see for more details.

Also-By: Jean Bredeche <jean@quantopian.com>
Also-By: Andrew Liang <aliang@quantopian.com>
Also-By: Abhijeet Kalyan <akalyan@quantopian.com>
 2016-04-04 16:12:58 -04:00
Eddie Hebert 822f8891fe Merge pull request #1107 from quantopian/coverage-on-travis 
TST: Remove coverage from default nose config.
 2016-04-04 15:24:28 -04:00
Eddie Hebert 213799958d TST: Remove coverage from default nose config. 
Add --with-coverage flag to Travis, so that reports are generated during
continuous integration, but not during every invocation when running
tests locally.
 2016-04-04 14:15:21 -04:00
Eddie Hebert 2fd0f2ae7c Merge pull request #1089 from quantopian/prevent-nan-to-max-int 
BUG: Prevent writing int max instead of nan.
 2016-03-31 05:17:40 -04:00
Eddie Hebert be08a77d76 BUG: Prevent writing int max instead of nan. 
np.array.astype can not be relied upon to convert nan's reliably to 0

Fix by calling nan_to_num on the float arrays before converting to
uint32.
 2016-03-30 14:35:06 -04:00
Richard Frank c2076670f5 DOC: Don't include the commit hash in the docs titles 2016-03-30 11:38:00 -04:00
Richard Frank f8f81b9e2f DOC: Changed doc back to using --tags 
since --follow-tags only works for annotated tags
 2016-03-30 11:25:18 -04:00
Richard Frank 051f7ff114 DOC: Updated release process doc based on discrepancies 
found during latest release
 2016-03-30 11:24:38 -04:00
Richard Frank bd8c96846d DEV: Git ignoring PyCharm settings folder 2016-03-30 10:30:15 -04:00
Richard Frank 488d638d42 DOC: Fixed typo in sdist documentation 2016-03-29 22:26:00 -04:00
Richard Frank 95ba17f83f DOC: whatsnew for 0.9.1 
and updated that 0.8.5 was made into 0.9.0
 2016-03-29 22:25:27 -04:00
Richard Frank 096490129e REL: 0.9.0 2016-03-29 21:36:38 -04:00
Maya Tydykov 3b71111954 Merge pull request #1093 from quantopian/finish-dividends-in-pipeline 
MAINT: add dividends datasets to inits
 2016-03-29 18:56:13 -04:00
Maya Tydykov d7a012a477 MAINT: add dividends datasets to inits 
DOC: add whatsnew entries
 2016-03-29 17:43:01 -04:00
Richard Frank 6a24731971 DOC: Updated release process doc for github release 2016-03-29 17:03:27 -04:00
Richard Frank adb8556323 DOC: Updated release process doc for automated conda builds 2016-03-29 17:03:21 -04:00
Richard Frank 2a9d5198d9 DOC: Updated whatsnew highlights 2016-03-29 15:48:00 -04:00
Richard Frank 92947d3268 DOC: Push release commits and tags together 2016-03-29 15:48:00 -04:00
Richard Frank b2cd5b48b4 DOC: Updated README to say we support Windows 2016-03-29 15:47:59 -04:00
Maya Tydykov 9b27f3439d Merge pull request #1063 from quantopian/dividends-in-pipeline 
Dividends in pipeline
 2016-03-29 14:07:41 -04:00
Maya Tydykov e8185a1512 MAINT: reorganize - move testing mixin to fixtures 
BUG: correctly create asset finder

MAINT: rename fixture

STY: fixes for flake8

STY: add space around assignment

MAINT: add var back to constructor

MAINT: remove unused import

MAINT: compare var with None directly

MAINT: fix merge errors
 2016-03-29 13:15:16 -04:00
Maya Tydykov 6b3560ade8 MAINT: remove redundant function and move to utils 2016-03-29 13:12:51 -04:00
Maya Tydykov 06dd6e958d TST: recfator tests to use fixtures 
MAINT: use np.array

MAINT: return cols rather than modifying attribute
 2016-03-29 13:12:50 -04:00
Maya Tydykov 8a28e82d32 ENH: add dividends to pipeline 
MAINT: remove record date - not needed.

MAINT: restructure dividends dataset.

MAINT: restructure dividends factors.

WIP: update dividends tests.

MAINT: correct the way to get the 'next' event frame.
 2016-03-29 13:12:50 -04:00
Scott Sanderson 8c059e6da6 Merge pull request #1075 from quantopian/quantiles 
Quantiles
 2016-03-29 12:57:45 -04:00
Scott Sanderson 9a04621781 ENH: Add eq and __ne__ to Classifier. 2016-03-28 15:46:28 -04:00
Scott Sanderson 0ebb72fe0d TEST: Explicitly use int64 everywhere. 
Otherwise these tests will fail on 32-bit systems.
 2016-03-28 12:21:58 -04:00
Scott Sanderson 076868f5a1 MAINT: Refactor shared code into test method. 2016-03-28 11:56:15 -04:00
Scott Sanderson fe22bde998 TEST: Test uneven buckets in quantiles. 2016-03-28 11:34:58 -04:00
Scott Sanderson 92feaa3a7d BUG/TEST: Dict key order isn't guaranteed. 2016-03-28 10:21:57 -04:00
Richard Frank dd85b2d7b2 DOC: Updated whatsnew for continuous integration enhancements 2016-03-28 10:02:25 -04:00
Scott Sanderson c6e58af51b TEST: Test quantiles with better input. 
Take the log of arange so that we know we don't depend on linearity of
the input.
 2016-03-28 09:24:56 -04:00
Scott Sanderson a932628627 BUG: Use six viewkeys. 2016-03-28 09:24:56 -04:00
Scott Sanderson 9e0ad5de15 DOC: Fix bincount in docstring. 2016-03-25 15:11:18 -04:00
Scott Sanderson 39507efed2 DOC: Add whatsnew for quantiles. 2016-03-25 15:11:18 -04:00
Scott Sanderson 18bd7010b5 ENH: Improve short_reprs of classifier/normalizer. 
GroupedRowTransform now shows the name of its transform, and Quantiles
shows the number of quantiles.

These are used by Pipeline.show_graph().
 2016-03-25 15:11:18 -04:00
Scott Sanderson 758d6c74fc ENH: Add isnull and notnull for classifiers. 2016-03-25 15:11:18 -04:00
Scott Sanderson 5ed1a4fcd1 ENH: Add quartiles/quintiles/deciles. 
They're all syntactic sugar for the equivalent invocations of quantiles.
 2016-03-25 15:11:18 -04:00
Scott Sanderson 872b84e09a ENH: Implement Factor.quantiles. 2016-03-25 15:11:18 -04:00
Scott Sanderson 16c5aecba6 DEV: Add utility for permuting rows in an array. 
Useful for testing rank-order functions on arrays.
 2016-03-25 15:11:18 -04:00
Scott Sanderson d0625e8a8d MAINT: Move ignore_nanwarnings to numpy_utils. 2016-03-25 15:11:18 -04:00
Scott Sanderson 1f237d43a3 MAINT: Make preprocessor factories closures. 2016-03-25 15:11:18 -04:00