ebb4fbdcf8
Merge pull request #905 from quantopian/refactor-adjusted-array
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Adds support for different typed adjusted arrays and adds an EarningsCalendar loader
2015-12-11 13:59:20 -05:00
b5d3f2be0a
DOC: Update whatsnew.
2015-12-11 13:54:57 -05:00
4469fbef76
MAINT: Just the value if dtype doesn't have a name.
2015-12-10 17:34:38 -05:00
4b897a22f4
MAINT: Use full_like instead of full.
2015-12-10 17:19:49 -05:00
67d546f000
MAINT: Use an enum for the AdjustmentKind.
2015-12-10 16:21:46 -05:00
77bce4ec9d
MAINT: Refactor next_adj logic into method.
2015-12-10 16:12:51 -05:00
4963b2ca72
TST: Adds tests for infer_timestamp
2015-12-10 15:14:27 -05:00
e3d19bab25
MAINT: Fix failing blaze expr test.
2015-12-10 14:19:32 -05:00
dacbc0731e
MAINT: Simplify BlazeEarningsCalendarLoader.
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Removes codepaths that add implicit timestamps.
2015-12-10 13:53:21 -05:00
366e796975
MAINT: remove extra checks around empty odo_kwargs
2015-12-10 13:01:16 -05:00
f719fef55e
STY: Many people prefer to read words with vowels.
2015-12-10 12:50:36 -05:00
64ce6d26aa
BUG: Fix hardcoded type repr in test.
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Types repr differently in py2 vs py3.
2015-12-09 15:29:57 -05:00
f8ab8a5159
TST: py3 compat qualname in preprocess tests
2015-12-09 12:49:59 -05:00
48536add73
TST: fix doctests
2015-12-09 11:22:13 -05:00
8220d1ee86
ENH: Adds support for different typed adjusted arrays and adds an
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EarningsCalendar loader.
- Moves most of AdjustedArray back into Python. The window iterator is
the only part that's performance-intensive.
- Adds a bootleg templating system for creating specialized versions of
AdjustedArrayWindow for each concrete type we care about.
- Adds support for differently dtyped terms in pipeline. This allows us
to use datetime64s which are needed in the EarningsCalendar.
- Adds EarningsCalendar dataset for the next and previous earnings
announcements in pipeline.
- Adds in memory loader for EarningsCalendar.
- Adds blaze loader for EarningsCalendar.
2015-12-08 20:24:06 -05:00
1a595c00ef
DOC: Fix formatting in homebrew link.
2015-12-08 15:25:57 -05:00
c4da85b34c
DOC: Add libfreetype6-dev to debian reqs.
2015-12-08 13:30:25 -05:00
060c176078
Merge pull request #883 from quantopian/install-docs
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Install docs
2015-12-08 12:58:06 -05:00
fabac9e3b9
DOC: Add whatsnew.
2015-12-08 12:43:57 -05:00
63af5273d1
DOC: Add docs section on installation.
2015-12-08 12:35:34 -05:00
c8ca48f7f2
Merge pull request #897 from quantopian/remove-unused-prev-env
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REF: Remove unused trading env member.
2015-12-04 16:02:42 -05:00
8b39bbab45
REF: Remove unused trading env member.
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Usage of `prev_environment` was removed by a previous commit,
dc964a7e7d
2015-12-04 15:25:30 -05:00
ce3727ba8d
Merge pull request #884 from quantopian/returns-factor
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Adding a built in Returns factor to the pipeline API
2015-12-02 09:34:21 -05:00
d576a9dd3a
Add the built-in factors to the API docs for zipline.io, so that I can link to the Returns factor from the release notes.
2015-12-01 15:54:19 -05:00
026ab30ea5
Added an entry to whatsnew for 0.8.4.
2015-12-01 15:26:10 -05:00
631a1879a3
Adding a built in Returns factor to the pipeline API.
2015-12-01 13:24:41 -05:00
efcb016f64
Merge pull request #887 from quantopian/fix-pad
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MAINT: Alias methods for 0.17 compat.
2015-12-01 11:09:00 -05:00
3fda7a7be5
MAINT: Alias methods for 0.17 compat.
2015-12-01 10:48:20 -05:00
7563265647
Merge pull request #849 from quantopian/futures-order-test-fix
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TST: Fixes test_order_methods_for_future
2015-11-30 12:40:49 -05:00
bbe3ab99ac
TST: Adds asset type verification to test_order tests
2015-11-30 12:25:04 -05:00
3f28a924d7
DOC: Add missing period in docstring.
2015-11-25 15:26:37 -05:00
f7cbb34c81
Merge pull request #875 from quantopian/spot-price-volume-and-nan
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Prepare spot_price for use by data portal.
2015-11-25 11:33:35 -05:00
5f81acea05
ENH: Return -1 for missing spot prices.
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Return -1 when there is a zero value for a spot price.
Intended for use by the incoming data portal changes. When the data
portal will see a -1 value, the portal will seek back a trading day
until a non-negative value is returned.
2015-11-25 11:32:36 -05:00
53dae6320c
BUG: Fix volume value returned by daily spot price
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Volumes were incorrectly having the thousands factor applied, however
the volume is written as is (without the factor, since it volume is an
int, not float value.)
Fix by adding a special case for volume which returns the price as is.
2015-11-25 10:19:52 -05:00
0e246a2eee
MAINT: error message cleanup
2015-11-24 16:55:07 -05:00
7896520bce
ENH: better error and don't catch attrerror
2015-11-24 16:45:52 -05:00
c62ac9ba74
ENH: cannot create two sentinels with same name and different doc
2015-11-24 16:45:52 -05:00
68a08d8c2a
DOC: whatsnew
2015-11-24 16:45:52 -05:00
0cf85dec98
BUG: fix issues with sentinel
2015-11-24 15:07:27 -05:00
b23d93c31e
Merge pull request #870 from quantopian/fix-docstring-typo
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BUG: Fix typo in CustomFactor docstring.
2015-11-23 14:11:55 -05:00
bdf66aaa3d
BUG: Fix typo in CustomFactor docstring.
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nan* functions should get passed the actual array.
Also adds code-block directives to the docstring so that they get
highlighted by Sphinx as Python code.
2015-11-23 13:38:05 -05:00
fde645aabe
BUG: Correctly filter all AssetExists() nodes.
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Previously we were only filtering input nodes.
2015-11-22 00:14:19 -05:00
d91267c811
STY: Rename assets to sids.
2015-11-20 23:05:16 -05:00
13c9610b55
Merge pull request #836 from quantopian/interactive-conveniences
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Interactive conveniences
2015-11-20 21:31:39 -05:00
121632e814
DOC: Add a whatsnew entry.
2015-11-20 21:12:34 -05:00
26cef8d959
DOC: Better doc and error messages for show_graph.
2015-11-20 21:09:12 -05:00
667254206b
DOC: warmup_assets is an optional arg.
2015-11-20 21:06:48 -05:00
f1d33aed96
ENH: Add warmup_assets to equity_pricing_loader.
2015-11-20 20:16:42 -05:00
01b820d96c
DOC: Add repr for CustomFactor.
2015-11-20 20:16:42 -05:00
0b2787a86b
MAINT: Add show_graph to Pipeline.
2015-11-20 20:15:52 -05:00
Scott Sanderson