ebc87d1504
BLD: fix sdist
2015-11-06 18:54:34 -05:00
e0a9157f46
BLD: remove old mkdocs.yml
2015-11-06 16:33:39 -05:00
89d2ce2983
BLD: Adds etc/requirements_*.txt to the sdist
2015-11-06 16:33:27 -05:00
1955146184
REL: 0.8.0
2015-11-06 15:10:34 -05:00
5c57be859d
DOC: final cleanup
2015-11-06 15:10:34 -05:00
7980e47de8
DOC: Add more whatsnew enties for 0.8.0
2015-11-06 15:10:34 -05:00
8c65ac01a0
DOC: Add some entries for 0.8
2015-11-06 15:10:34 -05:00
39a4cf0a9e
DOC: use sphinx docs
2015-11-06 15:10:34 -05:00
7d35a17f76
Merge pull request #822 from quantopian/cant-set-lazy
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ENH: Raise on attempt to set a lazyval.
2015-11-06 13:20:34 -05:00
6b49081f54
MAINT: __set__ takes instance and value.
2015-11-06 13:03:31 -05:00
f3f001e14a
ENH: Raise on attempt to set a lazyval.
2015-11-06 12:39:59 -05:00
5ef9056a9b
Merge pull request #808 from quantopian/delta-on-last-requested-date
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BUG: Corrects an index error in blaze loader.
2015-11-05 16:59:04 -05:00
80cc2bd6f6
BUG: Corrects an index error in blaze loader.
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Fixes the case where a delta has an asof_date of the last requested
day and an index error would occur. This guards against this
specifically to make the delta be effective through the end of the
requested window.
Adds a test case for this behavior.
2015-11-05 16:40:28 -05:00
90e717f6a7
Merge pull request #821 from quantopian/cme-codes-reference
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ENH: Add CME code lookup table.
2015-11-05 14:19:36 -05:00
744a998b9a
ENH: Add CME code lookup table.
2015-11-05 13:57:44 -05:00
0abf5b0a44
Merge pull request #820 from quantopian/remove-unused-asset-type
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MAINT: Remove unused 'asset_type' metadata entry.
2015-11-05 13:52:27 -05:00
a14c61e7ff
MAINT: Remove unused 'asset_type' metadata entry.
2015-11-05 13:35:05 -05:00
375f2ef76f
Merge pull request #819 from quantopian/pass_analyze
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Pass analyze
2015-11-05 11:30:14 -05:00
ec5318ec88
TST: Fixed up test result comparison
2015-11-05 10:18:57 -05:00
d2ba11dac0
STY: Fixed typo and appeased flake8
2015-11-05 10:18:57 -05:00
6b245ab06a
TST: Removed extra parameters
2015-11-05 10:18:57 -05:00
a82415c77b
BUG: Address issue #801 and add test. Pass panel directly to
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object instead of data.
2015-11-05 10:18:57 -05:00
e50858315b
BUG: Issue #801 Initializing TradingAlgorithm Object Does Not Set
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_analyze Method in algorithm.py
Added one line to check for the keyword argument 'analyze' and set the
the _analyze method when a TradingAlgorithm object is initialized
within a script.
2015-11-05 10:16:48 -05:00
7eeacbe0e9
Merge pull request #796 from quantopian/prevent-history-in-initialize
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ENH: Fail when history() is called in initialize.
2015-11-04 22:29:16 -05:00
1377d25c95
BUG: Ensure that we view the datetime64s in the index as 64bit
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Using int with 32bit numpy produces an array of 2n ints, each
representing half a datetime.
2015-11-04 08:31:18 -05:00
9542abf434
Merge pull request #813 from quantopian/remove-sid-assignment-arg
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MAINT: Removes unused allow_sid_assignment arg
2015-11-03 14:35:11 -05:00
40399fc743
MAINT: Removes unused allow_sid_assignment arg
2015-11-03 14:14:06 -05:00
ed4e4ffe5d
Merge pull request #812 from quantopian/adjusted-array-dict
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MAINT: Make load_adjusted_array return a dict.
2015-11-03 12:14:13 -05:00
8cd4f7d100
MAINT: Make load_adjusted_array return a dict.
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Rather than a list that's ordered the same as the received columns.
Most nontrivial loaders were constructing dicts internally and then
converting back to lists, only to have the engine convert **back again**
into a dict. This cuts out the middleman, and prevents bugs due to
incorrect ordering of the output arrays.
2015-11-03 11:16:21 -05:00
f98349e24d
Merge pull request #803 from quantopian/future-flip
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Future flip fix
2015-11-02 10:13:41 -05:00
a1584cebe7
STY: Factors-out event price handling
2015-11-02 10:02:58 -05:00
7d29bb6a67
BUG: Fixes failure to account for Futures transaction prices
2015-10-30 12:04:38 -04:00
3f66e6c66a
TST: adds future flip test
2015-10-30 10:07:46 -04:00
cb29f39688
Merge pull request #798 from quantopian/monthly_pipeline
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ENH: Makes chunk_size configurable in attach_pipeline
2015-10-27 16:45:38 -04:00
d7add5b248
ENH: Makes chunk_size configurable in attach_pipeline
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Default first chunk is smaller for more immediate results
2015-10-27 16:15:54 -04:00
114c3d3bdf
DOC: Weaker modality for history in initialize.
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`history` works, with some caveats, in before_trading_start as well.
2015-10-27 14:38:26 -04:00
4826787475
ENH: Fail when history() is called in initialize.
2015-10-26 12:04:31 -04:00
e49cc3a6d1
Merge pull request #793 from quantopian/treasury-cleanup
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Treasury cleanup
2015-10-25 17:55:42 -04:00
653e7cbbf2
Merge pull request #690 from quantopian/time-tests
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TEST: Run nosetests with timings.
2015-10-25 16:50:02 -04:00
01888918dd
MAINT: Use itemgetter instead of homegrown func.
2015-10-25 16:37:59 -04:00
75f7c44223
BUG: Better check for last date.
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Use get_loc to find the trading day that ended 2 days before now.
2015-10-25 16:37:59 -04:00
8fd18e5aa6
DOC: Comment on treasury division by 100.
2015-10-25 16:37:59 -04:00
0710062e6a
DOC: Docstring edits.
2015-10-25 16:37:59 -04:00
cabe22ae8e
ENH: Always use Adjusted Close for benchmarks.
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Previously we were using Close, and we calculated returns on the first
day of a window against the Open for that day. We now always look back
an extra day to get the previous day's close.
2015-10-25 16:37:59 -04:00
df4cda4dc9
ENH: Remove defaults from get_benchmark_data.
2015-10-25 16:37:59 -04:00
d82cfb1e64
MAINT: Final polish on loader rewrites.
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- Fixes an issue with the canadian treasury loader where it would never
have enough data to not redownload because it can only download data
in the last 10 years.
- Uses module objects directly instead of lazy imports.
- Adds lots of docstrings.
2015-10-25 16:37:59 -04:00
71db6d3fdc
MAINT: Remove unused loader_utils file.
2015-10-25 16:37:59 -04:00
24d26f9e63
MAINT: Rewrite the benchmark loader.
2015-10-25 16:37:59 -04:00
948196d2de
MAINT: Remove unused loader_utils functions.
2015-10-25 16:37:59 -04:00
c9e165aa2d
ENH: Rewrite Canadian treasury loader.
2015-10-25 16:37:59 -04:00
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