ece9e59ef9
ENH: Adds asset db downgrade management and tests
2016-01-22 14:56:30 -05:00
db1e62971a
ENH: Adds tick_size and renames futures multiplier
2016-01-22 14:56:30 -05:00
110798b0be
MAINT: update blaze commit again
2016-01-22 14:21:25 -05:00
dc95dea5d2
BLD: Only build pushes to master
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now that we've turned on Build pushes
2016-01-22 08:40:46 -05:00
88ead7202e
Merge pull request #965 from quantopian/cython-stuff
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PERF: make Asset comparison faster
2016-01-21 23:51:10 -05:00
663fbd7d74
PERF: make Asset comparison faster
2016-01-21 19:11:41 -05:00
dea6af3eee
Merge pull request #810 from quantopian/ffill
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Blaze loader forward fill fix
2016-01-21 13:57:21 -05:00
0f43b6b371
MAINT: fix blaze commit
2016-01-21 13:30:16 -05:00
888038f796
Merge pull request #964 from quantopian/secure_snake
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Secure snake
2016-01-21 13:29:06 -05:00
9adef37373
BUG: Fix the case where multiple values happen on the same day
2016-01-21 12:43:02 -05:00
33db0e330e
BLD: update blaze
2016-01-21 12:43:02 -05:00
5e4b8b8f8f
TST: tests for new forward fill
2016-01-21 12:43:02 -05:00
517ad7a5f1
TST: Adds tests for running multiple columns in one query
2016-01-21 12:43:02 -05:00
97298d1ad4
ENH: upgrade ffill logic to look back as far as needed
2016-01-21 12:43:02 -05:00
4ee919aeb2
Merge pull request #959 from quantopian/asset_keyerror
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Asset KeyError
2016-01-21 12:38:53 -05:00
5b9eb04e9e
BLD: Remove conditional by specifying prefix for miniconda
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Don't need quotes around flake8 command
2016-01-21 12:36:25 -05:00
8968d2850f
BLD: Use https to download miniconda
2016-01-21 12:28:49 -05:00
46a47d407c
DOC: Added whatsnew
2016-01-21 11:47:32 -05:00
2eeb6e78f6
BUG: Enable comparison of an Asset to an int64 on 32-bit python
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We use a number of mappings keyed by int64, which otherwise raised
KeyErrors for Assets.
2016-01-21 11:47:29 -05:00
2cb3a7235e
Merge pull request #890 from grundgruen/future_chain_order
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BUG: orders future chain by min of notice and expiry
2016-01-21 11:18:57 -05:00
603a345e2d
BUG: Allow writing on first day.
2016-01-21 11:10:57 -05:00
3a8be8c624
BUG: Need to be able to append to minute ctable.
2016-01-21 11:10:07 -05:00
85be1b0a40
Merge pull request #963 from quantopian/minute-writer-for-one-per-sid-2
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ENH: Add writer for minute bcolz format.
2016-01-21 10:59:38 -05:00
d5c3b5a15c
ENH: Add writer for minute bcolz format.
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Implement a writer for minute data into a format comprised of multiple
ctables, one for each individual asset, with a common 'index' shared by
all ctables where a given a dt maps to the same array index for all
equities and fields.
This format is pulled from the lazy-mainline/Q2.0 branch, with some
changes to the interface.
Add basic retrieval of values at a given dt to reader. Not yet used by
Zipline simulations, but added to support unit tests.
Also, rename stubbed out us_equity_minutes to minute_bars, since the
writer can be agnostic to asset type.
2016-01-21 10:54:27 -05:00
daf05c6b59
BUG: Ensure that current_sids() returns Assets instead of identifiers
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Also batch lookup sids in algo.run
2016-01-21 10:32:07 -05:00
ab573731d9
BLD: make the travis build closer to a normal install
2016-01-20 18:14:07 -05:00
b16e2a7a07
Merge pull request #950 from quantopian/account-value-bug
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BUG: Account object's total_position_value is incorrect
2016-01-20 09:38:13 -05:00
85099c3bd0
DOC: whatsnew entry for total_positions_value bug fix
2016-01-19 16:11:22 -05:00
1365b916c0
TST: Adds tests for the perf tracker with futures
2016-01-19 16:11:22 -05:00
b8b7049f39
BUG: Fixes incorrect value assignment in perf period
2016-01-19 16:11:22 -05:00
3b76981270
Merge pull request #846 from grundgruen/data_test
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TST: tests removing of expired data and removes ffill in DataPanelSource
2016-01-19 13:05:15 -05:00
a963270471
BUG: orders future chain by min of notice an expiry
2016-01-18 12:20:58 +01:00
0dac2e056f
Merge pull request #937 from quantopian/conda_source_build
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Conda source build
2016-01-15 18:38:50 -05:00
e80eb31833
BLD: pin ta-lib while working on conda packages
2016-01-15 13:48:22 -05:00
7115b85cd3
Merge pull request #947 from quantopian/data-query-time
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allows users to specify the cutoff time for data query in blaze loaders
2016-01-14 14:11:07 -05:00
a3dbf7590e
TST: doctest failure
2016-01-13 16:36:20 -05:00
6280614a69
DOC: whatsnew
2016-01-13 16:36:20 -05:00
9d2ab48fb5
MAINT: pull the data query bounds logic into a helper
2016-01-13 16:08:29 -05:00
2caa9277c4
ENH: Make the data_query_time arguments optional
2016-01-13 15:26:37 -05:00
5351b60a4c
ENH: adds optionally for preprocessors
2016-01-13 15:26:37 -05:00
220cf1ae4e
MAINT: reduce code duplication
2016-01-13 15:26:13 -05:00
5a235bdaef
ENH: allows users to specify the cutoff time for data query in blaze
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loaders
This allows people to set their cutoff time to the time they will
actually execute 'before_trading_start'. Currently this is just passed
to the constructor of the loader; however, I would like to make this
managed by the algorithm simulation runner. This would help keep all of
the loaders in sync and lock 'before_trading_start's execution to the
time the data is queried for.
2016-01-13 15:26:13 -05:00
dad2bb201c
DOC: remove scrutinizer badge
2016-01-12 18:29:47 -05:00
168857f36f
Merge pull request #948 from quantopian/add-coerce
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Add coerce
2016-01-12 18:13:40 -05:00
843280133d
DOC: Add whatsnew.
2016-01-12 17:51:29 -05:00
b6175de5f1
DOC/TEST: Add doctest and docs for coerce kwargs.
2016-01-12 17:51:13 -05:00
ec0abf1822
MAINT: Use coerce_string in BcolzDailyBarReader.
2016-01-12 17:39:44 -05:00
c8b80dddb0
BUG: Handle unicode adjustments path in py2.
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In Python 2, passing unicode to SQLiteAdjustmentReader would fail to
coerce.
2016-01-12 17:39:36 -05:00
43b6344d5f
ENH: Add `coerce` preprocessor.
2016-01-12 17:36:36 -05:00
d3d362f56f
Merge pull request #940 from quantopian/generalize-databazaar-stuff
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MAINT: Move code to shared modules
2016-01-08 17:01:39 -05:00
jfkirk