f1cfe1f2db
BUG: Fixes bcolz padding to not always pad 390 minutes
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If minutes already exist for the last existing day, adjust the number of
minutes padded to account for them. Previously we would always pad 390,
leading to a mismatch in the number of rows.
2016-05-25 14:26:16 -04:00
d0890085bd
Merge pull request #1231 from quantopian/log_capital_changes
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LOG: Log the dt and amount when each capital change executes
2016-05-25 14:21:46 -04:00
fb9e1abb92
LOG: Log the dt and amount when each capital change executes
2016-05-25 11:58:05 -04:00
d34b1b9224
Merge pull request #1212 from quantopian/capital_changes
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DEV: Adjust performance calculations for capital changes
2016-05-24 23:30:17 -04:00
40f42b43f5
DEV: Adjust performance calculations for capital changes
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Refactor PerformancePeriod so that it creates a sub-period every
time a capital change happens within the period
2016-05-24 17:23:36 -04:00
1630dc65d6
Merge pull request #1213 from quantopian/youre-charging-me-what
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DEV: Re-implement commission models to return correct results in the case of multiple fills
2016-05-24 13:24:53 -04:00
533233fae4
BUG: fix cell magic
2016-05-24 02:04:47 -04:00
39bf1dbd7b
DEV: Re-implement commission models to return correct results in the case of multiple fills.
2016-05-23 21:19:06 -04:00
3ca294d494
Merge pull request #1186 from quantopian/remove_type_restrictions_for_generic_loader
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Remove type restrictions for generic loader
2016-05-23 17:24:13 -04:00
e5039a43b0
TST: add tests to ensure no forward filling of non-missing values
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STY: fix indentation
DOC: add docs to clarify test input/output
2016-05-23 16:48:52 -04:00
a446401d03
DOC: Regression factor docstring fix
2016-05-23 16:40:22 -04:00
3a3c7db844
MAINT: remove filling in missing value and ffill before coercing column
2016-05-23 15:53:55 -04:00
c0eb798cc6
TST: modify test class to use WithAssetFinder fixture.
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BUG: assign result to var
TST: remove obsolete assertion
STY: fix line length
2016-05-23 15:53:55 -04:00
c94f3d0c9b
BUG: fix replacement of NaN with None
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TST: finish test with expected data
STY: alphabetize imports
MAINT: simplify condition - remove unnecessary statement
2016-05-23 15:53:55 -04:00
8e630bff77
TST: remove obsolete test and update test
2016-05-23 15:53:55 -04:00
0f8738ef32
MAINT: remove restrictions on strings for generic loader
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MAINT: remove catch for NonNumpyCompatible since it's a subset of NonPipelineCompatible
2016-05-23 15:53:55 -04:00
96ec1fd639
DOC: update bundle yahoo example
2016-05-20 15:40:46 -04:00
5664d80c92
Merge pull request #1219 from quantopian/suggest-ingest
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ENH: suggest running ingest if no data exists
2016-05-20 12:38:26 -04:00
a0f9915290
Merge pull request #1218 from quantopian/datareader-replace
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MAINT: replace usages of pandas.io.data.DataReader with pandas_datare…
2016-05-20 12:36:00 -04:00
eda751cf88
ENH: suggest running ingest if no data exists
2016-05-20 11:37:48 -04:00
ef08572f54
Merge pull request #1201 from quantopian/dividends-add-currency-col
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Dividends add currency col
2016-05-20 11:25:04 -04:00
0bd790d122
MAINT: replace usages of pandas.io.data.DataReader with pandas_datareader.data.DataReader
2016-05-20 11:23:28 -04:00
751a08a8a1
MAINT: move constants to appropriate files
2016-05-20 10:47:56 -04:00
3d0764a50c
ENH: add dividend type column
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BUG: add back constant
2016-05-20 10:47:56 -04:00
8a3b82c536
ENH: add column for currency type
2016-05-20 10:47:55 -04:00
18d1577d56
MAINT: incorporate string support
2016-05-20 10:47:55 -04:00
de1780357a
DEV: post-release commit
2016-05-19 21:11:07 -04:00
e9576abfb1
DOC: title was still wrong
2016-05-19 21:04:43 -04:00
ebf61e3ca2
DOC: update install.rst
2016-05-19 21:01:45 -04:00
2e8dbac326
DOC: I can't even read the release-process page correctly
2016-05-19 20:53:39 -04:00
3bc639ac67
REL: 1.0.0
2016-05-19 20:35:07 -04:00
9f614de2aa
Merge pull request #1211 from quantopian/api-doc-update
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DOC: document limit and stop price args
2016-05-19 20:28:52 -04:00
a47a982257
DOC: building docs builds the extensions
2016-05-19 20:10:38 -04:00
664a0d234c
DOC: document limit and stop price args
2016-05-19 20:10:38 -04:00
a74b35408a
DOC: whatsnew for the stub file
2016-05-19 19:46:44 -04:00
65de1215e0
Merge pull request #1204 from quantopian/tell-me-what-my-choices-were
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Tell me what my choices were
2016-05-19 18:52:04 -04:00
1d16309f11
Merge pull request #1208 from quantopian/api_stubs
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Api stubs
2016-05-19 12:20:30 -04:00
7afd486510
DOC: Fixed parameter typo
2016-05-19 11:51:12 -04:00
b9b4dc09a4
DEV: Adds type hinting stub for zipline.api
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as well as tooling and docs to generate this for each release
Also moved Cython files to package_data, so that we install them,
instead of just packaging them.
2016-05-19 11:51:12 -04:00
977e5571a1
Merge pull request #1154 from quantopian/correlation-builtin-2
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Add new correlation and regression factors
2016-05-18 16:40:47 -04:00
f35f65a123
DOC: Add notes about masking
2016-05-18 15:11:12 -04:00
d57872f2be
TST: Test correlation/regression factors with nonexistent asset
2016-05-18 15:11:12 -04:00
877d0be798
PERF: Performance improvements to regression/correlation.
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- ~7x speedup on PearsonR.
- ~30x speedup on SpearmanR (this will still be tight for hitting a 5
minute compute timeout on Quantopian).
- ~25% speedup on LinearRegression.
2016-05-18 15:11:12 -04:00
1ec0bced6d
ENH: Add builtin factors for correlation and regression
2016-05-18 15:11:12 -04:00
da77e88786
BLD: Cap the version of pandas until we fix compatibility issues ( #1210 )
2016-05-18 14:27:07 -04:00
fd814d18d8
Merge pull request #1206 from quantopian/sprint-prep
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cleanup for sprint
2016-05-17 18:15:36 -04:00
8e32d49348
MAINT: Just use a genexpr instead of map(partial).
2016-05-17 17:51:24 -04:00
4a513360b6
ENH: Include choices in no-output-found errormsg.
2016-05-17 17:51:24 -04:00
2d596dc490
Merge pull request #1170 from quantopian/whats-new-1.0
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Updated whatsnew with Q2 information.
2016-05-16 19:29:12 -04:00
56c7c08ffc
DEV: update dockerfile to leave source
2016-05-16 17:07:03 -04:00
Andrew Daniels