f79b07fee3
Merge pull request #1202 from quantopian/keep-yelling-at-joe
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Keep yelling at joe
2016-05-13 14:45:10 -04:00
f4d96e065a
TEST/PERF: Don't slice twice.
2016-05-13 14:44:26 -04:00
c4b69d6223
TEST: Don't mask unexpected exceptions from TALIB.
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We know when we expect the error to be raised.
2016-05-13 14:32:21 -04:00
2f90665676
TEST: Add a test for bbands output ordering.
2016-05-13 14:31:58 -04:00
cbd4ea36bc
STY: No need for these to be vertical.
2016-05-13 14:31:33 -04:00
c128b69a91
STY: get Scott to stop yelling at me
2016-05-12 22:15:32 -04:00
78db90a858
STY: flake8
2016-05-12 17:01:17 -04:00
a345e6f3f5
TST: Clean up metaclass usage in fixtures
2016-05-12 17:00:51 -04:00
9b76731143
ENH: adds with_metaclasses and tests for metautils
2016-05-12 15:58:19 -04:00
2297ace20c
ENH: Adds BollingerBands factor.
2016-05-11 21:41:55 -04:00
f494d6f0d1
BUG: Fix check that pipeline argument is hashable.
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Adds test coverage for the caes where it is not hashable.
2016-05-11 21:37:12 -04:00
0562179060
Merge pull request #1178 from quantopian/quantopian-quandl
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ENH: Adds quantopian-quandl bundle as new default.
2016-05-06 12:53:07 -04:00
f618cc94a2
Merge pull request #1187 from quantopian/test-daily-bar-reader-a-bit
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BUG: Fix multiple bugs in PanelDailyBarReader.
2016-05-06 11:42:59 -04:00
0687584c21
Merge pull request #1176 from quantopian/eod_cancel_refactor
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BUG: DAY_END action not emitted during minute emission
2016-05-06 11:01:04 -04:00
3395b33f1e
BUG: Fix multiple bugs in PanelDailyBarReader.
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- Return a value from `verify_all_indices_unique` so that `panel` isn't
unconditionally `None` in `PanelDailyBarReader`.
- Fix a bug where we always set the volume of every asset to `1e9`.
- Add minimal suite of tests for get_spot_value, which catch both of the
above.
NOTE: There are still several issues with `PanelDailyBarReader`. The
docstring for `get_spot_value` claims that it will return -1 on days
where an asset didn't trade, which isn't the case. It also claims that
it will raise `NoDataOnDate` when a request is made outside the panel
range, but it just raises a KeyError. We also still have no coverage
for `load_raw_arrays`, so it's likely that there are more bugs lurking.
2016-05-06 10:59:14 -04:00
7641247b41
BUG: DAY_END action not emitted during minute emission
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Refactor AlgorithmSimulator so that DAY_END is emitted for both
minute and daily emission, and that handling of end-of-minute
and end-of-day are separated
2016-05-06 10:25:44 -04:00
a068eb374a
Merge pull request #1182 from quantopian/no-more-dups
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DEV: Ensure there are no duplicates in the data passed into TradingAlgorithm.run
2016-05-06 09:55:23 -04:00
7a65ae3e78
Merge pull request #1184 from quantopian/no-more-dups-2-electric-boogaloo
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TEST/MAINT: Refactor unique axis verification.
2016-05-06 09:22:12 -04:00
120d60fe27
STY: unused import
2016-05-05 18:23:03 -04:00
f7a522e3c9
ENH: update --show-progess message in the quantopian-quandl loader
2016-05-05 18:22:14 -04:00
a26802efd2
DOC: Update docs for bundles and fix the whatsnew
2016-05-05 18:22:14 -04:00
d819721d96
ENH: use more human readable format for bundle ingest directories
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We are now using isoformats with ':' replaced with ';'. We cannot use a
normal isoformat because windows does not allow files or directories
with ':' in the name.
2016-05-05 18:22:13 -04:00
0b3a35891e
ENH: fix the quality of life issues in the CLI
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Fixes the issues presented in #1181 by @ssanderson around the new
command line interface.
2016-05-05 18:22:13 -04:00
89542e33bd
ENH: Adds quantopian-quandl bundle as new default.
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This data bundle will use the quantopian mirror of the quandl WIKI data
instead of downloading from quandl directly. This dramatically improves
the speed because we do not pay the rate limiting for quandl and we can
send the data in the format zipline expects.
2016-05-05 18:22:13 -04:00
bd0f138081
TEST/MAINT: Refactor unique axis verification.
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Break it into a standalone function that handles any pandas type.
2016-05-05 14:20:47 -04:00
69972992c0
Merge pull request #1183 from quantopian/extract-fetcher-method
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DEV: extract fetcher method for easier downstream use
2016-05-05 13:23:49 -04:00
9c291cfa28
DEV: extract fetcher method for easier downstream use
2016-05-05 13:06:14 -04:00
3f1b0f79f2
DEV: Ensure there are no duplicates in the data passed into TradingAlgorithm.run
2016-05-05 11:54:39 -04:00
402fb2aa99
Merge pull request #1174 from quantopian/string-classifiers
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ENH: Add support for strings in Pipeline.
2016-05-05 02:32:33 -04:00
9fd8ec180d
BUG: View with specific int dtype.
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Just viewing as int is broken on win32.
2016-05-05 02:13:14 -04:00
e0aeda4c3e
BUG: Fix bytes/unicode issues in py3.
2016-05-05 01:46:35 -04:00
2ceeac1237
BUG: Use compat unicode.
2016-05-04 19:58:55 -04:00
a29da32252
TEST: Don't assert particular numpy error.
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They change from version to version.
2016-05-04 19:40:50 -04:00
bd49647ce0
BUG: Fix failure on pandas >= 0.17.
2016-05-04 19:38:28 -04:00
7a4e9fd61a
ENH: Make None the default for string columns.
2016-05-04 19:10:19 -04:00
b78501e54a
BUG: Fix broken isnull() on string classifiers.
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Adds a special case in NullFilter to handle LabelArrays correctly.
2016-05-04 17:26:27 -04:00
317ecc8aa8
DOC: Add whatsnew.
2016-05-04 16:31:58 -04:00
5a1ed7b1d3
ENH: Make element_of work for ints too.
2016-05-04 16:31:58 -04:00
4357673221
MAINT: Add unicode to __all__.
2016-05-04 15:56:09 -04:00
0922714bac
DOC: Clarify test docstrings.
2016-05-04 15:54:51 -04:00
ce4378416a
MAINT: Remove lazy imports of Latest.
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They're no longer needed to break import cycles.
2016-05-04 15:54:51 -04:00
17b402666c
DOC: Fixup docstring.
2016-05-04 15:54:51 -04:00
4d42cddae4
ENH: Fail fast on outputs in CustomClassifier.
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We don't support multiple outputs for CustomClassifier because we use
LabelArrays for string classifiers.
2016-05-04 15:54:50 -04:00
620d7648b0
BUG: Tests/bugfixes for LabelArray slicing.
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- Fixes a bug where __setitem__ was not called when setting with a slice
on Python 2 (__setslice__ was called instead), which caused strange
behavior when setting an empty string. This is fixed by overriding
__setslice__ and forwarding to __setitem__.
- Fixes a bug where __getitem__ returned an instance of np.void when
returning a scalar. We now correctly return an entry from our
categoricals.
2016-05-04 15:54:50 -04:00
4dbc7eac56
MAINT: Remove byteswap and newbyteorder from LabelArray.
2016-05-04 15:54:50 -04:00
8de45540f2
ENH: NaN semantics for LabelArray missing values.
2016-05-04 15:54:50 -04:00
2395cbb671
ENH: Use np.void for labelarray storage.
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This disables most broken ufuncs
2016-05-04 15:54:50 -04:00
7a65121e6e
BUG: contains was renamed to has_substring
2016-05-04 15:54:50 -04:00
5cd7d79818
MAINT: Restore support for bytes/unicode AdjustedArrays.
2016-05-04 15:54:50 -04:00
6b1f0caafc
DOC: Clean up comment on `postprocess`.
2016-05-04 15:54:50 -04:00
Scott Sanderson