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• c2e011440e MAINT: Remove .bumpversion.cfg because we haven't used it lately Freddie Vargus 2017-05-16 16:59:08 -04:00
• dcae4bf8a3 Merge pull request #1798 from quantopian/with-equity-pipeline-engine Ana Ruelas 2017-05-19 10:48:15 -04:00
• 4c3074c368 Merge pull request #1798 from quantopian/with-equity-pipeline-engine Ana Ruelas 2017-05-19 10:48:15 -04:00
• a72d7a7b34 ENH: Add WithEquityPricingPipelineEngine test fixture Ana Ruelas 2017-05-19 09:27:41 -04:00
• dbf037e1d3 ENH: Add WithEquityPricingPipelineEngine test fixture Ana Ruelas 2017-05-19 09:27:41 -04:00
• a3edae9845 Merge pull request #1794 from Peque/peque Scott Sanderson 2017-05-19 05:52:56 -07:00
• 5115b14557 Merge pull request #1794 from Peque/peque Scott Sanderson 2017-05-19 05:52:56 -07:00
• 9f128cbde1 Merge pull request #1793 from quantopian/tests-without-yahoo Richard Frank 2017-05-18 13:27:08 -04:00
• be8ea7c54c Merge pull request #1793 from quantopian/tests-without-yahoo Richard Frank 2017-05-18 13:27:08 -04:00
• ec396bd1ea TST: Use testing market data with run_algorithm Richard Frank 2017-05-17 18:58:50 -04:00
• 8734224701 TST: Use testing market data with run_algorithm Richard Frank 2017-05-17 18:58:50 -04:00
• 0f6dbcef3c TST: Use fixture's data with tmp_trading_env Richard Frank 2017-05-17 11:09:19 -04:00
• 3ca5a15859 TST: Use fixture's data with tmp_trading_env Richard Frank 2017-05-17 11:09:19 -04:00
• c5b3ceecc1 TST: Use fixture's trading env for FakeDataPortal or TradingAlgo Richard Frank 2017-05-17 09:36:46 -04:00
• 955862b4b3 TST: Use fixture's trading env for FakeDataPortal or TradingAlgo Richard Frank 2017-05-17 09:36:46 -04:00
• 3b3854c3bf Fix docstring in TradingEnvironment class Miguel Sánchez de León Peque 2017-05-17 18:42:36 +02:00
• 60f04b7345 Fix docstring in TradingEnvironment class Miguel Sánchez de León Peque 2017-05-17 18:42:36 +02:00
• 8cc97d75b5 BLD: Update CI files for py35 Freddie Vargus 2017-03-06 13:00:56 -05:00
• ecd86aa799 BLD: Update CI files for py35 Freddie Vargus 2017-03-06 13:00:56 -05:00
• dde4974705 Merge pull request #1791 from quantopian/cleanup-latest-flake8 Scott Sanderson 2017-05-15 11:39:51 -07:00
• ca26208569 Merge pull request #1791 from quantopian/cleanup-latest-flake8 Scott Sanderson 2017-05-15 11:39:51 -07:00
• 616f6e5e5d MAINT/STY: Upgrade flake8 and fix new failures. Scott Sanderson 2017-05-15 10:55:45 -04:00
• 22df0a9cb9 MAINT/STY: Upgrade flake8 and fix new failures. Scott Sanderson 2017-05-15 10:55:45 -04:00
• c70244fe7f Merge pull request #1789 from quantopian/more-commission-cleanup David Michalowicz 2017-05-12 13:55:39 -04:00
• 2b292c4e25 Merge pull request #1789 from quantopian/more-commission-cleanup David Michalowicz 2017-05-12 13:55:39 -04:00
• 5678d2d37b MAINT: Refactor commission model class hierarchies David Michalowicz 2017-05-12 12:31:36 -04:00
• 43d1af0240 MAINT: Refactor commission model class hierarchies David Michalowicz 2017-05-12 12:31:36 -04:00
• 705044830b Merge pull request #1750 from quantopian/remove-batch-otp Scott Sanderson 2017-05-11 11:30:35 -07:00
• c20807a0c7 Merge pull request #1750 from quantopian/remove-batch-otp Scott Sanderson 2017-05-11 11:30:35 -07:00
• d39f012198 MAINT: Mark .ipynb files as binary. Scott Sanderson 2017-04-12 12:50:31 -04:00
• f0601a9e3c MAINT: Mark .ipynb files as binary. Scott Sanderson 2017-04-12 12:50:31 -04:00
• 86fa28f9e8 MAINT: batch_order_target_percent -> batch_market_order. Scott Sanderson 2017-04-10 21:24:51 -04:00
• d653820be3 MAINT: batch_order_target_percent -> batch_market_order. Scott Sanderson 2017-04-10 21:24:51 -04:00
• 281a17c592 Merge pull request #1767 from quantopian/no-slippage-history David Michalowicz 2017-05-09 13:17:28 -04:00
• 3650220850 Merge pull request #1767 from quantopian/no-slippage-history David Michalowicz 2017-05-09 13:17:28 -04:00
• 5327fc9a05 MAINT: Various futures slippage model fixes and cleanup - Handle history lookback error before start date - Adjust default futures slippage volume limit - Allow subclassing EquitySlippageModel and FutureSlippageModel together. dmichalowicz 2017-04-26 09:45:26 -04:00
• a4464e7d20 MAINT: Various futures slippage model fixes and cleanup - Handle history lookback error before start date - Adjust default futures slippage volume limit - Allow subclassing EquitySlippageModel and FutureSlippageModel together. dmichalowicz 2017-04-26 09:45:26 -04:00
• b246f6a03b SEC: Rotate secure vars for anaconda tokens Richard Frank 2017-05-09 09:35:48 -04:00
• e8d60d9f75 SEC: Rotate secure vars for anaconda tokens Richard Frank 2017-05-09 09:35:48 -04:00
• 072466e08c Merge pull request #1785 from quantopian/reindex-reader-get-value Andrew Daniels 2017-05-09 10:33:58 -04:00
• a1efd56850 Merge pull request #1785 from quantopian/reindex-reader-get-value Andrew Daniels 2017-05-09 10:33:58 -04:00
• a416662a9c MAINT: Pass data_frequency to get_history_window Andrew Daniels 2017-05-04 16:06:15 -04:00
• d155d894fe MAINT: Pass data_frequency to get_history_window Andrew Daniels 2017-05-04 16:06:15 -04:00
• 43e0545856 BUG: Fix _handle_minute_history_out_of_bounds for future calendar Andrew Daniels 2017-05-02 14:21:21 -04:00
• 423a76730c BUG: Fix _handle_minute_history_out_of_bounds for future calendar Andrew Daniels 2017-05-02 14:21:21 -04:00
• bffb4bfea5 TST: Adds MinuteEquityHistoryFuturesCalendarTestCase Andrew Daniels 2017-05-02 13:33:42 -04:00
• a4f1171f1f TST: Adds MinuteEquityHistoryFuturesCalendarTestCase Andrew Daniels 2017-05-02 13:33:42 -04:00
• 78ae3474ad TST: Adds DailyEquityHistoryOnFuturesCalendarTestCase Andrew Daniels 2017-05-01 17:06:49 -04:00
• b2a39b4ae4 TST: Adds DailyEquityHistoryOnFuturesCalendarTestCase Andrew Daniels 2017-05-01 17:06:49 -04:00
• da63a117e0 MAINT: Modify ReindexBarReader.get_value to handle missing data Andrew Daniels 2017-04-28 15:53:04 -04:00
• f088afc1e1 MAINT: Modify ReindexBarReader.get_value to handle missing data Andrew Daniels 2017-04-28 15:53:04 -04:00
• 18ee06f0d4 Merge pull request #1746 from quantopian/update-transaction-repr Freddie Vargus 2017-05-08 14:54:24 -04:00
• caed14adcc Merge pull request #1746 from quantopian/update-transaction-repr Freddie Vargus 2017-05-08 14:54:24 -04:00
• d733605327 Merge pull request #1783 from quantopian/slippage-cleanup Richard Frank 2017-05-05 14:36:25 -04:00
• e496b67894 Merge pull request #1783 from quantopian/slippage-cleanup Richard Frank 2017-05-05 14:36:25 -04:00
• 035311213e MAINT: allowed_asset_types is already defined in the base class Richard Frank 2017-05-05 14:06:35 -04:00
• 45c48afa8e MAINT: allowed_asset_types is already defined in the base class Richard Frank 2017-05-05 14:06:35 -04:00
• 56a993bfc6 BUG: Fixed abstractness of MarketImpactBase Richard Frank 2017-05-05 09:47:56 -04:00
• 0e0cb2f343 BUG: Fixed abstractness of MarketImpactBase Richard Frank 2017-05-05 09:47:56 -04:00
• a1d055abb1 MAINT: process_order is a method Richard Frank 2017-05-05 09:45:50 -04:00
• ca2e3a04f3 MAINT: process_order is a method Richard Frank 2017-05-05 09:45:50 -04:00
• 07561469bc Merge pull request #1780 from quantopian/include-diff-in-daily-bars-assertion Andrew Daniels 2017-05-04 10:48:08 -04:00
• 611f1702c7 Merge pull request #1780 from quantopian/include-diff-in-daily-bars-assertion Andrew Daniels 2017-05-04 10:48:08 -04:00
• 560ff3cacf MAINT: Display diff if input to daily bar writer has gaps/extra bars Andrew Daniels 2017-05-04 10:19:09 -04:00
• b3c1cd5535 MAINT: Display diff if input to daily bar writer has gaps/extra bars Andrew Daniels 2017-05-04 10:19:09 -04:00
• 52667b4a90 MAINT: Handle gaps in input to daily bars writer (#1778) Andrew Daniels 2017-05-03 20:49:22 -04:00
• 0d9f4d29f5 MAINT: Handle gaps in input to daily bars writer (#1778) Andrew Daniels 2017-05-03 20:49:22 -04:00
• f0e100bcf3 Merge pull request #1779 from quantopian/silver-chains David Michalowicz 2017-05-03 17:18:56 -04:00
• 96759be445 Merge pull request #1779 from quantopian/silver-chains David Michalowicz 2017-05-03 17:18:56 -04:00
• cb3926f81c BUG: Gold and silver futures contracts only trade certain months dmichalowicz 2017-05-03 15:23:38 -04:00
• 191a1b729f BUG: Gold and silver futures contracts only trade certain months dmichalowicz 2017-05-03 15:23:38 -04:00
• 9095b241f2 MAINT: Add better repr for transactions Freddie Vargus 2017-04-03 12:04:11 -04:00
• e0433c4718 MAINT: Add better repr for transactions Freddie Vargus 2017-04-03 12:04:11 -04:00
• c0123b9caa Merge pull request #1770 from quantopian/zero-transaction-volume David Michalowicz 2017-04-26 13:59:33 -04:00
• c61fd0ef07 Merge pull request #1770 from quantopian/zero-transaction-volume David Michalowicz 2017-04-26 13:59:33 -04:00
• 3ff281079a BUG: Futures slippage model could have zero transaction volume dmichalowicz 2017-04-26 13:35:00 -04:00
• 6beb4d6a36 BUG: Futures slippage model could have zero transaction volume dmichalowicz 2017-04-26 13:35:00 -04:00
• 06d8ddc3cc Merge pull request #1769 from quantopian/py3-warnings Jean Bredeche 2017-04-26 10:46:34 -04:00
• 04cf61d03d BUG: Python3 compatibility. Jean Bredeche 2017-04-26 10:47:27 -04:00
• c36b2ea680 Merge pull request #1769 from quantopian/py3-warnings Jean Bredeche 2017-04-26 10:46:34 -04:00
• c7250d3207 BUG: Python3 compatibility. Jean Bredeche 2017-04-26 10:47:27 -04:00
• a11574c942 Merge pull request #1768 from quantopian/shim-portfolio-access-by-int Jean Bredeche 2017-04-26 10:13:16 -04:00
• c03aafbd0e Merge pull request #1768 from quantopian/shim-portfolio-access-by-int Jean Bredeche 2017-04-26 10:13:16 -04:00
• dead9651b2 BUG: Add backwards compatibility for position lookup by int. Jean Bredeche 2017-04-26 09:55:05 -04:00
• b55d4bd423 BUG: Add backwards compatibility for position lookup by int. Jean Bredeche 2017-04-26 09:55:05 -04:00
• e3a50dee8f Merge pull request #1764 from quantopian/fix-docstring-typo2 Scott Sanderson 2017-04-25 22:52:28 -04:00
• 3c4f6e69f3 Merge pull request #1764 from quantopian/fix-docstring-typo2 Scott Sanderson 2017-04-25 22:52:28 -04:00
• f7f17af2d8 DOC: Close backticks in docstring. Scott Sanderson 2017-04-25 22:32:11 -04:00
• 3bcd4d4ac0 DOC: Close backticks in docstring. Scott Sanderson 2017-04-25 22:32:11 -04:00
• b77d5ae6fb Merge pull request #1763 from quantopian/slippage-allowed-types David Michalowicz 2017-04-25 19:40:41 -04:00
• a59eac9572 Merge pull request #1763 from quantopian/slippage-allowed-types David Michalowicz 2017-04-25 19:40:41 -04:00
• ec7cba2e31 API: Don't require custom models to define allowed types dmichalowicz 2017-04-25 18:42:43 -04:00
• 62c03a757f API: Don't require custom models to define allowed types dmichalowicz 2017-04-25 18:42:43 -04:00
• 0782e402d3 Merge pull request #1748 from quantopian/slippage-futures-api David Michalowicz 2017-04-25 17:55:16 -04:00
• 3af85a65a5 Merge pull request #1748 from quantopian/slippage-futures-api David Michalowicz 2017-04-25 17:55:16 -04:00
• fa0594555c API: Add slippage and commission models for futures dmichalowicz 2017-04-11 10:50:04 -04:00
• dd21346eca API: Add slippage and commission models for futures dmichalowicz 2017-04-11 10:50:04 -04:00
• 9effe84c8e Merge pull request #1762 from quantopian/quarterly-currency-futures Andrew Daniels 2017-04-25 15:52:56 -04:00
• 0da8a59f4c Merge pull request #1762 from quantopian/quarterly-currency-futures Andrew Daniels 2017-04-25 15:52:56 -04:00
• a1d30c94ee MAINT: Use March quarterly cycle for JY, CD, AD, & BP continuous futures Andrew Daniels 2017-04-25 11:58:03 -04:00