Commit Graph

  • a006b4bbab Merge pull request #1734 from quantopian/prepare-for-validity-checks Eddie Hebert 2017-03-30 14:02:03 -04:00
  • 0182d62cc8 Merge pull request #1730 from quantopian/no-current-contract David Michalowicz 2017-03-30 13:32:15 -04:00
  • 0cc1836eac Merge pull request #1730 from quantopian/no-current-contract David Michalowicz 2017-03-30 13:32:15 -04:00
  • 69a0e5c31b BUG: Getting continuous future current contract failed on None dmichalowicz 2017-03-29 16:48:20 -04:00
  • 99dfe5961d BUG: Getting continuous future current contract failed on None dmichalowicz 2017-03-29 16:48:20 -04:00
  • fc65ac33ca MAINT: Prepare parameter check for adding an additional check. Eddie Hebert 2017-03-30 10:47:29 -04:00
  • c69b4f6352 MAINT: Prepare parameter check for adding an additional check. Eddie Hebert 2017-03-30 10:47:29 -04:00
  • 0bcdb640ca Merge pull request #1726 from quantopian/cf-adjustment-arg David Michalowicz 2017-03-29 09:15:22 -04:00
  • 164838cf74 Merge pull request #1726 from quantopian/cf-adjustment-arg David Michalowicz 2017-03-29 09:15:22 -04:00
  • f0f8bac2ab EHN: Make continuous future adjustment style an argument dmichalowicz 2017-03-27 14:52:37 -04:00
  • 7829541112 EHN: Make continuous future adjustment style an argument dmichalowicz 2017-03-27 14:52:37 -04:00
  • 0d0473cb44 Merge pull request #1721 from quantopian/out-of-bounds-price David Michalowicz 2017-03-29 08:46:50 -04:00
  • eb6d0826c4 Merge pull request #1721 from quantopian/out-of-bounds-price David Michalowicz 2017-03-29 08:46:50 -04:00
  • 066a7776d2 BUG: Open and close resampling code could hit index errors dmichalowicz 2017-03-28 15:56:53 -04:00
  • 0d157859e0 BUG: Open and close resampling code could hit index errors dmichalowicz 2017-03-28 15:56:53 -04:00
  • 35203c6904 Merge pull request #1728 from quantopian/rework-resample-close Eddie Hebert 2017-03-28 14:02:27 -04:00
  • f736169096 Merge pull request #1728 from quantopian/rework-resample-close Eddie Hebert 2017-03-28 14:02:27 -04:00
  • 2792de1f92 MAINT: Clear up naming and logic in resample close. Eddie Hebert 2017-03-28 13:12:24 -04:00
  • ed62d8a66a MAINT: Clear up naming and logic in resample close. Eddie Hebert 2017-03-28 13:12:24 -04:00
  • ee19186e51 Merge pull request #1727 from quantopian/resample-whitespace-cleanup Eddie Hebert 2017-03-28 13:00:33 -04:00
  • f717e77172 Merge pull request #1727 from quantopian/resample-whitespace-cleanup Eddie Hebert 2017-03-28 13:00:33 -04:00
  • 63c80109ec STY: Cleanup trailing whitespace in resample module. Eddie Hebert 2017-03-28 12:16:39 -04:00
  • 3249d848e9 STY: Cleanup trailing whitespace in resample module. Eddie Hebert 2017-03-28 12:16:39 -04:00
  • 81b943c61d ENH: Allow override of order amount rounding. (#1722) Jean Bredeche 2017-03-27 20:44:12 -04:00
  • 6cf81a3f1c ENH: Allow override of order amount rounding. (#1722) Jean Bredeche 2017-03-27 20:44:12 -04:00
  • 4916fb5fcc Merge pull request #1723 from quantopian/deploy-docs-without-path.py Freddie Vargus 2017-03-27 19:26:20 -04:00
  • 39188b393c Merge pull request #1723 from quantopian/deploy-docs-without-path.py Freddie Vargus 2017-03-27 19:26:20 -04:00
  • 3e1f3c1e54 ENH: Remove path.py as its not a dependency Freddie Vargus 2017-03-24 17:30:33 -04:00
  • 721de2ab18 ENH: Remove path.py as its not a dependency Freddie Vargus 2017-03-24 17:30:33 -04:00
  • 0e3421ead8 Merge pull request #1725 from quantopian/adhoc-cfe-calendar-test Freddie Vargus 2017-03-27 18:17:09 -04:00
  • 8c211624fe Merge pull request #1725 from quantopian/adhoc-cfe-calendar-test Freddie Vargus 2017-03-27 18:17:09 -04:00
  • 2010a7faf8 STY: Add newline Freddie Vargus 2017-03-27 09:59:08 -04:00
  • ca9da830fd STY: Add newline Freddie Vargus 2017-03-27 09:59:08 -04:00
  • b81ddd7d73 TST: Test for adhoc holidays in CFEExchangeCalendar Freddie Vargus 2017-03-27 09:56:40 -04:00
  • 598444a2e8 TST: Test for adhoc holidays in CFEExchangeCalendar Freddie Vargus 2017-03-27 09:56:40 -04:00
  • 02b26a97a5 Merge pull request #1698 from trical09/master Freddie Vargus 2017-03-26 19:30:04 -04:00
  • 759fc5bdff Merge pull request #1698 from trical09/master Freddie Vargus 2017-03-26 19:30:04 -04:00
  • 24ce67a7cf ENH: Adding CFE Adhoc Holidays Maxwell Rounds 2017-03-26 15:40:40 -07:00
  • d66f7f53a0 ENH: Adding CFE Adhoc Holidays Maxwell Rounds 2017-03-26 15:40:40 -07:00
  • 7ef17ae3af Merge pull request #1718 from quantopian/more-generic David Michalowicz 2017-03-25 09:23:35 -04:00
  • 15b8832421 Merge pull request #1718 from quantopian/more-generic David Michalowicz 2017-03-25 09:23:35 -04:00
  • 5b27790126 Merge pull request #1719 from quantopian/vectorize-spot-value David Michalowicz 2017-03-25 09:22:59 -04:00
  • 0e8576ee19 Merge pull request #1719 from quantopian/vectorize-spot-value David Michalowicz 2017-03-25 09:22:59 -04:00
  • c0355af316 ENH: Add ContinuousFuture to lookup_generic dmichalowicz 2017-03-17 14:11:23 -04:00
  • c86798bc16 ENH: Add ContinuousFuture to lookup_generic dmichalowicz 2017-03-17 14:11:23 -04:00
  • 8a25ac3af0 ENH: Allow DataPortal.get_spot_value to accept multiple assets dmichalowicz 2017-03-22 13:37:40 -04:00
  • 158d90a9ec ENH: Allow DataPortal.get_spot_value to accept multiple assets dmichalowicz 2017-03-22 13:37:40 -04:00
  • c0a76a5303 ENH: Adds StaticSids pipeline filter (#1717) Andrew Daniels 2017-03-22 14:28:54 -04:00
  • 43d6004cff ENH: Adds StaticSids pipeline filter (#1717) Andrew Daniels 2017-03-22 14:28:54 -04:00
  • 2860708a44 Merge pull request #1683 from shadiakiki1986/bugfix_index_should_be_int Freddie Vargus 2017-03-16 13:36:10 -04:00
  • 5fd20e182f Merge pull request #1683 from shadiakiki1986/bugfix_index_should_be_int Freddie Vargus 2017-03-16 13:36:10 -04:00
  • 78e56c33ef Merge pull request #1715 from quantopian/missing-cf-error David Michalowicz 2017-03-16 12:02:15 -04:00
  • b41163f058 Merge pull request #1715 from quantopian/missing-cf-error David Michalowicz 2017-03-16 12:02:15 -04:00
  • 825ba5717e ENH: Better error message for non-existent root symbol dmichalowicz 2017-03-09 16:56:27 -05:00
  • bb801344e9 ENH: Better error message for non-existent root symbol dmichalowicz 2017-03-09 16:56:27 -05:00
  • f561e2ea54 Merge pull request #1714 from quantopian/test-fixture-fix David Michalowicz 2017-03-15 16:44:05 -04:00
  • bafe8eab6a Merge pull request #1714 from quantopian/test-fixture-fix David Michalowicz 2017-03-15 16:44:05 -04:00
  • 83756d4660 Merge pull request #1710 from quantopian/sort-pipeline-data-on-asofdate Maya Tydykov 2017-03-15 14:40:11 -04:00
  • f4455179d4 Merge pull request #1710 from quantopian/sort-pipeline-data-on-asofdate Maya Tydykov 2017-03-15 14:40:11 -04:00
  • 58fb830ebd BUG: sort data on asof_date to resolve ts conflicts Maya Tydykov 2017-03-14 15:19:48 -04:00
  • 6e4060fc4f BUG: sort data on asof_date to resolve ts conflicts Maya Tydykov 2017-03-14 15:19:48 -04:00
  • 8292264229 Merge pull request #1713 from quantopian/teach-data-about-current-session-minutes Jean Bredeche 2017-03-15 14:02:17 -04:00
  • 36e65d6a78 Merge pull request #1713 from quantopian/teach-data-about-current-session-minutes Jean Bredeche 2017-03-15 14:02:17 -04:00
  • c9254d395d ENH: teach BarData about current session's minutes Jean Bredeche 2017-03-15 13:40:33 -04:00
  • ea1fb05676 ENH: teach BarData about current session's minutes Jean Bredeche 2017-03-15 13:40:33 -04:00
  • fa56fe4954 TST: Equity daily data test fixture was using wrong sids dmichalowicz 2017-03-15 13:16:04 -04:00
  • b907b2557e TST: Equity daily data test fixture was using wrong sids dmichalowicz 2017-03-15 13:16:04 -04:00
  • 3909269806 Merge pull request #1712 from quantopian/adjustment-cython-checker-recs Eddie Hebert 2017-03-15 12:38:00 -04:00
  • c8e58f3362 Merge pull request #1712 from quantopian/adjustment-cython-checker-recs Eddie Hebert 2017-03-15 12:38:00 -04:00
  • 4071a52702 MAINT: Apply linter recommendations to adjustments module. Eddie Hebert 2017-03-15 11:26:38 -04:00
  • c3509fcca3 MAINT: Apply linter recommendations to adjustments module. Eddie Hebert 2017-03-15 11:26:38 -04:00
  • 9a7e847ab7 BUG: use integer division for index so that pandas indexing doesnt fail Shadi Akiki 2017-02-13 13:15:11 +02:00
  • 5bea92fc2f BUG: use integer division for index so that pandas indexing doesnt fail Shadi Akiki 2017-02-13 13:15:11 +02:00
  • b95088ca76 Merge pull request #1709 from quantopian/whatsnew-1.1.1 Freddie Vargus 2017-03-10 18:07:04 -05:00
  • 40aec722fe Merge pull request #1709 from quantopian/whatsnew-1.1.1 Freddie Vargus 2017-03-10 18:07:04 -05:00
  • dcf1210043 DOC: Add whatsnew for 1.1.1 Freddie Vargus 2017-03-10 17:46:13 -05:00
  • b46da7a65b DOC: Add whatsnew for 1.1.1 Freddie Vargus 2017-03-10 17:46:13 -05:00
  • 40fc1c9185 REL: Update stubs for 1.1.0 release Freddie Vargus 2017-03-09 15:39:08 -05:00
  • 7d276842be REL: Update stubs for 1.1.0 release Freddie Vargus 2017-03-09 15:39:08 -05:00
  • beb4bd8c6e BUG: fix label array code dtype condense Joe Jevnik 2017-03-08 16:41:12 -05:00
  • 153f6636c7 BUG: fix label array code dtype condense Joe Jevnik 2017-03-08 16:41:12 -05:00
  • 85eef5cb6b Merge pull request #1699 from quantopian/yahoo-url-update Richard Frank 2017-03-08 16:04:51 -05:00
  • fcfc06ef0a Merge pull request #1699 from quantopian/yahoo-url-update Richard Frank 2017-03-08 16:04:51 -05:00
  • 3004108464 Merge pull request #1681 from quantopian/1.1.0-whatsnew Freddie Vargus 2017-03-08 15:51:16 -05:00
  • 15c1058cca Merge pull request #1681 from quantopian/1.1.0-whatsnew Freddie Vargus 2017-03-08 15:51:16 -05:00
  • d3b9da83c9 DOC: Write up whatsnew for 1.1.0 release Freddie Vargus 2017-02-10 10:52:00 -05:00
  • aab1707123 DOC: Write up whatsnew for 1.1.0 release Freddie Vargus 2017-02-10 10:52:00 -05:00
  • 476e86a041 Merge pull request #1703 from quantopian/ceil-bugfix Ana Ruelas 2017-03-08 11:35:31 -05:00
  • 26b6236b78 Merge pull request #1703 from quantopian/ceil-bugfix Ana Ruelas 2017-03-08 11:35:31 -05:00
  • 5d77a4bf94 BUG: ceil returns float, int needed for array indexing Ana Ruelas 2017-03-08 11:05:54 -05:00
  • b5e05ceae5 BUG: ceil returns float, int needed for array indexing Ana Ruelas 2017-03-08 11:05:54 -05:00
  • 2d1108fb7e Merge pull request #1702 from quantopian/reader-last-dates David Michalowicz 2017-03-08 10:04:24 -05:00
  • e1129b1265 Merge pull request #1702 from quantopian/reader-last-dates David Michalowicz 2017-03-08 10:04:24 -05:00
  • 6596c03351 BUG: Set data portal last trading session if passed dmichalowicz 2017-03-07 11:38:32 -05:00
  • 2274bf4467 BUG: Set data portal last trading session if passed dmichalowicz 2017-03-07 11:38:32 -05:00
  • de3702ab59 Merge pull request #1696 from quantopian/add-winsorize Ana Ruelas 2017-03-07 18:07:09 -05:00
  • 0bc29e10d4 Merge pull request #1696 from quantopian/add-winsorize Ana Ruelas 2017-03-07 18:07:09 -05:00
  • 9252b62b2b TST: Add tests for winsorize factor Ana Ruelas 2017-03-06 14:08:51 -05:00
  • b4e97bc9d8 TST: Add tests for winsorize factor Ana Ruelas 2017-03-06 14:08:51 -05:00
  • 799bad957d ENH: Add winsorize factor Ana Ruelas 2017-03-03 13:21:26 -05:00