Commit Graph

  • 309ec73faa ENH: Add winsorize factor Ana Ruelas 2017-03-03 13:21:26 -05:00
  • cb76f1fc16 MAINT: Updated yahoo url for SSL Richard Frank 2017-03-05 17:09:02 -05:00
  • b965eb951a MAINT: Updated yahoo url for SSL Richard Frank 2017-03-05 17:09:02 -05:00
  • cfdbe883b1 Merge pull request #1672 from quantopian/narrow-labelarray Joe Jevnik 2017-03-02 19:32:56 -05:00
  • f90cd1ca0f Merge pull request #1672 from quantopian/narrow-labelarray Joe Jevnik 2017-03-02 19:32:56 -05:00
  • 44563d351b TST: add roundtrip check Joe Jevnik 2017-03-01 15:15:16 -05:00
  • 35338df2b7 TST: add roundtrip check Joe Jevnik 2017-03-01 15:15:16 -05:00
  • fb10d9346b Merge pull request #1694 from quantopian/invalid-test-data Ana Ruelas 2017-03-01 11:13:15 -05:00
  • d140665203 Merge pull request #1694 from quantopian/invalid-test-data Ana Ruelas 2017-03-01 11:13:15 -05:00
  • 0d4ca54900 ENH: Make invalid data behavior optional Ana Ruelas 2017-03-01 10:41:30 -05:00
  • 6929427cf5 ENH: Make invalid data behavior optional Ana Ruelas 2017-03-01 10:41:30 -05:00
  • 270e670551 Merge pull request #1693 from quantopian/nat-for-dtype-enh Scott Sanderson 2017-02-28 23:32:54 -05:00
  • 799fbe8a83 Merge pull request #1693 from quantopian/nat-for-dtype-enh Scott Sanderson 2017-02-28 23:32:54 -05:00
  • a8d6ecd545 ENH: make LabelArray.from_codes_and_metadata public Joe Jevnik 2017-02-28 23:00:54 -05:00
  • 70110a3bf6 ENH: make LabelArray.from_codes_and_metadata public Joe Jevnik 2017-02-28 23:00:54 -05:00
  • a4e445153c ENH: make NaT_for_dtype coerce the input to a dtype Joe Jevnik 2017-02-28 22:49:17 -05:00
  • 824129eff8 ENH: make NaT_for_dtype coerce the input to a dtype Joe Jevnik 2017-02-28 22:49:17 -05:00
  • dd7fa4ba25 DOC: Fix typo in -k/--keep-last option description Alexey Degtyarev 2017-02-28 19:42:10 +03:00
  • 02c1458328 DOC: Fix typo in -k/--keep-last option description Alexey Degtyarev 2017-02-28 19:42:10 +03:00
  • 83ab7b3250 Merge pull request #1692 from quantopian/pin-blaze-deps Richard Frank 2017-02-28 20:59:27 -05:00
  • 091a4843ed Merge pull request #1692 from quantopian/pin-blaze-deps Richard Frank 2017-02-28 20:59:27 -05:00
  • 5b7124ac6f BLD: Pin Miniconda version on Windows Richard Frank 2017-02-28 18:53:16 -05:00
  • f43aae33ea BLD: Pin Miniconda version on Windows Richard Frank 2017-02-28 18:53:16 -05:00
  • eef59f842c MAINT: Pin specific versions of blaze dependencies Richard Frank 2017-02-28 18:43:21 -05:00
  • 9cb7e22db5 MAINT: Pin specific versions of blaze dependencies Richard Frank 2017-02-28 18:43:21 -05:00
  • d176ba4d85 Merge pull request #1689 from quantopian/slippage_needs_asdict Jean Bredeche 2017-02-23 12:20:51 -05:00
  • a90394ec51 Merge pull request #1689 from quantopian/slippage_needs_asdict Jean Bredeche 2017-02-23 12:20:51 -05:00
  • cf063abcf1 Rename _attrs_to_check to asdict Jean Bredeche 2017-02-23 11:32:04 -05:00
  • f11b6467ac Rename _attrs_to_check to asdict Jean Bredeche 2017-02-23 11:32:04 -05:00
  • 93c50899f8 BLD: Don't need to build this branch anymore Richard Frank 2017-02-21 11:12:05 -05:00
  • b0e6b4d52e BLD: Don't need to build this branch anymore Richard Frank 2017-02-21 11:12:05 -05:00
  • 159ed7321f Merge pull request #1688 from quantopian/conda-root-version Richard Frank 2017-02-21 11:10:30 -05:00
  • 2606f34c68 Merge pull request #1688 from quantopian/conda-root-version Richard Frank 2017-02-21 11:10:30 -05:00
  • ec447198c6 BLD: Pin python version of conda root env to python 2 Richard Frank 2017-02-20 18:18:26 -05:00
  • 96a428c720 BLD: Pin python version of conda root env to python 2 Richard Frank 2017-02-20 18:18:26 -05:00
  • 8e1f8d75f5 MAINT: Removes unnecessary capital_base arg to TradingAlgorithm (#1677) Andrew Daniels 2017-02-17 09:04:50 -05:00
  • ba484e5469 MAINT: Removes unnecessary capital_base arg to TradingAlgorithm (#1677) Andrew Daniels 2017-02-17 09:04:50 -05:00
  • 383d56b3bc Merge pull request #1680 from quantopian/rolls-bias David Michalowicz 2017-02-16 09:26:32 -05:00
  • 60689df84d Merge pull request #1680 from quantopian/rolls-bias David Michalowicz 2017-02-16 09:26:32 -05:00
  • 63063aa709 ENH: Eliminate potential look-ahead bias in volume rolls dmichalowicz 2017-02-08 15:59:48 -05:00
  • 6d47a36166 ENH: Eliminate potential look-ahead bias in volume rolls dmichalowicz 2017-02-08 15:59:48 -05:00
  • 5ab0880ad7 Merge pull request #1684 from quantopian/fix-earnings-estimates-1-day-bug Maya Tydykov 2017-02-15 17:20:31 -05:00
  • 4075971db4 Merge pull request #1684 from quantopian/fix-earnings-estimates-1-day-bug Maya Tydykov 2017-02-15 17:20:31 -05:00
  • 59acadbccf BUG: fix loader bug for 1 day Maya Tydykov 2017-02-15 15:01:44 -05:00
  • 382eef0e3d BUG: fix loader bug for 1 day Maya Tydykov 2017-02-15 15:01:44 -05:00
  • c2560c6079 TST: Adds TestingSlippage slippage model (#1679) Andrew Daniels 2017-02-09 08:56:15 -05:00
  • 296307a632 TST: Adds TestingSlippage slippage model (#1679) Andrew Daniels 2017-02-09 08:56:15 -05:00
  • e81287e8e1 Merge pull request #1678 from quantopian/flake8-line-too-longs Eddie Hebert 2017-02-09 05:57:00 -05:00
  • 41f315fe0a Merge pull request #1678 from quantopian/flake8-line-too-longs Eddie Hebert 2017-02-09 05:57:00 -05:00
  • 54c8e6c358 Merge pull request #1676 from quantopian/param_sapce Andrew Liang 2017-02-08 18:39:51 -05:00
  • 893671339c Merge pull request #1676 from quantopian/param_sapce Andrew Liang 2017-02-08 18:39:51 -05:00
  • cb6c5f09a6 TEST: Allow parameter_space to work on repeated calls of test Andrew Liang 2017-02-01 16:58:11 -05:00
  • 97f537f35c TEST: Allow parameter_space to work on repeated calls of test Andrew Liang 2017-02-01 16:58:11 -05:00
  • 8878d0ddd5 STY: Wrap/reformat lines over 80 chars. Eddie Hebert 2017-02-08 00:47:33 -05:00
  • 3d47aee2ab STY: Wrap/reformat lines over 80 chars. Eddie Hebert 2017-02-08 00:47:33 -05:00
  • b4ed1fcff3 MAINT: windows definition for log2 Joe Jevnik 2017-02-07 16:52:53 -05:00
  • d4c5b560c8 MAINT: windows definition for log2 Joe Jevnik 2017-02-07 16:52:53 -05:00
  • 735d98fb6e TST: add tests for inferred width labelarray Joe Jevnik 2017-02-07 16:28:13 -05:00
  • d66309a3a0 TST: add tests for inferred width labelarray Joe Jevnik 2017-02-07 16:28:13 -05:00
  • cb41be012f Merge pull request #1671 from quantopian/new-futures-hours David Michalowicz 2017-02-06 12:53:23 -05:00
  • fb85e4a2bd Merge pull request #1671 from quantopian/new-futures-hours David Michalowicz 2017-02-06 12:53:23 -05:00
  • db2440871e Change to a 10.5 hour futures calendar dmichalowicz 2017-02-01 16:07:47 -05:00
  • dd78bfa4e8 Change to a 10.5 hour futures calendar dmichalowicz 2017-02-01 16:07:47 -05:00
  • 26558743ba Bump empyrical to 0.2.2 (#1674) Gus Gordon 2017-02-04 16:14:33 -05:00
  • b45c52b453 Bump empyrical to 0.2.2 (#1674) Gus Gordon 2017-02-04 16:14:33 -05:00
  • 7a0a214ac1 Merge pull request #1673 from quantopian/remove-duplicate-test-expiration-date Eddie Hebert 2017-02-03 00:30:11 -05:00
  • 595de9886a Merge pull request #1673 from quantopian/remove-duplicate-test-expiration-date Eddie Hebert 2017-02-03 00:30:11 -05:00
  • 11a406c67a TST: Remove duplicate key in fixture config. Eddie Hebert 2017-02-02 23:09:02 -05:00
  • 512c2bfb83 TST: Remove duplicate key in fixture config. Eddie Hebert 2017-02-02 23:09:02 -05:00
  • d378c9fca3 ENH: store the 'codes' for a labelarray in the narrowest int type possible Joe Jevnik 2017-02-02 20:58:36 -05:00
  • 82361e0542 ENH: store the 'codes' for a labelarray in the narrowest int type possible Joe Jevnik 2017-02-02 20:58:36 -05:00
  • 5fbd0251aa Merge pull request #1625 from quantopian/ambiguous-cli-shortopt Freddie Vargus 2017-02-02 14:04:07 -05:00
  • 3be451e259 Merge pull request #1625 from quantopian/ambiguous-cli-shortopt Freddie Vargus 2017-02-02 14:04:07 -05:00
  • d9321f4795 TST: assert_equal dispatch for tuples Joe Jevnik 2017-02-01 19:10:20 -05:00
  • 50b7768e58 TST: assert_equal dispatch for tuples Joe Jevnik 2017-02-01 19:10:20 -05:00
  • 38367b6794 Merge pull request #1669 from quantopian/expect_strict_bounds Andrew Liang 2017-02-01 14:01:26 -05:00
  • 186465f63b Merge pull request #1669 from quantopian/expect_strict_bounds Andrew Liang 2017-02-01 14:01:26 -05:00
  • 6cd6163fd2 ENH: Decorator to check inputs fall EXCLUSIVELY between bounds Andrew Liang 2017-02-01 11:27:30 -05:00
  • 072c2e0851 ENH: Decorator to check inputs fall EXCLUSIVELY between bounds Andrew Liang 2017-02-01 11:27:30 -05:00
  • bb36ec1224 Merge pull request #1661 from quantopian/optionally-apply-deltas-adjustments Maya Tydykov 2017-01-31 15:40:43 -05:00
  • b1cae1b76a Merge pull request #1661 from quantopian/optionally-apply-deltas-adjustments Maya Tydykov 2017-01-31 15:40:43 -05:00
  • dda5334580 TST: add arg to test assertion Maya Tydykov 2017-01-25 09:52:35 -05:00
  • 5a9e91b567 TST: add arg to test assertion Maya Tydykov 2017-01-25 09:52:35 -05:00
  • bd06ff14ed MAINT: optionally apply deltas adjustments based on info from dataset Maya Tydykov 2017-01-24 12:48:56 -05:00
  • d0ac8cfddb MAINT: optionally apply deltas adjustments based on info from dataset Maya Tydykov 2017-01-24 12:48:56 -05:00
  • 58850b86ad Merge pull request #1667 from quantopian/pricing-fixture-cleanups Scott Sanderson 2017-01-31 10:32:17 -05:00
  • 2fb90b4a25 Merge pull request #1667 from quantopian/pricing-fixture-cleanups Scott Sanderson 2017-01-31 10:32:17 -05:00
  • 9786483ec0 Merge pull request #1665 from quantopian/determine_overwrite_type_dynamically Maya Tydykov 2017-01-31 10:06:21 -05:00
  • ae4511360f Merge pull request #1665 from quantopian/determine_overwrite_type_dynamically Maya Tydykov 2017-01-31 10:06:21 -05:00
  • 9cdd696467 TST: add test cases for int and object dispatching Maya Tydykov 2017-01-27 15:15:59 -05:00
  • 66d1a0ce78 TST: add test cases for int and object dispatching Maya Tydykov 2017-01-27 15:15:59 -05:00
  • c5efba0c8a MAINT: make obj adjustment dispatching more granular Maya Tydykov 2017-01-27 15:15:27 -05:00
  • f235a40739 MAINT: make obj adjustment dispatching more granular Maya Tydykov 2017-01-27 15:15:27 -05:00
  • 08b159d5da ENH: add Int64Overwrite and dispatching for it Maya Tydykov 2017-01-27 14:46:43 -05:00
  • 185e7a13f8 ENH: add Int64Overwrite and dispatching for it Maya Tydykov 2017-01-27 14:46:43 -05:00
  • 98a8fdfb09 MAINT: determine core loader overwrite types dynamically Maya Tydykov 2017-01-27 12:27:31 -05:00
  • 750837c5f8 MAINT: determine core loader overwrite types dynamically Maya Tydykov 2017-01-27 12:27:31 -05:00
  • f14e8e00ef MAINT: Raise LookupError instead of KeyError. Scott Sanderson 2017-01-30 22:13:18 -05:00
  • bd7f3ad100 MAINT: Raise LookupError instead of KeyError. Scott Sanderson 2017-01-30 22:13:18 -05:00
  • 96ba361e36 Merge pull request #1666 from quantopian/add_class_callback_args Vikram Narayan 2017-01-30 15:43:40 -05:00