Commit Graph

  • 29104ee04f Merge pull request #1666 from quantopian/add_class_callback_args Vikram Narayan 2017-01-30 15:43:40 -05:00
  • 938bb70227 DOC: Update out of date docstring. Scott Sanderson 2017-01-30 13:33:21 -05:00
  • c092e4db4d DOC: Update out of date docstring. Scott Sanderson 2017-01-30 13:33:21 -05:00
  • caee313012 ENH: Align daily/minute bar lookbacks by default. Scott Sanderson 2017-01-30 13:28:00 -05:00
  • b2bacec241 ENH: Align daily/minute bar lookbacks by default. Scott Sanderson 2017-01-30 13:28:00 -05:00
  • d82bf7a1e3 BUG: Fix bad error handling in history loader. Scott Sanderson 2017-01-30 13:23:47 -05:00
  • e8b8b0afef BUG: Fix bad error handling in history loader. Scott Sanderson 2017-01-30 13:23:47 -05:00
  • e5f403deca ENH: Add direct methods for session start/end. Scott Sanderson 2017-01-30 13:00:45 -05:00
  • 0c5f88e2f6 ENH: Add direct methods for session start/end. Scott Sanderson 2017-01-30 13:00:45 -05:00
  • beea8624d1 MAINT: pass args, kwargs to add_class_callback vikram-narayan 2017-01-27 18:19:23 -05:00
  • 47f6e62bc6 MAINT: pass args, kwargs to add_class_callback vikram-narayan 2017-01-27 18:19:23 -05:00
  • 484f80dd01 Merge pull request #1663 from quantopian/support-futures-in-lookup-generic Eddie Hebert 2017-01-26 21:41:13 -05:00
  • cbe66903a9 Merge pull request #1663 from quantopian/support-futures-in-lookup-generic Eddie Hebert 2017-01-26 21:41:13 -05:00
  • 1302d4152f ENH: Add futures support for generic asset lookup. Eddie Hebert 2017-01-26 16:41:37 -05:00
  • 8f42fade24 ENH: Add futures support for generic asset lookup. Eddie Hebert 2017-01-26 16:41:37 -05:00
  • 8bf2da6ac0 Merge pull request #1662 from quantopian/remove-unused-future-methonds-from-asset-finder Eddie Hebert 2017-01-26 16:06:32 -05:00
  • 0f18602339 Merge pull request #1662 from quantopian/remove-unused-future-methonds-from-asset-finder Eddie Hebert 2017-01-26 16:06:32 -05:00
  • 2a9d8cebc3 MAINT: Remove unused futures related methods from asset finder. Eddie Hebert 2017-01-26 15:41:30 -05:00
  • 24f78a1d59 MAINT: Remove unused futures related methods from asset finder. Eddie Hebert 2017-01-26 15:41:30 -05:00
  • 0d1e5e2d1c Merge pull request #1659 from quantopian/remove-position-multipliers David Michalowicz 2017-01-25 17:48:48 -05:00
  • eb2e7d8a97 Merge pull request #1659 from quantopian/remove-position-multipliers David Michalowicz 2017-01-25 17:48:48 -05:00
  • 44088dd4d5 BUG: Multipliers were not removed when closing a position dmichalowicz 2017-01-25 13:56:11 -05:00
  • b891fd00d5 BUG: Multipliers were not removed when closing a position dmichalowicz 2017-01-25 13:56:11 -05:00
  • b080d337f5 Merge pull request #1657 from quantopian/compare-slippage-models Jean Bredeche 2017-01-24 11:47:29 -05:00
  • dc94013dbd Merge pull request #1657 from quantopian/compare-slippage-models Jean Bredeche 2017-01-24 11:47:29 -05:00
  • ccddc86d6b ENH: Solidify equality comparisons for SlippageModel classes Jean Bredeche 2017-01-24 10:59:31 -05:00
  • 0b8fee49d1 ENH: Solidify equality comparisons for SlippageModel classes Jean Bredeche 2017-01-24 10:59:31 -05:00
  • 9ea1ee443a Merge pull request #1656 from quantopian/fix-open-minutes-for-append Eddie Hebert 2017-01-22 15:58:27 -05:00
  • 36d3c8ed96 Merge pull request #1656 from quantopian/fix-open-minutes-for-append Eddie Hebert 2017-01-22 15:58:27 -05:00
  • b90091e494 BUG: Fix end session metadata for minute bar writer. Eddie Hebert 2017-01-22 15:11:34 -05:00
  • 873f3a7fc9 BUG: Fix end session metadata for minute bar writer. Eddie Hebert 2017-01-22 15:11:34 -05:00
  • 364f5cc199 Merge pull request #1644 from quantopian/closed-means-closed David Michalowicz 2017-01-20 10:19:27 -05:00
  • 60e8ea30e5 Merge pull request #1644 from quantopian/closed-means-closed David Michalowicz 2017-01-20 10:19:27 -05:00
  • 83a221e986 BUG: can_trade was true for assets after their auto close date dmichalowicz 2017-01-09 19:17:54 -05:00
  • 6e707f97a7 BUG: can_trade was true for assets after their auto close date dmichalowicz 2017-01-09 19:17:54 -05:00
  • f0b5b21c67 Merge pull request #1655 from quantopian/fix-py3-error Jean Bredeche 2017-01-19 21:03:28 -05:00
  • a2ea09bff7 Merge pull request #1655 from quantopian/fix-py3-error Jean Bredeche 2017-01-19 21:03:28 -05:00
  • efcc87e089 BUG: fix a py3 invalid char Jean Bredeche 2017-01-19 20:43:48 -05:00
  • 7c72a4fc56 BUG: fix a py3 invalid char Jean Bredeche 2017-01-19 20:43:48 -05:00
  • 006df906b0 Merge pull request #1654 from quantopian/tell-me-the-current-session Jean Bredeche 2017-01-19 17:09:30 -05:00
  • 8df1426056 Merge pull request #1654 from quantopian/tell-me-the-current-session Jean Bredeche 2017-01-19 17:09:30 -05:00
  • 1f56f20a7f ENH: add current_session property to BarData Jean Bredeche 2017-01-19 16:18:26 -05:00
  • b5438ac94e ENH: add current_session property to BarData Jean Bredeche 2017-01-19 16:18:26 -05:00
  • 25f826d5c7 Merge pull request #1643 from quantopian/events-loader-handle-empty-raw-data Maya Tydykov 2017-01-19 13:01:43 -05:00
  • 8cbad56d79 Merge pull request #1643 from quantopian/events-loader-handle-empty-raw-data Maya Tydykov 2017-01-19 13:01:43 -05:00
  • ecbc7f890b BUG: make the events loader handle empty raw data Maya Tydykov 2017-01-09 12:31:33 -05:00
  • 51eb11fbc9 BUG: make the events loader handle empty raw data Maya Tydykov 2017-01-09 12:31:33 -05:00
  • fad98672e0 Merge pull request #1650 from quantopian/slippage-cleanup Jean Bredeche 2017-01-18 09:57:03 -05:00
  • a762c5bc79 Merge pull request #1650 from quantopian/slippage-cleanup Jean Bredeche 2017-01-18 09:57:03 -05:00
  • 7e2838744c ENH: Small refactoring of fill price check. Jean Bredeche 2017-01-17 21:00:22 -05:00
  • a9c0ce1dde ENH: Small refactoring of fill price check. Jean Bredeche 2017-01-17 21:00:22 -05:00
  • 962c414ab7 Merge pull request #1649 from quantopian/easier-open-minute-bars-for-append-truncate Eddie Hebert 2017-01-17 17:56:17 -05:00
  • b8501d0704 Merge pull request #1649 from quantopian/easier-open-minute-bars-for-append-truncate Eddie Hebert 2017-01-17 17:56:17 -05:00
  • df87dfb227 ENH: Add sorted to sid list when truncating. Eddie Hebert 2017-01-17 16:12:40 -05:00
  • fd25395a92 ENH: Add sorted to sid list when truncating. Eddie Hebert 2017-01-17 16:12:40 -05:00
  • 1d75143f54 ENH: Add a method to open existing minute bar directory. Eddie Hebert 2017-01-17 15:52:31 -05:00
  • 261803b622 ENH: Add a method to open existing minute bar directory. Eddie Hebert 2017-01-17 15:52:31 -05:00
  • 2af63dfab7 Merge pull request #1646 from quantopian/update-toolz Eddie Hebert 2017-01-13 16:09:55 -05:00
  • e27833c362 Merge pull request #1646 from quantopian/update-toolz Eddie Hebert 2017-01-13 16:09:55 -05:00
  • cb50959efc BLD: Use latest version of toolz. Eddie Hebert 2017-01-13 15:24:26 -05:00
  • d704851489 BLD: Use latest version of toolz. Eddie Hebert 2017-01-13 15:24:26 -05:00
  • a06503d8ec Merge pull request #1645 from quantopian/nitpick-some-more-why-dont-you Scott Sanderson 2017-01-12 22:26:21 -05:00
  • 790f307485 Merge pull request #1645 from quantopian/nitpick-some-more-why-dont-you Scott Sanderson 2017-01-12 22:26:21 -05:00
  • 57b09ce1d7 STY: Simplify style in conditional. Scott Sanderson 2017-01-12 22:03:35 -05:00
  • bb1b3e39e7 STY: Simplify style in conditional. Scott Sanderson 2017-01-12 22:03:35 -05:00
  • 64f77eb3e4 MAINT: Update and pin more dev requirements Richard Frank 2017-01-08 13:36:51 -05:00
  • 70b5d675ce MAINT: Update and pin more dev requirements Richard Frank 2017-01-08 13:36:51 -05:00
  • 50c096c3e9 MAINT: Pin exact versions of Mako, MarkupSafe, requests-file Richard Frank 2017-01-07 17:41:46 -05:00
  • 5d4783966a MAINT: Pin exact versions of Mako, MarkupSafe, requests-file Richard Frank 2017-01-07 17:41:46 -05:00
  • 1e51dbec0a STY: Use def statements instead of lambda assignment. (#1639) Eddie Hebert 2017-01-06 13:39:07 -05:00
  • 9f60524e14 STY: Use def statements instead of lambda assignment. (#1639) Eddie Hebert 2017-01-06 13:39:07 -05:00
  • a1f09cffb8 Merge pull request #1638 from luca-s/IchimokuKinkoHyo_fix Richard Frank 2017-01-06 13:23:52 -05:00
  • 2259297179 Merge pull request #1638 from luca-s/IchimokuKinkoHyo_fix Richard Frank 2017-01-06 13:23:52 -05:00
  • b5ce101f5a BUG: IchimokuKinkoHyo techinical factor has wrong default inputs Luca 2017-01-06 16:06:05 +01:00
  • 126d4aae45 BUG: IchimokuKinkoHyo techinical factor has wrong default inputs Luca 2017-01-06 16:06:05 +01:00
  • aed2c64c99 BLD: Update numexpr to latest to satisfy tables deps. (#1636) Eddie Hebert 2017-01-05 15:27:24 -05:00
  • 8ef2279ee4 BLD: Update numexpr to latest to satisfy tables deps. (#1636) Eddie Hebert 2017-01-05 15:27:24 -05:00
  • dd560ba5f0 BUG: Datetimes should be converted in utc. (#1635) Kathryn Glowinski 2017-01-05 14:13:23 -05:00
  • f143a83a44 BUG: Datetimes should be converted in utc. (#1635) Kathryn Glowinski 2017-01-05 14:13:23 -05:00
  • c1fe909dde Remove tables from custom conda scripts. Eddie Hebert 2017-01-04 11:09:02 -05:00
  • 5121e3f8fd Remove tables from custom conda scripts. Eddie Hebert 2017-01-04 11:09:02 -05:00
  • 2d5f5491ee Swap name instead. Eddie Hebert 2017-01-04 10:58:21 -05:00
  • ca07dfb8fb Swap name instead. Eddie Hebert 2017-01-04 10:58:21 -05:00
  • a3dfa4a6fa Add hdf5 install. Eddie Hebert 2017-01-04 09:53:52 -05:00
  • 2af8e5520a Add hdf5 install. Eddie Hebert 2017-01-04 09:53:52 -05:00
  • 037b2b0003 Remove tables from travis. Eddie Hebert 2017-01-04 09:43:29 -05:00
  • 129fd156a9 Remove tables from travis. Eddie Hebert 2017-01-04 09:43:29 -05:00
  • d023a8ed4f Use tables instead of pytables. Eddie Hebert 2017-01-04 09:35:59 -05:00
  • e03ddf72b2 Use tables instead of pytables. Eddie Hebert 2017-01-04 09:35:59 -05:00
  • dfdf26e310 Use conda skeleton for pytables. Eddie Hebert 2017-01-04 09:26:19 -05:00
  • 96d3e73e17 Use conda skeleton for pytables. Eddie Hebert 2017-01-04 09:26:19 -05:00
  • e4c0120876 Attemp to add conda package. Eddie Hebert 2017-01-03 22:23:18 -05:00
  • 080e4e6eac Attemp to add conda package. Eddie Hebert 2017-01-03 22:23:18 -05:00
  • 9262381d17 Fix double equals in conda pytables. Eddie Hebert 2017-01-03 21:45:01 -05:00
  • 8243fd7fa4 Fix double equals in conda pytables. Eddie Hebert 2017-01-03 21:45:01 -05:00
  • 225b6fe119 Update tables. Eddie Hebert 2017-01-03 21:44:25 -05:00
  • 838171a490 Update tables. Eddie Hebert 2017-01-03 21:44:25 -05:00
  • 5a8443b5f1 Add pytables for travis. Eddie Hebert 2017-01-03 21:42:48 -05:00
  • ab0405bb68 Add pytables for travis. Eddie Hebert 2017-01-03 21:42:48 -05:00
  • e913519734 ENH: Add a reader writer pair for HDF5 minute bar updates. Eddie Hebert 2016-12-21 16:05:48 -05:00