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• d7d2214756 ENH: Add a reader writer pair for HDF5 minute bar updates. Eddie Hebert 2016-12-21 16:05:48 -05:00
• 3095f8c573 Merge pull request #1627 from quantopian/vectorized-symbol-map Scott Sanderson 2016-12-28 15:10:14 -05:00
• 54d78d002d Merge pull request #1627 from quantopian/vectorized-symbol-map Scott Sanderson 2016-12-28 15:10:14 -05:00
• 4475a42b15 DOC: Add note on lookup_symbols. Scott Sanderson 2016-12-28 14:43:15 -05:00
• e9b378fdda DOC: Add note on lookup_symbols. Scott Sanderson 2016-12-28 14:43:15 -05:00
• 0aa4f129c1 TEST: Tweaks to vectorized symbol tests. Scott Sanderson 2016-12-28 14:40:18 -05:00
• 64029a9e7e TEST: Tweaks to vectorized symbol tests. Scott Sanderson 2016-12-28 14:40:18 -05:00
• fd74aad31c ENH: Add vectorized lookup_symbol. Scott Sanderson 2016-12-28 11:46:43 -05:00
• 876b9c74c9 ENH: Add vectorized lookup_symbol. Scott Sanderson 2016-12-28 11:46:43 -05:00
• df6cb62925 Adjustments to Component Dfs (#1620) Kathryn Glowinski 2016-12-27 13:44:17 -05:00
• 5025101d37 Adjustments to Component Dfs (#1620) Kathryn Glowinski 2016-12-27 13:44:17 -05:00
• d2cc337202 ENH: change the clean --before shortopt from -b to -e Joe Jevnik 2016-12-25 19:20:32 -05:00
• ab83acc792 ENH: change the clean --before shortopt from -b to -e Joe Jevnik 2016-12-25 19:20:32 -05:00
• 4b69a253ec Merge pull request #1623 from quantopian/futures-scaling-factor David Michalowicz 2016-12-22 15:01:42 -05:00
• 62f1c19510 Merge pull request #1623 from quantopian/futures-scaling-factor David Michalowicz 2016-12-22 15:01:42 -05:00
• 56b5ac686a TST: Extra test for reading/writing ohlc ratios dmichalowicz 2016-12-22 09:51:47 -05:00
• ba81f12370 TST: Extra test for reading/writing ohlc ratios dmichalowicz 2016-12-22 09:51:47 -05:00
• c6ad893c14 TST: Populate equity_supplementary_mappings from WithAssetFinder (#1622) Andrew Daniels 2016-12-22 11:07:30 -05:00
• 29aed9ea97 TST: Populate equity_supplementary_mappings from WithAssetFinder (#1622) Andrew Daniels 2016-12-22 11:07:30 -05:00
• 09318df534 Merge pull request #1596 from quantopian/order_batch Richard Frank 2016-12-21 20:41:35 -05:00
• 3350227f44 Merge pull request #1596 from quantopian/order_batch Richard Frank 2016-12-21 20:41:35 -05:00
• 7ab0b08e95 MAINT: Filter out null orders Richard Frank 2016-12-01 18:30:59 -05:00
• e674e4e26a MAINT: Filter out null orders Richard Frank 2016-12-01 18:30:59 -05:00
• 30bc01dbc0 MAINT: Some cleanup while working on batch ordering Richard Frank 2016-12-20 18:59:07 -05:00
• d9a1479db7 MAINT: Some cleanup while working on batch ordering Richard Frank 2016-12-20 18:59:07 -05:00
• 555d460d26 TST: Ensure batch_order_target_percent orders like order_target_percent Richard Frank 2016-12-20 18:56:40 -05:00
• 581e827208 TST: Ensure batch_order_target_percent orders like order_target_percent Richard Frank 2016-12-20 18:56:40 -05:00
• 0ee76d1e11 DOC: Updated return types in docstrings Richard Frank 2016-12-08 18:50:48 -05:00
• 1cb85b70f2 DOC: Updated return types in docstrings Richard Frank 2016-12-08 18:50:48 -05:00
• edab970973 ENH: Renamed to batch_order and added batch_order_target_percent Richard Frank 2016-11-28 18:37:03 -05:00
• 8ea3226a5c ENH: Renamed to batch_order and added batch_order_target_percent Richard Frank 2016-11-28 18:37:03 -05:00
• 83d0c45ec3 MAINT: Renamed order_batch parameter and added docs Richard Frank 2016-11-23 17:49:39 -05:00
• 74a3247892 MAINT: Renamed order_batch parameter and added docs Richard Frank 2016-11-23 17:49:39 -05:00
• dea157741f MAINT: Allow for orders with id 0 Richard Frank 2016-11-17 18:12:29 -05:00
• 7aefa9c311 MAINT: Allow for orders with id 0 Richard Frank 2016-11-17 18:12:29 -05:00
• 12b6c273d1 TST: Added test for order_batch Richard Frank 2016-11-15 11:16:28 -05:00
• f4773053cb TST: Added test for order_batch Richard Frank 2016-11-15 11:16:28 -05:00
• d71feec46d MAINT: Moved common asset lookup to fixture init Richard Frank 2016-11-15 11:15:24 -05:00
• 3fd34127c0 MAINT: Moved common asset lookup to fixture init Richard Frank 2016-11-15 11:15:24 -05:00
• 47633b1601 MAINT: Removed unnecessary override Richard Frank 2016-11-14 17:36:59 -05:00
• 6c04f30eca MAINT: Removed unnecessary override Richard Frank 2016-11-14 17:36:59 -05:00
• 3457b106fb ENH: Blotter support for ordering a batch Richard Frank 2016-11-14 17:36:15 -05:00
• 321e52481c ENH: Blotter support for ordering a batch Richard Frank 2016-11-14 17:36:15 -05:00
• 8314586612 MAINT: Factored out order arg calculation methods Richard Frank 2016-11-14 17:35:29 -05:00
• 86c4c27a6a MAINT: Factored out order arg calculation methods Richard Frank 2016-11-14 17:35:29 -05:00
• b501ecc736 ENH: Adds support for supplementary asset mappings (#1612) Andrew Daniels 2016-12-16 15:20:53 -05:00
• 0848a8a486 ENH: Adds support for supplementary asset mappings (#1612) Andrew Daniels 2016-12-16 15:20:53 -05:00
• de7c32b22c ENH: Allow custom chunks iterators for attach_pipeline Joe Jevnik 2016-12-15 19:03:53 -05:00
• a5423083bf ENH: Allow custom chunks iterators for attach_pipeline Joe Jevnik 2016-12-15 19:03:53 -05:00
• 1888cf595f Merge pull request #1611 from quantopian/fix-buildbreaking-docstring Ana Ruelas 2016-12-06 14:26:48 -05:00
• 7af53ddfcd Merge pull request #1611 from quantopian/fix-buildbreaking-docstring Ana Ruelas 2016-12-06 14:26:48 -05:00
• 3cfbdeaca1 DOCS: Minor (but build breaking) docstring fix Ana Ruelas 2016-12-06 11:35:42 -05:00
• 983d0e9829 DOCS: Minor (but build breaking) docstring fix Ana Ruelas 2016-12-06 11:35:42 -05:00
• 0fa4031f97 Merge pull request #1610 from quantopian/allow-skips-across-contracts Eddie Hebert 2016-12-05 22:53:36 -05:00
• f0692c82a4 Merge pull request #1610 from quantopian/allow-skips-across-contracts Eddie Hebert 2016-12-05 22:53:36 -05:00
• a19ec84a1d BUG: Allow rolls to skip over contracts. Eddie Hebert 2016-12-05 17:10:17 -05:00
• d3ff536de4 BUG: Allow rolls to skip over contracts. Eddie Hebert 2016-12-05 17:10:17 -05:00
• b120da4a4c Merge pull request #1609 from quantopian/use-custom-business-day-for-session-loop-logic Eddie Hebert 2016-12-05 13:59:07 -05:00
• c166bb0e37 Merge pull request #1609 from quantopian/use-custom-business-day-for-session-loop-logic Eddie Hebert 2016-12-05 13:59:07 -05:00
• 584ff4d67a MAINT: Use session index freq for loop logic. Eddie Hebert 2016-12-05 12:50:16 -05:00
• 31d31bf1d3 MAINT: Use session index freq for loop logic. Eddie Hebert 2016-12-05 12:50:16 -05:00
• 583f347bc3 DOC: Update testpypi install command Eddie Hebert 2016-09-08 14:11:51 -04:00
• 47651363c0 DOC: Update testpypi install command Eddie Hebert 2016-09-08 14:11:51 -04:00
• c1063eac26 BUG: fix blaze pipeline queries for asof_date Joe Jevnik 2016-12-01 12:38:35 -05:00
• d52d6eddff BUG: fix blaze pipeline queries for asof_date Joe Jevnik 2016-12-01 12:38:35 -05:00
• 3e1a518ae6 Merge pull request #1607 from quantopian/allow-delivery-subsets Eddie Hebert 2016-12-01 14:06:32 -05:00
• 3a09833b6c Merge pull request #1607 from quantopian/allow-delivery-subsets Eddie Hebert 2016-12-01 14:06:32 -05:00
• 1f71c8d068 ENH: Allow future chains to only use certain delivery months. Eddie Hebert 2016-11-30 23:59:31 -05:00
• 117d228fc2 ENH: Allow future chains to only use certain delivery months. Eddie Hebert 2016-11-30 23:59:31 -05:00
• 3575351306 Merge pull request #1606 from quantopian/fix-volume-rolls-with-adjustments Eddie Hebert 2016-11-30 14:24:02 -05:00
• 9ac957f8a1 Merge pull request #1606 from quantopian/fix-volume-rolls-with-adjustments Eddie Hebert 2016-11-30 14:24:02 -05:00
• d217b275fb BUG: Fix 1m history for volume rolls with adjustments. Eddie Hebert 2016-11-30 13:10:41 -05:00
• c6577a6518 BUG: Fix 1m history for volume rolls with adjustments. Eddie Hebert 2016-11-30 13:10:41 -05:00
• 726edb0e32 Merge pull request #1605 from quantopian/support-non-month-to-month-rolls Eddie Hebert 2016-11-30 12:47:16 -05:00
• 0e3b290cc1 Merge pull request #1605 from quantopian/support-non-month-to-month-rolls Eddie Hebert 2016-11-30 12:47:16 -05:00
• c3004b2529 BUG: Support futures which do not roll month to month. Eddie Hebert 2016-11-30 10:37:03 -05:00
• 82bc2a6d3d BUG: Support futures which do not roll month to month. Eddie Hebert 2016-11-30 10:37:03 -05:00
• 69b35a131a Merge pull request #1604 from quantopian/use-linked-list-for-contracts Eddie Hebert 2016-11-30 06:54:28 -05:00
• 6f33bdcfd3 Merge pull request #1604 from quantopian/use-linked-list-for-contracts Eddie Hebert 2016-11-30 06:54:28 -05:00
• 518f3d1f4b MAINT: Use a doubly linked list for contract chain. Eddie Hebert 2016-11-28 13:46:08 -05:00
• d147397983 MAINT: Use a doubly linked list for contract chain. Eddie Hebert 2016-11-28 13:46:08 -05:00
• e5c941e592 Merge pull request #1588 from quantopian/randc-built-in-factors Scott Sanderson 2016-11-28 16:18:58 -05:00
• 74df429057 Merge pull request #1588 from quantopian/randc-built-in-factors Scott Sanderson 2016-11-28 16:18:58 -05:00
• 9594d2779b Merge pull request #1603 from quantopian/randc-built-in-factors-twekas Scott Sanderson 2016-11-28 15:30:40 -05:00
• 37f58264cd Merge pull request #1603 from quantopian/randc-built-in-factors-twekas Scott Sanderson 2016-11-28 15:30:40 -05:00
• 399bf3085c DOC: Docstring updates. Scott Sanderson 2016-11-28 15:29:36 -05:00
• ee230c807f DOC: Docstring updates. Scott Sanderson 2016-11-28 15:29:36 -05:00
• 9c05e5edfe MAINT: Tweaks/cleanups in technical.py. Scott Sanderson 2016-11-28 13:00:24 -05:00
• 4210a2f80f MAINT: Tweaks/cleanups in technical.py. Scott Sanderson 2016-11-28 13:00:24 -05:00
• 48327266db MAINT: Put exponential_weights where it's used. Scott Sanderson 2016-11-28 12:58:18 -05:00
• d140d585c2 MAINT: Put exponential_weights where it's used. Scott Sanderson 2016-11-28 12:58:18 -05:00
• 5e8cc00625 STY: Put whitespace between operators. Scott Sanderson 2016-11-28 12:54:50 -05:00
• c05635333e STY: Put whitespace between operators. Scott Sanderson 2016-11-28 12:54:50 -05:00
• 9b8d6202f0 TEST: Use parameter_space for randomized tests. Scott Sanderson 2016-11-28 12:53:06 -05:00
• 52958a0340 TEST: Use parameter_space for randomized tests. Scott Sanderson 2016-11-28 12:53:06 -05:00
• bd84338aca Merge pull request #1599 from quantopian/memory-savings Scott Sanderson 2016-11-28 10:52:24 -05:00
• 84e7c03147 Merge pull request #1599 from quantopian/memory-savings Scott Sanderson 2016-11-28 10:52:24 -05:00
• 5842e981d7 Merge pull request #1600 from quantopian/use-prev-session-for-volume-roll Eddie Hebert 2016-11-26 21:37:21 -05:00
• 320f1f64db Merge pull request #1600 from quantopian/use-prev-session-for-volume-roll Eddie Hebert 2016-11-26 21:37:21 -05:00
• adc9900860 MAINT: Improve minute writer handling of non-trading minutes (#1602) Andrew Daniels 2016-11-26 21:12:12 -05:00