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• 1f176de497 MAINT: Improve minute writer handling of non-trading minutes (#1602) Andrew Daniels 2016-11-26 21:12:12 -05:00
• 96f8eeeb5f BLD: Use https to download ta-lib source Jonathan Kamens 2016-11-25 12:12:33 -05:00
• 5ab89ff25d BLD: Use https to download ta-lib source Jonathan Kamens 2016-11-25 12:12:33 -05:00
• f1254ea79a ENH: Add MACDSignal, test with random input Ana Ruelas 2016-11-23 11:43:29 -05:00
• 3363237123 ENH: Add MACDSignal, test with random input Ana Ruelas 2016-11-23 11:43:29 -05:00
• 40605e3c5d BUG: Fix bounds errors in roll finder. Eddie Hebert 2016-11-18 16:38:05 -05:00
• 4d434acab7 BUG: Fix bounds errors in roll finder. Eddie Hebert 2016-11-18 16:38:05 -05:00
• aa3f2220d9 MAINT: Hit more dataframe indexers. Scott Sanderson 2016-11-22 17:11:04 -05:00
• 9f28b7cede MAINT: Hit more dataframe indexers. Scott Sanderson 2016-11-22 17:11:04 -05:00
• f244a20e65 BUG: sys.exc_clear is py2 only. Scott Sanderson 2016-11-22 16:34:53 -05:00
• 16e78bbccd BUG: sys.exc_clear is py2 only. Scott Sanderson 2016-11-22 16:34:53 -05:00
• a60c9c683c MAINT: Use lazyval instead of two decorators. Scott Sanderson 2016-11-22 12:35:10 -05:00
• 7a5f5da6b2 MAINT: Use lazyval instead of two decorators. Scott Sanderson 2016-11-22 12:35:10 -05:00
• b091b40604 PERF: Use searchsorted instead of get_loc. Scott Sanderson 2016-11-22 12:33:58 -05:00
• 8aacac1cb6 PERF: Use searchsorted instead of get_loc. Scott Sanderson 2016-11-22 12:33:58 -05:00
• ac8d21f1da PERF: Deterministically GC pipeline results. Scott Sanderson 2016-11-15 11:07:30 -05:00
• 52ed9093eb PERF: Deterministically GC pipeline results. Scott Sanderson 2016-11-15 11:07:30 -05:00
• d65af6c706 BUG: Ensure minute OHLC values can safely be converted to uint32 (#1598) Andrew Daniels 2016-11-22 14:11:43 -05:00
• 4174a090d0 BUG: Ensure minute OHLC values can safely be converted to uint32 (#1598) Andrew Daniels 2016-11-22 14:11:43 -05:00
• 9aa6a585c4 TST: Add test for annualized volatility factor Ana Ruelas 2016-11-21 14:17:26 -05:00
• 435d5acd14 TST: Add test for annualized volatility factor Ana Ruelas 2016-11-21 14:17:26 -05:00
• 66dd10a50c ENH: Actually use rolling windows for EWMA in MACD Ana Ruelas 2016-11-14 16:35:56 -05:00
• 10f5cc2cbb ENH: Actually use rolling windows for EWMA in MACD Ana Ruelas 2016-11-14 16:35:56 -05:00
• 72203280d2 MAINT: Use fancy default for window_length. Scott Sanderson 2016-11-09 18:35:30 -05:00
• 7f762d02bf MAINT: Use fancy default for window_length. Scott Sanderson 2016-11-09 18:35:30 -05:00
• 735aaf1b27 ENH: Add MACD, MA, and AnnVol as built in factors Ana Ruelas 2016-11-09 17:04:45 -05:00
• 9d68ab6ba7 ENH: Add MACD, MA, and AnnVol as built in factors Ana Ruelas 2016-11-09 17:04:45 -05:00
• 6734eb2afb Merge pull request #1557 from quantopian/split_adjust_estimates Maya Tydykov 2016-11-18 10:21:04 -05:00
• f3a36fe97f Merge pull request #1557 from quantopian/split_adjust_estimates Maya Tydykov 2016-11-18 10:21:04 -05:00
• bfc01546ae ENH: allow estimates to be split-adjusted. Maya Tydykov 2016-10-05 10:33:24 -04:00
• 757e1c6367 ENH: allow estimates to be split-adjusted. Maya Tydykov 2016-10-05 10:33:24 -04:00
• a7a350d930 Merge pull request #1595 from quantopian/nan-check-transactinos Eddie Hebert 2016-11-17 13:10:32 -05:00
• 515db18793 Merge pull request #1595 from quantopian/nan-check-transactinos Eddie Hebert 2016-11-17 13:10:32 -05:00
• 613fdeab50 TMP: Add temporary fix for transactions with nan fill prices. Eddie Hebert 2016-11-17 11:57:23 -05:00
• be8326baf2 TMP: Add temporary fix for transactions with nan fill prices. Eddie Hebert 2016-11-17 11:57:23 -05:00
• 70b3055a68 Merge pull request #1594 from quantopian/fix-after-half-day-nan Eddie Hebert 2016-11-15 15:33:42 -05:00
• 3c94ee7ae3 Merge pull request #1594 from quantopian/fix-after-half-day-nan Eddie Hebert 2016-11-15 15:33:42 -05:00
• 5624e0f391 BUG: Fix minute bar last traded after half day. Eddie Hebert 2016-11-15 11:30:53 -05:00
• 4fcf31730c BUG: Fix minute bar last traded after half day. Eddie Hebert 2016-11-15 11:30:53 -05:00
• 48324cf791 Merge pull request #1592 from quantopian/remove-duplicate-get-rolls Eddie Hebert 2016-11-14 15:43:27 -05:00
• de256948db Merge pull request #1592 from quantopian/remove-duplicate-get-rolls Eddie Hebert 2016-11-14 15:43:27 -05:00
• 3546dbd64d MAINT: Updated ta-lib source download urls to https Richard Frank 2016-11-14 12:33:35 -05:00
• 104241c00d MAINT: Updated ta-lib source download urls to https Richard Frank 2016-11-14 12:33:35 -05:00
• be457b088c Merge pull request #1593 from quantopian/nicer-message Richard Frank 2016-11-11 17:22:06 -05:00
• 54487ef054 Merge pull request #1593 from quantopian/nicer-message Richard Frank 2016-11-11 17:22:06 -05:00
• a61de3a4e7 ENH: An improved error message when calling zipline api functions Richard Frank 2016-11-11 11:01:49 -05:00
• 1d2d6d843f ENH: An improved error message when calling zipline api functions Richard Frank 2016-11-11 11:01:49 -05:00
• b9b9b7d32b Merge pull request #1590 from quantopian/speed-up-history-loader-creation Eddie Hebert 2016-11-11 11:37:31 -05:00
• 8b8b4a8118 Merge pull request #1590 from quantopian/speed-up-history-loader-creation Eddie Hebert 2016-11-11 11:37:31 -05:00
• 00ebae7729 MAINT: Remove duplicate get_rolls in reader. Eddie Hebert 2016-11-11 11:09:02 -05:00
• 138e189cac MAINT: Remove duplicate get_rolls in reader. Eddie Hebert 2016-11-11 11:09:02 -05:00
• 08fb7333d6 PERF: Speed up retrieval of HistoryLoader calendar. Eddie Hebert 2016-11-11 10:14:17 -05:00
• 229b967c71 PERF: Speed up retrieval of HistoryLoader calendar. Eddie Hebert 2016-11-11 10:14:17 -05:00
• 907f30d013 Merge pull request #1589 from quantopian/rotate-anaconda-token Richard Frank 2016-11-10 13:45:44 -05:00
• da4d6ec582 Merge pull request #1589 from quantopian/rotate-anaconda-token Richard Frank 2016-11-10 13:45:44 -05:00
• 0145cf8bf0 SEC: Rotated anaconda token for travis Richard Frank 2016-11-10 12:06:03 -05:00
• 97c3c14db6 SEC: Rotated anaconda token for travis Richard Frank 2016-11-10 12:06:03 -05:00
• a4a571aff0 DOC: Added ANACONDA_TOKEN directions Richard Frank 2016-11-10 12:01:58 -05:00
• 7b65cd23db DOC: Added ANACONDA_TOKEN directions Richard Frank 2016-11-10 12:01:58 -05:00
• b4692c4121 Merge pull request #1587 from quantopian/fix-bug-for-continuous-future-max-date Eddie Hebert 2016-11-09 16:41:57 -05:00
• b309e3ce1e Merge pull request #1587 from quantopian/fix-bug-for-continuous-future-max-date Eddie Hebert 2016-11-09 16:41:57 -05:00
• 48c360727b BUG: Fix continuous future end dates. Eddie Hebert 2016-11-09 14:51:47 -05:00
• e415c0f350 BUG: Fix continuous future end dates. Eddie Hebert 2016-11-09 14:51:47 -05:00
• dad709590d Merge pull request #1586 from quantopian/fix-continuous-future-daily-get-value Eddie Hebert 2016-11-08 16:15:05 -05:00
• fa6e4fe8b1 Merge pull request #1586 from quantopian/fix-continuous-future-daily-get-value Eddie Hebert 2016-11-08 16:15:05 -05:00
• 57d35f6aac BUG: Fix bad attribute lookup on session continuous future reader. Eddie Hebert 2016-11-08 15:48:28 -05:00
• 512e62b13e BUG: Fix bad attribute lookup on session continuous future reader. Eddie Hebert 2016-11-08 15:48:28 -05:00
• 069058be3b Merge pull request #1585 from quantopian/pricing-data-associable Eddie Hebert 2016-11-08 12:26:02 -05:00
• b5d4df6223 Merge pull request #1585 from quantopian/pricing-data-associable Eddie Hebert 2016-11-08 12:26:02 -05:00
• 604f8dd96f MAiNT: Add a pricing data shared abc. Eddie Hebert 2016-11-08 11:36:45 -05:00
• 5e8faa2fbb MAiNT: Add a pricing data shared abc. Eddie Hebert 2016-11-08 11:36:45 -05:00
• fc1f6aeae9 Merge pull request #1584 from quantopian/allow-single-continuous-future Eddie Hebert 2016-11-08 11:33:57 -05:00
• 44b97be712 Merge pull request #1584 from quantopian/allow-single-continuous-future Eddie Hebert 2016-11-08 11:33:57 -05:00
• f7fdc56777 Merge pull request #1583 from quantopian/allow-sliding-window-to-reset Eddie Hebert 2016-11-07 22:31:13 -05:00
• 25eb13ccff Merge pull request #1583 from quantopian/allow-sliding-window-to-reset Eddie Hebert 2016-11-07 22:31:13 -05:00
• 6ff1d55504 ENH: Allow arbitrary history queries. Eddie Hebert 2016-11-07 11:34:40 -05:00
• e419e20acf ENH: Allow arbitrary history queries. Eddie Hebert 2016-11-07 11:34:40 -05:00
• 9e8212b25b BUG: Fix data.history with a single continuous future. Eddie Hebert 2016-11-07 13:10:47 -05:00
• 3e3d95ebb9 BUG: Fix data.history with a single continuous future. Eddie Hebert 2016-11-07 13:10:47 -05:00
• f94a161c7a BUG: Allows 'contract' in get_spot_value with daily frequency (#1582) Andrew Daniels 2016-11-07 16:28:48 -05:00
• 993b694d49 BUG: Allows 'contract' in get_spot_value with daily frequency (#1582) Andrew Daniels 2016-11-07 16:28:48 -05:00
• 2b925ecb78 Merge pull request #1581 from quantopian/import-style-on-calendars Eddie Hebert 2016-11-04 14:08:05 -04:00
• 84e1813e95 Merge pull request #1581 from quantopian/import-style-on-calendars Eddie Hebert 2016-11-04 14:08:05 -04:00
• 676fb9cb89 Merge pull request #1580 from quantopian/research-compatible-history-loader Eddie Hebert 2016-11-04 14:07:33 -04:00
• 974d846ac6 Merge pull request #1580 from quantopian/research-compatible-history-loader Eddie Hebert 2016-11-04 14:07:33 -04:00
• 336867df15 STY: Add space between import and open parens. Eddie Hebert 2016-11-04 13:45:19 -04:00
• d1b2511864 STY: Add space between import and open parens. Eddie Hebert 2016-11-04 13:45:19 -04:00
• a3df1e3cef ENH: Allow configurable history prefetch length. Eddie Hebert 2016-11-03 12:20:26 -04:00
• abc4f55f64 ENH: Allow configurable history prefetch length. Eddie Hebert 2016-11-03 12:20:26 -04:00
• a0e36d492d PERF: Use ctable.resize to speed up BcolzMinuteBarWriter.truncate (#1578) Andrew Daniels 2016-11-04 10:31:41 -04:00
• 87c49ae44b PERF: Use ctable.resize to speed up BcolzMinuteBarWriter.truncate (#1578) Andrew Daniels 2016-11-04 10:31:41 -04:00
• 1a13e6172f Merge pull request #1574 from quantopian/make-corrcoefs-window-safe Scott Sanderson 2016-11-01 12:49:27 -04:00
• c89c618ccf Merge pull request #1574 from quantopian/make-corrcoefs-window-safe Scott Sanderson 2016-11-01 12:49:27 -04:00
• 2c087ef77b ENH: Mark statistical terms as window_safe. Scott Sanderson 2016-11-01 12:16:34 -04:00
• df78f57a51 ENH: Mark statistical terms as window_safe. Scott Sanderson 2016-11-01 12:16:34 -04:00
• 2b6fbdc202 Merge pull request #1573 from quantopian/rename-specific-assets Scott Sanderson 2016-11-01 12:15:10 -04:00
• 88ff033288 Merge pull request #1573 from quantopian/rename-specific-assets Scott Sanderson 2016-11-01 12:15:10 -04:00
• 24931bd4dd MAINT: Rename SpecificAssets to StaticAssets. Scott Sanderson 2016-11-01 11:01:36 -04:00
• 1b9b3c1a29 MAINT: Rename SpecificAssets to StaticAssets. Scott Sanderson 2016-11-01 11:01:36 -04:00
• 62bb389199 BUG: load extensions in IPython magic (#1543) Joe Jevnik 2016-10-28 16:00:51 -04:00