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• f878bf2365 BUG: load extensions in IPython magic (#1543) Joe Jevnik 2016-10-28 16:00:51 -04:00
• 867b878c9a Merge pull request #1521 from quantopian/add-optimization-pass-for-initial-workspace Joe Jevnik 2016-10-28 15:42:52 -04:00
• 156678ab6c Merge pull request #1521 from quantopian/add-optimization-pass-for-initial-workspace Joe Jevnik 2016-10-28 15:42:52 -04:00
• 563a8b34f3 STY: Put 0 at the end. (#1569) Scott Sanderson 2016-10-28 15:14:22 -04:00
• 2536ad29c3 STY: Put 0 at the end. (#1569) Scott Sanderson 2016-10-28 15:14:22 -04:00
• ad7ddd17ea STY: cleanup Joe Jevnik 2016-10-28 11:56:57 -04:00
• dd191f4ab2 STY: cleanup Joe Jevnik 2016-10-28 11:56:57 -04:00
• 66a214fae9 ENH: Allow windows of NumericalExpression. Scott Sanderson 2016-10-18 14:58:26 -04:00
• bb2d25e67c ENH: Allow windows of NumericalExpression. Scott Sanderson 2016-10-18 14:58:26 -04:00
• 0f57dac4ab TEST: Add more populate_initial_workspace tests. Scott Sanderson 2016-10-18 13:50:16 -04:00
• 582c44a4aa TEST: Add more populate_initial_workspace tests. Scott Sanderson 2016-10-18 13:50:16 -04:00
• 7f40f7a99d STY: remove unused imports and method, clean up docs Joe Jevnik 2016-10-14 12:57:13 -04:00
• d07f133579 STY: remove unused imports and method, clean up docs Joe Jevnik 2016-10-14 12:57:13 -04:00
• d5b901df3f TST: add tests for postprocess and to_workspace_value Joe Jevnik 2016-10-12 19:16:30 -04:00
• af3e1016a0 TST: add tests for postprocess and to_workspace_value Joe Jevnik 2016-10-12 19:16:30 -04:00
• 9822ee5783 TST: add more dispatches Joe Jevnik 2016-10-12 19:16:00 -04:00
• bac7af580b TST: add more dispatches Joe Jevnik 2016-10-12 19:16:00 -04:00
• 0eb461bd16 ENH: cleanup branch based on feedback Joe Jevnik 2016-10-11 21:28:48 -04:00
• bae4088cc0 ENH: cleanup branch based on feedback Joe Jevnik 2016-10-11 21:28:48 -04:00
• 92516e6609 ENH: prune the graph based on the initial workspace Joe Jevnik 2016-10-05 17:26:25 -04:00
• 0123bb8a97 ENH: prune the graph based on the initial workspace Joe Jevnik 2016-10-05 17:26:25 -04:00
• 499680553f ENH: update aliasedmixin repr Joe Jevnik 2016-10-04 16:09:00 -04:00
• e3e4ad2735 ENH: update aliasedmixin repr Joe Jevnik 2016-10-04 16:09:00 -04:00
• f9ce7f060e ENH: Make aliases filters, factors, and classifiers to give them their methods Joe Jevnik 2016-10-03 20:26:06 -04:00
• c8e40a3736 ENH: Make aliases filters, factors, and classifiers to give them their methods Joe Jevnik 2016-10-03 20:26:06 -04:00
• 7fc2588571 WIP: Add Alias expression. Scott Sanderson 2016-10-03 19:40:09 -04:00
• 13c8139d45 WIP: Add Alias expression. Scott Sanderson 2016-10-03 19:40:09 -04:00
• 4f9c6bd254 ENH: provide a hook for prepopulating the initial workspace Joe Jevnik 2016-10-03 17:23:56 -04:00
• 67b35168db ENH: provide a hook for prepopulating the initial workspace Joe Jevnik 2016-10-03 17:23:56 -04:00
• 892b7cca00 ENH: Provide methods to undo the 'postprocess' step in computing pipeline output Joe Jevnik 2016-10-03 17:22:54 -04:00
• a1d4ceae54 ENH: Provide methods to undo the 'postprocess' step in computing pipeline output Joe Jevnik 2016-10-03 17:22:54 -04:00
• 9f10bbaf94 Merge pull request #1568 from quantopian/fix-microoptimizations Scott Sanderson 2016-10-28 14:57:43 -04:00
• 5ecb5c3754 Merge pull request #1568 from quantopian/fix-microoptimizations Scott Sanderson 2016-10-28 14:57:43 -04:00
• e89410dc30 MAINT: Consolidate data_portal names. Scott Sanderson 2016-10-28 14:28:59 -04:00
• 21a3f1a7ed MAINT: Consolidate data_portal names. Scott Sanderson 2016-10-28 14:28:59 -04:00
• 8ccdb48c40 DOC: Comment on outdated code. Scott Sanderson 2016-10-28 14:06:35 -04:00
• 8ccef7b9ab DOC: Comment on outdated code. Scott Sanderson 2016-10-28 14:06:35 -04:00
• b714a23b44 BUG: Raise SidsNotFound in retrieve_asset. Scott Sanderson 2016-10-28 14:05:49 -04:00
• 1fbc17d281 BUG: Raise SidsNotFound in retrieve_asset. Scott Sanderson 2016-10-28 14:05:49 -04:00
• 7e505926b6 Merge pull request #1567 from bernoullio/master Richard Frank 2016-10-28 12:10:58 -04:00
• 2c819a672b Merge pull request #1567 from bernoullio/master Richard Frank 2016-10-28 12:10:58 -04:00
• 914dca1685 MAINT: Restore @property decorator keang 2016-10-03 08:27:37 +08:00
• 265c02b0c1 MAINT: Restore @property decorator keang 2016-10-03 08:27:37 +08:00
• ac74a9dff5 Merge pull request #1561 from quantopian/micro-optimizations-2 Scott Sanderson 2016-10-28 10:36:33 -04:00
• 285b5f7d77 Merge pull request #1561 from quantopian/micro-optimizations-2 Scott Sanderson 2016-10-28 10:36:33 -04:00
• e93087e452 Merge pull request #1565 from quantopian/fix-offset-history Eddie Hebert 2016-10-28 09:44:34 -04:00
• 9a51efc7d2 Merge pull request #1565 from quantopian/fix-offset-history Eddie Hebert 2016-10-28 09:44:34 -04:00
• 8876092d29 BUG: Protect against contract offset at end of range. (#1564) Eddie Hebert 2016-10-27 16:48:34 -04:00
• 575a8cf048 BUG: Protect against contract offset at end of range. (#1564) Eddie Hebert 2016-10-27 16:48:34 -04:00
• c25da8f442 BUG: Fix continuous future history with offsets. Eddie Hebert 2016-10-27 16:23:03 -04:00
• 4235dbd758 BUG: Fix continuous future history with offsets. Eddie Hebert 2016-10-27 16:23:03 -04:00
• e07d5a202a Merge pull request #1563 from quantopian/use-same-session-for-contract-closes Eddie Hebert 2016-10-27 13:31:12 -04:00
• 43ca435e1a Merge pull request #1563 from quantopian/use-same-session-for-contract-closes Eddie Hebert 2016-10-27 13:31:12 -04:00
• e1bafe1ecc BUG: Use proxy for settlement on future adjustments. Eddie Hebert 2016-10-26 17:08:59 -04:00
• aa021531d9 BUG: Use proxy for settlement on future adjustments. Eddie Hebert 2016-10-26 17:08:59 -04:00
• 48c725b5ea PERF: Call concatenate directly instead of hstack. Scott Sanderson 2016-10-26 23:49:48 -04:00
• 70cc6022f9 PERF: Call concatenate directly instead of hstack. Scott Sanderson 2016-10-26 23:49:48 -04:00
• 0cbc2ca388 PERF: Don't round until after we hstack. Scott Sanderson 2016-10-26 23:30:12 -04:00
• 9e3eebc892 PERF: Don't round until after we hstack. Scott Sanderson 2016-10-26 23:30:12 -04:00
• 1e889987eb MAINT/PERF: Remove redundant method call. Scott Sanderson 2016-10-26 23:28:34 -04:00
• 25c78de356 MAINT/PERF: Remove redundant method call. Scott Sanderson 2016-10-26 23:28:34 -04:00
• d18080553b PERF: Pull out loop-invariant code. Scott Sanderson 2016-10-26 23:27:33 -04:00
• 5547cca779 PERF: Pull out loop-invariant code. Scott Sanderson 2016-10-26 23:27:33 -04:00
• 16e3cb50cc PERF: Use vectorized assignment into dataframe. Scott Sanderson 2016-10-26 17:36:03 -04:00
• 9d10e28d09 PERF: Use vectorized assignment into dataframe. Scott Sanderson 2016-10-26 17:36:03 -04:00
• 0fbf7b428b DEV delete old *.c and *.so files with rebuild-cython.sh for Darwin/OSX (#1560) Paul Sutherland 2016-10-26 15:08:36 -08:00
• e7ca08038a DEV delete old *.c and *.so files with rebuild-cython.sh for Darwin/OSX (#1560) Paul Sutherland 2016-10-26 15:08:36 -08:00
• a252bb1e3f PERF: Refactor AdjustedArrayWindow. Scott Sanderson 2016-10-26 16:48:20 -04:00
• 502fbf5357 PERF: Refactor AdjustedArrayWindow. Scott Sanderson 2016-10-26 16:48:20 -04:00
• 57a0822b60 BUG: Return NaT instead of None in daily reader. Scott Sanderson 2016-10-26 16:47:50 -04:00
• 85fcf0ba9b BUG: Return NaT instead of None in daily reader. Scott Sanderson 2016-10-26 16:47:50 -04:00
• 52b71af848 PERF: Vectorize assignments in get_history_window. Scott Sanderson 2016-10-26 16:47:10 -04:00
• 20531fb9c1 PERF: Vectorize assignments in get_history_window. Scott Sanderson 2016-10-26 16:47:10 -04:00
• fc153999e2 PERF: Remove attribute access in inner loop. Scott Sanderson 2016-10-26 16:45:41 -04:00
• 73cc580e0b PERF: Remove attribute access in inner loop. Scott Sanderson 2016-10-26 16:45:41 -04:00
• a1f771c1fa MAINT: Auto-rebuild templated cython files. Scott Sanderson 2016-10-26 16:44:07 -04:00
• 35a72f63a4 MAINT: Auto-rebuild templated cython files. Scott Sanderson 2016-10-26 16:44:07 -04:00
• eb2b10554b PERF: Try cache on scalar asset lookups. Scott Sanderson 2016-10-26 15:22:28 -04:00
• a56fc707ed PERF: Try cache on scalar asset lookups. Scott Sanderson 2016-10-26 15:22:28 -04:00
• 82cbac85c2 Merge pull request #1558 from quantopian/add-detail-to-history-calendar-mismatch Eddie Hebert 2016-10-26 15:12:08 -04:00
• df2a091937 Merge pull request #1558 from quantopian/add-detail-to-history-calendar-mismatch Eddie Hebert 2016-10-26 15:12:08 -04:00
• 9294e39ea0 MAINT: Add more info to history calendar KeyError. Eddie Hebert 2016-10-26 14:10:32 -04:00
• cd36e3702f MAINT: Add more info to history calendar KeyError. Eddie Hebert 2016-10-26 14:10:32 -04:00
• 642e404982 Merge pull request #1556 from quantopian/volume-based-rolls Eddie Hebert 2016-10-25 15:21:41 -04:00
• f1929342d9 Merge pull request #1556 from quantopian/volume-based-rolls Eddie Hebert 2016-10-25 15:21:41 -04:00
• 473c8fddba ENH: Volume based rolls for futures. Eddie Hebert 2016-10-21 13:21:07 -04:00
• afbe3cdcd7 ENH: Volume based rolls for futures. Eddie Hebert 2016-10-21 13:21:07 -04:00
• 7e3e00c772 Merge pull request #1555 from quantopian/return-nan-from-bcolz-daily-reader Eddie Hebert 2016-10-25 11:49:51 -04:00
• 321afc1626 Merge pull request #1555 from quantopian/return-nan-from-bcolz-daily-reader Eddie Hebert 2016-10-25 11:49:51 -04:00
• a823cceabc MAINT: Return nan from daily bcolz get_value. Eddie Hebert 2016-10-25 11:25:09 -04:00
• 098d38ac76 MAINT: Return nan from daily bcolz get_value. Eddie Hebert 2016-10-25 11:25:09 -04:00
• 426c2070c8 Merge pull request #1553 from quantopian/change-start-date-of-cf-tests Eddie Hebert 2016-10-25 11:16:07 -04:00
• 0c81ee4af6 Merge pull request #1553 from quantopian/change-start-date-of-cf-tests Eddie Hebert 2016-10-25 11:16:07 -04:00
• fa63fa6dd5 TST: Make test dates aligned with test data. Eddie Hebert 2016-10-25 10:21:23 -04:00
• 3c7df3e997 TST: Make test dates aligned with test data. Eddie Hebert 2016-10-25 10:21:23 -04:00
• 3f85140bf9 Merge pull request #1552 from quantopian/fix-session-last-traded Eddie Hebert 2016-10-24 14:21:15 -04:00
• fe90cd3177 Merge pull request #1552 from quantopian/fix-session-last-traded Eddie Hebert 2016-10-24 14:21:15 -04:00
• 18096f750a BUG: Fix session from minute reader's last traded. Eddie Hebert 2016-10-24 13:58:58 -04:00
• fccbae25ed BUG: Fix session from minute reader's last traded. Eddie Hebert 2016-10-24 13:58:58 -04:00
• 546cb138ec Merge pull request #1551 from quantopian/prevent-occlusion-of-key-error-in-history Eddie Hebert 2016-10-24 12:05:22 -04:00