Commit Graph

  • 55a2f33052 Merge pull request #1551 from quantopian/prevent-occlusion-of-key-error-in-history Eddie Hebert 2016-10-24 12:05:22 -04:00
  • 202b557c48 MAINT: Prevent hiding of KeyError in adjustments. Eddie Hebert 2016-10-24 11:33:00 -04:00
  • 9a08272262 MAINT: Prevent hiding of KeyError in adjustments. Eddie Hebert 2016-10-24 11:33:00 -04:00
  • 0d10a20551 Merge pull request #1549 from quantopian/speedup-resample Eddie Hebert 2016-10-24 10:25:51 -04:00
  • 506832e63b Merge pull request #1549 from quantopian/speedup-resample Eddie Hebert 2016-10-24 10:25:51 -04:00
  • e82fef41dd PERF: Speedup minute to session sampling. Eddie Hebert 2016-10-20 13:43:54 -04:00
  • a4205a0500 PERF: Speedup minute to session sampling. Eddie Hebert 2016-10-20 13:43:54 -04:00
  • eff2428068 Merge pull request #1547 from quantopian/fix-asset-selection-bug Maya Tydykov 2016-10-24 08:56:19 -04:00
  • 54ebd9e362 Merge pull request #1547 from quantopian/fix-asset-selection-bug Maya Tydykov 2016-10-24 08:56:19 -04:00
  • 086ea6be6b TST: update adjustment tests - add gaps between sids Maya Tydykov 2016-10-20 09:52:33 -04:00
  • e1f008edcd TST: update adjustment tests - add gaps between sids Maya Tydykov 2016-10-20 09:52:33 -04:00
  • 4ea60c2843 BUG: pass the entire list of assets Maya Tydykov 2016-10-19 17:46:35 -04:00
  • adf533d037 BUG: pass the entire list of assets Maya Tydykov 2016-10-19 17:46:35 -04:00
  • 5e5339285f BUG: create adjustments based on ordered assets instead of set Maya Tydykov 2016-10-19 16:29:03 -04:00
  • 99448bd122 BUG: create adjustments based on ordered assets instead of set Maya Tydykov 2016-10-19 16:29:03 -04:00
  • 71d6aa7a15 Merge pull request #1548 from quantopian/continuous-future-adjusted-history Eddie Hebert 2016-10-21 11:22:54 -04:00
  • e68b77273c Merge pull request #1548 from quantopian/continuous-future-adjusted-history Eddie Hebert 2016-10-21 11:22:54 -04:00
  • ce37ea64a9 ENH: Add adjusted history for continuous futures. Eddie Hebert 2016-10-17 09:39:38 -04:00
  • 5b425d54d0 ENH: Add adjusted history for continuous futures. Eddie Hebert 2016-10-17 09:39:38 -04:00
  • bf7fdd9685 Merge pull request #1546 from quantopian/change-test-minute-markers Eddie Hebert 2016-10-19 13:28:27 -04:00
  • 7c72eefc00 Merge pull request #1546 from quantopian/change-test-minute-markers Eddie Hebert 2016-10-19 13:28:27 -04:00
  • 9011d7b834 TST: Encode minutes in continuous future tests. Eddie Hebert 2016-10-19 11:06:36 -04:00
  • a5f0df30dd TST: Encode minutes in continuous future tests. Eddie Hebert 2016-10-19 11:06:36 -04:00
  • 6efe8e7edc Merge pull request #1544 from quantopian/remove-unused-adjustment-param Eddie Hebert 2016-10-18 10:38:29 -04:00
  • ab71ea1e45 Merge pull request #1544 from quantopian/remove-unused-adjustment-param Eddie Hebert 2016-10-18 10:38:29 -04:00
  • ea749b081f MAINT: Remove unused parameter. Eddie Hebert 2016-10-17 17:04:10 -04:00
  • e2f3b72fcf MAINT: Remove unused parameter. Eddie Hebert 2016-10-17 17:04:10 -04:00
  • e4150ca966 Merge pull request #1519 from quantopian/shimmed-load-adjustments Eddie Hebert 2016-10-17 16:50:37 -04:00
  • 46592c4bef Merge pull request #1519 from quantopian/shimmed-load-adjustments Eddie Hebert 2016-10-17 16:50:37 -04:00
  • 3d7d2c139b MAINT: Begin making a common adjustment interface. Eddie Hebert 2016-10-01 02:29:37 -04:00
  • 97f6bbc60c MAINT: Begin making a common adjustment interface. Eddie Hebert 2016-10-01 02:29:37 -04:00
  • 71765dd3f4 Merge pull request #1522 from quantopian/adjusted-array-perspective-offset Eddie Hebert 2016-10-17 16:10:40 -04:00
  • 7886f21cd8 Merge pull request #1522 from quantopian/adjusted-array-perspective-offset Eddie Hebert 2016-10-17 16:10:40 -04:00
  • 7d8768e2e4 MAINT: Limit perspective offset. Eddie Hebert 2016-10-17 15:08:11 -04:00
  • a1a99dd9aa MAINT: Limit perspective offset. Eddie Hebert 2016-10-17 15:08:11 -04:00
  • 62f24dcad7 MAINT: Alternate AdjustedArray boundary conditions. Scott Sanderson 2016-10-05 13:15:11 -04:00
  • 554bc01539 MAINT: Alternate AdjustedArray boundary conditions. Scott Sanderson 2016-10-05 13:15:11 -04:00
  • ce223db78c DOC: Fix typo in comment. Scott Sanderson 2016-10-05 13:05:33 -04:00
  • 0244f03411 DOC: Fix typo in comment. Scott Sanderson 2016-10-05 13:05:33 -04:00
  • 68ffd694e3 MAINT: Use perspective_offset in more tests. Scott Sanderson 2016-10-05 12:44:33 -04:00
  • 9738c14271 MAINT: Use perspective_offset in more tests. Scott Sanderson 2016-10-05 12:44:33 -04:00
  • 34d4e4b974 MAINT: Perspective offset for load adjustments. Eddie Hebert 2016-10-03 14:27:42 -04:00
  • 7049d11c1f MAINT: Perspective offset for load adjustments. Eddie Hebert 2016-10-03 14:27:42 -04:00
  • 837d8824de Merge pull request #1539 from quantopian/continuous-future-history Eddie Hebert 2016-10-16 23:14:08 -04:00
  • 5eb90735ed Merge pull request #1539 from quantopian/continuous-future-history Eddie Hebert 2016-10-16 23:14:08 -04:00
  • 2f16c08dcd ENH: Add history for continuous futures. Eddie Hebert 2016-10-12 11:22:46 -04:00
  • 73b03de63e ENH: Add history for continuous futures. Eddie Hebert 2016-10-12 11:22:46 -04:00
  • 3f8a86dbb5 Merge pull request #1538 from quantopian/events-loader-query-fix Joe Jevnik 2016-10-13 15:49:57 -04:00
  • 4386895636 Merge pull request #1538 from quantopian/events-loader-query-fix Joe Jevnik 2016-10-13 15:49:57 -04:00
  • 95a56663d0 BUG: fix blaze query in ffill_query_in_range to correct issue in events loader Joe Jevnik 2016-10-13 15:12:46 -04:00
  • abcb6276ff BUG: fix blaze query in ffill_query_in_range to correct issue in events loader Joe Jevnik 2016-10-13 15:12:46 -04:00
  • 8f85bef9fe Merge pull request #1537 from quantopian/allow-partials-in-assert-equal Scott Sanderson 2016-10-12 19:28:35 -04:00
  • 48b43c0775 Merge pull request #1537 from quantopian/allow-partials-in-assert-equal Scott Sanderson 2016-10-12 19:28:35 -04:00
  • e1b8f34182 BUG: Allow partials in assert_equal. Scott Sanderson 2016-10-12 19:06:56 -04:00
  • dc18fa3b45 BUG: Allow partials in assert_equal. Scott Sanderson 2016-10-12 19:06:56 -04:00
  • 103993a8a8 Merge pull request #1536 from quantopian/allow-name-override-in-preprocessors Scott Sanderson 2016-10-12 17:00:56 -04:00
  • 9dc61dba1a Merge pull request #1536 from quantopian/allow-name-override-in-preprocessors Scott Sanderson 2016-10-12 17:00:56 -04:00
  • cdfad2a54f ENH: Name overrides in preprocessor factories. Scott Sanderson 2016-10-12 15:14:21 -04:00
  • 053206327b ENH: Name overrides in preprocessor factories. Scott Sanderson 2016-10-12 15:14:21 -04:00
  • 047313b516 Merge pull request #1535 from quantopian/small-updates-for-estimates Maya Tydykov 2016-10-12 14:41:51 -04:00
  • 7f4f6b72b7 Merge pull request #1535 from quantopian/small-updates-for-estimates Maya Tydykov 2016-10-12 14:41:51 -04:00
  • e52d831a94 MAINT: small updates to fix deprecation warnings Maya Tydykov 2016-10-12 14:21:11 -04:00
  • 45829df029 MAINT: small updates to fix deprecation warnings Maya Tydykov 2016-10-12 14:21:11 -04:00
  • 81b7d5eadc Merge pull request #1534 from quantopian/allow-kwargs-to-assert-equal-for-pandas-stuff Scott Sanderson 2016-10-12 14:16:07 -04:00
  • bd83e250af Merge pull request #1534 from quantopian/allow-kwargs-to-assert-equal-for-pandas-stuff Scott Sanderson 2016-10-12 14:16:07 -04:00
  • dcf3124d26 BUG/TEST: Forward kwargs to assert_series_equal. Scott Sanderson 2016-10-11 21:29:41 -04:00
  • 9720803d03 BUG/TEST: Forward kwargs to assert_series_equal. Scott Sanderson 2016-10-11 21:29:41 -04:00
  • 7883f1fc06 Merge pull request #1533 from quantopian/current-chain Eddie Hebert 2016-10-11 16:37:09 -04:00
  • 04c6209a0b Merge pull request #1533 from quantopian/current-chain Eddie Hebert 2016-10-11 16:37:09 -04:00
  • c25b3d93f4 ENH: Add current chain for continuous futures. Eddie Hebert 2016-10-11 10:56:25 -04:00
  • ca8950bf9c ENH: Add current chain for continuous futures. Eddie Hebert 2016-10-11 10:56:25 -04:00
  • 70bd8e5f64 Merge pull request #1531 from quantopian/assert-slice-equal Joe Jevnik 2016-10-11 11:14:23 -04:00
  • 0d7662df52 Merge pull request #1531 from quantopian/assert-slice-equal Joe Jevnik 2016-10-11 11:14:23 -04:00
  • c0380f9d9b Merge pull request #1525 from quantopian/fix_estimates_overwrites_bug Maya Tydykov 2016-10-10 09:02:40 -04:00
  • fe00452b7b Merge pull request #1525 from quantopian/fix_estimates_overwrites_bug Maya Tydykov 2016-10-10 09:02:40 -04:00
  • ea5b2b030c TST: add test condition to check for bug Maya Tydykov 2016-10-05 12:40:34 -04:00
  • 4efe99017a TST: add test condition to check for bug Maya Tydykov 2016-10-05 12:40:34 -04:00
  • 4c40d25be4 DOC: Updated example notebook for latest zipline cell magic Richard Frank 2016-09-08 18:41:12 -04:00
  • 00a053cc38 DOC: Updated example notebook for latest zipline cell magic Richard Frank 2016-09-08 18:41:12 -04:00
  • 7252a03d67 Merge pull request #1530 from quantopian/add-specific-assets Scott Sanderson 2016-10-09 14:09:14 -04:00
  • acc46f5fe3 Merge pull request #1530 from quantopian/add-specific-assets Scott Sanderson 2016-10-09 14:09:14 -04:00
  • 2a28f302ef DOC: Add a sentence with uses for SpecificAssets. Scott Sanderson 2016-10-09 13:41:10 -04:00
  • d0c10e0567 DOC: Add a sentence with uses for SpecificAssets. Scott Sanderson 2016-10-09 13:41:10 -04:00
  • 58dca08d8b STY: Remove unused imports. Scott Sanderson 2016-10-09 13:18:18 -04:00
  • 46a0e86125 STY: Remove unused imports. Scott Sanderson 2016-10-09 13:18:18 -04:00
  • 1d5f3572c9 MAINT: Just require an iterable of assets. Scott Sanderson 2016-10-09 12:36:52 -04:00
  • 83c80087c0 MAINT: Just require an iterable of assets. Scott Sanderson 2016-10-09 12:36:52 -04:00
  • fea7d899cd Merge pull request #1529 from quantopian/current-contract Eddie Hebert 2016-10-07 23:39:01 -04:00
  • 3ab251c90c Merge pull request #1529 from quantopian/current-contract Eddie Hebert 2016-10-07 23:39:01 -04:00
  • ee3c51f667 TST: Adds assert_equal dispatch for slices Joe Jevnik 2016-10-07 18:57:05 -04:00
  • 8e26368d4e TST: Adds assert_equal dispatch for slices Joe Jevnik 2016-10-07 18:57:05 -04:00
  • fcf3e50cde ENH: Add continuous future current contract. Eddie Hebert 2016-10-06 13:39:44 -04:00
  • ec6f298972 ENH: Add continuous future current contract. Eddie Hebert 2016-10-06 13:39:44 -04:00
  • c9ebf9f45d ENH: Add SpecificAssets filter. Scott Sanderson 2016-10-07 18:11:01 -04:00
  • f874e670c4 ENH: Add SpecificAssets filter. Scott Sanderson 2016-10-07 18:11:01 -04:00
  • 2f097ead76 ENH: Adds last_available_{session, minute} args to DataPortal (#1528) Andrew Daniels 2016-10-06 20:46:54 -04:00
  • eba02da271 ENH: Adds last_available_{session, minute} args to DataPortal (#1528) Andrew Daniels 2016-10-06 20:46:54 -04:00
  • b6f8a67aad Merge pull request #1527 from quantopian/fix_restrictions Andrew Liang 2016-10-05 15:02:50 -04:00
  • 03d77b34b4 Merge pull request #1527 from quantopian/fix_restrictions Andrew Liang 2016-10-05 15:02:50 -04:00
  • f3f138c450 TEST: Simplify testing of restriction orderings. Scott Sanderson 2016-10-05 14:42:17 -04:00