Commit Graph

  • 8465ea18d0 TEST: Simplify testing of restriction orderings. Scott Sanderson 2016-10-05 14:42:17 -04:00
  • e421a811e7 BUG: Restrictions passed into HistoricalRestrictions not sorted correctly Andrew Liang 2016-10-05 14:09:26 -04:00
  • b0aba20a6e BUG: Restrictions passed into HistoricalRestrictions not sorted correctly Andrew Liang 2016-10-05 14:09:26 -04:00
  • 6eafdddb39 Merge pull request #1524 from quantopian/empyrical-bump Ana Ruelas 2016-10-05 13:25:32 -04:00
  • 08df8dfbf2 Merge pull request #1524 from quantopian/empyrical-bump Ana Ruelas 2016-10-05 13:25:32 -04:00
  • 1bc55401b4 ENH: Empyrical bump Ana Ruelas 2016-10-05 11:43:50 -04:00
  • afc4a278e6 ENH: Empyrical bump Ana Ruelas 2016-10-05 11:43:50 -04:00
  • e304786fa0 BUG: append overwrites to list rather than replacing with new list Maya Tydykov 2016-10-05 12:40:21 -04:00
  • 76f152ada6 BUG: append overwrites to list rather than replacing with new list Maya Tydykov 2016-10-05 12:40:21 -04:00
  • f92b6afb31 Merge pull request #1523 from quantopian/dispatch-reader-passes-asset Eddie Hebert 2016-10-04 15:01:48 -04:00
  • 78de318753 Merge pull request #1523 from quantopian/dispatch-reader-passes-asset Eddie Hebert 2016-10-04 15:01:48 -04:00
  • 5d9d9a97f5 MAINT: Pass through asset instead of sid. Eddie Hebert 2016-10-04 14:39:23 -04:00
  • bda8bb6d47 MAINT: Pass through asset instead of sid. Eddie Hebert 2016-10-04 14:39:23 -04:00
  • 1753a1ca3b Merge pull request #1518 from quantopian/add-coerce_types Scott Sanderson 2016-10-03 19:52:08 -04:00
  • 7fc39fed70 Merge pull request #1518 from quantopian/add-coerce_types Scott Sanderson 2016-10-03 19:52:08 -04:00
  • 4618303d36 Merge pull request #1487 from quantopian/rlist Andrew Liang 2016-10-03 16:01:39 -04:00
  • ea99962979 Merge pull request #1487 from quantopian/rlist Andrew Liang 2016-10-03 16:01:39 -04:00
  • 50b65f1a77 MAINT: Add kwarg-based helper for coerce. Scott Sanderson 2016-10-03 12:56:40 -04:00
  • 4448a9fa49 MAINT: Add kwarg-based helper for coerce. Scott Sanderson 2016-10-03 12:56:40 -04:00
  • 7a08dd6bed DOC: Clean up Restrictions documentation Andrew Liang 2016-09-30 15:57:20 -04:00
  • c5ee71afe6 DOC: Clean up Restrictions documentation Andrew Liang 2016-09-30 15:57:20 -04:00
  • 25ba4369c3 ENH: _UnionRestrictions for combining multiple Restrictions Andrew Liang 2016-09-30 12:26:59 -04:00
  • 2104a35af8 ENH: _UnionRestrictions for combining multiple Restrictions Andrew Liang 2016-09-30 12:26:59 -04:00
  • 148d2a5273 MAINT: Rename restrictions.py to asset_restrictions.py Andrew Liang 2016-09-29 14:54:23 -04:00
  • 3b5031a829 MAINT: Rename restrictions.py to asset_restrictions.py Andrew Liang 2016-09-29 14:54:23 -04:00
  • 73f1ac6255 STY: Remove extra whitespace. Scott Sanderson 2016-09-29 11:33:41 -04:00
  • 7700987abc STY: Remove extra whitespace. Scott Sanderson 2016-09-29 11:33:41 -04:00
  • 9f4f19524a DOC: Fix docstring typo. Scott Sanderson 2016-09-29 11:33:14 -04:00
  • 5b91175651 DOC: Fix docstring typo. Scott Sanderson 2016-09-29 11:33:14 -04:00
  • 2a92b892ed BUG: days_at_time should return UTC dates. Scott Sanderson 2016-09-29 11:31:19 -04:00
  • d5ea9c4daa BUG: days_at_time should return UTC dates. Scott Sanderson 2016-09-29 11:31:19 -04:00
  • 761ea7e417 MAINT: Use Timedelta instead of DateOffset. Scott Sanderson 2016-09-29 10:42:23 -04:00
  • 87daa75c0c MAINT: Use Timedelta instead of DateOffset. Scott Sanderson 2016-09-29 10:42:23 -04:00
  • 117450a489 DOC: Rename NoopRestrictions to NoRestrictions. Scott Sanderson 2016-09-28 19:17:01 -04:00
  • d47144dfb8 DOC: Rename NoopRestrictions to NoRestrictions. Scott Sanderson 2016-09-28 19:17:01 -04:00
  • d79c43a46a DOC: Update docstring for set_restrictions. Scott Sanderson 2016-09-28 19:15:15 -04:00
  • cfce14ed9b DOC: Update docstring for set_restrictions. Scott Sanderson 2016-09-28 19:15:15 -04:00
  • 8f150eb6ce TEST: Clarify test_restrictions a bit. Scott Sanderson 2016-09-28 18:56:03 -04:00
  • 523b05ef3f TEST: Clarify test_restrictions a bit. Scott Sanderson 2016-09-28 18:56:03 -04:00
  • 99f6ecab3f MAINT: Deprecate set_do_not_order_list Andrew Liang 2016-09-28 15:21:36 -04:00
  • bf8b030417 MAINT: Deprecate set_do_not_order_list Andrew Liang 2016-09-28 15:21:36 -04:00
  • a30f48e218 TEST: Modify tests for extra BarData parameter Andrew Liang 2016-09-14 11:29:52 -04:00
  • 5e276d0e72 TEST: Modify tests for extra BarData parameter Andrew Liang 2016-09-14 11:29:52 -04:00
  • af85b22313 MAINT: Create SecurityListRestrictions that takes a SecurityList Andrew Liang 2016-09-14 14:23:40 -04:00
  • e465f64f91 MAINT: Create SecurityListRestrictions that takes a SecurityList Andrew Liang 2016-09-14 14:23:40 -04:00
  • b504d29a78 ENH: can_trade should take restricted list into account Andrew Liang 2016-09-14 14:03:57 -04:00
  • b70084c6bf ENH: can_trade should take restricted list into account Andrew Liang 2016-09-14 14:03:57 -04:00
  • 0f47cf313d ENH: A point-in-time restricted list with restrictions stored in memory Andrew Liang 2016-09-14 14:01:23 -04:00
  • 0119aba410 ENH: A point-in-time restricted list with restrictions stored in memory Andrew Liang 2016-09-14 14:01:23 -04:00
  • 60b736b594 Merge pull request #1396 from quantopian/add_estimates_quarter_loader_to_pipeline Maya Tydykov 2016-09-27 17:18:16 -04:00
  • 12357a8082 Merge pull request #1396 from quantopian/add_estimates_quarter_loader_to_pipeline Maya Tydykov 2016-09-27 17:18:16 -04:00
  • 6cb06ffcdf TST: add test for changing event dates and adjustments Maya Tydykov 2016-09-21 15:35:21 -04:00
  • f528c01ca9 TST: add test for changing event dates and adjustments Maya Tydykov 2016-09-21 15:35:21 -04:00
  • 9e6509daa3 Merge pull request #1514 from fzagarzazu/fix-dockerfile Scott Sanderson 2016-09-27 12:18:17 -04:00
  • 4a22afd29a Merge pull request #1514 from fzagarzazu/fix-dockerfile Scott Sanderson 2016-09-27 12:18:17 -04:00
  • 5d7100542c PERF: only query for the columns requested + metadata Joe Jevnik 2016-09-20 13:44:26 -04:00
  • 8d2e6446ee PERF: only query for the columns requested + metadata Joe Jevnik 2016-09-20 13:44:26 -04:00
  • 25b38520fa PERF: vectorize earnings estimates Joe Jevnik 2016-09-19 21:13:28 -04:00
  • bdce6ae493 PERF: vectorize earnings estimates Joe Jevnik 2016-09-19 21:13:28 -04:00
  • cbd9bd068c TST: add test for sid with no data Maya Tydykov 2016-09-14 10:26:29 -04:00
  • 65d15d3960 TST: add test for sid with no data Maya Tydykov 2016-09-14 10:26:29 -04:00
  • 8d8f057120 MAINT: add checkpointing Maya Tydykov 2016-09-13 15:52:32 -04:00
  • f140cdb8d6 MAINT: add checkpointing Maya Tydykov 2016-09-13 15:52:32 -04:00
  • 7d75615fd2 TST: add test for missing num_quarters and clean up tests Maya Tydykov 2016-09-13 10:53:00 -04:00
  • 90984be20c TST: add test for missing num_quarters and clean up tests Maya Tydykov 2016-09-13 10:53:00 -04:00
  • 5e1a8224cd TST: add test to check previous columns w/ multiple qtrs Maya Tydykov 2016-08-30 10:13:38 -04:00
  • 2a09160ca8 TST: add test to check previous columns w/ multiple qtrs Maya Tydykov 2016-08-30 10:13:38 -04:00
  • ebcc5f714a TST: add test for requesting multiple datasets with multiple quarters Maya Tydykov 2016-08-29 17:48:22 -04:00
  • cc07a00d16 TST: add test for requesting multiple datasets with multiple quarters Maya Tydykov 2016-08-29 17:48:22 -04:00
  • eb22f2ab6b TST: add test for datetime array and update test Maya Tydykov 2016-08-23 11:06:07 -04:00
  • ebbe85b79a TST: add test for datetime array and update test Maya Tydykov 2016-08-23 11:06:07 -04:00
  • af718b0f4a ENH: add adjustment for datetime64 arrays Maya Tydykov 2016-08-22 19:52:42 -04:00
  • 199c775fbf ENH: add adjustment for datetime64 arrays Maya Tydykov 2016-08-22 19:52:42 -04:00
  • 2fb7ec7612 TST: add test for 1d array overwrite Maya Tydykov 2016-08-18 14:19:48 -04:00
  • 2975f9b2fd TST: add test for 1d array overwrite Maya Tydykov 2016-08-18 14:19:48 -04:00
  • 9ce4077cc6 ENH: add an adjustment for float64 2d arrays. Maya Tydykov 2016-08-17 16:05:52 -04:00
  • e53d7fc9b2 ENH: add an adjustment for float64 2d arrays. Maya Tydykov 2016-08-17 16:05:52 -04:00
  • ef350f3889 TST: add cases for shifting release dates Maya Tydykov 2016-08-16 08:28:50 -04:00
  • d578463dcf TST: add cases for shifting release dates Maya Tydykov 2016-08-16 08:28:50 -04:00
  • f1c07708cd TST: add tests for quarter rotation logic Maya Tydykov 2016-08-09 16:24:03 -04:00
  • 863da5932c TST: add tests for quarter rotation logic Maya Tydykov 2016-08-09 16:24:03 -04:00
  • afc5297fe3 TST: add tests for quarter estimates Maya Tydykov 2016-08-09 09:52:09 -04:00
  • 6454fca6dc TST: add tests for quarter estimates Maya Tydykov 2016-08-09 09:52:09 -04:00
  • 1c375806e7 ENH: add loader for estimates Maya Tydykov 2016-08-05 11:53:29 -04:00
  • 6c6a33c73b ENH: add loader for estimates Maya Tydykov 2016-08-05 11:53:29 -04:00
  • de4d26cfd5 Set scipy and pandas version range in Dockerfile Federico M. Zagarzazu 2016-09-26 21:13:35 -05:00
  • 4ae493444a Set scipy and pandas version range in Dockerfile Federico M. Zagarzazu 2016-09-26 21:13:35 -05:00
  • 8ec76d4f38 Merge pull request #1513 from jkleint/patch-1 Scott Sanderson 2016-09-26 10:36:03 -04:00
  • 1942029dbb Merge pull request #1513 from jkleint/patch-1 Scott Sanderson 2016-09-26 10:36:03 -04:00
  • 3f078d4ef6 Add Tini and set version range for numpy in Dockerfile Federico M. Zagarzazu 2016-09-25 00:27:55 -05:00
  • 68f6e6e64c Add Tini and set version range for numpy in Dockerfile Federico M. Zagarzazu 2016-09-25 00:27:55 -05:00
  • 82273e296f Propagate exceptions in loader to prevent variable reference before use jkleint 2016-09-23 15:55:55 -07:00
  • cf546c7e40 Propagate exceptions in loader to prevent variable reference before use jkleint 2016-09-23 15:55:55 -07:00
  • db0eabe82a PERF: Replace get_loc calls in calc_dividend_ratios with get_indexer (#1510) Andrew Daniels 2016-09-22 19:05:43 -04:00
  • be0ecb61be PERF: Replace get_loc calls in calc_dividend_ratios with get_indexer (#1510) Andrew Daniels 2016-09-22 19:05:43 -04:00
  • 171736f2de Merge pull request #1508 from quantopian/forward-window-safety-in-demean Scott Sanderson 2016-09-22 13:50:30 -04:00
  • ac9d8418b1 Merge pull request #1508 from quantopian/forward-window-safety-in-demean Scott Sanderson 2016-09-22 13:50:30 -04:00
  • bddb453272 BUG: F.window_safe implies f.demean().window_safe. Scott Sanderson 2016-09-22 11:06:35 -04:00
  • 49cd8e138b BUG: F.window_safe implies f.demean().window_safe. Scott Sanderson 2016-09-22 11:06:35 -04:00
  • f1919dc3af BUG: Makes NoData{Before, After}Date subclass NoDataOnDate (#1507) Andrew Daniels 2016-09-22 11:43:43 -04:00