Commit Graph

  • 40ef039e46 TEST/MAINT: Silence no_checkpoints warning. Scott Sanderson 2016-07-18 12:33:23 -04:00
  • 905df55a2d MAINT: Use float in np.full. Scott Sanderson 2016-07-18 12:33:10 -04:00
  • 2772975e2d MAINT: Use float in np.full. Scott Sanderson 2016-07-18 12:33:10 -04:00
  • c4e114c28f MAINT: Pass explicit dtype to np.full. Scott Sanderson 2016-07-15 13:02:44 -04:00
  • b188381747 MAINT: Pass explicit dtype to np.full. Scott Sanderson 2016-07-15 13:02:44 -04:00
  • dafe49fcca MAINT: Fix failures/warnings in test_api_shim.py Scott Sanderson 2016-07-15 12:16:19 -04:00
  • becf897da9 MAINT: Fix failures/warnings in test_api_shim.py Scott Sanderson 2016-07-15 12:16:19 -04:00
  • e43a3e8b1b MAINT: Use arange instead of rolling_count. Scott Sanderson 2016-07-14 15:29:25 -04:00
  • ccc31152a5 MAINT: Use arange instead of rolling_count. Scott Sanderson 2016-07-14 15:29:25 -04:00
  • e33c42b3a9 MAINT: Update fetcher for pandas 0.18. Scott Sanderson 2016-07-14 11:27:21 -04:00
  • f494003c18 MAINT: Update fetcher for pandas 0.18. Scott Sanderson 2016-07-14 11:27:21 -04:00
  • 61a56492e6 ENH: Make INT_DTYPES_BY_SIZE_BYTES ordered. Scott Sanderson 2016-07-14 10:55:11 -04:00
  • 930f32f6a1 ENH: Make INT_DTYPES_BY_SIZE_BYTES ordered. Scott Sanderson 2016-07-14 10:55:11 -04:00
  • fc3eac36aa DOC: Update LabelArray docstring. Scott Sanderson 2016-07-14 10:54:49 -04:00
  • 37a2780632 DOC: Update LabelArray docstring. Scott Sanderson 2016-07-14 10:54:49 -04:00
  • b06ef66f44 DOC: Remove out of date comment. Scott Sanderson 2016-07-14 10:12:47 -04:00
  • cc11757b9c DOC: Remove out of date comment. Scott Sanderson 2016-07-14 10:12:47 -04:00
  • 0d8e99956e MAINT: Fix numpy deprecation warnings. Scott Sanderson 2016-07-13 16:31:59 -04:00
  • 36e4f70499 MAINT: Fix numpy deprecation warnings. Scott Sanderson 2016-07-13 16:31:59 -04:00
  • be30c0072d MAINT: Explicitly use float64 in test. Scott Sanderson 2016-07-13 16:31:06 -04:00
  • 77146ef489 MAINT: Explicitly use float64 in test. Scott Sanderson 2016-07-13 16:31:06 -04:00
  • d2f0632101 MAINT: Don't use .loc with integers. Scott Sanderson 2016-07-13 15:24:57 -04:00
  • 135080db84 MAINT: Don't use .loc with integers. Scott Sanderson 2016-07-13 15:24:57 -04:00
  • 29d5854aa1 MAINT: Bump numpy and pandas. Scott Sanderson 2016-07-13 15:24:36 -04:00
  • c998d619b1 MAINT: Bump numpy and pandas. Scott Sanderson 2016-07-13 15:24:36 -04:00
  • 80227eda57 Merge pull request #1493 from quantopian/enumpycal Richard Frank 2016-09-19 16:27:13 -04:00
  • 3fff6591cf Merge pull request #1493 from quantopian/enumpycal Richard Frank 2016-09-19 16:27:13 -04:00
  • ef04fe3a9b PERF: Use empyrical with ndarrays instead of Series Richard Frank 2016-09-08 09:10:08 -04:00
  • b924c3b795 PERF: Use empyrical with ndarrays instead of Series Richard Frank 2016-09-08 09:10:08 -04:00
  • 73a61caaeb MAINT: Removing unused array and unused attribute Richard Frank 2016-09-07 18:36:53 -04:00
  • 29c65d95b9 MAINT: Removing unused array and unused attribute Richard Frank 2016-09-07 18:36:53 -04:00
  • 657e5f92e7 Merge pull request #1497 from quantopian/you-count-way-too-slowly Jean Bredeche 2016-09-19 14:34:11 -04:00
  • 77e50beade Merge pull request #1497 from quantopian/you-count-way-too-slowly Jean Bredeche 2016-09-19 14:34:11 -04:00
  • 8048cdcfb0 PERF: Be smarter about counting the number of minutes across a contiguous bunch of sessions. Jean Bredeche 2016-09-19 10:24:59 -04:00
  • 87eb87525f PERF: Be smarter about counting the number of minutes across a contiguous bunch of sessions. Jean Bredeche 2016-09-19 10:24:59 -04:00
  • 4a2faa3e13 ENH: Adds truncate method to BcolzMinuteBarWriter (#1499) Andrew Daniels 2016-09-19 13:02:48 -04:00
  • 95e07f2735 ENH: Adds truncate method to BcolzMinuteBarWriter (#1499) Andrew Daniels 2016-09-19 13:02:48 -04:00
  • 72a8316ca7 Merge pull request #1496 from quantopian/revert-load-adjustments Eddie Hebert 2016-09-19 09:38:02 -04:00
  • 7de7067bdb Merge pull request #1496 from quantopian/revert-load-adjustments Eddie Hebert 2016-09-19 09:38:02 -04:00
  • 6486e64530 Revert "Merge pull request #1490 from quantopian/use-load-adjustments-for-history" Eddie Hebert 2016-09-19 08:53:31 -04:00
  • 36b50554f6 Revert "Merge pull request #1490 from quantopian/use-load-adjustments-for-history" Eddie Hebert 2016-09-19 08:53:31 -04:00
  • 7b74257f28 MAINT: Remove unused method. Eddie Hebert 2016-09-16 16:50:10 -04:00
  • a642a9aeee MAINT: Remove unused method. Eddie Hebert 2016-09-16 16:50:10 -04:00
  • e21fa37e22 Merge pull request #1492 from quantopian/cache-minute-to-session-lookups Jean Bredeche 2016-09-16 16:07:13 -04:00
  • 592a4dfd65 Merge pull request #1492 from quantopian/cache-minute-to-session-lookups Jean Bredeche 2016-09-16 16:07:13 -04:00
  • 31cbdde7f0 PERF: Save up to 75% of the calls to minute_to_session_label Jean Bredeche 2016-09-16 11:48:47 -04:00
  • 1d2e1015c7 PERF: Save up to 75% of the calls to minute_to_session_label Jean Bredeche 2016-09-16 11:48:47 -04:00
  • 0cf276d14a Merge pull request #1491 from quantopian/faster-lru-cache-take-2 Jean Bredeche 2016-09-16 11:29:45 -04:00
  • f1dba1deb5 Merge pull request #1491 from quantopian/faster-lru-cache-take-2 Jean Bredeche 2016-09-16 11:29:45 -04:00
  • a7f345e651 ENH: Switching from cachetools.LRUCache to lru-dict's LRU cache. Jean Bredeche 2016-09-16 09:06:43 -04:00
  • eb7e1fa580 ENH: Switching from cachetools.LRUCache to lru-dict's LRU cache. Jean Bredeche 2016-09-16 09:06:43 -04:00
  • f2a1263d90 Merge pull request #1490 from quantopian/use-load-adjustments-for-history Eddie Hebert 2016-09-15 16:01:23 -04:00
  • 86c7635b45 Merge pull request #1490 from quantopian/use-load-adjustments-for-history Eddie Hebert 2016-09-15 16:01:23 -04:00
  • ed08f25224 Merge pull request #1488 from quantopian/who-said-you-could-forward-fill-stop-that Jean Bredeche 2016-09-15 15:41:36 -04:00
  • c77f2b92df Merge pull request #1488 from quantopian/who-said-you-could-forward-fill-stop-that Jean Bredeche 2016-09-15 15:41:36 -04:00
  • 1d06a779b3 MAiNT: Use load_adjustments for history. Eddie Hebert 2016-09-14 13:44:46 -04:00
  • 069abae1a3 MAiNT: Use load_adjustments for history. Eddie Hebert 2016-09-14 13:44:46 -04:00
  • 0fd35e7fd1 ENH: Make reader.get_value raise NoDataOnDate if the date is not in the calendar. Jean Bredeche 2016-09-14 22:21:43 -04:00
  • ae0d41af6f ENH: Make reader.get_value raise NoDataOnDate if the date is not in the calendar. Jean Bredeche 2016-09-14 22:21:43 -04:00
  • 644a33e11b BLD: empyrical doesn't have a binary dependency on numpy Richard Frank 2016-09-14 20:55:54 -04:00
  • e1b27c45ae BLD: empyrical doesn't have a binary dependency on numpy Richard Frank 2016-09-14 20:55:54 -04:00
  • 7ac024fb5c Merge pull request #1484 from quantopian/refcount-pipelines Scott Sanderson 2016-09-14 20:24:10 -04:00
  • 2aa646c711 Merge pull request #1484 from quantopian/refcount-pipelines Scott Sanderson 2016-09-14 20:24:10 -04:00
  • 7c58bf1e5b STY: Flake8 and parameter rename. Scott Sanderson 2016-09-14 14:45:00 -04:00
  • 17d95691ad STY: Flake8 and parameter rename. Scott Sanderson 2016-09-14 14:45:00 -04:00
  • cfd08f8d6b Merge pull request #1486 from quantopian/all-the-readers-unite Jean Bredeche 2016-09-14 14:32:01 -04:00
  • 5e52d29e88 Merge pull request #1486 from quantopian/all-the-readers-unite Jean Bredeche 2016-09-14 14:32:01 -04:00
  • 2856fd0ecf MAINT: Add BarReader base class for both minute and session readers Jean Bredeche 2016-09-14 10:31:52 -04:00
  • a5693d0589 MAINT: Add BarReader base class for both minute and session readers Jean Bredeche 2016-09-14 10:31:52 -04:00
  • a0e1b881aa MAINT: Move refcount management into TermGraph. Scott Sanderson 2016-09-14 11:16:40 -04:00
  • 31436cdedd MAINT: Move refcount management into TermGraph. Scott Sanderson 2016-09-14 11:16:40 -04:00
  • 6aa885dbeb PERF: Release unneeded pipeline terms. Scott Sanderson 2016-09-13 23:28:25 -04:00
  • 3babc38038 PERF: Release unneeded pipeline terms. Scott Sanderson 2016-09-13 23:28:25 -04:00
  • 1f859d34e5 MAINT: Add additional fields to __getitem__ for Order (#1483) John Ricklefs 2016-09-13 15:49:16 -04:00
  • fb0981eef0 MAINT: Add additional fields to __getitem__ for Order (#1483) John Ricklefs 2016-09-13 15:49:16 -04:00
  • e6a647edf1 Revert "added DGZ to delete list" (#1481) John Ricklefs 2016-09-13 14:45:12 -04:00
  • 508c7ace11 Revert "added DGZ to delete list" (#1481) John Ricklefs 2016-09-13 14:45:12 -04:00
  • b729ddd54f Merge pull request #1479 from quantopian/run_algo-defaults Richard Frank 2016-09-12 13:00:33 -04:00
  • 7b2ca76f3d Merge pull request #1479 from quantopian/run_algo-defaults Richard Frank 2016-09-12 13:00:33 -04:00
  • 6afdb318ee BUG: run_algorithm with no data source should default Richard Frank 2016-09-11 18:10:37 -04:00
  • 3bdba2ec50 BUG: run_algorithm with no data source should default Richard Frank 2016-09-11 18:10:37 -04:00
  • 7a10d9392d Merge pull request #1467 from quantopian/check_param-string_types Richard Frank 2016-09-08 14:59:38 -04:00
  • df07f67614 Merge pull request #1467 from quantopian/check_param-string_types Richard Frank 2016-09-08 14:59:38 -04:00
  • 9ad670bd46 More Fuzzy Symbol Fixes (#1475) Kathryn Glowinski 2016-09-08 14:52:57 -04:00
  • 4a00e69212 More Fuzzy Symbol Fixes (#1475) Kathryn Glowinski 2016-09-08 14:52:57 -04:00
  • 3a82049a00 DOC: Add skeleton for 1.0.3 release notes. Eddie Hebert 2016-09-08 14:20:21 -04:00
  • 36c4f4a148 DOC: Add skeleton for 1.0.3 release notes. Eddie Hebert 2016-09-08 14:20:21 -04:00
  • c66d3ad820 Merge pull request #1471 from quantopian/fix-slow-startup Scott Sanderson 2016-09-08 10:21:00 -04:00
  • 1ccc9e4b64 Merge pull request #1471 from quantopian/fix-slow-startup Scott Sanderson 2016-09-08 10:21:00 -04:00
  • ff1bc51bd1 STY: Fix flake8. Scott Sanderson 2016-09-07 21:58:15 -04:00
  • 40fa6aeea4 STY: Fix flake8. Scott Sanderson 2016-09-07 21:58:15 -04:00
  • 85ce093270 MAINT: Updates from Joe's PR feedback. Scott Sanderson 2016-09-07 20:42:19 -04:00
  • d6ad73e064 MAINT: Updates from Joe's PR feedback. Scott Sanderson 2016-09-07 20:42:19 -04:00
  • bb22af747d Merge pull request #1434 from quantopian/update-leveraged-etfs James McCorriston 2016-09-07 13:48:12 -04:00
  • 9c8f0ce667 Merge pull request #1434 from quantopian/update-leveraged-etfs James McCorriston 2016-09-07 13:48:12 -04:00
  • e6ef82fc4c added DGZ to delete list Jamie McCorriston 2016-09-06 17:20:37 -04:00
  • a5ecaf4c3a added DGZ to delete list Jamie McCorriston 2016-09-06 17:20:37 -04:00
  • 6c7af70155 Merge pull request #1473 from quantopian/release-1.0.2 Eddie Hebert 2016-09-06 21:33:49 -04:00
  • cf44fcb207 Merge pull request #1473 from quantopian/release-1.0.2 Eddie Hebert 2016-09-06 21:33:49 -04:00
  • b1e50b3434 REL: Prepare for 1.0.2 release. Eddie Hebert 2016-09-02 14:04:54 -04:00