Commit Graph

  • 15aaafe290 REL: Prepare for 1.0.2 release. Eddie Hebert 2016-09-02 14:04:54 -04:00
  • 07cdd291a1 Merge pull request #1472 from quantopian/branch-protect-hook-stopped-me-from-pushing-this-commit-directly-;_; Joe Jevnik 2016-09-06 15:42:14 -04:00
  • 89786f195d Merge pull request #1472 from quantopian/branch-protect-hook-stopped-me-from-pushing-this-commit-directly-;_; Joe Jevnik 2016-09-06 15:42:14 -04:00
  • 863e2ffbea ENH: improve warning for protocol getitem Joe Jevnik 2016-09-06 15:11:43 -04:00
  • ec1ca28f67 ENH: improve warning for protocol getitem Joe Jevnik 2016-09-06 15:11:43 -04:00
  • bd420f938b MAINT/TEST: Update default calendar smoketest. Scott Sanderson 2016-09-06 14:13:32 -04:00
  • 977d1fa0b9 MAINT/TEST: Update default calendar smoketest. Scott Sanderson 2016-09-06 14:13:32 -04:00
  • 1e030c77b2 Merge pull request #1449 from quantopian/getitem-is-not-getattr Joe Jevnik 2016-09-06 13:48:17 -04:00
  • cf2abf10e2 Merge pull request #1449 from quantopian/getitem-is-not-getattr Joe Jevnik 2016-09-06 13:48:17 -04:00
  • b66d9ae976 DEV: update copyright in protocol.py (added code) Joe Jevnik 2016-09-06 12:42:06 -04:00
  • a3e869e565 DEV: update copyright in protocol.py (added code) Joe Jevnik 2016-09-06 12:42:06 -04:00
  • 631984e1f5 ENH: just deprecate __getitem__, don't remove Joe Jevnik 2016-09-06 12:39:29 -04:00
  • 154697965f ENH: just deprecate __getitem__, don't remove Joe Jevnik 2016-09-06 12:39:29 -04:00
  • 6a3db75a92 Merge pull request #1462 from quantopian/symbol-lookup-raises Kathryn Glowinski 2016-09-06 11:02:07 -04:00
  • 393aa06437 Merge pull request #1462 from quantopian/symbol-lookup-raises Kathryn Glowinski 2016-09-06 11:02:07 -04:00
  • e7e4db0701 BUG: Fixing 2/3 compat. kglowinski 2016-09-06 10:11:44 -04:00
  • 658b5364d8 BUG: Fixing 2/3 compat. kglowinski 2016-09-06 10:11:44 -04:00
  • 15ab8ac95e BUG: Handle case with mult symbol options for same sid. kglowinski 2016-09-01 18:03:53 -04:00
  • d7b3c54860 BUG: Handle case with mult symbol options for same sid. kglowinski 2016-09-01 18:03:53 -04:00
  • 8056dd8a90 BUG: Fixing SymbolNotFound to be raised. kglowinski 2016-09-01 13:54:24 -04:00
  • ebe8311f8b BUG: Fixing SymbolNotFound to be raised. kglowinski 2016-09-01 13:54:24 -04:00
  • a8a2cc1582 PERF: Remove module-scope calendar creations. Scott Sanderson 2016-09-05 17:02:37 -04:00
  • 1ca23f2583 PERF: Remove module-scope calendar creations. Scott Sanderson 2016-09-05 17:02:37 -04:00
  • 43b9fa84d7 Revert "BUG: Capital change deltas rely on cash, not portfolio_value" (#1470) John Ricklefs 2016-09-05 14:12:04 -04:00
  • c09f7ab04c Revert "BUG: Capital change deltas rely on cash, not portfolio_value" (#1470) John Ricklefs 2016-09-05 14:12:04 -04:00
  • 7f6db68fc6 BUG: Fix up check_parameters usage of string_types Richard Frank 2016-09-02 16:46:38 -04:00
  • a4e495dd24 BUG: Fix up check_parameters usage of string_types Richard Frank 2016-09-02 16:46:38 -04:00
  • eb6b6d046d BUG: Change str to string_types to avoid errors phil.zhang 2016-07-05 16:58:46 +08:00
  • 7ac91273f9 BUG: Change str to string_types to avoid errors phil.zhang 2016-07-05 16:58:46 +08:00
  • 548e0675be Merge pull request #1466 from quantopian/disallow-length-1-regressions Scott Sanderson 2016-09-02 15:49:03 -04:00
  • 9a301dc59b Merge pull request #1466 from quantopian/disallow-length-1-regressions Scott Sanderson 2016-09-02 15:49:03 -04:00
  • ddcba8733d Merge pull request #1464 from quantopian/add-coverage-for-last-traded-dt Eddie Hebert 2016-09-02 14:59:21 -04:00
  • 2871a7eca0 Merge pull request #1464 from quantopian/add-coverage-for-last-traded-dt Eddie Hebert 2016-09-02 14:59:21 -04:00
  • b946c657b7 Merge pull request #1420 from quantopian/add-cython-cleanup Scott Sanderson 2016-09-02 14:16:18 -04:00
  • 01fb359a8c Merge pull request #1420 from quantopian/add-cython-cleanup Scott Sanderson 2016-09-02 14:16:18 -04:00
  • b0a93d57a0 DOC: Clarify expect_bounded docstring. Scott Sanderson 2016-09-02 13:33:55 -04:00
  • 2e50a092b1 DOC: Clarify expect_bounded docstring. Scott Sanderson 2016-09-02 13:33:55 -04:00
  • 948d813b84 TST: Add direct coverage for get last traded dt Eddie Hebert 2016-09-02 11:02:06 -04:00
  • e8e054fbd0 TST: Add direct coverage for get last traded dt Eddie Hebert 2016-09-02 11:02:06 -04:00
  • d7eb845c7f Merge pull request #1465 from quantopian/remove-unused-adjustments-in-data-portal Eddie Hebert 2016-09-02 13:15:12 -04:00
  • bf4079dceb Merge pull request #1465 from quantopian/remove-unused-adjustments-in-data-portal Eddie Hebert 2016-09-02 13:15:12 -04:00
  • 28bca7cbd7 DEV: Find .c and .so files with regex. Scott Sanderson 2016-09-02 12:56:36 -04:00
  • 1295b86248 DEV: Find .c and .so files with regex. Scott Sanderson 2016-09-02 12:56:36 -04:00
  • 12101c55c8 STY: Don't assign variables that won't be created. Scott Sanderson 2016-09-02 12:53:01 -04:00
  • c84b5ada36 STY: Don't assign variables that won't be created. Scott Sanderson 2016-09-02 12:53:01 -04:00
  • 8b2446aec6 ENH: Dont allow length=1 regressions/correlations. Scott Sanderson 2016-09-02 12:49:09 -04:00
  • dee715cff2 ENH: Dont allow length=1 regressions/correlations. Scott Sanderson 2016-09-02 12:49:09 -04:00
  • 1269250dde MAINT: Remove unused data portal methods. Eddie Hebert 2016-09-02 12:12:22 -04:00
  • dfd37fcf78 MAINT: Remove unused data portal methods. Eddie Hebert 2016-09-02 12:12:22 -04:00
  • 8f3e0cbfb2 Merge pull request #1463 from quantopian/rm-risk-adjustments Ana Ruelas 2016-09-02 11:32:02 -04:00
  • 768cdb73c3 Merge pull request #1463 from quantopian/rm-risk-adjustments Ana Ruelas 2016-09-02 11:32:02 -04:00
  • ec7e4f2333 BUG: Do not adjust returns for sharpe and sortino Ana Ruelas 2016-09-02 10:39:47 -04:00
  • 9063cb3ce4 BUG: Do not adjust returns for sharpe and sortino Ana Ruelas 2016-09-02 10:39:47 -04:00
  • c5c7a4ac4a Merge pull request #1460 from quantopian/daily-aggregator-corner-cases Eddie Hebert 2016-09-01 17:24:56 -04:00
  • 22dead208a Merge pull request #1460 from quantopian/daily-aggregator-corner-cases Eddie Hebert 2016-09-01 17:24:56 -04:00
  • 8595ca81cb Merge pull request #1459 from quantopian/target_cash_capital_change_from_raw_cash John Ricklefs 2016-09-01 16:54:56 -04:00
  • dd2bc5a736 Merge pull request #1459 from quantopian/target_cash_capital_change_from_raw_cash John Ricklefs 2016-09-01 16:54:56 -04:00
  • baff6a84bc TST/BUG: Full coverage on resample module. Eddie Hebert 2016-09-01 15:26:10 -04:00
  • 5e3b949fc6 TST/BUG: Full coverage on resample module. Eddie Hebert 2016-09-01 15:26:10 -04:00
  • 0d40b84550 ENH: Allow passing additional adjustments to calculate_capital_changes John Ricklefs 2016-09-01 14:36:30 -04:00
  • 311284475a ENH: Allow passing additional adjustments to calculate_capital_changes John Ricklefs 2016-09-01 14:36:30 -04:00
  • 3ab907ee4f BUG: Capital change deltas rely on cash, not portfolio_value John Ricklefs 2016-09-01 14:32:45 -04:00
  • 5b1aa5ec55 BUG: Capital change deltas rely on cash, not portfolio_value John Ricklefs 2016-09-01 14:32:45 -04:00
  • e2300c73bf Merge pull request #1458 from quantopian/cover-all-public-methods-on-resample Eddie Hebert 2016-09-01 14:20:19 -04:00
  • 615d1535f7 Merge pull request #1458 from quantopian/cover-all-public-methods-on-resample Eddie Hebert 2016-09-01 14:20:19 -04:00
  • 59d06a1883 TST/BUG: Cover all reindex session public methods. Eddie Hebert 2016-09-01 11:14:42 -04:00
  • d463a9855b TST/BUG: Cover all reindex session public methods. Eddie Hebert 2016-09-01 11:14:42 -04:00
  • 95329180bd Merge pull request #1408 from quantopian/really-can-i-trade-how-about-now Jean Bredeche 2016-08-31 22:04:06 -04:00
  • 959baf7fe0 Merge pull request #1408 from quantopian/really-can-i-trade-how-about-now Jean Bredeche 2016-08-31 22:04:06 -04:00
  • 46c0c064fe ENH: Update can_trade to check exchange time Jean Bredeche 2016-08-16 15:08:32 -04:00
  • fbd3774278 ENH: Update can_trade to check exchange time Jean Bredeche 2016-08-16 15:08:32 -04:00
  • af75a1f67c Merge pull request #1457 from quantopian/allow-last-date-for-session-get-last-traded-dt Eddie Hebert 2016-08-31 15:53:36 -04:00
  • 6c805b013a Merge pull request #1457 from quantopian/allow-last-date-for-session-get-last-traded-dt Eddie Hebert 2016-08-31 15:53:36 -04:00
  • af20cdbe9d Merge pull request #1456 from quantopian/future-chain-cleanup Jean Bredeche 2016-08-31 15:36:57 -04:00
  • 0952688d99 Merge pull request #1456 from quantopian/future-chain-cleanup Jean Bredeche 2016-08-31 15:36:57 -04:00
  • 1bebad5b68 TST: Fix get_last_traded_dt on bcolz daily reader. Eddie Hebert 2016-08-31 13:01:18 -04:00
  • 151c3e45a7 TST: Fix get_last_traded_dt on bcolz daily reader. Eddie Hebert 2016-08-31 13:01:18 -04:00
  • d1160439d2 ENH: Simplified implementation of FutureChain object (not user-facing API). Jean Bredeche 2016-08-29 11:30:25 -04:00
  • 38ff7e5aa7 ENH: Simplified implementation of FutureChain object (not user-facing API). Jean Bredeche 2016-08-29 11:30:25 -04:00
  • fcde54297c MAINT: remove __getitem__ as alias of __getattr__ Joe Jevnik 2016-08-30 14:20:57 -04:00
  • 1714b2d03a MAINT: remove __getitem__ as alias of __getattr__ Joe Jevnik 2016-08-30 14:20:57 -04:00
  • f5d6bfca4d Merge pull request #1455 from quantopian/cache-future-chain-lookups Jean Bredeche 2016-08-31 11:26:14 -04:00
  • 35631f4882 Merge pull request #1455 from quantopian/cache-future-chain-lookups Jean Bredeche 2016-08-31 11:26:14 -04:00
  • 8d61e16df9 ENH: Put a cache in front of future chain lookups Jean Bredeche 2016-08-31 10:40:11 -04:00
  • f570ab0518 ENH: Put a cache in front of future chain lookups Jean Bredeche 2016-08-31 10:40:11 -04:00
  • 8863d007ce Merge pull request #1452 from quantopian/begin-cover-reindex-resample Eddie Hebert 2016-08-31 10:31:14 -04:00
  • 34b113f228 Merge pull request #1452 from quantopian/begin-cover-reindex-resample Eddie Hebert 2016-08-31 10:31:14 -04:00
  • 22de78fdb5 Merge pull request #1450 from quantopian/empyrical-v-update Ana Ruelas 2016-08-30 20:29:28 -04:00
  • 8c2ed2f8ff Merge pull request #1450 from quantopian/empyrical-v-update Ana Ruelas 2016-08-30 20:29:28 -04:00
  • a813f245e2 Merge pull request #1451 from quantopian/zero-means-zero Jean Bredeche 2016-08-30 20:07:25 -04:00
  • 1631d2a0c0 Merge pull request #1451 from quantopian/zero-means-zero Jean Bredeche 2016-08-30 20:07:25 -04:00
  • a37141fb98 ENH: Avoid unnecessary work with missing data. Jean Bredeche 2016-08-30 15:53:30 -04:00
  • 972f05b8f2 ENH: Avoid unnecessary work with missing data. Jean Bredeche 2016-08-30 15:53:30 -04:00
  • 544dda115c TST: Increase coverage for reindex reader methods Eddie Hebert 2016-08-30 14:17:24 -04:00
  • 0cba47e29f TST: Increase coverage for reindex reader methods Eddie Hebert 2016-08-30 14:17:24 -04:00
  • 3698362030 BLD: Update to empyrical 0.1.11 Ana Ruelas 2016-08-30 15:27:57 -04:00
  • f669602581 BLD: Update to empyrical 0.1.11 Ana Ruelas 2016-08-30 15:27:57 -04:00
  • e574b7b042 Merge pull request #1442 from quantopian/schedule-all-the-hours Jean Bredeche 2016-08-30 16:34:23 -04:00
  • 7fe1a56730 Merge pull request #1442 from quantopian/schedule-all-the-hours Jean Bredeche 2016-08-30 16:34:23 -04:00
  • 624b4659f1 Merge pull request #1446 from quantopian/use-us-futures-in-test-resample Eddie Hebert 2016-08-30 10:24:18 -04:00