Commit Graph

  • 1984d13c2f Merge pull request #1446 from quantopian/use-us-futures-in-test-resample Eddie Hebert 2016-08-30 10:24:18 -04:00
  • 9919d47898 BLD: Tag empyrical conda packages with numpy version Richard Frank 2016-08-29 17:12:05 -04:00
  • 92c2a4a408 BLD: Tag empyrical conda packages with numpy version Richard Frank 2016-08-29 17:12:05 -04:00
  • 674a6200b4 Merge pull request #1437 from quantopian/empyrical_perf John Ricklefs 2016-08-29 16:20:41 -04:00
  • 8b11358e46 Merge pull request #1437 from quantopian/empyrical_perf John Ricklefs 2016-08-29 16:20:41 -04:00
  • bce159f275 TST: Use futures cal in resample suite. Eddie Hebert 2016-08-29 15:43:39 -04:00
  • 9db385bb75 TST: Use futures cal in resample suite. Eddie Hebert 2016-08-29 15:43:39 -04:00
  • 5b333df10e Merge pull request #1445 from quantopian/cover-resample-first-trading-day Eddie Hebert 2016-08-29 15:38:07 -04:00
  • c2e8bd1552 Merge pull request #1445 from quantopian/cover-resample-first-trading-day Eddie Hebert 2016-08-29 15:38:07 -04:00
  • c984cdb247 TST: Rebuild example data due to changes in beta calculation Ana Ruelas 2016-08-29 15:11:37 -04:00
  • 20b4d007f7 TST: Rebuild example data due to changes in beta calculation Ana Ruelas 2016-08-29 15:11:37 -04:00
  • 60c485c1ed ENH: Adds table_len method to BcolzMinuteBarReader (#1436) Andrew Daniels 2016-08-29 15:07:08 -04:00
  • 73667cbf29 ENH: Adds table_len method to BcolzMinuteBarReader (#1436) Andrew Daniels 2016-08-29 15:07:08 -04:00
  • 7146edbe7d TST: Cover resample bar first_trading_day method. Eddie Hebert 2016-08-29 15:00:08 -04:00
  • 3c7dae8c41 TST: Cover resample bar first_trading_day method. Eddie Hebert 2016-08-29 15:00:08 -04:00
  • 50e175bad2 Merge pull request #1444 from quantopian/use-session-label-on-daily Eddie Hebert 2016-08-29 14:05:39 -04:00
  • 22ad891d51 Merge pull request #1444 from quantopian/use-session-label-on-daily Eddie Hebert 2016-08-29 14:05:39 -04:00
  • 5dfd2286b3 BUG: Use session label instead of date for 1d. Eddie Hebert 2016-08-29 13:25:14 -04:00
  • 9474ccb0b2 BUG: Use session label instead of date for 1d. Eddie Hebert 2016-08-29 13:25:14 -04:00
  • 74ee33fd58 MAINT: Update conda recipe for empyrical Ana Ruelas 2016-08-29 13:07:25 -04:00
  • 40b0535e8b MAINT: Update conda recipe for empyrical Ana Ruelas 2016-08-29 13:07:25 -04:00
  • e22edbebae PERF: Send pre-adjusted returns to information_ratio John Ricklefs 2016-08-26 16:27:03 -04:00
  • 97b562044a PERF: Send pre-adjusted returns to information_ratio John Ricklefs 2016-08-26 16:27:03 -04:00
  • c713d4798f PERF: Risk-adjust returns series once before calling empyrical John Ricklefs 2016-08-26 16:16:19 -04:00
  • 53e5c4e113 PERF: Risk-adjust returns series once before calling empyrical John Ricklefs 2016-08-26 16:16:19 -04:00
  • 201e72aee1 PERF: Pass known calculations into empyrical methods John Ricklefs 2016-08-26 14:44:41 -04:00
  • 85e68f0162 PERF: Pass known calculations into empyrical methods John Ricklefs 2016-08-26 14:44:41 -04:00
  • e0cdc7bc3a ENH: Let event offsets be up to 12 hours. Jean Bredeche 2016-08-29 09:33:40 -04:00
  • 749c2eea33 ENH: Let event offsets be up to 12 hours. Jean Bredeche 2016-08-29 09:33:40 -04:00
  • 339417d27f Merge pull request #1441 from quantopian/cherry-pick-futures--stuff Jean Bredeche 2016-08-28 22:00:31 -04:00
  • 0ae85eb9c6 Merge pull request #1441 from quantopian/cherry-pick-futures--stuff Jean Bredeche 2016-08-28 22:00:31 -04:00
  • 51da755c43 TST: Some futures-related fixtures cleanup. Jean Bredeche 2016-08-25 08:53:04 -04:00
  • 47dba5b6c9 TST: Some futures-related fixtures cleanup. Jean Bredeche 2016-08-25 08:53:04 -04:00
  • 0cc08d79b4 ENH: Add new parameter to schedule_function that accepts a trading calendar. Jean Bredeche 2016-08-19 16:29:49 -04:00
  • 7b83cbe820 ENH: Add new parameter to schedule_function that accepts a trading calendar. Jean Bredeche 2016-08-19 16:29:49 -04:00
  • 3b502f53e4 Merge pull request #1435 from quantopian/use-dispatch-reader-in-data-portal Eddie Hebert 2016-08-26 14:18:09 -04:00
  • 4a5d6e41df Merge pull request #1435 from quantopian/use-dispatch-reader-in-data-portal Eddie Hebert 2016-08-26 14:18:09 -04:00
  • a4131ea84b ENH: Add asset dispatch to data portal. Eddie Hebert 2016-08-26 09:12:33 -04:00
  • 40c7deb697 ENH: Add asset dispatch to data portal. Eddie Hebert 2016-08-26 09:12:33 -04:00
  • 26797b132c create add/delete lists LotannaEzenwa 2016-08-26 11:52:05 -04:00
  • 0bc692a8bc create add/delete lists LotannaEzenwa 2016-08-26 11:52:05 -04:00
  • bf49a6541f Merge pull request #1433 from quantopian/dispatch-bar-reader Eddie Hebert 2016-08-26 08:44:20 -04:00
  • c460af0a40 Merge pull request #1433 from quantopian/dispatch-bar-reader Eddie Hebert 2016-08-26 08:44:20 -04:00
  • 413ea3d9d5 MAINT: Add a reader which dispatches on asset type Eddie Hebert 2016-08-25 10:23:31 -04:00
  • 0f604686b6 MAINT: Add a reader which dispatches on asset type Eddie Hebert 2016-08-25 10:23:31 -04:00
  • 0dd01650f1 Merge pull request #1432 from quantopian/reindex-reader Eddie Hebert 2016-08-25 09:34:06 -04:00
  • 67112e0e11 Merge pull request #1432 from quantopian/reindex-reader Eddie Hebert 2016-08-25 09:34:06 -04:00
  • 0b9084edec Merge pull request #1430 from quantopian/ingest-versions Richard Frank 2016-08-24 16:49:42 -04:00
  • 3a7438cbb7 Merge pull request #1430 from quantopian/ingest-versions Richard Frank 2016-08-24 16:49:42 -04:00
  • fc8cf38a6e ENH: Add a reader base which reindexes results. Eddie Hebert 2016-08-18 16:51:03 -04:00
  • 562098dbf8 ENH: Add a reader base which reindexes results. Eddie Hebert 2016-08-18 16:51:03 -04:00
  • abdfe0265d BLD: alembic is now a production requirement Richard Frank 2016-08-24 09:59:48 -04:00
  • 317c5f07cc BLD: alembic is now a production requirement Richard Frank 2016-08-24 09:59:48 -04:00
  • cf6ec9fd73 BUG: More python3 compat Richard Frank 2016-08-23 16:21:20 -04:00
  • 1f9cb8ed9f BUG: More python3 compat Richard Frank 2016-08-23 16:21:20 -04:00
  • 419bd1e3b5 DEV: zipline ingest can downgrade the assets db Richard Frank 2016-08-23 12:16:50 -04:00
  • 3493723e7b DEV: zipline ingest can downgrade the assets db Richard Frank 2016-08-23 12:16:50 -04:00
  • 418e8901f4 MAINT: Put downgrade in transaction Richard Frank 2016-08-23 11:19:42 -04:00
  • e1497b0a56 MAINT: Put downgrade in transaction Richard Frank 2016-08-23 11:19:42 -04:00
  • bc87ea4efb MAINT: Consolidate coercion to sqlite conn/eng Richard Frank 2016-08-23 10:17:33 -04:00
  • 89132a6925 MAINT: Consolidate coercion to sqlite conn/eng Richard Frank 2016-08-23 10:17:33 -04:00
  • 6d473ce23f MAINT: Clean up usage of engine versus connection Richard Frank 2016-08-23 10:07:58 -04:00
  • 67dbeab820 MAINT: Clean up usage of engine versus connection Richard Frank 2016-08-23 10:07:58 -04:00
  • 7ac0978f0c Merge pull request #1431 from quantopian/spot-price-get-value Eddie Hebert 2016-08-24 13:22:13 -04:00
  • a788191b8e Merge pull request #1431 from quantopian/spot-price-get-value Eddie Hebert 2016-08-24 13:22:13 -04:00
  • acb2cf118e MAINT: Modifies minute bars to use a dict of OHLC ratios (#1428) Andrew Daniels 2016-08-24 13:14:16 -04:00
  • 012888fcc7 MAINT: Modifies minute bars to use a dict of OHLC ratios (#1428) Andrew Daniels 2016-08-24 13:14:16 -04:00
  • a3c1f4ce36 MAINT: Standardize reader get value methods. Eddie Hebert 2016-08-24 10:12:52 -04:00
  • 71a34bf7ac MAINT: Standardize reader get value methods. Eddie Hebert 2016-08-24 10:12:52 -04:00
  • 20f9241252 Merge pull request #1322 from quantopian/move_risk_calculations Ana Ruelas 2016-08-23 18:39:22 -04:00
  • eba78aec1b Merge pull request #1322 from quantopian/move_risk_calculations Ana Ruelas 2016-08-23 18:39:22 -04:00
  • 1f829f8c92 MAINT: Update whatsnew for empyrical changes Ana Ruelas 2016-08-23 15:59:32 -04:00
  • 5b0ff75c8a MAINT: Update whatsnew for empyrical changes Ana Ruelas 2016-08-23 15:59:32 -04:00
  • a4638026c7 TST: Rebuilt example data using empyrical Ana Ruelas 2016-08-23 12:00:29 -04:00
  • 7f042476be TST: Rebuilt example data using empyrical Ana Ruelas 2016-08-23 12:00:29 -04:00
  • f0af856c13 TST: Update to empyrical, increase test coverage Ana Ruelas 2016-07-18 14:02:38 -04:00
  • f57fe0a4b0 TST: Update to empyrical, increase test coverage Ana Ruelas 2016-07-18 14:02:38 -04:00
  • 902865cf71 ENH: Use qrisk to calculate risk metrics in cumulative and period Ana Ruelas 2016-06-22 17:25:17 -04:00
  • 57d1bb82c4 ENH: Use qrisk to calculate risk metrics in cumulative and period Ana Ruelas 2016-06-22 17:25:17 -04:00
  • 78015066c8 Merge pull request #1427 from quantopian/use-equities-calendar-in-equity-fixtures Eddie Hebert 2016-08-23 12:15:00 -04:00
  • 82436aa548 Merge pull request #1427 from quantopian/use-equities-calendar-in-equity-fixtures Eddie Hebert 2016-08-23 12:15:00 -04:00
  • 6b2d614227 TST: Use equity calendar when writing equity data Eddie Hebert 2016-08-23 11:11:32 -04:00
  • 0fb3d9033a TST: Use equity calendar when writing equity data Eddie Hebert 2016-08-23 11:11:32 -04:00
  • 0c12e4a5a6 Merge pull request #1426 from quantopian/really-ingest Richard Frank 2016-08-22 18:56:27 -04:00
  • b9a7e2fc32 Merge pull request #1426 from quantopian/really-ingest Richard Frank 2016-08-22 18:56:27 -04:00
  • f247bc8d05 BUG: Fixes zipline ingest with non-default bundle on python 2 Richard Frank 2016-08-22 18:23:56 -04:00
  • 45da8270ff BUG: Fixes zipline ingest with non-default bundle on python 2 Richard Frank 2016-08-22 18:23:56 -04:00
  • 193b657bfe BUG: Fixes BcolzMinuteBarMetadata to read the version correctly (#1425) Andrew Daniels 2016-08-22 17:45:07 -04:00
  • a8f2b704a2 BUG: Fixes BcolzMinuteBarMetadata to read the version correctly (#1425) Andrew Daniels 2016-08-22 17:45:07 -04:00
  • 5be7e006e4 Merge pull request #1423 from quantopian/fix-sharedoc Scott Sanderson 2016-08-22 14:51:05 -04:00
  • 7f575c5b0c Merge pull request #1423 from quantopian/fix-sharedoc Scott Sanderson 2016-08-22 14:51:05 -04:00
  • 6fc5d7360d Merge pull request #1422 from quantopian/fix-ewma-constructors Lotanna Ezenwa 2016-08-22 14:29:10 -04:00
  • 4b5c8f0e1c Merge pull request #1422 from quantopian/fix-ewma-constructors Lotanna Ezenwa 2016-08-22 14:29:10 -04:00
  • 8af09141f9 Merge pull request #1424 from quantopian/no-more-symbols Richard Frank 2016-08-22 13:43:56 -04:00
  • 5217e835c3 Merge pull request #1424 from quantopian/no-more-symbols Richard Frank 2016-08-22 13:43:56 -04:00
  • 4c2783f7ca DOC: Updated more docs to remove --symbols, which was removed Richard Frank 2016-08-22 13:29:16 -04:00
  • 87a40491d1 DOC: Updated more docs to remove --symbols, which was removed Richard Frank 2016-08-22 13:29:16 -04:00
  • ae121ec1dc MAINT: Simpler impl of pad_lines_after_first. Scott Sanderson 2016-08-22 13:14:31 -04:00
  • 346a58604e MAINT: Simpler impl of pad_lines_after_first. Scott Sanderson 2016-08-22 13:14:31 -04:00
  • c19d2855ad Added kwargs to ewma constructors LotannaEzenwa 2016-08-22 12:26:57 -04:00