Commit Graph

  • e813d723b5 Added kwargs to ewma constructors LotannaEzenwa 2016-08-22 12:26:57 -04:00
  • d52ff04626 DOC: Fix docs formatting for sharedoc. Scott Sanderson 2016-08-22 12:58:55 -04:00
  • 45302e140e DOC: Fix docs formatting for sharedoc. Scott Sanderson 2016-08-22 12:58:55 -04:00
  • 2b5ae892f8 Merge pull request #1407 from quantopian/minute_panel_daily_history Jean Bredeche 2016-08-22 10:27:40 -04:00
  • ddb1009c25 Merge pull request #1407 from quantopian/minute_panel_daily_history Jean Bredeche 2016-08-22 10:27:40 -04:00
  • a3df81395a MAINT: Add script to clean out compiled files. Scott Sanderson 2016-08-22 08:53:06 -04:00
  • d00a44d505 MAINT: Add script to clean out compiled files. Scott Sanderson 2016-08-22 08:53:06 -04:00
  • 2eff193759 Merge pull request #1418 from quantopian/all-calendars Richard Frank 2016-08-22 08:48:33 -04:00
  • 81e3a944fd Merge pull request #1418 from quantopian/all-calendars Richard Frank 2016-08-22 08:48:33 -04:00
  • cb097a2b80 DOC: Added licenses to calendar modules Richard Frank 2016-08-21 17:18:09 -04:00
  • 7fbdf0672f DOC: Added licenses to calendar modules Richard Frank 2016-08-21 17:18:09 -04:00
  • 19c9bc2f41 MAINT: Removed unused holiday definitions Richard Frank 2016-08-21 17:17:42 -04:00
  • dcedd7adf5 MAINT: Removed unused holiday definitions Richard Frank 2016-08-21 17:17:42 -04:00
  • 09bd2abe2f BUG: Fix and test getting all default calendars Richard Frank 2016-08-21 17:16:32 -04:00
  • 9fccb7354e BUG: Fix and test getting all default calendars Richard Frank 2016-08-21 17:16:32 -04:00
  • aaa678d338 Merge pull request #1416 from quantopian/exch_full_synthetic John Ricklefs 2016-08-20 13:51:29 -04:00
  • e5490fe109 Merge pull request #1416 from quantopian/exch_full_synthetic John Ricklefs 2016-08-20 13:51:29 -04:00
  • 8e3cc484db ENH: If no exchange_full provided, use exchange John Ricklefs 2016-08-19 16:42:28 -04:00
  • 0c0ad0a734 ENH: If no exchange_full provided, use exchange John Ricklefs 2016-08-19 16:42:28 -04:00
  • ccde5cbf56 ENH: Add exchange_full to all Assets, incl. Futures. John Ricklefs 2016-08-19 16:38:50 -04:00
  • 288c17caf6 ENH: Add exchange_full to all Assets, incl. Futures. John Ricklefs 2016-08-19 16:38:50 -04:00
  • fce87015d2 ENH: Expose exchange_full on Equity objects John Ricklefs 2016-08-19 14:43:51 -04:00
  • de3a3843f9 ENH: Expose exchange_full on Equity objects John Ricklefs 2016-08-19 14:43:51 -04:00
  • 5fb415eb12 ENH: Adds QuantopianUSFuturesCalendar (#1414) Andrew Daniels 2016-08-19 13:40:09 -04:00
  • 813e56c41d ENH: Adds QuantopianUSFuturesCalendar (#1414) Andrew Daniels 2016-08-19 13:40:09 -04:00
  • 653865b34c Merge pull request #1413 from quantopian/normalize-equity-future-in-data-portal Eddie Hebert 2016-08-18 23:50:36 -04:00
  • 6c9e1e5bd5 Merge pull request #1413 from quantopian/normalize-equity-future-in-data-portal Eddie Hebert 2016-08-18 23:50:36 -04:00
  • 2030dd02a1 Merge pull request #1409 from quantopian/doc-zipline-run Richard Frank 2016-08-18 17:37:00 -04:00
  • 2604773c6b Merge pull request #1409 from quantopian/doc-zipline-run Richard Frank 2016-08-18 17:37:00 -04:00
  • 4865ade9b2 ENH: Add fast "vectorized" minute_to_session_label for DatetimeIndex Nathan Wolfe 2016-08-17 17:15:18 -04:00
  • d34c4d28b6 ENH: Add fast "vectorized" minute_to_session_label for DatetimeIndex Nathan Wolfe 2016-08-17 17:15:18 -04:00
  • e3bd7e43be MAINT: Remove future/equity distinction. Eddie Hebert 2016-08-18 16:13:24 -04:00
  • db6fd73b39 MAINT: Remove future/equity distinction. Eddie Hebert 2016-08-18 16:13:24 -04:00
  • 8834d0c35d Merge pull request #1412 from quantopian/remove-unused-data-portal-members Eddie Hebert 2016-08-18 16:14:24 -04:00
  • f86a250061 Merge pull request #1412 from quantopian/remove-unused-data-portal-members Eddie Hebert 2016-08-18 16:14:24 -04:00
  • 53ca68e8fb ENH: Pass calendar instance to BcolzMinuteBarWriter (#1406) Andrew Daniels 2016-08-18 15:41:26 -04:00
  • 37e6a48e99 ENH: Pass calendar instance to BcolzMinuteBarWriter (#1406) Andrew Daniels 2016-08-18 15:41:26 -04:00
  • a36766f1af Merge pull request #1411 from quantopian/add-htmlcov-to-gitignore Eddie Hebert 2016-08-18 15:07:15 -04:00
  • ab1b485393 Merge pull request #1411 from quantopian/add-htmlcov-to-gitignore Eddie Hebert 2016-08-18 15:07:15 -04:00
  • 04bf2f0b5e Merge pull request #1410 from quantopian/rename-history-loader Eddie Hebert 2016-08-18 14:48:28 -04:00
  • a1b48c4bbe Merge pull request #1410 from quantopian/rename-history-loader Eddie Hebert 2016-08-18 14:48:28 -04:00
  • 6c90a7c08b MAINT: Remove unused data portal members. Eddie Hebert 2016-08-18 14:38:18 -04:00
  • 180a799d6c MAINT: Remove unused data portal members. Eddie Hebert 2016-08-18 14:38:18 -04:00
  • 2a45bd1829 TST: Add coverage output to gitignore. Eddie Hebert 2016-08-18 14:11:26 -04:00
  • 11db8b2c10 TST: Add coverage output to gitignore. Eddie Hebert 2016-08-18 14:11:26 -04:00
  • 1d22fab127 MAINT: Remove equity from history loader classname Eddie Hebert 2016-08-18 13:56:59 -04:00
  • cf30c50f60 MAINT: Remove equity from history loader classname Eddie Hebert 2016-08-18 13:56:59 -04:00
  • c482a7cd59 Merge pull request #1405 from quantopian/resample-session-from-minute Eddie Hebert 2016-08-18 13:26:24 -04:00
  • f8ff0b3645 Merge pull request #1405 from quantopian/resample-session-from-minute Eddie Hebert 2016-08-18 13:26:24 -04:00
  • 1c0d407357 Merge pull request #1394 from quantopian/downsample Scott Sanderson 2016-08-18 12:15:54 -04:00
  • acd5ef0e1c Merge pull request #1394 from quantopian/downsample Scott Sanderson 2016-08-18 12:15:54 -04:00
  • f14fcd9b07 ENH: Session bar reader resampled from minute data Eddie Hebert 2016-08-17 13:06:07 -04:00
  • 4a017ef63b ENH: Session bar reader resampled from minute data Eddie Hebert 2016-08-17 13:06:07 -04:00
  • bdc72ec4c0 BUG: Fix broken graph visualizations. Scott Sanderson 2016-08-18 11:07:17 -04:00
  • 5a5353bead BUG: Fix broken graph visualizations. Scott Sanderson 2016-08-18 11:07:17 -04:00
  • 9e0e2c26a5 Merge pull request #1404 from quantopian/session-bar-fixup Eddie Hebert 2016-08-18 10:04:46 -04:00
  • 42d61d7e4f Merge pull request #1404 from quantopian/session-bar-fixup Eddie Hebert 2016-08-18 10:04:46 -04:00
  • 1226286cab DOC: Replace run_algo.py in docs with zipline run Richard Frank 2016-08-17 21:27:28 -04:00
  • 9abf22ab3d DOC: Replace run_algo.py in docs with zipline run Richard Frank 2016-08-17 21:27:28 -04:00
  • c5a3dae267 BUG: Supply a module for Downsampled terms. Scott Sanderson 2016-08-17 19:30:08 -04:00
  • b1894e0d54 BUG: Supply a module for Downsampled terms. Scott Sanderson 2016-08-17 19:30:08 -04:00
  • 0f5784ab53 BUG: Fix nondeterministic failure from sorting. Scott Sanderson 2016-08-17 19:29:57 -04:00
  • 8cc8814b5f BUG: Fix nondeterministic failure from sorting. Scott Sanderson 2016-08-17 19:29:57 -04:00
  • ecfe33b65b BLD: Ignore numpy_utils.py doctests on windows. Scott Sanderson 2016-08-17 18:24:30 -04:00
  • 6006aedeef BLD: Ignore numpy_utils.py doctests on windows. Scott Sanderson 2016-08-17 18:24:30 -04:00
  • 11f654a688 Merge pull request #1403 from quantopian/keep-last-zero Richard Frank 2016-08-17 19:05:31 -04:00
  • aae9f84ade Merge pull request #1403 from quantopian/keep-last-zero Richard Frank 2016-08-17 19:05:31 -04:00
  • cbcb71bbad BUG: Fixes should_clean for keep_last=0 Richard Frank 2016-08-17 13:48:58 -04:00
  • fcf1067071 BUG: Fixes should_clean for keep_last=0 Richard Frank 2016-08-17 13:48:58 -04:00
  • c53ef150ad BUG: Force iterator for py3. Scott Sanderson 2016-08-17 15:00:13 -04:00
  • 659ba57d4b BUG: Force iterator for py3. Scott Sanderson 2016-08-17 15:00:13 -04:00
  • a66731b9f3 BUG/TEST: Fix test assertion in py3. Scott Sanderson 2016-08-17 14:58:35 -04:00
  • d82e38e73b BUG/TEST: Fix test assertion in py3. Scott Sanderson 2016-08-17 14:58:35 -04:00
  • 5fe60c76a7 BUG: Fix broken fixture resolution. Scott Sanderson 2016-08-17 14:30:41 -04:00
  • 5e7e56176f BUG: Fix broken fixture resolution. Scott Sanderson 2016-08-17 14:30:41 -04:00
  • 115f055c83 MAINT: Clean up downsampling boilerplate. Scott Sanderson 2016-08-17 14:30:09 -04:00
  • 19963f5b02 MAINT: Clean up downsampling boilerplate. Scott Sanderson 2016-08-17 14:30:09 -04:00
  • 8fa51bdaab MAINT: Use numpy_utils.as_column in more places. Scott Sanderson 2016-08-16 19:51:54 -04:00
  • 7fc0dd6d97 MAINT: Use numpy_utils.as_column in more places. Scott Sanderson 2016-08-16 19:51:54 -04:00
  • d917a64d45 ENH: Add non-windowed downsampling. Scott Sanderson 2016-08-16 19:40:20 -04:00
  • 20e48cf826 ENH: Add non-windowed downsampling. Scott Sanderson 2016-08-16 19:40:20 -04:00
  • a9b5b2ac2f DOC: Docstring cleanups. Scott Sanderson 2016-08-16 14:34:57 -04:00
  • 72a31ceb7d DOC: Docstring cleanups. Scott Sanderson 2016-08-16 14:34:57 -04:00
  • 5f686173f1 STY: Flake8 cleanup. Scott Sanderson 2016-08-16 14:05:27 -04:00
  • 221ec2073f STY: Flake8 cleanup. Scott Sanderson 2016-08-16 14:05:27 -04:00
  • 91276c7274 ENH: Add support for downsampling. Scott Sanderson 2016-08-15 22:58:40 -04:00
  • b40ebdcfce ENH: Add support for downsampling. Scott Sanderson 2016-08-15 22:58:40 -04:00
  • 2d02431e6d MAINT: Add alt-constructor for NoFurtherDataError. Scott Sanderson 2016-08-15 22:58:04 -04:00
  • 790ee59455 MAINT: Add alt-constructor for NoFurtherDataError. Scott Sanderson 2016-08-15 22:58:04 -04:00
  • 0f4964fdfa MAINT: Clean up WithTradingSessions. Scott Sanderson 2016-08-15 22:56:45 -04:00
  • c0005e22ad MAINT: Clean up WithTradingSessions. Scott Sanderson 2016-08-15 22:56:45 -04:00
  • fecfca9c59 ENH: Add numpy_utils.changed_locations. Scott Sanderson 2016-08-15 22:56:27 -04:00
  • 141a088f7f ENH: Add numpy_utils.changed_locations. Scott Sanderson 2016-08-15 22:56:27 -04:00
  • 10ab8dc875 MAINT: Remove double import. Scott Sanderson 2016-08-15 22:56:13 -04:00
  • 7bc8603e22 MAINT: Remove double import. Scott Sanderson 2016-08-15 22:56:13 -04:00
  • 1e7b566ed7 MAINT: Add nearest_unequal_elements.. Scott Sanderson 2016-08-15 17:19:22 -04:00
  • 6ac8046498 MAINT: Add nearest_unequal_elements.. Scott Sanderson 2016-08-15 17:19:22 -04:00
  • 1444a78330 MAINT: Refactor in prep for downsampled terms. Scott Sanderson 2016-08-15 13:14:43 -04:00
  • a8b67d352e MAINT: Refactor in prep for downsampled terms. Scott Sanderson 2016-08-15 13:14:43 -04:00
  • 62d69db7f6 MAINT: Remove empty inputs from BoundColumn. Scott Sanderson 2016-08-12 14:05:55 -04:00