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• d99d993aea MAINT: Remove empty inputs from BoundColumn. Scott Sanderson 2016-08-12 14:05:55 -04:00
• 5107906413 ENH: Add as_column to numpy_utils. Scott Sanderson 2016-08-12 14:03:49 -04:00
• 1d93e1c21f ENH: Add as_column to numpy_utils. Scott Sanderson 2016-08-12 14:03:49 -04:00
• 765f9b6d57 MAINT: Improve/test errors for insufficient data. Scott Sanderson 2016-08-12 14:03:15 -04:00
• a81562d5f4 MAINT: Improve/test errors for insufficient data. Scott Sanderson 2016-08-12 14:03:15 -04:00
• 4c59857e1f DOC: Add a docstring for RecarrayField. Scott Sanderson 2016-08-12 13:15:31 -04:00
• d4a9d286fc DOC: Add a docstring for RecarrayField. Scott Sanderson 2016-08-12 13:15:31 -04:00
• 14a95449ca DOC: Clarify how AssetExists() is special. Scott Sanderson 2016-08-12 13:09:04 -04:00
• 670f3c106f DOC: Clarify how AssetExists() is special. Scott Sanderson 2016-08-12 13:09:04 -04:00
• b6bacd2815 DOC: Fix typo in docstring. Scott Sanderson 2016-08-12 13:08:40 -04:00
• 9e06886794 DOC: Fix typo in docstring. Scott Sanderson 2016-08-12 13:08:40 -04:00
• 5723976e56 MAINT: Use session bar reader interface. Eddie Hebert 2016-08-17 14:30:48 -04:00
• 3511959520 MAINT: Use session bar reader interface. Eddie Hebert 2016-08-17 14:30:48 -04:00
• 08a03edad7 MAINT: Use TradingCalendar objects for bundles (#1397) Andrew Daniels 2016-08-17 13:37:07 -04:00
• 440806ad60 MAINT: Use TradingCalendar objects for bundles (#1397) Andrew Daniels 2016-08-17 13:37:07 -04:00
• 9bd16aa313 Merge pull request #1401 from quantopian/session-bar-interface Eddie Hebert 2016-08-17 12:30:17 -04:00
• deac07d264 Merge pull request #1401 from quantopian/session-bar-interface Eddie Hebert 2016-08-17 12:30:17 -04:00
• ce717a1061 MAINT: Factor out session bar reader interface. Eddie Hebert 2016-08-17 11:12:39 -04:00
• 151b01389a MAINT: Factor out session bar reader interface. Eddie Hebert 2016-08-17 11:12:39 -04:00
• 5a3588875a Merge pull request #1399 from quantopian/move-resample-code Eddie Hebert 2016-08-17 10:25:39 -04:00
• 72ee32025f Merge pull request #1399 from quantopian/move-resample-code Eddie Hebert 2016-08-17 10:25:39 -04:00
• 19429b9ad8 Merge pull request #1398 from quantopian/validate-attach-pipeline Scott Sanderson 2016-08-16 19:49:31 -04:00
• 7a330f6bf9 Merge pull request #1398 from quantopian/validate-attach-pipeline Scott Sanderson 2016-08-16 19:49:31 -04:00
• c7bd0d06e2 ENH: Add input validation to attach_pipeline. Scott Sanderson 2016-08-16 15:53:20 -04:00
• ed3b0fcaa7 ENH: Add input validation to attach_pipeline. Scott Sanderson 2016-08-16 15:53:20 -04:00
• 9685f3077a TST: Share resample test cases. Eddie Hebert 2016-08-16 11:17:57 -04:00
• d1f7a819fc TST: Share resample test cases. Eddie Hebert 2016-08-16 11:17:57 -04:00
• 369eedf583 Merge pull request #1391 from quantopian/minute-bar-interface Eddie Hebert 2016-08-15 22:34:40 -04:00
• 4642fd2e1b Merge pull request #1391 from quantopian/minute-bar-interface Eddie Hebert 2016-08-15 22:34:40 -04:00
• 3136ef3f93 BUG: Fixes asset writer to the select the latest asset to hold a sid (#1392) Andrew Daniels 2016-08-15 20:38:02 -04:00
• 7719f6e1a2 BUG: Fixes asset writer to the select the latest asset to hold a sid (#1392) Andrew Daniels 2016-08-15 20:38:02 -04:00
• 60f65cb8ce MAINT: Define minute bar reader interface. Eddie Hebert 2016-08-15 15:35:03 -04:00
• b3d0f672a4 MAINT: Define minute bar reader interface. Eddie Hebert 2016-08-15 15:35:03 -04:00
• 90a8ea2df3 Merge pull request #1390 from quantopian/revert-can-trade-behavior-for-now Jean Bredeche 2016-08-15 11:22:46 -07:00
• a0116349c9 Merge pull request #1390 from quantopian/revert-can-trade-behavior-for-now Jean Bredeche 2016-08-15 11:22:46 -07:00
• 34ec70abec BUG: Temporarily commenting out new can_trade functionality until we sort out downstream dependencies. Jean Bredeche 2016-08-13 21:19:01 -04:00
• 9a2ad260e5 BUG: Temporarily commenting out new can_trade functionality until we sort out downstream dependencies. Jean Bredeche 2016-08-13 21:19:01 -04:00
• 0ebffbaeb9 Merge pull request #1388 from quantopian/future-pricing-cleanup Eddie Hebert 2016-08-11 14:21:53 -04:00
• 6688ae7bb6 Merge pull request #1385 from quantopian/register-calendar-types Jean Bredeche 2016-08-11 12:44:41 -04:00
• 294c716112 MAINT: Define futures minutes per day. Eddie Hebert 2016-08-11 12:32:17 -04:00
• e5fb4bb9c6 MAINT: Remove unused future pricing stubs. Eddie Hebert 2016-08-11 12:29:37 -04:00
• 9f15efd8a0 MAINT: Removed unused module Richard Frank 2016-08-11 12:11:47 -04:00
• 7803ec6e46 ENH: Add public API to register calendars by type Jean Bredeche 2016-08-10 09:49:53 -04:00
• 220ffc54a8 Merge pull request #1387 from quantopian/sqlite-needs-distinct-on-because-this-is-ugly Joe Jevnik 2016-08-10 16:10:04 -04:00
• 23363ee45a TST: test the v5->v4 downgrade Joe Jevnik 2016-08-10 15:32:49 -04:00
• ea80b8892c TST: Adds dispatch for assert_equal(set, set) Joe Jevnik 2016-08-10 15:32:36 -04:00
• 1b17296efd BUG: fix the v5-v4 downgrade path to properly take the most recently held ticker Joe Jevnik 2016-08-10 13:27:28 -04:00
• 5811129acb Merge pull request #1386 from quantopian/conda-updates Richard Frank 2016-08-10 13:24:15 -04:00
• 0c71aaa6ad BLD: Try newer appveyor image Richard Frank 2016-08-10 12:54:49 -04:00
• 7d9f191ae8 BLD: Update conda packages Richard Frank 2016-08-10 12:53:51 -04:00
• f5ff9d8514 Merge pull request #1384 from quantopian/fix-flapping-stoch-osc-test Scott Sanderson 2016-08-09 18:52:33 -04:00
• 007e1f9cfb BUG/TEST: Fix stochastic oscillator test. Scott Sanderson 2016-08-09 17:52:07 -04:00
• 5cf9921f04 Merge pull request #1381 from quantopian/test-futures-last-sale-dt Eddie Hebert 2016-08-09 15:52:50 -04:00
• 05ec87b45b Merge pull request #1380 from quantopian/show-correct-symbol Joe Jevnik 2016-08-09 15:29:04 -04:00
• 34c74346c9 ENH: Data portal reads future asset pricing. Eddie Hebert 2016-08-08 15:05:19 -04:00
• 37f4a5a56b TST: Add tests for Future asset last sale price. Eddie Hebert 2016-08-08 11:28:58 -04:00
• 24f2ef8d72 Merge pull request #1383 from quantopian/fix-holiday-calendar Jean Bredeche 2016-08-09 10:04:32 -04:00
• 7b3f604584 Merge pull request #1382 from quantopian/window-safe-zscore David Michalowicz 2016-08-09 09:29:58 -04:00
• ec441c55ea BUG: Fix HolidayCalendar init Jean Bredeche 2016-08-09 09:10:43 -04:00
• 1dad512184 BUG: zscores should be window safe dmichalowicz 2016-08-08 18:07:34 -04:00
• 586a41ff7c DOC: explain the group by and inner select more Joe Jevnik 2016-08-08 16:39:24 -04:00
• 8fa84b0f00 BUG: always show the most recent symbol in Asset objects Joe Jevnik 2016-08-08 13:01:55 -04:00
• 8c53d49d40 Merge pull request #1379 from quantopian/data-portal-coverage Eddie Hebert 2016-08-08 10:35:18 -04:00
• bc4c6fb245 MAINT: Use reader dict for last sale dt lookup. Eddie Hebert 2016-08-03 13:43:57 -04:00
• c7020a9945 TST: Use data portal fixture. Eddie Hebert 2016-08-03 13:20:54 -04:00
• a260fb16c4 Merge pull request #1378 from quantopian/use-asset-type-to-key-fixture-calendars Eddie Hebert 2016-08-08 06:33:12 -04:00
• f4891b0a08 TST: Key trading calendar fixture with Asset types Eddie Hebert 2016-08-08 03:49:48 -04:00
• fc11fd0fc5 Merge pull request #1377 from quantopian/isolate-global-calendar-state Scott Sanderson 2016-08-05 16:26:46 -04:00
• a265356082 MAINT: Remove unused variable. Scott Sanderson 2016-08-05 16:03:00 -04:00
• c77d51de83 MAINT: Isolate global calendar state. Scott Sanderson 2016-08-05 15:25:02 -04:00
• ab1e11862f Merge pull request #1372 from quantopian/use-sum-instead-of-last-for-sourcing-daily Eddie Hebert 2016-08-05 14:53:23 -04:00
• dd2c7db22d TST: Use sum for volume on daily data resample. Eddie Hebert 2016-08-03 15:14:25 -04:00
• d2cab0668f Merge pull request #1366 from quantopian/multi-trading-calendars Eddie Hebert 2016-08-05 13:54:50 -04:00
• e934c6aeaf TST: Make room for multiple calendars in tests. Eddie Hebert 2016-08-02 13:19:45 -04:00
• 7075a24ba7 Merge pull request #1373 from quantopian/proper-log-timestamps-in-bts Jean Bredeche 2016-08-04 12:21:06 -04:00
• 2a41331da3 BUG: Need to set simulation_dt in before_trading_start Jean Bredeche 2016-08-04 11:59:48 -04:00
• 8a44231fa5 Merge pull request #1346 from quantopian/check-exchange-time Jean Bredeche 2016-08-04 10:04:55 -04:00
• d1077a36c2 TST: Fix broken tests, updated example data Jean Bredeche 2016-08-02 23:25:54 -04:00
• 7d4b19a7f0 ENH: Use bundle name as exchange value Jean Bredeche 2016-08-02 22:53:08 -04:00
• e6af4e4f1b ENH: made exchange a required parameter to Asset and its subclasses Jean Bredeche 2016-08-02 22:52:47 -04:00
• 17e390a379 ENH: Read asset's exchange directly Jean Bredeche 2016-08-02 13:52:08 -04:00
• 9ae725b940 ENH: update register_calendar API to take a specific name Jean Bredeche 2016-08-02 13:51:55 -04:00
• 97ccb54326 MAINT: PR cleanup Jean Bredeche 2016-07-27 15:52:34 -04:00
• 6020752a1d TST: Filter out pandas performance warnings in tests (for now) Jean Bredeche 2016-07-25 08:36:13 -04:00
• fd03004d9f TST: Add tests to verify that we check the correct exchange calendar for can_trade Jean Bredeche 2016-07-24 20:58:17 -04:00
• 2854c77d55 ENH: Clock now fires a BEFORE_TRADING_START_BAR event. Jean Bredeche 2016-07-22 11:15:56 -04:00
• d8af3fb92e ENH: Augment data.can_trade to check whether the asset's exchange is currently open. Jean Bredeche 2016-07-20 09:08:46 -04:00
• 164bd06dba Merge pull request #1368 from quantopian/lots-of-symbols Joe Jevnik 2016-08-02 19:48:48 -04:00
• 1f10fff1c4 BUG: support querying more than 999 assets at a time Joe Jevnik 2016-08-02 18:34:00 -04:00
• 7e99094cb1 ENH: add __len__ and fix iteration for negative step Joe Jevnik 2016-08-02 18:33:28 -04:00
• 39e7476765 Merge pull request #1367 from quantopian/smoothing-at-least Gil Wassermann 2016-08-02 17:19:43 -04:00
• e09fadb7e7 DOC: added to whatsnew Gil Wassermann 2016-08-02 16:39:24 -04:00
• 483397e554 ENH: Added AtLeastN filter Gil Wassermann 2016-08-02 16:34:32 -04:00
• 74c46732e5 Merge pull request #1361 from quantopian/point-in-time-assets-db-again Joe Jevnik 2016-08-02 15:35:56 -04:00
• 19ecb8d5e8 TST: add tests for range.__eq__ Joe Jevnik 2016-08-01 14:25:36 -04:00
• 537ad05d59 ENH: other fields do not need to remain constant Joe Jevnik 2016-08-01 12:25:44 -04:00
• 6708ef1bdf ENH: update assets-db-error-msg Joe Jevnik 2016-07-27 23:28:02 -04:00
• 4265a13edf Revert "Merge pull request #1354 from quantopian/revert-1302-point-in-time-asset-db" Joe Jevnik 2016-07-29 11:46:39 -04:00
• 5b9d2e2d04 Merge pull request #1353 from quantopian/yield_capital_changes2 Andrew Liang 2016-08-02 14:19:55 -04:00
• f244dea27b Merge pull request #1365 from quantopian/mooooore-doc-tweaks David Michalowicz 2016-08-02 13:29:42 -04:00