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• ecac6e9e08 Merge pull request #1360 from quantopian/shorten-equity-exchange Jean Bredeche 2016-08-02 11:35:27 -04:00
• 97099a0e92 DOC: regression docstring typos dmichalowicz 2016-08-02 11:14:41 -04:00
• c54ede896c rebuilt in py3/pandas16 Jean Bredeche 2016-08-02 10:43:04 -04:00
• 129d16fd3d Merge pull request #1358 from quantopian/smoothing Scott Sanderson 2016-08-02 10:32:11 -04:00
• 7761c736da Merge pull request #1364 from sagivo/patch-3 Scott Sanderson 2016-08-02 10:30:24 -04:00
• 33bef2165c rebuilt data in py3 Jean Bredeche 2016-08-02 10:17:19 -04:00
• a40d205afa ENH: Adding exchange_full to equity asset column Jean Bredeche 2016-08-01 13:08:38 -04:00
• 499703d227 Merge pull request #1363 from quantopian/smoothing-filters Gil Wassermann 2016-08-02 08:51:15 -04:00
• 5cbddab0a3 remove symbols, print head Sagiv Ofek 2016-08-02 01:26:55 -04:00
• f13294de4e ENH: Rename StrictlyTrue to All and add Any(). Scott Sanderson 2016-08-01 21:59:58 -04:00
• 574d7b197f TEST: test for rolling nature of smoothing filter Gil Wassermann 2016-08-01 15:35:22 -04:00
• 5904ecb40f ENH: Yield capital change information Andrew Liang 2016-07-21 11:29:13 -04:00
• 18aba63da9 Merge pull request #1359 from quantopian/refactor_subperiod Andrew Liang 2016-08-01 14:00:48 -04:00
• 7623c0f6eb MAINT: .sum() behaviour Gil Wassermann 2016-08-01 13:48:14 -04:00
• 98f3fc9326 MAINT: Refactor application of capital changes Andrew Liang 2016-07-28 14:52:29 -04:00
• c10af2a0b9 TEST: more thorough testing Gil Wassermann 2016-08-01 11:40:14 -04:00
• 73de8e6182 STY: style changes and strictly_true_filter Gil Wassermann 2016-08-01 11:16:02 -04:00
• 2d5a2055d0 DOC: Added smoothing filter to whatsnew Gil Wassermann 2016-08-01 08:24:20 -04:00
• 694d9e952a ENH: added smoothing to zipline Gil Wassermann 2016-08-01 08:20:10 -04:00
• 9103516e82 Merge pull request #1313 from nathanwolfe/master Joe Jevnik 2016-07-29 20:11:56 -04:00
• 0a196c7a69 MAINT: Correct PanelBarReader sessions property, expand test Nathan Wolfe 2016-07-25 12:53:46 -04:00
• ab9a899c5b MAINT: Switch PanelBarReader to take trading calendar and freq args Nathan Wolfe 2016-07-18 18:18:06 -04:00
• 763f2ab8b4 MAINT: Combine daily and minute into PanelBarReader. Nathan Wolfe 2016-07-13 17:45:07 -04:00
• 69506570dd ENH: Guard against tz-naive index for Panel data. Nathan Wolfe 2016-07-11 16:20:34 -04:00
• bdce4ef257 TST: Expand Panel data test to test for multiple sids. Nathan Wolfe 2016-07-11 16:06:53 -04:00
• 3efbe6bc17 MAINT: Clean up data freq inference in TradingAlgorithm.run. Nathan Wolfe 2016-06-30 15:58:58 -04:00
• 55b79e8f32 TST: Test TradingAlgorithm.run and run_algorithm on raw Panel data Nathan Wolfe 2016-06-30 15:10:59 -04:00
• 19d493707f ENH: Improve TradingAlgorithm.run daily or minute data freq assumption Nathan Wolfe 2016-06-28 13:31:50 -04:00
• 96dc1c3721 BUG: Generate sim_params within run_algorithm, fix it for raw data Nathan Wolfe 2016-06-27 16:45:16 -04:00
• cfe755855c ENH: Add PanelMinuteBarReader, use it in TradingAlgorithm.run. Nathan Wolfe 2016-06-24 16:01:42 -04:00
• a937d6e6b1 Merge pull request #1352 from quantopian/move-daily-aggregator Jean Bredeche 2016-07-28 09:45:50 -04:00
• 3b633011c6 Merge pull request #1354 from quantopian/revert-1302-point-in-time-asset-db Joe Jevnik 2016-07-27 23:54:59 -04:00
• 814a2be7b7 Revert "Point in time asset db" Joe Jevnik 2016-07-27 23:29:08 -04:00
• e00a25568d MAINT: Move daily aggregator to own module. Eddie Hebert 2016-07-27 16:59:26 -04:00
• 70ac5323de Merge pull request #1351 from quantopian/daily-to-minutely-take-2 Jean Bredeche 2016-07-27 11:12:45 -04:00
• 3305933089 DEV: Change daily mode to use last minute of session instead of session itself. Jean Bredeche 2016-07-21 10:00:04 -04:00
• 2462929368 Revert "Merge pull request #1340 from quantopian/by-daily-i-mean-minutely" Jean Bredeche 2016-07-26 16:20:14 -04:00
• 52f3e91a4b Merge pull request #1341 from quantopian/generalize-minute-bars Eddie Hebert 2016-07-26 15:17:00 -04:00
• d6e3da9405 Merge pull request #1302 from quantopian/point-in-time-asset-db Joe Jevnik 2016-07-26 14:23:13 -04:00
• b7bb6ca6b7 MAINT: remove redundant branch Joe Jevnik 2016-07-20 18:19:11 -04:00
• e294d43388 BUG: coerce array scalars to ints in sqla select Joe Jevnik 2016-07-20 18:16:12 -04:00
• bc10447b9e TST: add assert_equal dispatch for other ndframe objects Joe Jevnik 2016-07-19 17:09:22 -04:00
• e246dc7661 MAINT: make asset classes know about their own kwargs Joe Jevnik 2016-07-19 17:09:08 -04:00
• 166a8fe030 ENH: fix float default Joe Jevnik 2016-07-19 11:46:09 -04:00
• 92d79f76aa MAINT: remove unused 'let' function Joe Jevnik 2016-07-15 14:01:24 -04:00
• fc297544e0 MAINT: py2 compat Joe Jevnik 2016-07-14 18:47:04 -04:00
• c18902496e STY: unused import Joe Jevnik 2016-07-14 16:45:47 -04:00
• d7620b7063 DOC: update docstrings for lookup_*symbol Joe Jevnik 2016-06-24 20:45:26 -04:00
• fb532c3fe8 TST: Adds test for symbol changes Joe Jevnik 2016-06-24 20:32:24 -04:00
• 7fd8c29880 ENH: add point in time aspect to equity symbol mapping Joe Jevnik 2016-06-24 16:10:50 -04:00
• 54be3858ba TST: adds test bundle to builtins to make it easier to rebuild when the asset db changes Joe Jevnik 2016-06-24 21:34:16 -04:00
• f4456719b0 Merge pull request #1340 from quantopian/by-daily-i-mean-minutely Jean Bredeche 2016-07-26 12:51:33 -04:00
• bcb547d5a8 DEV: Change daily mode to use last minute of session instead of session itself. Jean Bredeche 2016-07-21 10:00:04 -04:00
• 5cfccb9dd2 ENH: Add a format version to minute bar metadata. Eddie Hebert 2016-07-26 11:44:49 -04:00
• 14489c8b10 ENH: Removes dependence of BcolzMinuteBarReader on 390 minutes per day Andrew Daniels 2016-06-23 15:05:28 -04:00
• 4be07e4628 Merge pull request #1349 from quantopian/groupby-rank-top Scott Sanderson 2016-07-26 03:26:32 -04:00
• a935943688 DOC: Add whatsnew for grouped top/bottom/rank. Scott Sanderson 2016-07-26 02:09:29 -04:00
• 161771917e DOC: Mention groupby in top/bottom docs. Scott Sanderson 2016-07-26 02:08:59 -04:00
• 49bb8264dc ENH: Finish adding groupby to rank/top/bottom. Scott Sanderson 2016-07-26 01:56:50 -04:00
• 9e3404646e add groupby to rank, top, and bottom Andrey Portnoy 2016-06-03 17:23:27 -07:00
• 161922897e Merge pull request #1282 from quantopian/fix-data-tests-discovery Lotanna Ezenwa 2016-07-25 18:36:38 -04:00
• 828ddbd927 Merge pull request #1348 from quantopian/pycon2016_cap Joe Jevnik 2016-07-25 15:05:11 -04:00
• f43941933f ENH: Makes working_dir work on Windows. Updates bundle core LotannaEzenwa 2016-07-11 14:32:53 -04:00
• b2ee6c6f84 BUG: forward show_progress in yahoo Joe Jevnik 2016-06-20 15:20:02 -04:00
• ec0ecfc1b9 TST: don't use showprogress in tests Joe Jevnik 2016-06-20 14:49:51 -04:00
• 25ed414a66 MAINT: use new tempdir for windows Joe Jevnik 2016-06-20 14:17:09 -04:00
• e8728c0cd4 TST: fix data tests Joe Jevnik 2016-06-15 19:52:32 -04:00
• ef4eafbbb8 TST: fix bundle test discovery Joe Jevnik 2016-06-15 19:13:39 -04:00
• 25474cf475 DOC: add default inputs and window length to TrueRange Joe Jevnik 2016-07-25 12:36:22 -04:00
• 072ada812a STY: fixed flake8 failing test ChrisPappalardo 2016-06-02 19:50:05 -07:00
• 5888cf1657 ENH: add true range technical factor ChrisPappalardo 2016-06-02 18:12:36 -07:00
• 2fe94d0c29 Merge pull request #1337 from quantopian/margin_changes Andrew Liang 2016-07-25 10:54:34 -04:00
• 75b3dc6fe4 Merge pull request #1338 from quantopian/window-safe-filters Scott Sanderson 2016-07-25 10:38:08 -04:00
• 0955515c46 TEST: Test capital changes using target values Andrew Liang 2016-07-13 14:01:50 -04:00
• fdf8cdcd68 BUG: Account object missing initial total_positions_exposure attr Andrew Liang 2016-07-15 18:03:19 -04:00
• a9d698018a MAINT: Refactor checking, calculation and processing of capital changes Andrew Liang 2016-07-12 16:10:31 -04:00
• a5342550b1 Merge pull request #1347 from quantopian/all-daily-bar-readers-need-sessions Jean Bredeche 2016-07-24 21:41:50 -04:00
• 3cc1cf078a TEST: Parameterize over window_length. Scott Sanderson 2016-07-24 21:21:40 -04:00
• be857ead0e DOC: Clarify default window-safety for Filters. Scott Sanderson 2016-07-24 21:17:16 -04:00
• a424225dce Merge pull request #1345 from quantopian/notnull-filter Scott Sanderson 2016-07-24 21:15:08 -04:00
• 7418e893a9 BUG: Implement sessions property for PanelDailyBarReader Jean Bredeche 2016-07-24 21:08:11 -04:00
• ea01fb074a STY: style changes Gil Wassermann 2016-07-22 16:08:33 -04:00
• 43957b0d09 ENH: Add NotNullFilter. Scott Sanderson 2016-07-22 14:57:03 -04:00
• 9c6aa0cd58 DOC: Added documentation about window-safe filters Gil Wassermann 2016-07-22 15:21:18 -04:00
• b4aa0aecbb STY: Flake8 Gil Wassermann 2016-07-22 15:08:34 -04:00
• 36a727f4af ENH: sum vs nansum cleared up Gil Wassermann 2016-07-22 14:56:59 -04:00
• 5fd6550718 Merge pull request #1344 from quantopian/more-docs-tweaks David Michalowicz 2016-07-22 14:44:15 -04:00
• 5e991a16d3 ENH: Test added and runs without error Gil Wassermann 2016-07-22 14:30:35 -04:00
• f404538008 DOC: More pipeline docstring tweaks dmichalowicz 2016-07-22 13:54:16 -04:00
• f44f0ff454 Merge pull request #1342 from quantopian/deal-with-bad-getdatetime-params Jean Bredeche 2016-07-21 22:14:02 -04:00
• 63ef840363 ENH: Verify params passed to get_datetime Jean Bredeche 2016-07-21 14:15:42 -04:00
• c31d3b7904 ENH: Test now works Gil Wassermann 2016-07-21 12:25:02 -04:00
• 21b33f03f9 ENH: test filter up and running Gil Wassermann 2016-07-21 10:21:19 -04:00
• 98be158c20 ENH: storing commits. test case added Gil Wassermann 2016-07-21 08:49:41 -04:00
• d7b631617c ENH: made filters window safe Gil Wassermann 2016-07-20 17:10:08 -04:00
• f146d6d8c1 MAINT: For capital changes, support input of delta or target value Andrew Liang 2016-07-11 12:09:17 -04:00
• 71b2363775 Merge pull request #1336 from quantopian/pipeline-docs-touchups David Michalowicz 2016-07-20 15:38:33 -04:00
• 9cc5796b3e DOC: Pipeline docstring edits dmichalowicz 2016-07-20 15:10:23 -04:00
• 52cb0fc70a DEV: Allow net_leverage value to be forced by broker Andrew Liang 2016-07-11 11:19:32 -04:00
• adea192f02 BLD: Fix some imports. Jean Bredeche 2016-07-20 09:10:32 -04:00