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• f640f331c2 Merge pull request #1335 from quantopian/more-calendars Jean Bredeche 2016-07-20 08:29:35 -04:00
• 21aca754ba ENH: Reorganized internal calendar implementation. Jean Bredeche 2016-07-14 22:10:54 -04:00
• 6cebf05417 BUG: Further corrections for days_at_time (#1334) Andrew Daniels 2016-07-19 13:19:40 -04:00
• b364b0fbfc Merge pull request #1307 from quantopian/sid-to-sid-2 David Michalowicz 2016-07-19 13:14:40 -04:00
• a8486c5f6e ENH: Factor-to-factor correlations/regressions dmichalowicz 2016-06-28 10:43:46 -04:00
• dffdf0a670 Merge pull request #1333 from quantopian/fix-days-at-time-offset Andrew Daniels 2016-07-18 17:53:11 -04:00
• bcc867b143 BUG: Use Timedelta instead of DateOffset in days_at_time calendar helper Andrew Daniels 2016-07-18 16:59:54 -04:00
• 5f09203827 Merge pull request #1330 from quantopian/fix-daily-bar-writer Jean Bredeche 2016-07-15 15:41:20 -04:00
• 5a0f840917 Clean up daily bar reader/writer to take advantage of new trading calendar. The reader is backwards-compatible with the previous format. Jean Bredeche 2016-07-15 13:17:10 -04:00
• e0f6abda2e Merge pull request #1328 from quantopian/sample-event-utils-test Scott Sanderson 2016-07-15 09:53:02 -04:00
• 2af26ee38f Merge pull request #1327 from quantopian/fix-brainfarts Jean Bredeche 2016-07-14 20:53:41 -04:00
• 835fab8ebd Merge pull request #1323 from quantopian/pmap-blaze-query Joe Jevnik 2016-07-14 18:40:57 -04:00
• 67f76e4d67 PERF: Speed up event utils test case. Scott Sanderson 2016-07-14 17:38:58 -04:00
• 5473ec240d ENH: Adds the ability to run blaze queries concurrently Joe Jevnik 2016-07-13 18:12:58 -04:00
• 90035e7bed Merge pull request #1325 from quantopian/lwma Joe Jevnik 2016-07-14 15:52:15 -04:00
• 295cfa3846 Fix some mistakes from a previous merge. Jean Bredeche 2016-07-14 15:40:36 -04:00
• 5756f2932d ENH: Adds LinearWeightedMovingAverage factor Samuel Woo 2016-07-14 14:21:53 -04:00
• e22108b7ef Merge pull request #1312 from quantopian/24-5-backtesting Jean Bredeche 2016-07-14 10:05:18 -04:00
• 8b9a9dd547 Merge pull request #1324 from quantopian/rate-of-change-percentage Richard Frank 2016-07-13 21:23:35 -04:00
• 3d6fdc0755 Make sure we are passing ints to nth. Jean Bredeche 2016-07-13 20:40:57 -04:00
• c9b0e4050d TST: Added more test cases for RateOfChangePercentage Richard Frank 2016-07-13 19:45:51 -04:00
• dc0784b88d MAINT: Removed defaults from RateOfChangePercentage Richard Frank 2016-07-13 19:44:13 -04:00
• 8a32c2b7ce ENH: Add Rate of change Percentage indicator Elizaveta239 2016-06-04 12:06:19 -07:00
• 4a0629b894 Merge pull request #1263 from quantopian/cloud-computing Joe Jevnik 2016-07-13 15:27:58 -04:00
• 4af61d2c39 unused Jean Bredeche 2016-07-13 09:13:39 -04:00
• 0f1c08024a ENH: Adds the ichimoku cloud factor Joe Jevnik 2016-06-04 17:57:44 -04:00
• 958d455a7a ENH: Support default params for terms Joe Jevnik 2016-06-04 17:57:06 -04:00
• 6fb4923cc7 Re-implemented the Calendar API. Jean Bredeche 2016-06-20 10:30:31 -04:00
• db4e06055c Merge pull request #1317 from quantopian/reduce-number-of-days-for-test-misc-api Eddie Hebert 2016-07-11 15:47:51 -04:00
• 4840e124af TST: Speed up TestMiscellaneousAPI Eddie Hebert 2016-07-07 15:01:55 -04:00
• 7c170274a3 Merge pull request #1310 from quantopian/vagrantf Richard Frank 2016-07-07 16:25:29 -04:00
• 424d7747da DOC: Updated whatsnew with VagrantFile update Richard Frank 2016-07-07 16:01:48 -04:00
• 8f9bc98eb1 DEV: Added cleaning of cython assets to dev Dockerfile as well Richard Frank 2016-06-29 07:34:16 -04:00
• 95d59c1ddb DOC: Include info about location of zipline repo inside vagrant Richard Frank 2016-06-28 19:04:36 -04:00
• bd45bb0230 MAINT: Tee output to console and log file Richard Frank 2016-06-28 08:35:31 -04:00
• ec4336ff0c DEV: Exit on error Richard Frank 2016-06-28 08:35:15 -04:00
• a728ef2bf1 DEV: Merged updated Vagrantfile with vagrant_init.sh Richard Frank 2016-06-28 08:34:35 -04:00
• 86938d4457 DEV: VagrantFile for Ubuntu 14.04 that includes the development environment. Eric LaFevers 2016-06-02 19:22:35 -07:00
• 459366c17a Merge pull request #1301 from quantopian/blaze-loader-single-columns David Michalowicz 2016-07-01 13:35:49 -04:00
• d8e9fa91bd Loader return column vector for no sids case dmichalowicz 2016-06-23 12:14:39 -04:00
• d6c1c5fce9 Merge pull request #1309 from nathanwolfe/adv-fix David Michalowicz 2016-06-30 14:04:43 -04:00
• 65a1e3465c Merge pull request #1311 from quantopian/prefix-equity-bar-fixtures Eddie Hebert 2016-06-30 09:55:35 -04:00
• 51eda06323 MAINT: Add equity to naming of bar data classes. Eddie Hebert 2016-06-28 15:30:20 -04:00
• e0e18bc328 DOC: Add AverageDollarVolume change to release notes. Nathan Wolfe 2016-06-29 13:47:56 -04:00
• 985e6bafee DOC: Add comment explaining ADV NaN test expected result calculation. Nathan Wolfe 2016-06-29 11:34:21 -04:00
• e67b5e5516 TST: Change AverageDollarVolume test to check case of partial NaNs Nathan Wolfe 2016-06-29 11:16:39 -04:00
• ebbcca73e8 TST: Add NaN cases to AverageDollarVolume factor test. Nathan Wolfe 2016-06-29 10:12:35 -04:00
• e70490a415 BUG: Correct AverageDollarVolume NaN handling Nathan Wolfe 2016-06-28 17:20:09 -04:00
• c89e957905 Merge pull request #1308 from quantopian/fix-pipeline-calendar Andrew Daniels 2016-06-28 14:27:33 -04:00
• 5ac66aa19e BUG: Don't use calendar from daily bars in USEquityPricingLoader Andrew Daniels 2016-06-28 12:46:05 -04:00
• 43f4c3a2d3 Merge pull request #1306 from quantopian/disable-tradingcalendar-deprecation Andrew Daniels 2016-06-28 11:02:22 -04:00
• 4fd444dbb2 MAINT: Disable deprecation warning for tradingcalendar Andrew Daniels 2016-06-28 10:06:11 -04:00
• a4298a9c72 Merge pull request #1304 from quantopian/remove-unused-data-source-code Eddie Hebert 2016-06-27 13:41:47 -04:00
• a721380664 MAINT: Remove unused test factory functions. Eddie Hebert 2016-06-27 09:55:18 -04:00
• ca58632815 MAINT: Remove DataSource and derived classes. Eddie Hebert 2016-06-27 09:51:27 -04:00
• 28055ed36d Merge pull request #1303 from degtyarevalexey/master Joe Jevnik 2016-06-26 23:05:40 -04:00
• 84afb997d3 DOC: Fix typo in command line to ingest quandl Alexey Degtyarev 2016-06-27 01:55:21 +03:00
• c26e12bad8 Merge pull request #1288 from quantopian/pandas-tz-normalize-bug-workaround Maya Tydykov 2016-06-23 14:20:35 -04:00
• 07b84f87fb PERF: Speed up test_events. Scott Sanderson 2016-06-22 16:53:56 -04:00
• 321e6f719f TST: expand tests Maya Tydykov 2016-06-17 15:20:49 -04:00
• 9395a469f0 BUG: change timestamp normalization to account for pandas bug Maya Tydykov 2016-06-17 12:50:58 -04:00
• abd10d0ca2 Merge pull request #1267 from quantopian/pipeline-single-columns David Michalowicz 2016-06-23 11:18:58 -04:00
• 393f82e81e ENH: Add single-column input/output capabilities to pipeline terms dmichalowicz 2016-06-02 12:43:32 -04:00
• e510cbbf7b Merge pull request #1280 from quantopian/bad-pipeline-columns Scott Sanderson 2016-06-22 18:44:40 -04:00
• 000b64703a BUG: Fixes quandl bundle failing to download pricing data Richard Frank 2016-06-22 18:05:54 -04:00
• 69b6cff964 Merge pull request #1289 from quantopian/wildcard Richard Frank 2016-06-22 18:09:57 -04:00
• d608e0af4f Merge pull request #1276 from quantopian/blaze-loader-checkpoints Joe Jevnik 2016-06-21 16:48:08 -04:00
• ca37d73c7b TST: fix setup in test_flip_algo Joe Jevnik 2016-06-20 15:57:48 -04:00
• bfa3e6f153 TST: 32b compat doctests Joe Jevnik 2016-06-20 15:38:48 -04:00
• efd7bf72c3 TST: py3 compat doctests Joe Jevnik 2016-06-20 15:16:33 -04:00
• 5925107052 TST: fix doctests to actually run Joe Jevnik 2016-06-17 19:29:09 -04:00
• b210acb121 DOC: typo Joe Jevnik 2016-06-21 14:00:40 -04:00
• cb266b983a TST: more test for checkpoints Joe Jevnik 2016-06-21 13:20:52 -04:00
• c2723f3487 BUG: query everything if deltas are empty Joe Jevnik 2016-06-21 13:20:43 -04:00
• 65bf854897 Merge pull request #1296 from quantopian/fix_month_start_rule Andrew Liang 2016-06-21 12:55:06 -04:00
• 1643bd1db6 BUG: get_first_trading_day_of_month needs to return normalized dt Andrew Liang 2016-06-21 12:26:40 -04:00
• aa36d906c7 Merge pull request #1294 from quantopian/remove-hurricane-sandy-cme Andrew Daniels 2016-06-21 11:20:50 -04:00
• dd38ca9747 BUG: Removes Hurricane Sandy closings from CME exchange calendar Andrew Daniels 2016-06-21 10:14:19 -04:00
• 6374515109 Merge pull request #1293 from quantopian/remove-munge Eddie Hebert 2016-06-21 10:29:24 -04:00
• 87843e22fe MAINT: Remove unused module. Eddie Hebert 2016-06-21 09:50:00 -04:00
• c0d08f9c0d TST: Adds wildcard object for assert_equal Joe Jevnik 2016-06-17 19:28:46 -04:00
• caebdf7cfc MAINT: shuffle the complex expression checks Joe Jevnik 2016-06-20 13:35:07 -04:00
• 46d8a02b14 Merge pull request #1290 from quantopian/fix-data-portal-futures Andrew Daniels 2016-06-20 12:33:42 -04:00
• 7ae370b037 MAINT: Fixes DataPortal.get_spot_value to correctly handle 'price' field Andrew Daniels 2016-06-20 10:34:18 -04:00
• 9f02f147b0 Merge pull request #1283 from quantopian/custom-paths-for-fixtures Eddie Hebert 2016-06-20 10:08:27 -04:00
• ed8947dfb3 Language tweaks dmichalowicz 2016-06-17 18:18:46 -04:00
• cb67ee425e TST: coverage Joe Jevnik 2016-06-15 13:53:43 -04:00
• 1c3ad70431 DOC: docs for checkpoints Joe Jevnik 2016-06-13 18:26:08 -04:00
• c8cf5a6761 ENH: add ffill checkpointing to blaze core loader Joe Jevnik 2016-05-26 18:36:18 -04:00
• d6793e7a71 TST: Allow customization of various fixture paths. Eddie Hebert 2016-06-16 12:25:29 -04:00
• 7176bb7f88 Merge pull request #1287 from quantopian/remove_add_history Richard Frank 2016-06-17 14:40:33 -04:00
• b416f7c287 DOC: Removed inaccurate downloads/day badge Richard Frank 2016-06-17 11:56:05 -04:00
• 9b87119fc6 DOC: Removed remaining mentions of add_history Richard Frank 2016-06-17 11:55:24 -04:00
• 3d9daf9aaf BLD: Pin conda version on travis too Richard Frank 2016-06-16 16:27:44 -04:00
• 68ba35fc0a BLD: Pin conda version Richard Frank 2016-06-16 13:38:03 -04:00
• d0894e9500 Merge pull request #1279 from quantopian/deprecate-trading-calendar Andrew Daniels 2016-06-16 13:05:10 -04:00
• 306839e6e3 MAINT: Creates deprecation warning for tradingcalendar imports Andrew Daniels 2016-06-15 11:37:09 -04:00
• 6b9b9fb8e7 BUG: Fail fast on invalid pipeline columns dmichalowicz 2016-06-15 17:38:17 -04:00
• 3d7f63f8c1 MAINT: Removed unused ExceptionSource Richard Frank 2016-06-15 10:43:20 -04:00
• 4c2f0e86eb Merge pull request #1275 from quantopian/schedule_func_resilience_2 Andrew Liang 2016-06-14 14:26:20 -04:00