Commit Graph

  • ba3ba053cb MAINT: Refactor schedule function rules Andrew Liang 2016-06-10 17:40:45 -04:00
  • 28b1da443e MAINT: Raise when trying to get a date outside trading calendar Andrew Liang 2016-06-10 17:37:08 -04:00
  • c83414e152 Merge pull request #1269 from quantopian/generic-events-loader Scott Sanderson 2016-06-10 19:52:03 -04:00
  • bc302beec9 MAINT: Rework event datasets. Scott Sanderson 2016-06-09 01:54:13 -04:00
  • 5a6b870cd5 Merge pull request #1138 from quantopian/exchange-calendars-v2 Jean Bredeche 2016-06-09 17:21:06 -04:00
  • 97d27cf407 Revert "Merge pull request #1226 from quantopian/schedule_function_resilience" Jean Bredeche 2016-06-09 17:19:46 -04:00
  • 6079604483 Merge pull request #1226 from quantopian/schedule_function_resilience Andrew Liang 2016-06-09 15:33:23 -04:00
  • 7da1eae38e Merge pull request #1270 from quantopian/just-kidding-put-old-calendar-back Jean Bredeche 2016-06-09 13:57:12 -04:00
  • 1505c62daf REV: Restore old tradingcalendar.py Jean Bredeche 2016-06-09 10:31:00 -04:00
  • 4b09715052 ENH: better comments Jean Bredeche 2016-06-09 13:28:43 -04:00
  • 7b82b9a2fd MAINT: Make schedule function rules resilient for no trading day Andrew Liang 2016-05-09 11:52:59 -04:00
  • 60cd4aab91 Use new API in tests/data/bundles/test_core.py Andrew Daniels 2016-06-08 16:24:36 -04:00
  • b5633aa87c DEV: Fix merge issues. Jean Bredeche 2016-06-08 14:16:17 -04:00
  • 02a91ec4ab MAINT: Removes the set_first_trading_day method of DataPortal Andrew Daniels 2016-06-06 17:31:38 -04:00
  • 92600d7695 BLD: get travis to run on PRs into exchange-calendars-v2 Jean Bredeche 2016-06-06 21:23:32 -04:00
  • b1428aaad1 DEV: Cleaned up trading_minute_window Jean Bredeche 2016-06-06 16:28:30 -04:00
  • e1e12534c5 ENH: speed up calculation of all trading minutes. Jean Bredeche 2016-06-06 14:35:16 -04:00
  • 1208aaf1d9 Fix from bad rebase. Jean Bredeche 2016-06-03 15:25:16 -04:00
  • 39cc355066 TST: Finishes fixing fixes for the fixed fixtures jfkirk 2016-06-03 12:27:45 -04:00
  • d437a5d675 MAINT: Rebase fixes jfkirk 2016-06-03 11:57:02 -04:00
  • 3b8b6d55e0 STY: Cleans up ExchangeCalendar construction jfkirk 2016-06-02 09:25:43 -04:00
  • 4a20157a25 BUG: Python 3 time compatibility jfkirk 2016-06-01 11:14:08 -04:00
  • 2a8f69fc01 MAINT: DataPortal env -> asset_finder jfkirk 2016-05-31 15:19:26 -04:00
  • 53fcdde66d Fixes for CMEExchangeCalendar Andrew Daniels 2016-05-26 17:08:39 -04:00
  • 0a6ad9ac9e STY: Your flake is on fleek jfkirk 2016-05-26 16:37:06 -04:00
  • 581e817603 MAINT: Rebase reconciliation jfkirk 2016-05-26 15:58:48 -04:00
  • 77cdec161a BUG: Changes type of early_closes to DatetimeIndex jfkirk 2016-05-25 13:15:20 -04:00
  • 156be81b14 ENH: Adds BMF, LSE, TSX to get_calendar jfkirk 2016-05-25 11:37:19 -04:00
  • 2a81c2066f ENH: Adds the option to force calendar registration jfkirk 2016-05-25 11:16:25 -04:00
  • ada0804df1 MAINT: Renames CME ExchangeCalendar module jfkirk 2016-05-24 14:28:41 -04:00
  • da99cd6192 ENH: Adds BMF, LSE, and TSX exchange calendars jfkirk 2016-05-24 14:26:44 -04:00
  • 219f20989f BUG: Fixes after-hours behavior on session_date jfkirk 2016-05-16 16:18:22 -04:00
  • 2e625181bc BUG: Removes reference to env.minutes_in_range jfkirk 2016-05-11 09:10:46 -04:00
  • f9812968d4 MAINT: Updates July 5th Holiday for pandas 17 jfkirk 2016-05-10 11:43:56 -04:00
  • 10a118d94c MAINT: Removes references to tradingcalendar jfkirk 2016-05-09 09:59:03 -04:00
  • 4344336576 BUG: Adds schedule arg to run_algo jfkirk 2016-05-06 15:40:18 -04:00
  • 75e0e4723d TST: Refactors more tests to use WithTradingSchedule jfkirk 2016-05-06 14:24:12 -04:00
  • d9fc514fa8 TST: Adds TradingSchedule test fixture jfkirk 2016-05-06 10:24:07 -04:00
  • 31f9f06c9a MAINT: Removes static calendar from schedule_function rules jfkirk 2016-04-26 16:05:08 -04:00
  • 591ae02a02 MAINT: Removes unnecessary NYSETradingSchedule jfkirk 2016-04-26 10:20:35 -04:00
  • 705fb4e89f MAINT: Removes use of partials in schedule classes jfkirk 2016-04-20 13:26:05 -04:00
  • ddaf3d5b02 MAINT: Consolidates minute_window methods in schedule classes jfkirk 2016-04-20 11:08:34 -04:00
  • 26742dda67 MAINT: Removes obsolete tradingcalendar module jfkirk 2016-04-18 11:51:37 -04:00
  • 241abda2a5 STY: Flake8 jfkirk 2016-04-14 16:31:05 -04:00
  • 4b7390ac81 WIP: Refactors tests to use TradingSchedule jfkirk 2016-04-13 16:29:00 -04:00
  • c8304e8601 ENH: Adds ExchangeCalendar, TradingSchedule, and implementations jfkirk 2016-04-06 14:08:06 -04:00
  • c9b5979f45 BUG: Fixed repr of PerShare Richard Frank 2016-06-08 10:26:37 -04:00
  • 787906590c Merge pull request #1254 from ChrisPappalardo/dockerfile_cap Richard Frank 2016-06-07 13:33:18 -04:00
  • 7e70f8fa98 DEV: created dockerfile for zipline development ChrisPappalardo 2016-06-02 19:38:59 -07:00
  • fd57705676 Merge pull request #1256 from quantopian/fix-history-daily-freq-in-minute Eddie Hebert 2016-06-07 11:08:18 -04:00
  • 58467f9b3e MAINT: Only calc inverse ratio if it applies. Eddie Hebert 2016-06-03 14:07:00 -04:00
  • b450ab841f BUG: Apply latest adjustment for minute 1d Eddie Hebert 2016-06-02 15:22:25 -04:00
  • 6979ae8d6a ENH: fast stochastic oscillator added (#1255) Jonny Elliott 2016-06-06 17:06:34 -04:00
  • 6cf080f4b5 BLD: fix blaze commit Joe Jevnik 2016-06-06 15:46:18 -04:00
  • af38b02870 Merge pull request #1258 from femtoghoti/add_aroon_indicator Joe Jevnik 2016-06-03 20:23:37 -04:00
  • 696e81b911 ENH: Add Aroon indicator. Eric Batalden 2016-06-03 16:28:13 -07:00
  • 7d1c79715d Merge pull request #1221 from quantopian/schedule_func_args Andrew Liang 2016-06-03 17:44:28 -04:00
  • b0827f44db Merge pull request #1257 from quantopian/remove-data-source-tables-gen Eddie Hebert 2016-06-03 17:09:52 -04:00
  • 8218176c47 Merge pull request #1248 from wilsonkichoi/master Richard Frank 2016-06-03 12:52:15 -07:00
  • 60bb681a04 Merge pull request #1250 from quantopian/cycle-breaker Richard Frank 2016-06-03 12:36:25 -07:00
  • 1056501b27 MAINT: Support the passing of a time rule positionally on the date_rule arg Andrew Liang 2016-05-20 14:46:47 -04:00
  • e75c4650b0 MAINT: Remove unused data conversion script. Eddie Hebert 2016-06-03 15:13:45 -04:00
  • 1c2e0da299 DOC: fix typo Wilson Choi 2016-06-03 11:25:41 -07:00
  • bcc187605c MAINT: Break reference cycle between algorithm and simulator Richard Frank 2016-06-02 16:19:12 -07:00
  • cf1687ec72 Merge pull request #1227 from quantopian/blaze-loader-perf Joe Jevnik 2016-06-03 14:15:33 -04:00
  • b4892d34ae Merge pull request #1249 from JimStearns206/update-tutorial-doc Joe Jevnik 2016-06-03 14:11:04 -04:00
  • 7ca53f2233 Merge pull request #1252 from jasonwirth/master Joe Jevnik 2016-06-03 14:10:37 -04:00
  • 4dd6e4fb61 correct CLI command Jason Wirth 2016-06-02 19:36:18 -07:00
  • 850ce33961 Correct typo Jason Wirth 2016-06-02 18:51:04 -07:00
  • 6aa847ca2d DOC: Fix bullet list format (minor). JimStearns206 2016-06-02 16:35:36 -07:00
  • 25cc65e393 DOC: add ingesting data ref to beginner tutorial Wilson Choi 2016-06-02 16:07:41 -07:00
  • 13f506d9c8 DOC: remove "python -m" and "--symbols" from the example Wilson Choi 2016-06-02 14:55:12 -07:00
  • 1f327f5b51 Merge pull request #1246 from jeremyblow/fix_namespace_del Joe Jevnik 2016-06-02 15:47:21 -04:00
  • 4ba7412a01 Merge pull request #1247 from quantopian/move-minute-history-tests Eddie Hebert 2016-06-02 15:15:45 -04:00
  • 1cf8e46ae6 Merge pull request #1245 from quantopian/daily-bars-first-day-attr Andrew Daniels 2016-06-02 15:09:12 -04:00
  • 27d7b9aabb TST: Move tests that use minute data. Eddie Hebert 2016-06-02 13:16:58 -04:00
  • acc49ef9aa BUG: Don't delete namespace if import fails. Jeremy Blow 2016-06-02 11:05:53 -07:00
  • f8e0d8e13e Merge pull request #1242 from quantopian/data-portal-explicit-first-day Andrew Daniels 2016-06-02 13:59:49 -04:00
  • 8e6c98e9aa BUG: Fixes reading and writing of daily bars first_trading_day attr Andrew Daniels 2016-06-02 13:41:09 -04:00
  • 71f12ec272 MAINT: Adds first_trading_day arg to DataPortal Andrew Daniels 2016-06-01 16:52:39 -04:00
  • 38d6107faf Merge pull request #1243 from quantopian/source-daily-from-minute Eddie Hebert 2016-06-02 13:10:28 -04:00
  • 2f80e94203 TST: Enable sourcing daily data from minute data. Eddie Hebert 2016-05-31 14:09:05 -04:00
  • 8f0b3f41a1 BLD: Don't require gfortran on OSX either Richard Frank 2016-05-29 23:19:24 -07:00
  • 85327d8944 Merge pull request #1238 from quantopian/windows-doesnt-use-gfortran Scott Sanderson 2016-05-27 20:07:31 -04:00
  • e7cdcc72ec BLD: Don't require gfortran on windows. Scott Sanderson 2016-05-27 19:27:50 -04:00
  • 0cef5eff2f BLD: Update MANIFEST to include .pyi and .pxi. Scott Sanderson 2016-05-27 18:21:29 -04:00
  • aa0592a4ea BLD: conda selectors for libgfortran when np==19 Joe Jevnik 2016-05-27 17:28:40 -04:00
  • 24f30803bd REL: 1.0.1. Scott Sanderson 2016-05-27 16:41:47 -04:00
  • 05ac438c3c DOC/DEV: Add sphinx-autobuild to docs. Scott Sanderson 2016-05-27 16:39:29 -04:00
  • 9448117b6e MAINT: update mask_between_time and attribute the original to pandas Joe Jevnik 2016-05-27 14:34:19 -04:00
  • 3ffe9a0536 Merge pull request #1234 from quantopian/variable-minute-blocks Stewart Douglas 2016-05-26 10:00:20 -04:00
  • 71bcc7f911 DOC: Update comments to reflect new behavior Stewart Douglas 2016-05-25 16:10:36 -04:00
  • 17c20da026 TST: Add test to append minutely data Stewart Douglas 2016-05-25 15:04:11 -04:00
  • 5caccaeed5 Merge pull request #1230 from quantopian/pipeline-example Scott Sanderson 2016-05-25 22:35:59 -04:00
  • 5e87bf2496 HACK: Call gc.collect in test_examples. Scott Sanderson 2016-05-25 17:09:30 -04:00
  • 2559c32548 Merge pull request #1214 from quantopian/outputs-name-conflicts David Michalowicz 2016-05-25 16:36:08 -04:00
  • 86486803b6 BUG: custom factor outputs naming collisions dmichalowicz 2016-05-19 16:33:15 -04:00
  • 1bb8caba84 Merge pull request #1232 from quantopian/fix-minute-bcolz-padding Andrew Daniels 2016-05-25 15:23:17 -04:00
  • f1cfe1f2db BUG: Fixes bcolz padding to not always pad 390 minutes Andrew Daniels 2016-05-25 14:24:39 -04:00
  • d0890085bd Merge pull request #1231 from quantopian/log_capital_changes Andrew Liang 2016-05-25 14:21:46 -04:00