Commit Graph

  • c03bbbc928 BUG: Delete attrs before firing callbacks. Scott Sanderson 2016-05-25 13:36:12 -04:00
  • c569a3d571 STY: unused imports Joe Jevnik 2016-05-25 13:09:30 -04:00
  • 151c938982 ENH: upgrade blaze ecosystem packages Joe Jevnik 2016-05-24 21:59:49 -04:00
  • 163ba8d76d ENH: remove the ffill lower bound query in blaze loader Joe Jevnik 2016-05-24 21:00:37 -04:00
  • 2d36a58add ENH: improve performance of time comparisons Joe Jevnik 2016-05-24 20:21:53 -04:00
  • fb9e1abb92 LOG: Log the dt and amount when each capital change executes Andrew Liang 2016-05-25 11:58:05 -04:00
  • d34b1b9224 Merge pull request #1212 from quantopian/capital_changes Andrew Liang 2016-05-24 23:30:17 -04:00
  • 392ac2f9d6 DOC/TEST: Add example algo using Pipeline. Scott Sanderson 2016-05-23 11:28:51 -04:00
  • 244664b6a3 MAINT: Clean up default handling in TradingAlgorithm. Scott Sanderson 2016-05-24 21:56:39 -04:00
  • 40f42b43f5 DEV: Adjust performance calculations for capital changes Andrew Liang 2016-05-11 11:28:07 -04:00
  • 1630dc65d6 Merge pull request #1213 from quantopian/youre-charging-me-what Jean Bredeche 2016-05-24 13:24:53 -04:00
  • 533233fae4 BUG: fix cell magic Joe Jevnik 2016-05-24 02:04:43 -04:00
  • 39bf1dbd7b DEV: Re-implement commission models to return correct results in the case of multiple fills. Jean Bredeche 2016-05-18 10:51:54 -04:00
  • 3ca294d494 Merge pull request #1186 from quantopian/remove_type_restrictions_for_generic_loader Maya Tydykov 2016-05-23 17:24:13 -04:00
  • e5039a43b0 TST: add tests to ensure no forward filling of non-missing values Maya Tydykov 2016-05-18 15:48:04 -04:00
  • a446401d03 DOC: Regression factor docstring fix dmichalowicz 2016-05-23 16:40:22 -04:00
  • 3a3c7db844 MAINT: remove filling in missing value and ffill before coercing column Maya Tydykov 2016-05-17 14:44:15 -04:00
  • c0eb798cc6 TST: modify test class to use WithAssetFinder fixture. Maya Tydykov 2016-05-10 12:46:53 -04:00
  • c94f3d0c9b BUG: fix replacement of NaN with None Maya Tydykov 2016-05-09 17:08:03 -04:00
  • 8e630bff77 TST: remove obsolete test and update test Maya Tydykov 2016-05-06 10:20:53 -04:00
  • 0f8738ef32 MAINT: remove restrictions on strings for generic loader Maya Tydykov 2016-05-05 10:57:53 -04:00
  • 96ec1fd639 DOC: update bundle yahoo example Joe Jevnik 2016-05-20 15:40:46 -04:00
  • 5664d80c92 Merge pull request #1219 from quantopian/suggest-ingest Joe Jevnik 2016-05-20 12:38:26 -04:00
  • a0f9915290 Merge pull request #1218 from quantopian/datareader-replace Joe Jevnik 2016-05-20 12:36:00 -04:00
  • eda751cf88 ENH: suggest running ingest if no data exists Joe Jevnik 2016-05-20 11:37:48 -04:00
  • ef08572f54 Merge pull request #1201 from quantopian/dividends-add-currency-col Maya Tydykov 2016-05-20 11:25:04 -04:00
  • 0bd790d122 MAINT: replace usages of pandas.io.data.DataReader with pandas_datareader.data.DataReader Joe Jevnik 2016-05-20 11:23:28 -04:00
  • 751a08a8a1 MAINT: move constants to appropriate files Maya Tydykov 2016-05-17 17:13:17 -04:00
  • 3d0764a50c ENH: add dividend type column Maya Tydykov 2016-05-12 16:08:54 -04:00
  • 8a3b82c536 ENH: add column for currency type Maya Tydykov 2016-05-05 11:20:53 -04:00
  • 18d1577d56 MAINT: incorporate string support Maya Tydykov 2016-05-03 14:23:20 -04:00
  • de1780357a DEV: post-release commit Joe Jevnik 2016-05-19 21:11:07 -04:00
  • e9576abfb1 DOC: title was still wrong Joe Jevnik 2016-05-19 21:04:43 -04:00
  • ebf61e3ca2 DOC: update install.rst Joe Jevnik 2016-05-19 21:01:45 -04:00
  • 2e8dbac326 DOC: I can't even read the release-process page correctly Joe Jevnik 2016-05-19 20:53:39 -04:00
  • 3bc639ac67 REL: 1.0.0 Joe Jevnik 2016-05-19 20:35:07 -04:00
  • 9f614de2aa Merge pull request #1211 from quantopian/api-doc-update Joe Jevnik 2016-05-19 20:28:52 -04:00
  • a47a982257 DOC: building docs builds the extensions Joe Jevnik 2016-05-19 19:38:51 -04:00
  • 664a0d234c DOC: document limit and stop price args Joe Jevnik 2016-05-18 20:41:05 -04:00
  • a74b35408a DOC: whatsnew for the stub file Joe Jevnik 2016-05-19 19:46:44 -04:00
  • 65de1215e0 Merge pull request #1204 from quantopian/tell-me-what-my-choices-were Scott Sanderson 2016-05-19 18:52:04 -04:00
  • 1d16309f11 Merge pull request #1208 from quantopian/api_stubs Richard Frank 2016-05-19 12:20:30 -04:00
  • 7afd486510 DOC: Fixed parameter typo Richard Frank 2016-05-17 10:28:20 -04:00
  • b9b4dc09a4 DEV: Adds type hinting stub for zipline.api Richard Frank 2016-05-16 12:36:49 -04:00
  • 977e5571a1 Merge pull request #1154 from quantopian/correlation-builtin-2 David Michalowicz 2016-05-18 16:40:47 -04:00
  • f35f65a123 DOC: Add notes about masking dmichalowicz 2016-05-18 15:10:55 -04:00
  • d57872f2be TST: Test correlation/regression factors with nonexistent asset dmichalowicz 2016-05-17 14:25:15 -04:00
  • 877d0be798 PERF: Performance improvements to regression/correlation. Scott Sanderson 2016-05-17 12:45:18 -04:00
  • 1ec0bced6d ENH: Add builtin factors for correlation and regression dmichalowicz 2016-04-15 13:00:53 -04:00
  • da77e88786 BLD: Cap the version of pandas until we fix compatibility issues (#1210) Richard Frank 2016-05-18 14:27:07 -04:00
  • fd814d18d8 Merge pull request #1206 from quantopian/sprint-prep Joe Jevnik 2016-05-17 18:15:36 -04:00
  • 8e32d49348 MAINT: Just use a genexpr instead of map(partial). Scott Sanderson 2016-05-13 19:47:15 -04:00
  • 4a513360b6 ENH: Include choices in no-output-found errormsg. Scott Sanderson 2016-05-13 19:42:44 -04:00
  • 2d596dc490 Merge pull request #1170 from quantopian/whats-new-1.0 Joe Jevnik 2016-05-16 19:29:12 -04:00
  • 56c7c08ffc DEV: update dockerfile to leave source Joe Jevnik 2016-05-16 16:15:33 -04:00
  • 46cc417b9b BUG: fix some ingestion issues for quantopian-quandl Joe Jevnik 2016-05-16 16:15:17 -04:00
  • 587d5882c4 DOC: update 1.0 docs Joe Jevnik 2016-05-13 16:49:12 -04:00
  • b0d688a454 Merge pull request #1198 from quantopian/modify-minutes-writer Stewart Douglas 2016-05-13 16:56:45 -04:00
  • 6b1cdb6929 DOC: Updated whatsnew with Q2 information. Jean Bredeche 2016-04-27 16:19:13 -04:00
  • 8217cdb1bd ENH: Allow BcolzMinuteBarWriter to append to most recent day Stewart Douglas 2016-05-11 17:55:45 -04:00
  • 784d5f4a16 Merge pull request #1199 from quantopian/boybands-factor Joe Jevnik 2016-05-13 15:35:10 -04:00
  • fa15b49a32 DOC: update whatsnew Joe Jevnik 2016-05-13 15:36:02 -04:00
  • f79b07fee3 Merge pull request #1202 from quantopian/keep-yelling-at-joe Scott Sanderson 2016-05-13 14:45:10 -04:00
  • f4d96e065a TEST/PERF: Don't slice twice. Scott Sanderson 2016-05-13 14:44:26 -04:00
  • c4b69d6223 TEST: Don't mask unexpected exceptions from TALIB. Scott Sanderson 2016-05-13 14:32:21 -04:00
  • 2f90665676 TEST: Add a test for bbands output ordering. Scott Sanderson 2016-05-13 14:31:58 -04:00
  • cbd4ea36bc STY: No need for these to be vertical. Scott Sanderson 2016-05-13 14:31:33 -04:00
  • e1889546de DOC: Link directly to the `re` module. Scott Sanderson 2016-05-12 23:36:58 -04:00
  • 19c87fd871 Merge pull request #1188 from quantopian/api-docstrings Joe Jevnik 2016-05-12 22:42:48 -04:00
  • c128b69a91 STY: get Scott to stop yelling at me Joe Jevnik 2016-05-12 17:00:30 -04:00
  • 8622993358 DOC: update docs based on Rich's feedback Joe Jevnik 2016-05-12 16:11:52 -04:00
  • 78db90a858 STY: flake8 Joe Jevnik 2016-05-12 15:59:36 -04:00
  • a345e6f3f5 TST: Clean up metaclass usage in fixtures Joe Jevnik 2016-05-12 15:58:42 -04:00
  • 9b76731143 ENH: adds with_metaclasses and tests for metautils Joe Jevnik 2016-05-12 15:57:50 -04:00
  • 8fdbfb828b DOC: Added zipline logo to README Richard Frank 2016-05-11 18:15:14 -04:00
  • 3ef05522ed Merge pull request #1185 from quantopian/redesign-buyback-auth Maya Tydykov 2016-05-12 11:30:02 -04:00
  • 6b60e447a0 MAINT: incorporate string support Maya Tydykov 2016-05-03 14:23:20 -04:00
  • 2297ace20c ENH: Adds BollingerBands factor. Joe Jevnik 2016-05-11 21:37:46 -04:00
  • f494d6f0d1 BUG: Fix check that pipeline argument is hashable. Joe Jevnik 2016-05-11 21:37:12 -04:00
  • 3d521561f5 TST: update tests to handle new buyback auth design Maya Tydykov 2016-04-12 15:38:26 -04:00
  • 24019880af MAINT: redesign buyback auth datasets and factor Maya Tydykov 2016-04-12 15:38:10 -04:00
  • 47da15592c Merge pull request #1196 from quantopian/cli-improvements Scott Sanderson 2016-05-11 16:10:52 -04:00
  • a46787711c DOC: Spell 'because' correctly. Scott Sanderson 2016-05-11 14:57:06 -04:00
  • 7dbabc013e BUG: Use the URL actually passed. Scott Sanderson 2016-05-11 14:54:48 -04:00
  • 3a2c0e4ec8 DOC: Remove old comment. Scott Sanderson 2016-05-11 14:54:36 -04:00
  • 4ab8ea7c29 STY: flake8. Scott Sanderson 2016-05-11 14:53:24 -04:00
  • 65ac5c2faa Merge pull request #1195 from quantopian/test-string-groupby Scott Sanderson 2016-05-10 20:54:24 -04:00
  • a642ce3ae4 ENH: Add progressbar for quantopian-quandl download. Scott Sanderson 2016-05-10 20:50:54 -04:00
  • fc74fdb0a7 BUG: Don't print a tuple on bundles in py2. Scott Sanderson 2016-05-10 20:48:33 -04:00
  • b8c4bd32a2 Merge pull request #1193 from quantopian/really-remove-orders Jean Bredeche 2016-05-10 20:37:05 -04:00
  • 83d70f4a70 DEV: pull remove-open-orders logic into its own method Jean Bredeche 2016-05-10 09:14:38 -04:00
  • 8b1136d9d5 ENH: Validate missing_values at term construction. Scott Sanderson 2016-05-10 18:03:21 -04:00
  • f7e9281b14 BUG: Fix groupby with string columns. Scott Sanderson 2016-05-10 12:40:36 -04:00
  • 2431aaefb5 BUG: Fix bad error message for element_of. Scott Sanderson 2016-05-10 16:56:32 -04:00
  • 0ecf3a07d6 Merge pull request #1192 from quantopian/assets-from-source-needs-to-be-a-list Jean Bredeche 2016-05-10 11:01:40 -04:00
  • e4934cca6f Merge pull request #1191 from quantopian/almost-correct Joe Jevnik 2016-05-09 15:54:29 -04:00
  • 98a26bbcc6 BUG: Set _assets_from_source as a list. Scott Sanderson 2016-05-09 14:33:41 -04:00
  • 55f1548160 BUG: fix inverted splits in quandl data Joe Jevnik 2016-05-09 14:00:35 -04:00
  • 10daf9efd6 Merge pull request #1190 from quantopian/cythonize-some-more Jean Bredeche 2016-05-09 13:52:08 -04:00
  • fe5a2a888a PERF: takes ~14% off the time it takes to initialize a MinuteSimulationClock Jean Bredeche 2016-05-09 10:18:41 -04:00