Commit Graph

  • bd58140b97 ENH: add actual value column to estimates dataset. Maya Tydykov 2016-04-19 17:06:57 -04:00
  • c323506f40 BUG: we were improperly checking iterable kwargs in BarData Jean Bredeche 2016-04-21 10:52:18 -04:00
  • d9bfcaabde ENH: Support multiple outputs for custom factors dmichalowicz 2016-04-08 09:30:59 -04:00
  • 2826226431 Merge pull request #1151 from quantopian/broker-order-id Jean Bredeche 2016-04-21 09:04:13 -04:00
  • 898942a940 BUG: need broker_order_id for downstream code Jean Bredeche 2016-04-20 21:52:35 -04:00
  • 2179553034 Merge pull request #1150 from quantopian/vegas-baby Jean Bredeche 2016-04-20 21:28:13 -04:00
  • a1f19dca54 Use __slots__ to save memory Jean Bredeche 2016-04-20 15:52:48 -04:00
  • 842c47b328 ENH: Make arena configurable for SimulationParameters (#1144) John Ricklefs 2016-04-19 23:39:27 -04:00
  • 0e3db1f44a Merge pull request #1135 from quantopian/custom-estimates-in-pipeline Maya Tydykov 2016-04-19 15:01:27 -04:00
  • 1531568899 ENH: add custom dataset for estimize Maya Tydykov 2016-04-14 18:10:47 -04:00
  • a5f7fc7d6d Merge pull request #1141 from quantopian/rule_interactions Jean Bredeche 2016-04-18 20:01:26 -04:00
  • 8aac0ab19f BUG: Week rule plus time rule doesn't work Andrew Liang 2016-04-18 15:45:18 -04:00
  • 620d2a8b22 Merge pull request #1137 from quantopian/normalize-later Jean Bredeche 2016-04-16 22:08:50 -04:00
  • 5d3dcc3df4 PERF: do work later, when needed. Jean Bredeche 2016-04-16 21:39:55 -04:00
  • bc0b117dc9 MAINT: make the data loading apis more consistent. Joe Jevnik 2016-03-31 15:26:57 -04:00
  • 8c64cc80ec Merge pull request #1136 from quantopian/by-sid-and-equity-cache Eddie Hebert 2016-04-15 23:04:08 -04:00
  • 5f9d0a148d BUG: Prevent out of order history arrays. Eddie Hebert 2016-04-15 15:49:04 -04:00
  • 85a2f6fe00 Merge pull request #1134 from quantopian/week_start Andrew Liang 2016-04-15 15:24:51 -04:00
  • 6d6cd58c3b BUG: Recalculate trigger for week rule if we miss the first one Andrew Liang 2016-04-15 13:49:24 -04:00
  • b7d9723a54 Merge pull request #1131 from quantopian/week_schedule Andrew Liang 2016-04-15 10:32:40 -04:00
  • 1ee3c5f049 BUG: week_end rule with offset=0 skips every other week Andrew Liang 2016-04-14 09:41:22 -04:00
  • c9c956124a Merge pull request #1133 from quantopian/fix-us-equity-loader Jean Bredeche 2016-04-15 09:32:06 -04:00
  • e1b376a49b BUG: Add limit to memory growth on sliding windows Eddie Hebert 2016-04-14 16:01:42 -04:00
  • ddb3113d6b BLD: Added cachetools conda recipe Richard Frank 2016-04-14 11:24:17 -04:00
  • 9e2c5d9505 Merge pull request #1130 from quantopian/expiring-cache Eddie Hebert 2016-04-14 22:17:25 -04:00
  • ee26b57517 DOC: Add whatsnew entry for ExpiringCache. Eddie Hebert 2016-04-14 15:26:12 -04:00
  • 76e14eda2f ENH: Add expiring cache. Eddie Hebert 2016-04-14 13:54:12 -04:00
  • 86667685d7 Merge pull request #1129 from quantopian/empty-lists Jean Bredeche 2016-04-14 11:35:42 -04:00
  • 63bd7589b7 BUG: support passing an empty list to data methods. Jean Bredeche 2016-04-14 11:07:22 -04:00
  • 25c6d6ea55 Merge pull request #1128 from quantopian/remove-extra-parameter-to-position-of-minute Eddie Hebert 2016-04-14 10:23:18 -04:00
  • e78f4f0729 PERF: Remove memoization from minute bar position. Eddie Hebert 2016-04-13 23:20:41 -04:00
  • 0a3c9c8448 MAINT: Remove adjusted arg to position of minute. Eddie Hebert 2016-04-13 23:06:49 -04:00
  • 3a1bcdbc39 Merge pull request #1117 from quantopian/error_messages2 Jean Bredeche 2016-04-13 20:38:41 -04:00
  • bd36e92556 DEV: minor perf boosts Jean Bredeche 2016-04-13 16:34:04 -04:00
  • d94b7bb9e4 DEV: Don't need to pass method name in. Jean Bredeche 2016-04-13 16:09:18 -04:00
  • d597a3caaa DEV: combined the decorators Jean Bredeche 2016-04-13 16:01:00 -04:00
  • 08c859aadb Merge pull request #1127 from quantopian/remove-daily-bar-loader-cache Eddie Hebert 2016-04-13 12:30:20 -04:00
  • 5ea0bd2f87 PERF: Remove extra daily history caching. Eddie Hebert 2016-04-12 16:05:31 -04:00
  • 2775cc7ca4 FIX: Remove support for passing in sid int in place of Asset Andrew Liang 2016-04-11 12:24:22 -04:00
  • 8dc3ed73ab FIX: Check types of args passed to api methods on data Andrew Liang 2016-04-07 14:29:38 -04:00
  • fac5905c10 Merge pull request #1114 from quantopian/handle-data-optional Jean Bredeche 2016-04-13 09:31:41 -04:00
  • 8b3bf34344 Merge pull request #1126 from quantopian/remove-minute-bar-loader-cache Eddie Hebert 2016-04-12 22:18:37 -04:00
  • d659a1d78c BUG/PERF: Remove extra minute bar loader cache. Eddie Hebert 2016-04-12 14:37:18 -04:00
  • 4a1dd9967a Merge pull request #1115 from quantopian/lazy_windows Richard Frank 2016-04-12 19:41:44 -04:00
  • 5bfa433cd1 BLD: bcolz 1.0.0 slowing us down Richard Frank 2016-04-12 19:04:23 -04:00
  • 3fdefea1b0 BLD: Updated bcolz recipe customizations Richard Frank 2016-04-12 17:52:32 -04:00
  • 35085c6040 MAINT: Removed unused method Richard Frank 2016-04-11 13:50:34 -04:00
  • 70befd490b MAINT: Don't store data portal everywhere Richard Frank 2016-04-08 07:28:30 -04:00
  • 8b610a2ab7 TST: Cleaned up test references to adjustments db Richard Frank 2016-04-07 16:39:45 -04:00
  • 5254b273b2 PERF: Reimplemented remember_last with a weak_lru_cache Richard Frank 2016-04-07 16:35:09 -04:00
  • 32a400a9fb BUG: Fixing bitness issues on 32-bit systems Richard Frank 2016-04-07 12:52:06 -04:00
  • 8313c8c36c Merge pull request #1125 from quantopian/enforce-sorted-on-minute-bars Eddie Hebert 2016-04-12 15:18:30 -04:00
  • 1d2fa555dc Merge pull request #1124 from quantopian/properly-report-partially-filled-sells Jean Bredeche 2016-04-12 14:31:20 -04:00
  • d27f85e16b BUG: Enforce sorted order on minutes to delete. Eddie Hebert 2016-04-12 14:00:02 -04:00
  • bd5e2b183d BUG: Properly log partially filled sell orders. Jean Bredeche 2016-04-12 13:57:50 -04:00
  • d2ab5ed46e Merge pull request #1123 from quantopian/masked-factor-docs David Michalowicz 2016-04-12 12:40:22 -04:00
  • b94cc73d26 DOC: Docstring and whatsnew for masked custom factors. dmichalowicz 2016-04-12 09:57:22 -04:00
  • 3f2a5746f8 Merge pull request #1121 from quantopian/pass-iterable-to-dataportal Jean Bredeche 2016-04-11 14:56:09 -04:00
  • f6902f0368 BUG: bar_data.history too limiting on iterable types Jean Bredeche 2016-04-11 13:39:51 -04:00
  • 9561073c9d Merge pull request #1122 from quantopian/remove-unused-bts Eddie Hebert 2016-04-11 13:55:36 -04:00
  • ccef816e7e MAINT: Remove unused member. Eddie Hebert 2016-04-11 13:47:17 -04:00
  • 675eff4f6d Merge pull request #1095 from quantopian/factor-mask Scott Sanderson 2016-04-07 20:34:10 -04:00
  • 4449f289c2 TEST: Test that the mask is what we expect. Scott Sanderson 2016-04-07 17:04:14 -04:00
  • 8db59b387b TST: Overhaul test case dmichalowicz 2016-04-06 17:20:52 -04:00
  • 88eeb3689d MAINT: Make dependencies a dict. Scott Sanderson 2016-04-06 13:25:56 -04:00
  • 5bae74adda ENH: Allow passing a mask when creating a factor dmichalowicz 2016-03-29 17:16:58 -04:00
  • c5e15f2e8e Merge pull request #1116 from quantopian/ensure-matched-write-col-input Eddie Hebert 2016-04-07 14:02:02 -04:00
  • 0a3a2f3653 BUG: Ensure matched input length to minute writer. Eddie Hebert 2016-04-07 13:15:51 -04:00
  • 4203c54417 ENH: make handle_data optional Jean Bredeche 2016-04-07 09:35:09 -04:00
  • 005299e7e4 MAINT: update blaze version Maya Tydykov 2016-04-06 13:49:32 -04:00
  • 6e7c66b158 BLD: ordered_pip is unforgiving Richard Frank 2016-04-06 09:33:33 -04:00
  • 2454454b07 Merge pull request #1112 from quantopian/schedule_func_midday Andrew Liang 2016-04-06 09:16:43 -04:00
  • 4cc60480fa Merge pull request #1110 from quantopian/env-markers Richard Frank 2016-04-05 23:46:48 -04:00
  • c9a7b936ed MAINT: Fix pip install -e . Richard Frank 2016-04-04 23:07:41 -04:00
  • 79f89c4779 MAINT: Moved filtering logic into _filter_requirements Richard Frank 2016-04-04 18:33:14 -04:00
  • 39fbdd30e3 MAINT: Use environment markers instead of separate requirements Richard Frank 2016-04-04 18:17:01 -04:00
  • a8491879ce FIX: time_rules should trigger only at dt specified Andrew Liang 2016-04-05 15:45:22 -04:00
  • 6bf4fe15e2 Merge pull request #1020 from quantopian/rolling-window-stride-tricks Scott Sanderson 2016-04-05 17:23:55 -04:00
  • e9498a73f4 Merge pull request #1065 from quantopian/extra-guards-in-fixtures Joe Jevnik 2016-04-05 12:51:58 -04:00
  • 8fb5e7ed2e Merge pull request #1111 from quantopian/portfolio_account_bts_2 Jean Bredeche 2016-04-05 11:53:27 -04:00
  • dc01c45dc4 DEV: Apply adjustments for portfolio and account in BTS Jean Bredeche 2016-04-05 11:08:04 -04:00
  • 34f47da033 Added a Dockerfile for repeatable runtimes John Stanford 2016-04-04 14:05:52 -07:00
  • 15434a5a22 Merge pull request #1105 from quantopian/q2 Jean Bredeche 2016-04-04 16:13:14 -04:00
  • b99944880a BLD: Build sortedcontainers first, since intervaltree requires it Richard Frank 2016-04-04 14:12:09 -04:00
  • 6e8accee11 BLD: Added conda recipes for new requirements Richard Frank 2016-04-04 13:42:35 -04:00
  • be4dcb22dc MAINT: intervaltree requires sortedcontainers Richard Frank 2016-04-04 13:40:58 -04:00
  • 16fd6681a6 ENH: Rewrite of Zipline to use lazy access pattern Eddie Hebert 2016-04-04 12:34:26 -04:00
  • 822f8891fe Merge pull request #1107 from quantopian/coverage-on-travis Eddie Hebert 2016-04-04 15:24:28 -04:00
  • 213799958d TST: Remove coverage from default nose config. Eddie Hebert 2016-04-04 14:11:22 -04:00
  • 2fd0f2ae7c Merge pull request #1089 from quantopian/prevent-nan-to-max-int Eddie Hebert 2016-03-31 05:17:40 -04:00
  • be08a77d76 BUG: Prevent writing int max instead of nan. Eddie Hebert 2016-03-28 15:26:28 -04:00
  • c2076670f5 DOC: Don't include the commit hash in the docs titles Richard Frank 2016-03-30 11:38:00 -04:00
  • f8f81b9e2f DOC: Changed doc back to using --tags Richard Frank 2016-03-30 11:14:58 -04:00
  • 051f7ff114 DOC: Updated release process doc based on discrepancies Richard Frank 2016-03-30 11:02:19 -04:00
  • bd8c96846d DEV: Git ignoring PyCharm settings folder Richard Frank 2016-03-30 10:30:15 -04:00
  • 488d638d42 DOC: Fixed typo in sdist documentation Richard Frank 2016-03-29 22:26:00 -04:00
  • 95ba17f83f DOC: whatsnew for 0.9.1 Richard Frank 2016-03-29 22:24:36 -04:00
  • 096490129e REL: 0.9.0 Richard Frank 2016-03-29 21:35:57 -04:00
  • 3b71111954 Merge pull request #1093 from quantopian/finish-dividends-in-pipeline Maya Tydykov 2016-03-29 18:56:13 -04:00
  • d7a012a477 MAINT: add dividends datasets to inits Maya Tydykov 2016-03-29 15:23:21 -04:00