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• dca5d347d8 BUG: lookup_expired_futures needs to coerce dts into pd.Timestamp Joe Jevnik 2016-01-23 15:27:21 -05:00
• f15245924d DOC: Whatsnew entry for assets db downgrade jfkirk 2016-01-22 15:48:31 -05:00
• 5d0ffd0db4 DOC: SQLLite -> SQLite jfkirk 2016-01-22 15:31:41 -05:00
• d82bd5c05d TST: Cleans up test_to_and_from_dict jfkirk 2016-01-22 15:26:14 -05:00
• c9c2e3e60e TST: Updates TestPositionPerformance jfkirk 2016-01-22 11:14:45 -05:00
• ece9e59ef9 ENH: Adds asset db downgrade management and tests jfkirk 2016-01-06 13:31:25 -05:00
• db1e62971a ENH: Adds tick_size and renames futures multiplier jfkirk 2016-01-05 14:57:07 -05:00
• 110798b0be MAINT: update blaze commit again Joe Jevnik 2016-01-22 14:21:25 -05:00
• dc95dea5d2 BLD: Only build pushes to master Richard Frank 2016-01-21 17:58:17 -05:00
• 88ead7202e Merge pull request #965 from quantopian/cython-stuff Joe Jevnik 2016-01-21 23:51:10 -05:00
• 663fbd7d74 PERF: make Asset comparison faster Joe Jevnik 2016-01-21 19:11:41 -05:00
• dea6af3eee Merge pull request #810 from quantopian/ffill Joe Jevnik 2016-01-21 13:57:21 -05:00
• 0f43b6b371 MAINT: fix blaze commit Joe Jevnik 2016-01-21 13:30:16 -05:00
• 888038f796 Merge pull request #964 from quantopian/secure_snake Richard Frank 2016-01-21 13:29:06 -05:00
• 9adef37373 BUG: Fix the case where multiple values happen on the same day Joe Jevnik 2016-01-19 22:09:03 -05:00
• 33db0e330e BLD: update blaze Joe Jevnik 2016-01-14 20:06:59 -05:00
• 5e4b8b8f8f TST: tests for new forward fill llllllllll 2015-11-02 20:55:09 -05:00
• 517ad7a5f1 TST: Adds tests for running multiple columns in one query llllllllll 2015-11-02 16:32:50 -05:00
• 97298d1ad4 ENH: upgrade ffill logic to look back as far as needed llllllllll 2015-11-02 16:32:30 -05:00
• 4ee919aeb2 Merge pull request #959 from quantopian/asset_keyerror Richard Frank 2016-01-21 12:38:53 -05:00
• 5b9eb04e9e BLD: Remove conditional by specifying prefix for miniconda Richard Frank 2016-01-21 11:05:37 -05:00
• 8968d2850f BLD: Use https to download miniconda Richard Frank 2016-01-21 11:04:38 -05:00
• 46a47d407c DOC: Added whatsnew Richard Frank 2016-01-20 17:33:17 -05:00
• 2eeb6e78f6 BUG: Enable comparison of an Asset to an int64 on 32-bit python Richard Frank 2016-01-20 06:53:07 -05:00
• 2cb3a7235e Merge pull request #890 from grundgruen/future_chain_order James Kirk 2016-01-21 11:18:57 -05:00
• 603a345e2d BUG: Allow writing on first day. Eddie Hebert 2016-01-21 11:10:57 -05:00
• 3a8be8c624 BUG: Need to be able to append to minute ctable. Eddie Hebert 2016-01-21 11:10:07 -05:00
• 85be1b0a40 Merge pull request #963 from quantopian/minute-writer-for-one-per-sid-2 Eddie Hebert 2016-01-21 10:59:38 -05:00
• d5c3b5a15c ENH: Add writer for minute bcolz format. Eddie Hebert 2016-01-11 15:16:40 -05:00
• daf05c6b59 BUG: Ensure that current_sids() returns Assets instead of identifiers Richard Frank 2016-01-20 06:52:10 -05:00
• ab573731d9 BLD: make the travis build closer to a normal install Joe Jevnik 2016-01-19 22:26:34 -05:00
• b16e2a7a07 Merge pull request #950 from quantopian/account-value-bug James Kirk 2016-01-20 09:38:13 -05:00
• 85099c3bd0 DOC: whatsnew entry for total_positions_value bug fix jfkirk 2016-01-14 18:08:32 -05:00
• 1365b916c0 TST: Adds tests for the perf tracker with futures jfkirk 2016-01-14 18:06:34 -05:00
• b8b7049f39 BUG: Fixes incorrect value assignment in perf period jfkirk 2016-01-14 13:22:30 -05:00
• 3b76981270 Merge pull request #846 from grundgruen/data_test Joe Jevnik 2016-01-19 13:05:15 -05:00
• a963270471 BUG: orders future chain by min of notice an expiry warren-oneill 2015-12-02 10:41:04 +01:00
• 0dac2e056f Merge pull request #937 from quantopian/conda_source_build Richard Frank 2016-01-15 18:38:50 -05:00
• e80eb31833 BLD: pin ta-lib while working on conda packages Joe Jevnik 2016-01-15 13:48:22 -05:00
• 7115b85cd3 Merge pull request #947 from quantopian/data-query-time Joe Jevnik 2016-01-14 14:11:07 -05:00
• a3dbf7590e TST: doctest failure Joe Jevnik 2016-01-13 16:25:08 -05:00
• 6280614a69 DOC: whatsnew Joe Jevnik 2016-01-13 15:33:49 -05:00
• 9d2ab48fb5 MAINT: pull the data query bounds logic into a helper Joe Jevnik 2016-01-13 15:22:44 -05:00
• 2caa9277c4 ENH: Make the data_query_time arguments optional Joe Jevnik 2016-01-12 17:31:17 -05:00
• 5351b60a4c ENH: adds optionally for preprocessors Joe Jevnik 2016-01-12 17:30:56 -05:00
• 220cf1ae4e MAINT: reduce code duplication Joe Jevnik 2016-01-08 20:36:02 -05:00
• 5a235bdaef ENH: allows users to specify the cutoff time for data query in blaze loaders Joe Jevnik 2016-01-07 15:11:49 -05:00
• dad2bb201c DOC: remove scrutinizer badge Joe Jevnik 2016-01-12 18:29:47 -05:00
• 168857f36f Merge pull request #948 from quantopian/add-coerce Scott Sanderson 2016-01-12 18:13:40 -05:00
• 843280133d DOC: Add whatsnew. Scott Sanderson 2016-01-12 17:51:29 -05:00
• b6175de5f1 DOC/TEST: Add doctest and docs for coerce kwargs. Scott Sanderson 2016-01-12 17:51:13 -05:00
• ec0abf1822 MAINT: Use coerce_string in BcolzDailyBarReader. Scott Sanderson 2016-01-12 17:39:44 -05:00
• c8b80dddb0 BUG: Handle unicode adjustments path in py2. Scott Sanderson 2016-01-12 17:37:28 -05:00
• 43b6344d5f ENH: Add `coerce` preprocessor. Scott Sanderson 2016-01-12 17:36:36 -05:00
• d3d362f56f Merge pull request #940 from quantopian/generalize-databazaar-stuff Joe Jevnik 2016-01-08 17:01:39 -05:00
• b4ac87b344 MAINT: rename variables in (next|previous)_date_frame to be more general Joe Jevnik 2016-01-08 13:03:10 -05:00
• 280a0f55d2 STY: remove blank line Joe Jevnik 2016-01-05 14:34:16 -05:00
• 826115acdf MAINT: generalize the (next|previous)_earnings_date_frame functions Joe Jevnik 2016-01-05 14:05:05 -05:00
• b037a06576 MAINT: move some blaze utilities into a shared module Joe Jevnik 2016-01-05 14:04:13 -05:00
• fb6d1ea3d1 MAINT: move some helpers to test_utils Joe Jevnik 2016-01-05 14:03:31 -05:00
• a2d1fedffd ENH: Adds classlazyval for computed values on a class Joe Jevnik 2016-01-05 14:03:07 -05:00
• 5c3ca1be83 Merge pull request #944 from quantopian/upgrade_requests_version Jonathan Kamens 2016-01-07 14:25:42 -05:00
• 2ee40db0ec MAINT: Upgrade requests 2.7.0 -> 2.9.1 Jonathan Kamens 2016-01-06 22:30:14 -05:00
• 18db1904bc BUG: Need to format message, not ValueError instance Richard Frank 2016-01-06 16:02:18 -05:00
• 1499051df7 BUG: TypeError message had only str of numpy.dtype class Richard Frank 2016-01-06 15:26:18 -05:00
• 80a553d1c0 Merge pull request #938 from quantopian/futures-payouts-without-every-bar-update Eddie Hebert 2016-01-06 10:25:29 -05:00
• 1362f155c6 BUG: Make payout affect ending_cash. Eddie Hebert 2016-01-06 10:17:37 -05:00
• aa0dae6292 DOC: Added whatsnew for conda build Richard Frank 2016-01-05 21:30:43 -05:00
• 80392e1cdb BLD: Also don't need to specify cython version for conda build Richard Frank 2016-01-05 21:15:08 -05:00
• 6b4287c390 BLD: Cap numpy at 1.9 and don't use exact version with other conda reqs Richard Frank 2016-01-05 20:39:20 -05:00
• ab3318f3ee Merge pull request #942 from quantopian/cli-fix Joe Jevnik 2016-01-05 18:06:33 -05:00
• f09af0b770 DOC: whatsnew entry Joe Jevnik 2016-01-05 16:34:26 -05:00
• a524cf1880 BUG: fix bug that caused symbols to be added to the asset finder twice Joe Jevnik 2016-01-05 16:27:46 -05:00
• b1ee0d8e44 Merge pull request #931 from quantopian/alembic-assets James Kirk 2016-01-05 14:18:37 -05:00
• 7acd0d7a1d MAINT: Refactors table assignment in AssetDBWriter jfkirk 2015-12-30 11:50:48 -05:00
• 00879245a4 BUG: Adds version checking to AssetFinder init jfkirk 2015-12-30 11:48:38 -05:00
• 468ecc357c DOC: Adds schema update notes to assets db jfkirk 2015-12-30 11:34:09 -05:00
• 004c8dc141 MAINT: Factors-out asset db schema jfkirk 2015-12-29 14:16:02 -05:00
• 7a6c6695f7 MAINT: Factor out payout calculation. Eddie Hebert 2016-01-05 10:39:41 -05:00
• 962347318d MAINT: Futures cash adjustment on change and calc. Eddie Hebert 2016-01-04 15:46:03 -05:00
• 0b588219af Fix spelling error. Eddie Hebert 2015-12-31 15:18:03 -05:00
• 6d83b06133 MAINT: De-dupe regex usage Richard Frank 2015-12-31 12:26:51 -05:00
• 4dd04b5bb6 BLD: Updated dependency recipes Richard Frank 2015-12-31 11:56:07 -05:00
• 9896c3cdb6 BLD: Build zipline conda package from source Richard Frank 2015-12-30 21:10:16 -05:00
• 7a6ba4f249 Merge pull request #924 from quantopian/dataset-subclassing Joe Jevnik 2015-12-29 11:43:55 -05:00
• 54c58d1205 DOC: add comments about the column collection in DataSetMeta Joe Jevnik 2015-12-29 10:13:00 -05:00
• 68cf236944 TST: Add test case for adding columns in subclass Joe Jevnik 2015-12-29 10:12:39 -05:00
• 1f137d4dd8 Merge pull request #927 from quantopian/dollar-volume-update Scott Sanderson 2015-12-28 16:14:16 -05:00
• 72887f0065 ENH: Change DollarVolume to AverageDollarVolume. Scott Sanderson 2015-12-21 12:14:01 -05:00
• 7b6ea9dd26 DOC: add whatsnew entry for exception changes Joe Jevnik 2015-12-22 12:31:15 -05:00
• a3fecd6527 ENH: support subclassing in the earningscalendar loader llllllllll 2015-12-18 21:33:37 -05:00
• f933d6b44e DOC: whatsnew entry llllllllll 2015-12-18 14:54:47 -05:00
• 32baac4e4b ENH: Make datasets have subclass relationships llllllllll 2015-12-18 14:41:48 -05:00
• 825f7b3cd5 Merge pull request #923 from quantopian/rename-error-cases Joe Jevnik 2015-12-22 12:24:17 -05:00
• 2b4ffedd09 Merge pull request #922 from quantopian/log-noise Scott Sanderson 2015-12-21 16:58:05 -05:00
• e2d088c2be DOC: Update whatsnew dmichalowicz 2015-12-21 16:49:01 -05:00
• 4f24a32c45 BUG: Benchmark and treasury curves data missing on first download dmichalowicz 2015-12-18 10:33:47 -05:00
• c4f3f51ea5 Merge pull request #925 from quantopian/rename-moments Scott Sanderson 2015-12-18 15:07:41 -05:00
• 8abef95bb5 DOC: Rename exponential stddev. Scott Sanderson 2015-12-18 14:30:28 -05:00
• 58906c74f9 Merge pull request #920 from quantopian/make-pos-stats-a-method Eddie Hebert 2015-12-18 13:19:13 -05:00