Commit Graph

  • 5ad93d7568 Merge pull request #921 from quantopian/reformat-ext-modules Eddie Hebert 2015-12-18 13:18:07 -05:00
  • c2091cf79e MAINT: fix error messages for set_(commission|slippage) llllllllll 2015-12-18 13:05:03 -05:00
  • 93c9f01b5a STY: Align all build_ext definitions the same way. Eddie Hebert 2015-12-18 10:37:27 -05:00
  • d07d42263a MAINT: Make tracker stats a method. Eddie Hebert 2015-12-17 15:51:14 -05:00
  • 4bb269490f Merge pull request #919 from quantopian/prepare-for-removal-of-event Eddie Hebert 2015-12-17 15:31:54 -05:00
  • 104245bb19 MAINT: Make split method coarse. Eddie Hebert 2015-12-17 14:58:14 -05:00
  • 7eae960b21 MAINT: Make commission methods coarse. Eddie Hebert 2015-12-17 14:42:10 -05:00
  • 71395d4ea1 DOC: Fix typo in CustomFactor docstring. Scott Sanderson 2015-12-17 13:17:43 -05:00
  • a28236aef2 Merge pull request #917 from quantopian/pass-leverage-to-cumulative Eddie Hebert 2015-12-16 17:12:25 -05:00
  • 7df0f9e4b0 MAINT: Pass leverage instead of account to risk. Eddie Hebert 2015-12-16 15:32:48 -05:00
  • 8c1e52385f MAINT: Raise NotImplementedError in data_portal Eddie Hebert 2015-12-15 17:08:19 -05:00
  • 78dc0f2e47 Merge pull request #914 from quantopian/move-order-module Eddie Hebert 2015-12-15 16:42:14 -05:00
  • 82affb639f TST: Explicitly skip versioning tests. Eddie Hebert 2015-12-15 16:20:11 -05:00
  • bbb9cc87a9 REF: Move transaction class to own module. Eddie Hebert 2015-12-15 10:40:03 -05:00
  • fc9d13ca0c REF: Move check_order_triggers to method of order. Eddie Hebert 2015-12-15 10:30:11 -05:00
  • b863733953 REF: Move order class to distinct module. Eddie Hebert 2015-12-14 18:10:26 -05:00
  • 5ecb277d84 Merge pull request #915 from quantopian/remove-perf-periods Eddie Hebert 2015-12-15 15:34:36 -05:00
  • 06d4d7e74b MAINT: Remove perf_periods member. Eddie Hebert 2015-12-15 13:36:21 -05:00
  • 6106cb98a5 REF: Remove unused parameter. Eddie Hebert 2015-12-14 14:26:06 -05:00
  • e4fe44642d Merge pull request #912 from quantopian/data-portal-init-2 Eddie Hebert 2015-12-14 14:23:47 -05:00
  • e5b5023d42 ENH: Add initial commit for DataPortal and readers Eddie Hebert 2015-12-08 13:23:18 -05:00
  • bd85f59fc0 DOC: Docs updates for EWMA/EWMSTD. Scott Sanderson 2015-12-14 13:32:28 -05:00
  • 84d8cc4d41 DOC: Add simple buy and hold example. Scott Sanderson 2015-12-13 15:06:15 -05:00
  • 323695f959 Merge pull request #910 from quantopian/new-factors Scott Sanderson 2015-12-13 12:15:25 -05:00
  • 7305f0c3b9 DOC: Miscellaneous docs updates. Scott Sanderson 2015-12-11 22:28:42 -05:00
  • 7996c07107 DOC: Add whatsnew. Scott Sanderson 2015-12-11 22:20:38 -05:00
  • b91f9697b9 ENH: Add ExponentialWeightedStandardDeviation. Scott Sanderson 2015-12-11 22:09:19 -05:00
  • 2235a53581 ENH: Add EWMA and DollarVolume factors. Scott Sanderson 2015-12-10 17:16:29 -05:00
  • ebb4fbdcf8 Merge pull request #905 from quantopian/refactor-adjusted-array Scott Sanderson 2015-12-11 13:59:20 -05:00
  • b5d3f2be0a DOC: Update whatsnew. Scott Sanderson 2015-12-11 13:46:21 -05:00
  • 4469fbef76 MAINT: Just the value if dtype doesn't have a name. Scott Sanderson 2015-12-10 17:34:38 -05:00
  • 4b897a22f4 MAINT: Use full_like instead of full. Scott Sanderson 2015-12-10 17:19:49 -05:00
  • 67d546f000 MAINT: Use an enum for the AdjustmentKind. Scott Sanderson 2015-12-10 16:21:46 -05:00
  • 77bce4ec9d MAINT: Refactor next_adj logic into method. Scott Sanderson 2015-12-10 16:12:05 -05:00
  • 4963b2ca72 TST: Adds tests for infer_timestamp llllllllll 2015-12-10 15:14:15 -05:00
  • e3d19bab25 MAINT: Fix failing blaze expr test. Scott Sanderson 2015-12-10 14:19:32 -05:00
  • dacbc0731e MAINT: Simplify BlazeEarningsCalendarLoader. Scott Sanderson 2015-12-10 13:53:21 -05:00
  • 366e796975 MAINT: remove extra checks around empty odo_kwargs llllllllll 2015-12-10 13:01:16 -05:00
  • f719fef55e STY: Many people prefer to read words with vowels. Scott Sanderson 2015-12-10 12:50:36 -05:00
  • 64ce6d26aa BUG: Fix hardcoded type repr in test. Scott Sanderson 2015-12-09 15:29:57 -05:00
  • f8ab8a5159 TST: py3 compat qualname in preprocess tests llllllllll 2015-12-09 12:49:59 -05:00
  • 48536add73 TST: fix doctests llllllllll 2015-12-09 11:22:13 -05:00
  • 8220d1ee86 ENH: Adds support for different typed adjusted arrays and adds an EarningsCalendar loader. Scott Sanderson 2015-11-18 11:20:05 -05:00
  • 1a595c00ef DOC: Fix formatting in homebrew link. Scott Sanderson 2015-12-08 15:23:54 -05:00
  • c4da85b34c DOC: Add libfreetype6-dev to debian reqs. Scott Sanderson 2015-12-08 13:30:25 -05:00
  • 060c176078 Merge pull request #883 from quantopian/install-docs Scott Sanderson 2015-12-08 12:58:06 -05:00
  • fabac9e3b9 DOC: Add whatsnew. Scott Sanderson 2015-12-08 12:43:57 -05:00
  • 63af5273d1 DOC: Add docs section on installation. Scott Sanderson 2015-11-29 15:07:23 -05:00
  • c8ca48f7f2 Merge pull request #897 from quantopian/remove-unused-prev-env Scott Sanderson 2015-12-04 16:02:42 -05:00
  • 8b39bbab45 REF: Remove unused trading env member. Eddie Hebert 2015-12-04 15:25:30 -05:00
  • ce3727ba8d Merge pull request #884 from quantopian/returns-factor Tim Shawver 2015-12-02 09:34:21 -05:00
  • d576a9dd3a Add the built-in factors to the API docs for zipline.io, so that I can link to the Returns factor from the release notes. Tim Shawver 2015-12-01 15:54:19 -05:00
  • 026ab30ea5 Added an entry to whatsnew for 0.8.4. Tim Shawver 2015-12-01 15:26:10 -05:00
  • 631a1879a3 Adding a built in Returns factor to the pipeline API. Tim Shawver 2015-11-30 15:45:15 -05:00
  • efcb016f64 Merge pull request #887 from quantopian/fix-pad Scott Sanderson 2015-12-01 11:09:00 -05:00
  • 3fda7a7be5 MAINT: Alias methods for 0.17 compat. Scott Sanderson 2015-12-01 10:47:30 -05:00
  • ef323a3165 ENH: adds lookup_expired_futures to asset_finder warren-oneill 2015-11-26 16:46:28 +01:00
  • 7563265647 Merge pull request #849 from quantopian/futures-order-test-fix James Kirk 2015-11-30 12:40:49 -05:00
  • bbe3ab99ac TST: Adds asset type verification to test_order tests jfkirk 2015-11-30 12:25:04 -05:00
  • 3f28a924d7 DOC: Add missing period in docstring. Scott Sanderson 2015-11-25 15:26:22 -05:00
  • f7cbb34c81 Merge pull request #875 from quantopian/spot-price-volume-and-nan Eddie Hebert 2015-11-25 11:33:35 -05:00
  • 5f81acea05 ENH: Return -1 for missing spot prices. Eddie Hebert 2015-11-25 10:16:30 -05:00
  • 53dae6320c BUG: Fix volume value returned by daily spot price Eddie Hebert 2015-11-25 10:16:19 -05:00
  • 0e246a2eee MAINT: error message cleanup llllllllll 2015-11-24 16:51:57 -05:00
  • 7896520bce ENH: better error and don't catch attrerror llllllllll 2015-11-24 16:34:43 -05:00
  • c62ac9ba74 ENH: cannot create two sentinels with same name and different doc llllllllll 2015-11-24 16:05:16 -05:00
  • 68a08d8c2a DOC: whatsnew llllllllll 2015-11-24 15:09:33 -05:00
  • 0cf85dec98 BUG: fix issues with sentinel llllllllll 2015-11-24 15:07:27 -05:00
  • b23d93c31e Merge pull request #870 from quantopian/fix-docstring-typo Scott Sanderson 2015-11-23 14:11:55 -05:00
  • bdf66aaa3d BUG: Fix typo in CustomFactor docstring. Scott Sanderson 2015-11-23 12:55:23 -05:00
  • fde645aabe BUG: Correctly filter all AssetExists() nodes. Scott Sanderson 2015-11-22 00:14:19 -05:00
  • d91267c811 STY: Rename assets to sids. Scott Sanderson 2015-11-20 23:05:16 -05:00
  • 13c9610b55 Merge pull request #836 from quantopian/interactive-conveniences Scott Sanderson 2015-11-20 21:31:39 -05:00
  • 121632e814 DOC: Add a whatsnew entry. Scott Sanderson 2015-11-20 21:12:34 -05:00
  • 26cef8d959 DOC: Better doc and error messages for show_graph. Scott Sanderson 2015-11-20 21:09:12 -05:00
  • 667254206b DOC: warmup_assets is an optional arg. Scott Sanderson 2015-11-20 21:06:48 -05:00
  • f1d33aed96 ENH: Add warmup_assets to equity_pricing_loader. Scott Sanderson 2015-11-11 18:17:07 -05:00
  • 01b820d96c DOC: Add repr for CustomFactor. Scott Sanderson 2015-11-11 18:14:51 -05:00
  • 0b2787a86b MAINT: Add show_graph to Pipeline. Scott Sanderson 2015-11-10 16:34:53 -05:00
  • 5d8a915d15 ENH: Add inspect() function to adjusted_array. Scott Sanderson 2015-11-10 16:34:23 -05:00
  • 7aa04a2e17 ENH: Add pipeline.engine_from_files. Scott Sanderson 2015-11-10 11:07:25 -05:00
  • ac7b44af23 ENH: Add USEquityPricingLoader.from_files. Scott Sanderson 2015-11-07 15:50:30 -05:00
  • f169bb00aa MAINT: Re-export USEquityPricingLoader. Scott Sanderson 2015-11-20 20:12:24 -05:00
  • cf7e87a4b9 DOC: Typo in docstring. Scott Sanderson 2015-11-20 20:02:56 -05:00
  • d8edadc9af Merge pull request #866 from quantopian/chunk-queries Jean Bredeche 2015-11-20 14:07:37 -05:00
  • f48f88861d BUG: chunk sqlite queries into groups of 999. Jean Bredeche 2015-11-19 12:08:27 -05:00
  • dc68ad132a Merge pull request #859 from quantopian/future_beta Richard Frank 2015-11-19 13:11:43 -05:00
  • 4237a08584 DOC: Updated whatsnew for missing benchmarks handling Richard Frank 2015-11-19 09:40:13 -05:00
  • 34a842c052 MAINT: Also return nan when simulation is shorter than 2 days Richard Frank 2015-11-18 13:11:55 -05:00
  • f4cf30dd19 BUG: Return NaN beta when missing benchmarks Richard Frank 2015-11-18 10:40:54 -05:00
  • a9c91a7fbf MAINT: Add a script for deploying docs changes. Scott Sanderson 2015-11-19 02:59:31 -05:00
  • 851eece612 MAINT: Add script for generating docs. Scott Sanderson 2015-11-19 02:55:36 -05:00
  • 85a95ea0a1 Merge pull request #864 from quantopian/docs-improvements Scott Sanderson 2015-11-19 00:55:30 -05:00
  • 7098462cd9 DOC: Document more documentation improvements. Scott Sanderson 2015-11-19 00:54:55 -05:00
  • 3100a60dd4 DOC: Use absolute paths. Scott Sanderson 2015-11-19 00:49:12 -05:00
  • 8503c91339 DOC: Verb choice. Scott Sanderson 2015-11-19 00:49:00 -05:00
  • 7f9856d129 DOC: Add active development section to releases. Scott Sanderson 2015-11-19 00:47:35 -05:00
  • b71327d694 STY: Oxford comma. Scott Sanderson 2015-11-19 00:46:41 -05:00
  • e812a1c7a8 DOC: Document updates to documentation. Scott Sanderson 2015-11-19 00:13:31 -05:00
  • 1524944edd DOC: Many docs improvements. Scott Sanderson 2015-11-18 23:58:59 -05:00