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• 8cd4f7d100 MAINT: Make load_adjusted_array return a dict. Scott Sanderson 2015-11-03 10:56:04 -05:00
• f98349e24d Merge pull request #803 from quantopian/future-flip James Kirk 2015-11-02 10:13:41 -05:00
• a1584cebe7 STY: Factors-out event price handling jfkirk 2015-11-02 10:02:58 -05:00
• 7d29bb6a67 BUG: Fixes failure to account for Futures transaction prices jfkirk 2015-10-30 12:04:38 -04:00
• 3f66e6c66a TST: adds future flip test warren-oneill 2015-10-30 11:53:53 +01:00
• cb29f39688 Merge pull request #798 from quantopian/monthly_pipeline Richard Frank 2015-10-27 16:45:38 -04:00
• d7add5b248 ENH: Makes chunk_size configurable in attach_pipeline Richard Frank 2015-10-27 12:16:20 -04:00
• 114c3d3bdf DOC: Weaker modality for history in initialize. Scott Sanderson 2015-10-27 14:38:26 -04:00
• 4826787475 ENH: Fail when history() is called in initialize. Scott Sanderson 2015-10-26 12:04:31 -04:00
• e49cc3a6d1 Merge pull request #793 from quantopian/treasury-cleanup Scott Sanderson 2015-10-25 17:55:42 -04:00
• 653e7cbbf2 Merge pull request #690 from quantopian/time-tests Scott Sanderson 2015-10-25 16:50:02 -04:00
• 01888918dd MAINT: Use itemgetter instead of homegrown func. Scott Sanderson 2015-10-25 16:34:11 -04:00
• 75f7c44223 BUG: Better check for last date. Scott Sanderson 2015-10-25 15:47:50 -04:00
• 8fd18e5aa6 DOC: Comment on treasury division by 100. Scott Sanderson 2015-10-25 15:16:57 -04:00
• 0710062e6a DOC: Docstring edits. Scott Sanderson 2015-10-22 13:02:32 -04:00
• cabe22ae8e ENH: Always use Adjusted Close for benchmarks. Scott Sanderson 2015-10-22 12:19:38 -04:00
• df4cda4dc9 ENH: Remove defaults from get_benchmark_data. Scott Sanderson 2015-10-22 11:31:49 -04:00
• d82cfb1e64 MAINT: Final polish on loader rewrites. Scott Sanderson 2015-10-22 10:57:14 -04:00
• 71db6d3fdc MAINT: Remove unused loader_utils file. Scott Sanderson 2015-10-22 09:54:34 -04:00
• 24d26f9e63 MAINT: Rewrite the benchmark loader. Scott Sanderson 2015-10-22 08:59:48 -04:00
• 948196d2de MAINT: Remove unused loader_utils functions. Scott Sanderson 2015-10-22 07:25:01 -04:00
• c9e165aa2d ENH: Rewrite Canadian treasury loader. Scott Sanderson 2015-10-22 07:22:35 -04:00
• 8c38278783 ENH: Rewrite treasury loader using pandas. Scott Sanderson 2015-10-22 04:12:59 -04:00
• 3c954af08c MAINT: Just do searchsorted with the date. Scott Sanderson 2015-10-22 03:57:33 -04:00
• 854b6638b2 MAINT: Remove default values from dump_treasury_curves. Scott Sanderson 2015-10-22 03:12:22 -04:00
• 0bc96a772d Merge pull request #794 from quantopian/vectorize-final-risk-calc Jean Bredeche 2015-10-25 10:07:26 -04:00
• b0b159e12d ENH: vectorize mean algorithm returns calculation Jean Bredeche 2015-10-24 13:18:52 -04:00
• 358ab41569 TST: test history() in before_trading_start() Stewart Douglas 2015-10-15 17:15:57 -04:00
• 6795ea74c9 ENH: Update next_market_minute() & previous_market_minute() Stewart Douglas 2015-10-21 12:11:05 -04:00
• f599795d27 ENH: Allow pipelines to run with matching start/end dates John Ricklefs 2015-10-21 15:26:00 -04:00
• acce0779c9 DOC: Better docstring descriptions for mask. Scott Sanderson 2015-10-21 22:53:03 -04:00
• 8543b32468 Merge pull request #791 from quantopian/pipeline-effective-dates Eddie Hebert 2015-10-21 16:44:07 -04:00
• 55b25bdd3f MAINT: Set dividend effective date to ex_date. Eddie Hebert 2015-10-21 13:31:05 -04:00
• 420df53d78 ENH: pull sentinel construction into a function llllllllll 2015-10-19 16:31:57 -04:00
• 5112421334 BUG: Fix the firstlineno of the validated functions llllllllll 2015-10-19 16:31:33 -04:00
• b8452b88c3 TST: test case where there are more sids requested than available llllllllll 2015-10-16 17:17:58 -04:00
• 1371bf2cd0 BUG: support case there are more sids requested than available in a blaze dataset llllllllll 2015-10-16 17:17:35 -04:00
• 4238391f6f DOC: docstring cleanup llllllllll 2015-10-16 11:57:43 -04:00
• 7afe7d6b45 ENH: remove blazeloader repr, too verbose llllllllll 2015-10-16 11:50:37 -04:00
• c714fe58d1 BUG: Makes macro dataset loader return a concrete ndarray. llllllllll 2015-10-16 11:49:12 -04:00
• aedbbcc6f0 BLD: blaze ecosystem commits llllllllll 2015-10-14 16:41:31 -04:00
• e4abddd286 ENH: updates tests to use first and last col llllllllll 2015-10-14 15:08:55 -04:00
• 3fb91e4d39 MAINT: cleanup doctests llllllllll 2015-10-14 13:19:58 -04:00
• c58f0137e4 MAINT: map(retrieve_asset) -> retrieve_all llllllllll 2015-10-14 12:18:24 -04:00
• e9ec709453 MAINT: expect_value doctest and lambda over toolz llllllllll 2015-10-14 12:14:23 -04:00
• 0fff04d9c1 DOC: update doctest llllllllll 2015-10-14 11:35:49 -04:00
• 1db29a9f0f ENH: handle amendments between trading days llllllllll 2015-10-13 18:55:36 -04:00
• 0183d0a914 ENH: Allows Float64Adjustments to act on a range of columns llllllllll 2015-10-13 18:08:11 -04:00
• c7ca0166cc MAINT: refactor tmp_db_uri to use make_simple_assetinfo llllllllll 2015-10-13 18:06:57 -04:00
• 971848f38b MAINT: reshuffle logic in from_blaze to make the control flow easier llllllllll 2015-10-13 11:22:48 -04:00
• f897bcdfed rename expr to dataset in type error llllllllll 2015-10-13 10:58:18 -04:00
• 1e05a1c4ae TST: fix py2 compat for test llllllllll 2015-10-13 10:55:48 -04:00
• d3c0463941 ENH: Addresses comments llllllllll 2015-10-12 19:21:34 -04:00
• 22ffe3fe49 ENH: adds expect_element preprocessor llllllllll 2015-10-12 19:15:27 -04:00
• a7763673aa MAINT: remove from_function. We can revisit this later llllllllll 2015-10-12 12:24:37 -04:00
• 1e8d4dd7fb ENH: Allows blaze loader to be used as a loader_dispatcher llllllllll 2015-10-09 18:48:09 -04:00
• 11ba76874c ENH: allow columns from different datasets llllllllll 2015-10-09 18:36:41 -04:00
• 345a7eaf31 ENH: Fix nop adjustments llllllllll 2015-10-09 17:45:29 -04:00
• fca637a40b ENH: Adds a better error if root mask is empty llllllllll 2015-10-09 17:45:03 -04:00
• a18b1d7adb ENH: PY2 compat with blaze loader llllllllll 2015-10-07 12:09:35 -04:00
• 9c37011a38 BUG: Only simple expressions for array-like dshape llllllllll 2015-10-06 18:07:40 -04:00
• 8ec562e2ed DOC: blaze loader docstring llllllllll 2015-10-06 18:07:16 -04:00
• 2df4dfd1bb MAINT: name filter predicate llllllllll 2015-10-06 15:18:43 -04:00
• 78101fde75 MAINT: Cleanup docstrings and comments llllllllll 2015-10-06 15:16:55 -04:00
• 26b47a1234 MAINT: treat Pipeline API as a proper noun llllllllll 2015-10-06 15:13:41 -04:00
• 0ec1cbc604 MAINT: rename pipeline_api_from_blaze to from_blaze llllllllll 2015-10-06 15:11:38 -04:00
• a58fe4b492 BUG: python2 implicit import is the worst feature ever llllllllll 2015-10-06 13:52:53 -04:00
• 8c1bcd684e BLD: show versions on travis llllllllll 2015-10-06 13:13:40 -04:00
• f7ad82f38e TST: updates tests after rebasing llllllllll 2015-10-06 12:00:39 -04:00
• 898fbad6ac BLD: Can't use setup.py with git reqs unless you want to do a lot of work llllllllll 2015-10-06 11:40:21 -04:00
• e3bf786bd5 BLD: blaze it up llllllllll 2015-10-06 00:23:54 -04:00
• d621f1e87c ENH: Updates the blaze loader and adds more tests llllllllll 2015-10-05 18:38:28 -04:00
• 22a227710d ENH: adds CustomFactor.from_function llllllllll 2015-10-05 18:38:06 -04:00
• 4c98c947fb ENH: Adds repr for datasets llllllllll 2015-10-05 18:11:34 -04:00
• 4d7d5ce8ff TST: Adds some test cases for the blaze loader llllllllll 2015-10-02 22:21:12 -04:00
• f88cd17028 TST: adds tmp_assets_db and tmp_asset_finder so we don't need an entire trading env llllllllll 2015-10-02 22:20:57 -04:00
• 6e4335820e ENH: preallocate the output dataframe llllllllll 2015-10-02 22:20:14 -04:00
• 8f661387df ENH: allows any iterator to be the return of load_adjusted_arrays llllllllll 2015-10-02 22:19:53 -04:00
• b032b68a43 ENH: Adds a blaze pipeline loader. llllllllll 2015-09-22 15:08:03 -04:00
• 4008b6a3a4 Merge pull request #782 from quantopian/future-chain-start-date James Kirk 2015-10-19 11:53:43 -04:00
• 915c8e800f MAINT: Removes unneeded knowledge_date logic from future_chain jfkirk 2015-10-19 11:37:56 -04:00
• 18d33025a4 Merge pull request #779 from quantopian/pandas17 Scott Sanderson 2015-10-16 10:36:13 -04:00
• 659a367b09 STY Remove unused import of to_datetime. Thomas Wiecki 2015-10-16 15:54:37 +02:00
• d21aec17e2 MAINT Change relativedelta to Timedelta as pandas 0.17.0 deprecated relativedelta. Thomas Wiecki 2015-10-16 15:53:11 +02:00
• 85c49afe4c Merge pull request #774 from quantopian/filter-out-dates-with-no-data Eddie Hebert 2015-10-15 13:30:46 -04:00
• 6b9476d346 BUG: Filter out payout rows with no prev close. Eddie Hebert 2015-10-14 11:41:46 -04:00
• 2686e3875a MAINT: Removes unnecessary benchmark load on some TradingEnvironments jfkirk 2015-10-14 12:04:58 -04:00
• 9a2767ad07 Merge pull request #765 from quantopian/add-spot-price-and-write-adjustments Eddie Hebert 2015-10-13 14:02:44 -04:00
• ccdc815526 ENH: Write dividend payouts to adjustments db. Eddie Hebert 2015-10-10 06:11:51 -04:00
• 0fa6e72d1d Merge pull request #756 from quantopian/batch_load_ffc Richard Frank 2015-10-12 16:45:05 -04:00
• 952da68610 DOC: Fixed docstring Richard Frank 2015-10-12 09:11:36 -04:00
• 7a638e4580 STY: Moving args to new line Richard Frank 2015-10-10 00:07:05 -04:00
• ee26a21855 MAINT: Renamed loader_dispatch to get_loader Richard Frank 2015-10-09 23:55:15 -04:00
• 99de89c817 PERF: Don't recalc similar atomic terms Richard Frank 2015-10-09 18:17:11 -04:00
• 2dabda6b76 MAINT: Reworked Term atomicity Richard Frank 2015-10-09 17:32:22 -04:00
• 940831e1cf TST: Added test that columns are batched Richard Frank 2015-10-07 14:18:41 -04:00
• 7bd6b69a89 MAINT: Group by loader and extra_rows Richard Frank 2015-10-06 17:53:39 -04:00
• ba0542a641 MAINT: Removed MultiColumnLoader Richard Frank 2015-10-05 12:34:43 -04:00
• 143f780036 MAINT: Fixed base class signature Richard Frank 2015-09-18 11:48:15 -04:00
• 83bd1310d9 PERF: Using pipeline_loader_dispatch to group by loader Richard Frank 2015-09-11 10:19:21 -04:00