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• e880fa3e34 PERF: Batch load atomic terms by dataset Richard Frank 2015-09-10 15:34:24 -04:00
• 87d5efb699 Merge pull request #763 from quantopian/make-rsi-actually-work Scott Sanderson 2015-10-12 10:46:55 -04:00
• 165ec68518 Merge pull request #762 from quantopian/adjustment-perf Scott Sanderson 2015-10-10 13:45:14 -04:00
• 752a2c3962 DOC: Fix comment typo. Eddie Hebert 2015-10-10 05:37:22 -04:00
• 5338c8e611 ENH: Add spot_price to BcolzDailyBarReader. Eddie Hebert 2015-10-10 00:02:23 -04:00
• 2eaab2eedc Merge pull request #764 from FreddieV4/master Scott Sanderson 2015-10-09 23:54:40 -04:00
• a42fe6c555 Update README.md Freddie Vargus 2015-10-09 21:59:05 -04:00
• 1336dfc181 BUG: RSI wasn't even close to working. Scott Sanderson 2015-10-09 20:10:30 -04:00
• 23ca58813a PERF: Speed up reading of adjustments. Scott Sanderson 2015-10-09 17:33:25 -04:00
• 4a9cd76dab MAINT: Remove unused constant. Scott Sanderson 2015-10-09 17:47:47 -04:00
• f06f4bdd25 MAINT: Remove unused import. Scott Sanderson 2015-10-09 17:47:18 -04:00
• e6ba59b580 Merge pull request #761 from quantopian/move-us-equity-to-data Eddie Hebert 2015-10-09 17:28:37 -04:00
• e33f6dcdcd MAINT: Move equity data formats out of loader. Eddie Hebert 2015-10-09 17:20:19 -04:00
• 4e2039c9b0 ENH: Coerce user input with API method decorator Stewart Douglas 2015-10-05 17:46:02 -04:00
• 69b734129f ENH: Add index to root_symbol column of futures_contracts Andrew Daniels 2015-10-08 14:51:42 -04:00
• 2e85e08768 TST: Adds basic test coverage for FutureChain.__iter__ Andrew Daniels 2015-10-08 14:35:00 -04:00
• 9ecd7e18d0 MAINT: Improves handling for contract date info in lookup_future_chain Andrew Daniels 2015-10-07 16:08:43 -04:00
• 3feb78807e MAINT: Add license to various files Stewart Douglas 2015-10-07 15:47:25 -04:00
• e728e0c1f3 BUG: Fail when passing two Filters to set_screen. Scott Sanderson 2015-10-07 10:48:42 -04:00
• bf6dc7fac1 DOC: Correctly write optional arg to CustomFactor. Scott Sanderson 2015-10-06 12:07:50 -04:00
• d5f8c7c99b DOC: The double-colon is intentional. Scott Sanderson 2015-10-06 12:03:05 -04:00
• 2bb87cbd23 DOC: typo fixes Jean Bredeche 2015-10-06 09:06:05 -04:00
• 773e4cc4db BUG/DOC: Use correct close brace. Scott Sanderson 2015-10-06 06:49:23 -04:00
• 1c27aa9fb1 DOC: More doc updates. Scott Sanderson 2015-10-06 06:46:33 -04:00
• 3233850cf6 DOC: Update docstrings for built-in factors. Scott Sanderson 2015-10-06 06:12:10 -04:00
• 7d760f64d7 DOC: More docs updates. Scott Sanderson 2015-10-06 06:00:06 -04:00
• f109dbbd1d DOC: Use double backticks for API methods in pipeline docs. Scott Sanderson 2015-10-06 05:09:59 -04:00
• 4230049fde DOC: More docs tweaks. Scott Sanderson 2015-10-06 02:31:24 -04:00
• e2d29e9260 BUG: Use correct section name. Scott Sanderson 2015-10-05 14:56:08 -04:00
• 762787a4fe DOC: Tweaks to pipeline language. Scott Sanderson 2015-10-05 11:32:53 -04:00
• 5f495f91fc DOC: Restructure example slightly. Scott Sanderson 2015-10-05 11:30:26 -04:00
• b949748467 BUG/DOC: Subtraction is what I meant there... Scott Sanderson 2015-10-05 11:29:22 -04:00
• 7ea24c20c8 MAINT: Updates to docstrings. Scott Sanderson 2015-10-05 11:03:08 -04:00
• 99dfb6573e DOC: Docstrings for Pipeline and CustomFactor. Scott Sanderson 2015-10-02 22:17:48 -04:00
• 3ef0ddf0c6 ENH: Add future_symbol API method Stewart Douglas 2015-10-01 16:13:02 -04:00
• 3cfdd6cf8c ENH: Add lookup_future_symbol method Stewart Douglas 2015-10-01 15:43:17 -04:00
• 557bdcd69d MAINT: Don't name pipelines. Scott Sanderson 2015-10-02 16:24:22 -04:00
• 720d9382bd Merge pull request #746 from quantopian/write_faster Richard Frank 2015-10-02 12:21:27 -04:00
• 027d4009d8 MAINT: Share constant across modules Richard Frank 2015-10-01 17:35:04 -04:00
• c8c83a9f2b MAINT: Don't bother looping through all the keys Richard Frank 2015-10-01 13:37:53 -04:00
• a30c4fc689 PERF: Don't build an AssetFinder if no engine is provided Richard Frank 2015-10-01 13:28:16 -04:00
• e8c5203e31 MAINT: constraints is always True Richard Frank 2015-10-01 09:13:59 -04:00
• 8b98ca7d71 PERF: Reflect the db schema once instead of per table Richard Frank 2015-10-01 08:55:02 -04:00
• beac4d6f16 MAINT: Delegate to sqlalchemy metadata Richard Frank 2015-10-01 08:46:37 -04:00
• ea02dcfb14 MAINT: Format the list when making error message Richard Frank 2015-10-01 08:04:05 -04:00
• 9a745450cc MAINT: De-dupe retrieving assets Richard Frank 2015-10-01 07:51:49 -04:00
• 906b68f2da MAINT: Forward along default_none Richard Frank 2015-10-01 07:51:27 -04:00
• 21366e8529 PERF: Convert to ns since epoch vector-wise instead of dt by dt Richard Frank 2015-09-30 20:26:36 -04:00
• 702cce4fea MAINT: Simplified set and dict manipulations Richard Frank 2015-09-30 20:24:37 -04:00
• b9f2203eed MAINT: Removed unused parameter Richard Frank 2015-09-30 20:23:24 -04:00
• 3c8370114f PERF: Write in chunks of 999 instead of chunks of 1 Richard Frank 2015-09-30 19:32:29 -04:00
• 9d61573e52 MAINT: Instance attribute isn't used Richard Frank 2015-09-30 19:32:03 -04:00
• 7424c61ada MAINT: De-duplicate AssetDBWriter subclass initialization Richard Frank 2015-09-30 18:57:06 -04:00
• 096a0d49fd MAINT: Rename drain_pipeline -> pipeline_output. Scott Sanderson 2015-10-01 17:12:48 -04:00
• 4f2d3d783a TEST: Template in module name. Scott Sanderson 2015-10-01 15:08:46 -04:00
• 2034c65599 MAINT: Pluralize top-level term namespaces. Scott Sanderson 2015-09-30 22:17:43 -04:00
• a40d7e47c1 MAINT: Re-export CustomFactor in zipline.pipeline. Scott Sanderson 2015-09-30 21:52:36 -04:00
• 1f6c7ff31f MAINT: Rename ffc_loader -> pipeline_loader. Scott Sanderson 2015-09-30 20:43:01 -04:00
• 2d683961bd MAINT: More renaming. Scott Sanderson 2015-09-30 20:36:28 -04:00
• f82a01841b MAINT: Rename ALL the things. Scott Sanderson 2015-09-30 20:15:41 -04:00
• 1d1092152c BUG: Use numbers.Number to check numbers. Scott Sanderson 2015-09-30 16:17:25 -04:00
• 0a39225c1e MAINT: Add Pipeline to zipline.modelling namespace. Scott Sanderson 2015-09-29 21:49:00 -04:00
• 01ea88c225 TEST: Test screen handling in test_handle_split. Scott Sanderson 2015-09-29 21:06:37 -04:00
• 98d2ed9940 TST: Refactor test_handle_adjustment. Scott Sanderson 2015-09-29 19:21:23 -04:00
• eb997bb5f8 TEST: Pass cls.env for test_handle_adjustment. Scott Sanderson 2015-09-29 19:19:58 -04:00
• 8e59d12daf ENH: Pipeline API Scott Sanderson 2015-09-29 11:31:31 -04:00
• 0e0dec49e5 TST: Rename test method. Scott Sanderson 2015-09-29 11:17:08 -04:00
• b71db4267c TST: Add missing tests from test_rank_descending. Scott Sanderson 2015-09-28 15:15:59 -04:00
• 524c7a0bb1 DOC: Fix example for require_not_initialized. Scott Sanderson 2015-09-28 10:56:04 -04:00
• a483455183 ENH: Add zipline.utils.numpy_utils. Scott Sanderson 2015-09-29 16:30:03 -04:00
• b766ce6ebd ENH: Add zipline.utils.cache. Scott Sanderson 2015-09-28 14:59:48 -04:00
• 00c413e9d4 ENH: Add zipline.utils.preprocess. Scott Sanderson 2015-09-27 21:03:55 -04:00
• 75138343ba BUG: Use IGNORE_EXCEPTION_DETAIL in test_doctests. Scott Sanderson 2015-09-30 21:24:29 -04:00
• 670706158a ENH: Don't write files when rendering TermGraphs. Scott Sanderson 2015-09-27 19:59:52 -04:00
• e33fa988f2 DEP: Remove _convert_asset_str_fields Stewart Douglas 2015-10-01 13:34:47 -04:00
• 8ba15a6f72 BUG: Correctly test for duplicate symbols Stewart Douglas 2015-10-01 10:21:39 -04:00
• 39fff4aa43 Merge pull request #735 from quantopian/remove-minute-performance Eddie Hebert 2015-10-01 10:16:52 -04:00
• a4da2761a2 Merge pull request #738 from grundgruen/asset_ts_bug James Kirk 2015-10-01 09:25:49 -04:00
• 66b36919a3 BUG: missing comma in _asset_timestamp_fields Warren O'Neill 2015-10-01 10:57:54 +02:00
• b655a2a592 Merge pull request #737 from quantopian/remove-random-simulation-params Eddie Hebert 2015-09-29 16:26:22 -04:00
• 23e7433635 TST: Make params explicit to calc results. Eddie Hebert 2015-09-29 13:51:51 -04:00
• 9581afb32a TST: Remove random simulation parameters. Eddie Hebert 2015-09-29 13:40:05 -04:00
• 644cfe6a42 MAINT: Remove unused minute performance period. Eddie Hebert 2015-09-29 12:10:37 -04:00
• b1cb177d45 Merge pull request #731 from quantopian/remove-instant-fill-from-close-pos-tests Eddie Hebert 2015-09-28 15:07:40 -04:00
• cbb3d807b7 TST: Remove instant fill from close position test. Eddie Hebert 2015-09-28 14:48:19 -04:00
• 5d2217b0eb Merge pull request #726 from quantopian/explicit-position-value-calcs Eddie Hebert 2015-09-25 17:33:53 -04:00
• 20c64b591f MAINT: Clean up net calculations. Eddie Hebert 2015-09-25 16:43:34 -04:00
• c88412e3f1 TST: Add coverage for long and short count. Eddie Hebert 2015-09-25 16:42:25 -04:00
• 31d214d8ff MAINT: Combine leverage calculations. Eddie Hebert 2015-09-25 13:58:44 -04:00
• 136eb8aa0d BUG: Running an algo with a df/panel of Assets was raising SidNotFound Richard Frank 2015-09-24 17:16:58 -04:00
• 0b6b11a080 MAINT: Removed some unnecessary instance attributes Richard Frank 2015-09-24 17:16:43 -04:00
• b0de423b38 MAINT: Add indexes to company_symbol/fuzzy_symbol. John Ricklefs 2015-09-24 21:04:45 -04:00
• ae97e75388 MAINT: Only calc position values once per packet. Eddie Hebert 2015-09-18 11:18:42 -04:00
• e3d52df88c ENH: Allow passing an existing engine to TradingEnvironment John Ricklefs 2015-09-21 12:54:50 -04:00
• bd147a084e BUG: Fix crash on .latest for integer-typed columns. Scott Sanderson 2015-09-18 16:44:30 -04:00
• 8eb09f70d7 BUG: Don't crash when raising UnsupportedDataType. Scott Sanderson 2015-09-18 16:17:36 -04:00
• 85cacdf356 DOC: Typo fix. Scott Sanderson 2015-09-17 10:54:53 -04:00
• fd1bee9bf6 ENH: Don't trigger AssetDateBounds for orders of 0 shares. John Ricklefs 2015-09-17 19:31:47 -04:00
• 38ff4cc913 BUG: Normalize dates in AssetDateBounds control checks John Ricklefs 2015-09-17 16:54:22 -04:00
• 88495ce9b7 MAINT: Batch transform uses get_algo_instance jfkirk 2015-09-18 14:17:53 -04:00