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• 4db5e6c142 ENH: AssetDBWriter now overwrites symbol with file_name, if provided jfkirk 2015-09-16 16:34:34 -04:00
• 082bc4f906 MAINT: Removes default_none from lookup_symbol jfkirk 2015-09-16 14:55:42 -04:00
• c446e7f62a ENH: Adds fuzzy symbol look-up and makes it distinct from delimited symbols jfkirk 2015-09-16 14:34:18 -04:00
• d84bdefef8 MAINT: Removes lookup_symbol_resolve_multiple method jfkirk 2015-09-16 09:51:10 -04:00
• 29dce965d5 ENH: Simplifies AssetFinder symbol lookup by making fuzzy lookup the default jfkirk 2015-09-15 16:52:06 -04:00
• 26fd6fda8b ENH/BUG: Modeling API enhancements. Scott Sanderson 2015-09-10 16:49:15 -04:00
• 691f6d95d7 STY: Use relative imports in engine.py. Scott Sanderson 2015-09-15 14:06:17 -04:00
• 46882bfcb9 TST: Remove unnecessary instance attr assignments. Scott Sanderson 2015-09-10 16:49:21 -04:00
• e32f50ba3a DOC: Better docstring. Scott Sanderson 2015-09-11 14:39:22 -04:00
• b70f517077 DOC: Fix docstring types. Scott Sanderson 2015-09-10 15:12:21 -04:00
• 4561c776a0 DOC: Fix typo in docstring. Scott Sanderson 2015-09-09 10:49:40 -04:00
• 5730de25a4 DEV: Kill compute_from_{arrays,windows}. Scott Sanderson 2015-09-04 14:14:08 -04:00
• 58ceb7b7bb DEV: Add zipline.utils.memoize. Scott Sanderson 2015-09-04 11:20:11 -04:00
• dad3bbd879 ENH: Add tools for visualizing FFC graphs. Scott Sanderson 2015-09-02 10:32:10 -04:00
• ad54eedeea Revert "MAINT: AssetFinder now takes fuzzy characters on look-up, not init" Scott Sanderson 2015-09-15 23:57:25 -04:00
• c16bc9f8db MAINT: AssetFinder now takes fuzzy characters on look-up, not init jfkirk 2015-09-15 09:38:17 -04:00
• 6f2e1672d7 BUG: Forward initialize args and kwargs to user-defined function. Thomas Wiecki 2015-08-25 13:25:54 +02:00
• a6e677a1d7 MAINT: Removes unused __init__ from AssetDBWriter jfkirk 2015-09-14 10:01:36 -04:00
• b0195c0d17 MAINT: Abstracts-away Timestamp conversion of Asset fields jfkirk 2015-09-11 15:58:46 -04:00
• a6ce1e5e8d ENH: Adds auto_close_date field to Future objects jfkirk 2015-08-13 12:42:13 -04:00
• 29321af1b4 DEP: Remove quantopian_buy_applye.py as logic covered in buyapple.py Stewart Douglas 2015-09-10 17:17:46 -04:00
• 4770c5956c TST: Fixes modelling test tearDown jfkirk 2015-09-10 11:15:13 -04:00
• 6e6ef447d2 TST: Adds tearDownClass methods to delete TradingEnvironments jfkirk 2015-09-10 09:50:53 -04:00
• 65a4c4523e STY: Renames serialization_utils dump and load methods jfkirk 2015-09-09 10:06:14 -04:00
• 262f0b7d09 MAINT: Removes mutable default method args jfkirk 2015-09-08 13:36:04 -04:00
• 608dff245b TST: Updates test for set_symbol_lookup_date jfkirk 2015-09-08 11:35:43 -04:00
• 265bffbe01 TST: Updates modelling test base for new TradingEnvironment jfkirk 2015-09-08 10:55:49 -04:00
• 3c1eea4ca1 MAINT: Removes references to trading.environment jfkirk 2015-09-03 13:15:21 -04:00
• fd907dbabc ENH: Adds mapping of company_name and ensures str types in AssetFinder jfkirk 2015-09-01 14:54:48 -04:00
• 5320fd0fc5 BUG: Adds missing parens to AssetFinder sids property jfkirk 2015-08-31 15:27:55 -04:00
• 6c6ecd0a86 ENH: Adds asset_db_path arg to TradingEnvironment init jfkirk 2015-08-31 12:18:14 -04:00
• fa5f24fb2a BUG: Removes default table values causing issues jfkirk 2015-08-25 16:29:20 -04:00
• 93c8808e4a ENH: Adds root_symbol_id column for use in creating Future sids jfkirk 2015-08-25 15:38:33 -04:00
• 2a28d09380 MAINT: Removes exchange_id and root_symbol_id columns from AssetDB jfkirk 2015-08-25 15:09:34 -04:00
• 35ed8c28a8 TST: Fixes modelling test to use new TradingEnvironment framework jfkirk 2015-08-25 13:18:25 -04:00
• a2cacfb613 MAINT: Pulls out methods that should be free jfkirk 2015-08-25 10:59:41 -04:00
• f1f3f9b751 TST: Fixes broken event test jfkirk 2015-08-24 16:39:45 -04:00
• dc964a7e7d MAINT: Removes the ability to reference a global TradingEnvironment jfkirk 2015-08-24 16:04:10 -04:00
• 661314ce49 ENH: AssetWriter now writes one Asset per insert statement jfkirk 2015-08-17 16:01:47 -04:00
• a517929cbb DOC: Improve documentation in asset_writer.py Stewart Douglas 2015-08-14 19:06:57 -04:00
• 22827d1c89 MAINT: Convert map to list in lookup_future_chain Stewart Douglas 2015-08-14 18:49:56 -04:00
• ee9c79a6f8 MAINT: Reduce end_date int for SQLite Python3.3 compatibility Stewart Douglas 2015-08-14 18:09:21 -04:00
• 593e114f0a BLD: Include sqlalchemy and toolz in .travis.yml Stewart Douglas 2015-08-14 15:10:49 -04:00
• d3516959a3 MAINT: Don't set string to upper before writing, remove unused libs Stewart Douglas 2015-08-14 14:43:19 -04:00
• 3224085a1d ENH: Check whether identifier columns provided in DataFrame Stewart Douglas 2015-08-14 14:40:58 -04:00
• 7be2cf8652 MAINT: Allow algo.run() to write to db Stewart Douglas 2015-08-14 14:39:41 -04:00
• 1ef2274d11 MAINT: Update tests to conform to new reader/writer structure Stewart Douglas 2015-08-13 23:13:18 -04:00
• 8ccdae9870 MAINT: Change defaults when parsing kwargs in TradingEnvironment Stewart Douglas 2015-08-13 23:12:31 -04:00
• bd7be19198 ENH: Allow write_data to consume DataFrames Stewart Douglas 2015-08-13 23:10:48 -04:00
• 92f99e62f0 MAINT: AssetFinder should not write to db Stewart Douglas 2015-08-13 23:05:36 -04:00
• 9d313ab877 BUG: Various bug fixes to assets.py Stewart Douglas 2015-08-13 22:58:04 -04:00
• 16488d9053 ENH: Base new sid creation on existing sids in database Stewart Douglas 2015-08-13 22:57:30 -04:00
• 1d958bd7eb ENH: Allow AssetDBWriterFromList to consume Assets Stewart Douglas 2015-08-13 22:56:10 -04:00
• aa110dd149 ENH: Add init_db to transaction so table exists=>it has also been written to Stewart Douglas 2015-08-13 10:14:38 -04:00
• 667f0695d5 BUG: Avoid NOT NULL violation by checking for data first Stewart Douglas 2015-08-13 09:07:09 -04:00
• e5875af784 DOC: Documentation improvements Stewart Douglas 2015-08-12 15:32:11 -04:00
• e529df06ea ENH: Add autoload=True for compatibility with SQLAlchemy < 1.0.0 Stewart Douglas 2015-08-12 14:14:23 -04:00
• ded6f8543f BUG: Cast datetime to Timestamp to call value Stewart Douglas 2015-08-11 13:32:39 -04:00
• 3af8b6d6c8 DEP: Remove unecessary calls to write_data Stewart Douglas 2015-08-10 21:39:49 -04:00
• 1c512c5478 TST: Update test_algorithm.py to incorporate TradingEnvironment.write_data Stewart Douglas 2015-08-10 21:34:49 -04:00
• c8b88432cc BUG: Account for sid == 0 in if statement Stewart Douglas 2015-08-10 21:04:11 -04:00
• 4300ab357a BUG: Convert sqlalchemy RowProxy to dict for assignment Stewart Douglas 2015-08-10 21:03:30 -04:00
• 46346ecb5d BUG: Ensure symbols are made upper case in db Stewart Douglas 2015-08-10 17:26:37 -04:00
• 678aec2cae MAINT: Convert dates to INTs for SQLite and set default end_date Stewart Douglas 2015-08-10 17:15:58 -04:00
• 32b663c5ca MAINT: Enforce uniqueness of sid column Stewart Douglas 2015-08-10 10:02:01 -04:00
• 501fd58fdf ENH: Replace update_asset_finder with write_data Stewart Douglas 2015-08-08 23:10:40 -04:00
• 9660447ed0 MAINT: Ensure correct pandas.DataFrame is returned Stewart Douglas 2015-08-07 17:49:53 -04:00
• a8f60366cd MAINT: Remove call to write_all when initializing db Stewart Douglas 2015-08-07 16:52:04 -04:00
• d55920a43b ENH: Return namedtuple from load methods Stewart Douglas 2015-08-07 15:53:47 -04:00
• b658f579d2 ENH: Consolidate logic into load_data method Stewart Douglas 2015-08-07 15:20:13 -04:00
• 59f5a9683b DEP: Remove legacy writer classes Stewart Douglas 2015-08-07 13:38:14 -04:00
• 47ed3a2fdb ENH: Update AssetDBWriterFromList to consume identifiers Stewart Douglas 2015-08-06 22:04:35 -04:00
• 8fc97b99b2 MAINT: Default constraints=True in AssetDBWriter Stewart Douglas 2015-08-06 13:26:29 -04:00
• 38f3e6c713 ENH: Add UNIQUE and NOT NULL constraints Stewart Douglas 2015-08-06 13:18:38 -04:00
• ee4aa7327b MAINT: more bugfixes llllllllll 2015-08-06 12:06:33 -04:00
• 9cd3707440 BLD: Adds sqlalchemy to reqs llllllllll 2015-08-06 11:12:39 -04:00
• 874abee1d8 BUG: itemgetter is in operator llllllllll 2015-08-06 11:11:07 -04:00
• fc8ea9b39b MAINT: Remove NOT NULL constraint when constraints=False Stewart Douglas 2015-08-06 10:23:53 -04:00
• dd956116b7 ENH: sqlalchemy llllllllll 2015-08-05 14:31:54 -04:00
• 17c6ecbfff STY: Formating changes Stewart Douglas 2015-08-05 11:15:07 -04:00
• 06894c301e DEP: Stop exporting deprecated methods Stewart Douglas 2015-08-04 22:49:14 -04:00
• 4b763f4138 ENH: Update load_data method Stewart Douglas 2015-08-04 22:48:05 -04:00
• 97e980751f MAINT: Integrate asset writer changes into TradingEnvironment Stewart Douglas 2015-08-04 17:54:36 -04:00
• abcb6704e8 TST: Modify tests given new AssetFinder behavior Stewart Douglas 2015-08-03 22:23:39 -04:00
• f12c9aa0b7 ENH: Create AssetDBWriterFromDataFrame class Stewart Douglas 2015-08-03 22:22:37 -04:00
• ad28d5ee0a ENH: Remove all writing functionality from AssetFinder Stewart Douglas 2015-08-03 22:22:14 -04:00
• 696d8f2846 MAINT: Insert data into asset_router Stewart Douglas 2015-08-04 17:53:05 -04:00
• 449400426d ENH: Enable fuzzy matching for equities Stewart Douglas 2015-08-03 20:34:11 -04:00
• c8cb2d92dd MAINT: Use raw SQL driver rather than pandas to_sql method Stewart Douglas 2015-07-31 15:09:41 -04:00
• 746f70a133 ENH: Create AssetDBWriter class Stewart Douglas 2015-07-17 11:38:58 -04:00
• 45adc57267 TST: Simulate running an algo using scripts/run_algo.py Stewart Douglas 2015-09-10 10:30:01 -04:00
• 283c959cc4 MAINT: Move analyze methods into algorithm files Stewart Douglas 2015-09-09 13:33:05 -04:00
• 723c5bb069 ENH: Add if name == main blocks to examples Stewart Douglas 2015-09-09 12:59:02 -04:00
• 3f4bbc521a ENH: Add axis label to olmar output plot Stewart Douglas 2015-09-03 13:20:28 -04:00
• dee69f39fe BUG: Allow dual_em_talib.py to be executed with run_algo.py Stewart Douglas 2015-09-02 14:34:36 -04:00
• e507ee097d TST: Add coverage for set_symbol_lookup_date method Stewart Douglas 2015-09-04 14:55:11 -04:00
• 1e31866471 MAINT: FutureChain should only accept Timestamp Stewart Douglas 2015-09-04 14:49:51 -04:00
• ad31e1ff6e MAINT: Coerce user input to Timestamps, catching errors Stewart Douglas 2015-09-04 11:18:43 -04:00
• c2159d429b ENH: Allow user to set the symbol lookup date Stewart Douglas 2015-09-03 16:17:50 -04:00
• dcc0a31782 PERF: Re-use the faster get_open_and_closes from tradingcalendar Richard Frank 2015-09-06 21:48:30 -04:00