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• edadd63bd3 DOC Merge Joe and llllllllll. Thomas Wiecki 2015-02-13 17:18:34 +01:00
• 38ae31a24e DOC Fix comitters in release announcement. Thomas Wiecki 2015-02-13 14:25:50 +01:00
• fa9e61909b DOC Add highlights section to release announcements. Thomas Wiecki 2015-02-13 14:18:48 +01:00
• 44083b9906 DOC Add authors file as well as script to create it. Thomas Wiecki 2015-02-13 14:13:22 +01:00
• b60621bb02 DOC Add contributors to release announcement. Thomas Wiecki 2015-02-13 14:09:04 +01:00
• abfd8940fa DOC Fix release-notes filename in mkdocs.yml. Thomas Wiecki 2015-02-13 13:54:48 +01:00
• edf0c5ef54 DOC Bumped version of release announcement to 0.8.0. Thomas Wiecki 2015-02-13 13:52:35 +01:00
• bab3d9e731 DOC Markdown fixes to release announcement. Thomas Wiecki 2015-02-13 13:51:59 +01:00
• 1a51ff1ee9 BLD Remove setup.py rst conversion. Add README.md as pypi description. Thomas Wiecki 2015-01-16 10:24:29 +01:00
• 7812cbb55f DOC Update README to add call to action to join mailing list. Thomas Wiecki 2015-01-02 18:10:29 +01:00
• 37032eee62 DOC Initial setup of mkdocs. Thomas Wiecki 2014-10-20 17:15:23 +02:00
• 357f1a88a4 BUG: Remove Pokemon exception handling. Scott Sanderson 2015-02-03 01:21:43 -05:00
• 7059ba1e6a PERF: Avoid using attribute access in inner event processing. Eddie Hebert 2015-02-11 11:56:47 -05:00
• 439f404bed MAINT Increase default volume from 1000 to 1e9 Thomas Wiecki 2015-02-12 16:42:52 +01:00
• 3f5fd447d0 DOC Add new options for order_percent to release-notes. Thomas Wiecki 2015-02-12 14:19:52 +01:00
• dd37a49f2f ENH Allow order_percent to work with various market values Jeremiah Lowin 2015-01-28 18:36:53 -05:00
• 38e8d5214d PERF: History Perf Enhancements Dale Jung 2014-12-26 17:54:04 -05:00
• 33cef17396 PERF: make next_window_start faster Dale Jung 2014-12-26 23:43:09 -05:00
• a7188187e6 DEV Add preemptive check that benchmark return exists. Thomas Wiecki 2015-02-10 14:54:52 +01:00
• 999f21e5ae BLD Add new scrutinize code quality badge. Thomas Wiecki 2015-02-10 10:18:56 +01:00
• 20c520d337 Merge pull request #492 from quantopian/dnt_list2 fawce 2015-02-09 13:33:25 -05:00
• 233bf3080d security list type is a class level property now fawce 2015-02-09 13:32:01 -05:00
• 67da7ca7a3 import statement cleanup fawce 2015-02-09 12:54:50 -05:00
• e3b21835f3 name changed to protect the innocent fawce 2015-02-09 12:27:30 -05:00
• 1c2560a1fa added cutpoint for overriding SecurityList implementation. fawce 2015-02-09 12:23:46 -05:00
• ffe5a7a171 Merge pull request #478 from quantopian/dnt_list fawce 2015-02-05 15:15:34 -05:00
• 412baa3c3f fixed catastrophic bug in load_from_directory and added a new test case was not iterating over lookup date directory names, and therefore mising all by one list of stocks. discovered because of differing sort orders between my local machine, other devs, and travis ci. fawce 2015-02-05 13:47:39 -05:00
• 08a0d1b604 python 3.3 compatible iterators fawce 2015-02-05 13:04:05 -05:00
• 2f7983fa35 adding data files to the egg for pip distribution. fawce 2015-02-05 12:13:39 -05:00
• 1ab082102a first edition of leveraged etf list fawce 2015-02-03 18:41:41 -05:00
• 536ace94b8 new security list class and tests fawce 2015-02-03 18:41:21 -05:00
• 909b412e9b modified do not order guard to take an iteratble or a container container allows for dynamic restrictions, necessary for a point in time implementation of the restricted list. fawce 2015-01-28 22:16:29 -05:00
• 52f78fcbc7 restricted list trading control added. fawce 2015-01-23 23:18:13 -05:00
• 4255016747 PERF: Add a wrapper around Series to speed up perf tracker bottleneck. Eddie Hebert 2015-01-29 16:40:58 -05:00
• c734f23102 BUG: kwargs.pop() requires default argument. Thomas Wiecki 2015-02-03 12:20:45 +01:00
• 9bdc2c8734 BUG: Support algo_filename being None. Fixes #480. Thomas Wiecki 2015-02-03 11:36:00 +01:00
• 65c038d0da Revert "MAINT Update pandas to 0.15.2." Thomas Wiecki 2015-01-28 10:39:41 +01:00
• 575abf747f Merge pull request #471 from quantopian/add_risk_to_datapanel fawce 2015-01-27 13:13:31 -05:00
• 9ccb2c571f added cumulative risk measures to the datapanel produced from perf frames. fawce 2015-01-22 22:31:40 -05:00
• a5eefc7f8c TST: Add nose-timer to travis. Thomas Wiecki 2015-01-21 18:25:14 +01:00
• b121759c68 MAINT Update pandas to 0.15.2. Thomas Wiecki 2015-01-18 00:11:40 +01:00
• ec055b62bc Merge pull request #464 from quantopian/expand_perf_packet fawce 2015-01-08 17:33:22 -05:00
• 893e8bec09 added notes for new perf fields. fawce 2015-01-08 13:31:48 -05:00
• 6c3e1e1ba4 added tests for performance pack fields fawce 2015-01-07 21:47:13 -05:00
• 7ed5461f8f de-linting fawce 2015-01-07 21:47:01 -05:00
• 7668858c17 adding net leverage, long/short exposure, long/short position count to performance packets. fawce 2015-01-06 22:33:28 -05:00
• 6a41faf474 MAINT: Make beta calculation robust to missing values. Thomas Wiecki 2014-10-22 09:22:43 +02:00
• 82c94b1dc4 DOC: Fix typo in midnight Jeremiah Lowin 2014-12-31 12:08:05 -05:00
• f474ee7eed BUG: Various functions were missing from the API. Thomas Wiecki 2014-12-29 11:36:44 +01:00
• 994f7ceee5 BUG: 'inf' is in Numpy, not Pandas. John Ricklefs 2014-12-29 21:23:34 -05:00
• 96cbec3f54 BUG: Fix division-by-zero error if net_liquidation was 0. John Ricklefs 2014-12-29 14:52:31 -05:00
• 38e4d10c65 BUG: Fixes a bug that caused NDaysBeforeLastTradingDayOfMonth to not fire on the last day of december. llllllllll 2014-12-26 18:20:30 -05:00
• a3d7483488 MAINT: Upgrade to requests 2.5.1 Jonathan Kamens 2014-12-26 10:02:28 -05:00
• d0eba3d1ca DOC: Fix typo in TradingAlgorithm doc string. Thomas Wiecki 2014-12-26 13:13:53 +01:00
• 8f3671bf24 DOC: Fix typo in TradingAlgorithm doc string. Thomas Wiecki 2014-12-26 13:12:52 +01:00
• e1ce6ff34e Merge pull request #452 from quantopian/leverage fawce 2014-12-24 11:20:04 -05:00
• afd95b72e1 CAL: Add world cup closing day to bmf calendar. Closes #390. Nicholas Pezolano 2014-12-22 22:34:49 -05:00
• 3d4d3d0c2b adding gross leverage to the perf packet. fawce 2014-12-19 11:31:59 -05:00
• 71effa5e98 MAINT: Replace old ema_talib example with new one. Thomas Wiecki 2014-12-19 14:02:02 +01:00
• 9d8bb3dfa9 DEV: Add quantopian_dual_ema_talib.py Mete Atamel 2014-11-10 18:10:06 +00:00
• 22cb6dcb40 added leverage and gross leverage to account. added tests and conditions for account values. fawce 2014-12-18 17:07:19 -05:00
• a0c041dca6 Merge pull request #451 from quantopian/risk-metrics-float-cast Delaney Granizo-Mackenzie 2014-12-17 15:13:11 -05:00
• bed1ff3bce BUG: Miniconda was breaking the travis build. Updated version. Delaney Granizo-Mackenzie 2014-12-17 14:16:58 -05:00
• 05903a2031 BUG: Assigned dtypes to the cumulative risk metrics DataFrame. Delaney Granizo-Mackenzie 2014-12-17 13:41:57 -05:00
• cd976ee2dd Merge pull request #449 from quantopian/bug_5089 fawce 2014-12-12 17:42:58 -05:00
• 51e43e3d61 BUG: Use string_types instead of basestring for py3 compat. Scott Sanderson 2014-11-24 10:58:42 -05:00
• a701d0c47c DEV: Explicitly convert string to timezones in get_datetime. Scott Sanderson 2014-11-23 23:25:25 -05:00
• 44f993c64e BUG: Use astimezone instead of tz_convert. Scott Sanderson 2014-11-18 16:54:04 -05:00
• 34647ec6c4 added tests to confirm the full environment returns as expected. fawce 2014-12-08 16:47:11 -05:00
• 0411627169 Modified get_environment to provide multiple fields. fawce 2014-12-07 08:26:13 -05:00
• eaea8e5317 Remove bottleneck caused by unnecessary check of the position index. Eddie Hebert 2014-11-13 00:45:43 -05:00
• 17dd0d207d MAINT: Refactored RandomWalkSource David Edwards 2014-11-22 13:51:42 -08:00
• e7a5e097c4 BUG: Explicitly guard against empty bar data in history container contstruction. Joe Jevnik 2014-11-18 16:10:01 -05:00
• fcea785b01 MAINT: Makes RandomWalkSource emit midnight UTC events in daily mode. Joe Jevnik 2014-11-18 15:03:38 -05:00
• f7b4d3100d ENH: Makes the offset of market_close relative to 20:00 UTC Joe Jevnik 2014-11-18 17:29:52 -05:00
• 1542b41fbd BUG: Fix price caching for tickers with '/' char Luke Schiefelbein 2014-11-03 16:43:34 -05:00
• 8dd74b15b2 DOC: Fix tutorial import. Closes #430. Thomas Wiecki 2014-11-19 11:18:23 +01:00
• 68e44353ce MAINT: Make RandomWalkSource accept the standard daily instead of day for the frequency Joe Jevnik 2014-11-18 15:23:10 -05:00
• aac87ada5d BUG: Ensure that the bar count is an integer in minutely mode simple transforms Joe Jevnik 2014-11-17 19:07:25 -05:00
• 9e94193d4b BUG: Off by one error in runtime construction of digest panel Joe Jevnik 2014-11-17 19:06:54 -05:00
• 39eb80ef0c DOC: Adds the new transform work to the release notes. Joe Jevnik 2014-11-13 12:45:21 -05:00
• 25c3297c9d BUG: Fixes a bug in the test date_gen for non-daily timedeltas Joe Jevnik 2014-11-13 12:30:13 -05:00
• a2fb729c00 DOC: Updates the comments around the caching in siddata Joe Jevnik 2014-11-12 17:11:47 -05:00
• 82dffe8360 MAINT: Updates the add_trading_days to use the index of the date for a more efficient means of jumping larger gaps of dates. Joe Jevnik 2014-11-11 12:57:28 -05:00
• df3af31fc1 MAINT: Makes the date_gen skip non-market times. Joe Jevnik 2014-11-11 12:56:37 -05:00
• e3d8b1034e ENH: Replaces the simple transforms with history calls. Switches transforms to quantopian syntax. Joe Jevnik 2014-11-11 12:54:41 -05:00
• 7889f93522 BUG: Fix ta-lib url in vagrant init shell script. Philipp Kosel 2014-11-10 19:22:07 +01:00
• c2aae2e0f4 BUG: rolling panel data became misaligned after extend_back Joe Jevnik 2014-11-11 17:46:50 -05:00
• 8df1a49031 BUG: When increasing the length dynamically, the rolling panel was getting filled with the wrong datetimes and causing errors. Joe Jevnik 2014-11-10 14:32:57 -05:00
• 54b1f15983 STY: Removes unused import in run_algo.py Joe Jevnik 2014-11-10 10:21:43 -05:00
• e56457c671 ENH: Makes breakpoints work in algoscripts started with the run_algo.py script. Joe Jevnik 2014-11-10 10:14:56 -05:00
• ca59abcc43 ENH: Makes schedule_function work in daily mode. Joe Jevnik 2014-11-04 11:48:52 -05:00
• 93429d69f5 BUG: HistoryContainer creation at runtime did not work as intended. Joe Jevnik 2014-11-05 13:02:10 -05:00
• 9ddb033e67 ENH: Changes the default offset for time_rules.market_open to 1, and makes it an offset from 13:30 UTC. llllllllll 2014-11-02 21:10:37 -05:00
• e1a55131ec DOC: Updates the release notes to include information about the dynamic history update. Joe Jevnik 2014-11-04 00:08:19 -05:00
• ca1569f22a ENH: Adds a closes_in_range and opens_in_range. Joe Jevnik 2014-11-03 16:26:40 -05:00
• f8f7f2fc4c ENH: Allows history to be dynamic and grow the container at runtime. Joe Jevnik 2014-10-06 13:37:09 -04:00
• 1c08f60f7c MAINT: Updated the naming scheme from reconstruct to set_state Delaney Granizo-Mackenzie 2014-10-29 14:30:26 -04:00
• 589c014f73 ENH: Updated naming scheme of serialization methods. Delaney Granizo-Mackenzie 2014-10-29 14:15:04 -04:00
• 677f5ecde0 BUG: Hide account methods from repr Brian Fink 2014-10-29 13:41:15 -04:00