Andrew DanielsandGitHub 4174a090d0 BUG: Ensure minute OHLC values can safely be converted to uint32 (#1598) ...

Otherwise, we either raise an exception or filter out all unsafe values.
This addresses an issue where the BcolzMinuteBarWriter would scale up
values to convert to uint32, but the resulting values were too large,
and would be mangled.

Based on the approach we take in the BcolzDailyBarWriter.

2016-11-22 14:11:43 -05:00

..

bundles

MAINT: Use sort_values instead of sort().

2016-09-20 17:12:07 -04:00

__init__.py

ENH: Updates the cli, data bundles and extensions.

2016-05-03 18:38:24 -04:00

_adjustments.pyx

MAINT: Fix failures/warnings in test_api_shim.py

2016-09-20 17:12:07 -04:00

_equities.pyx

TST: fix data tests

2016-07-25 13:09:55 -04:00

_minute_bar_internal.pyx

BUG: Fix minute bar last traded after half day.

2016-11-15 15:09:19 -05:00

_resample.pyx

PERF: Speedup minute to session sampling.

2016-10-24 09:59:22 -04:00

bar_reader.py

BUG: Makes NoData{Before, After}Date subclass NoDataOnDate (#1507)

2016-09-22 11:43:43 -04:00

benchmarks.py

ENH: Always use Adjusted Close for benchmarks.

2015-10-25 16:37:59 -04:00

continuous_future_reader.py

MAINT: Remove duplicate get_rolls in reader.

2016-11-11 11:09:02 -05:00

data_portal.py

BUG: Allows 'contract' in get_spot_value with daily frequency (#1582)

2016-11-07 16:28:48 -05:00

dispatch_bar_reader.py

ENH: Add history for continuous futures.

2016-10-16 22:40:08 -04:00

history_loader.py

PERF: Speed up retrieval of HistoryLoader calendar.

2016-11-11 10:54:07 -05:00

loader.py

Propagate exceptions in loader to prevent variable reference before use

2016-09-23 15:55:55 -07:00

minute_bars.py

BUG: Ensure minute OHLC values can safely be converted to uint32 (#1598)

2016-11-22 14:11:43 -05:00

resample.py

BUG: Fix bad attribute lookup on session continuous future reader.

2016-11-08 15:48:28 -05:00

session_bars.py

MAINT: Add BarReader base class for both minute and session readers

2016-09-14 13:47:12 -04:00

treasuries_can.py

MAINT: Final polish on loader rewrites.

2015-10-25 16:37:59 -04:00

treasuries.py

MAINT: Use itemgetter instead of homegrown func.

2015-10-25 16:37:59 -04:00

us_equity_pricing.py

Merge pull request #1561 from quantopian/micro-optimizations-2

2016-10-28 10:36:33 -04:00