Scott Sandersonanddmichalowicz 877d0be798 PERF: Performance improvements to regression/correlation. ...

- ~7x speedup on PearsonR.
- ~30x speedup on SpearmanR (this will still be tight for hitting a 5
  minute compute timeout on Quantopian).
- ~25% speedup on LinearRegression.

2016-05-18 15:11:12 -04:00

..

assets

ENH: fix the quality of life issues in the CLI

2016-05-05 18:22:13 -04:00

data

Merge pull request #1206 from quantopian/sprint-prep

2016-05-17 18:15:36 -04:00

examples

ENH: Updates the cli, data bundles and extensions.

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

finance

Merge pull request #1188 from quantopian/api-docstrings

2016-05-12 22:42:48 -04:00

gens

DEV: pull remove-open-orders logic into its own method

2016-05-10 20:14:44 -04:00

lib

ENH: Add builtin factors for correlation and regression

2016-05-18 15:11:12 -04:00

pipeline

PERF: Performance improvements to regression/correlation.

2016-05-18 15:11:12 -04:00

resources/security_lists/leveraged_etf_list/20020103

MAINT: Move knowledge date for existing DNT list

2015-03-03 16:46:56 -05:00

sources

DOC: update docs for api functions

2016-05-06 15:25:30 -04:00

testing

Merge pull request #1199 from quantopian/boybands-factor

2016-05-13 15:35:10 -04:00

utils

BUG: fix some ingestion issues for quantopian-quandl

2016-05-16 16:15:17 -04:00

__init__.py

ENH: Updates the cli, data bundles and extensions.

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

__main__.py

DOC: Spell 'because' correctly.

2016-05-11 14:57:06 -04:00

_protocol.pyx

DOC: update 1.0 docs

2016-05-16 12:55:34 -04:00

_version.py

BLD: Adds versioneer

2015-11-11 18:47:51 -05:00

algorithm.py

Merge pull request #1188 from quantopian/api-docstrings

2016-05-12 22:42:48 -04:00

api.py

DOC: update docs for api functions

2016-05-06 15:25:30 -04:00

dispatch.py

MAINT: make the data loading apis more consistent.

2016-04-15 23:46:10 -04:00

errors.py

ENH: Add builtin factors for correlation and regression

2016-05-18 15:11:12 -04:00

protocol.py

FIX: Add last_sale_date to Position init for consistency

2016-04-26 16:13:07 -04:00

test_algorithms.py

FIX: Crashing on calculating benchmarking when no trading days

2016-04-29 14:30:46 -04:00

zipline_warnings.py

ENH: Rewrite of Zipline to use lazy access pattern

2016-04-04 16:12:58 -04:00