Nathan Wolfe e70490a415 BUG: Correct AverageDollarVolume NaN handling ...

`AverageDollarVolume` used `nanmean`, which discards NaNs before
averaging, giving an ADV which is too high for any equities that have
any NaNs.

Changing the method to `nansum` divided by window length so that the
denominator is the same no matter whether there are NaNs or not.

2016-06-28 17:20:09 -04:00

..

assets

ENH: fix the quality of life issues in the CLI

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

data

BUG: Fixes quandl bundle failing to download pricing data

2016-06-22 18:11:58 -04:00

examples

TST: fix doctests to actually run

2016-06-21 15:07:03 -04:00

finance

MAINT: Refactor schedule function rules

2016-06-14 13:55:59 -04:00

gens

MAINT: Rebase reconciliation

2016-06-08 13:34:22 -04:00

lib

TST: fix doctests to actually run

2016-06-21 15:07:03 -04:00

pipeline

BUG: Correct AverageDollarVolume NaN handling

2016-06-28 17:20:09 -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

MAINT: Remove DataSource and derived classes.

2016-06-27 13:06:41 -04:00

testing

ENH: Add single-column input/output capabilities to pipeline terms

2016-06-23 10:24:09 -04:00

utils

MAINT: Disable deprecation warning for tradingcalendar

2016-06-28 10:06:11 -04:00

__init__.py

ENH: Updates the cli, data bundles and extensions.

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

__main__.py

Correct typo

2016-06-02 18:51:04 -07:00

_protocol.pyx

MAINT: DataPortal env -> asset_finder

2016-06-08 13:34:22 -04:00

_version.py

BLD: Adds versioneer

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

algorithm.py

MAINT: Rebase fixes

2016-06-08 13:34:23 -04:00

api.py

DOC: update docs for api functions

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

api.pyi

REL: 1.0.1.

2016-05-27 16:41:47 -04:00

dispatch.py

BUG: Don't delete namespace if import fails.

2016-06-02 11:05:53 -07:00

errors.py

ENH: Add single-column input/output capabilities to pipeline terms

2016-06-23 10:24:09 -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