9578
88%

Ran 05 Apr 2018 05:17PM UTC

Jobs 2

Files 171

Run time 3min

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Build # 9578

Build Type

push

travis-ci

Committed by

ssanderson

Commit Message

BUG: Fix bug in Factor.winsorize with nan inputs.

Fixes a bug where `Factor.winsorize` counted NaN values as being larger
than all other data points when calculating percentiles.

In practice, this means that most calls to `winsorize` did not clip
upper-percentile values and were more lenient than expected with
lower-percentile values.

Run Details

9 of 9 new or added lines in 1 file covered. (100.0%)

13389 of 15370 relevant lines covered (87.11%)

1.74 hits per line

Uncovered Existing Lines

Lines	Coverage	∆	File
2	100.0		zipline/pipeline/factors/factor.py
5	100.0		zipline/_version.py

Jobs

ID	Job ID	Ran	Files	Coverage
1	9578.1 (NUMPY_VERSION=1.11.1 SCIPY_VERSION=0.17.1)	05 Apr 2018 05:17PM UTC	0	87.03	Travis Job 9578.1
2	9578.2 (NUMPY_VERSION=1.11.1 SCIPY_VERSION=0.17.1)	05 Apr 2018 05:20PM UTC	0	86.59	Travis Job 9578.2

Source Files on build 9578

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