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quantopian / zipline
87%
master: 88%

DEFAULT BRANCH: master
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LAST BUILD BRANCH: backtest_end_dates
Repo Added 18 Jun 2014 05:52PM UTC
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LAST BUILD ON BRANCH pr/416
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  • pr/416
  • master
  • refactor_sim_factory
  • 1m_history_bugfix
  • history_support_daily_input
  • fix_history_columnar_assignment
  • record-dynamic-naming
  • tutorial3
  • Order-In-Init-Error
  • verbose-invalid-transform
  • verbose-order-init-error
  • fix_dividend_boundary_conditions
  • refactor_algo_simulator
  • dividend_table
  • portfolio-init-error
  • moved-perf-tracker-assignment
  • fix_3317
  • v0.7.0
  • v0.7.0rc1
  • fixed-zero-last-sale-price
  • remove_unused_algorithm_methods
  • broker_order_statuses
  • talib_optional
  • log-history-update-failure
  • welcome-to-the-family
  • q-or-zipline
  • exception-on-nan-order-value
  • before_trading_start
  • event-contains-uses-hasattr
  • context.account
  • event-manager-rework
  • event-rule-additions
  • history-cleanup
  • history-cleanup-rebase
  • history-cleanup-rebase-maint
  • remove_deprecated_method
  • event-manager-fixes
  • schedule_check
  • splits_fixes
  • schedule-function-runtime-errors
  • optimize_history_update
  • pandas15
  • not-so-simple-transforms
  • get_datetime_tz_kwarg
  • docs
  • schedule-function-offsets
  • daily-mode-schedule-function
  • serialization
  • actually-simple-transforms
  • dynamic-history-length-missing-dts
  • dynamic-history-still-not-right
  • open-orders-bug
  • off-by-one
  • the-schedule-function-journey-will-never-end
  • pandas_update
  • daily-container-contruction
  • daily_returns
  • use_astimezone
  • bug_5089
  • remove-old-serialization-code
  • risk-metrics-float-cast
  • param_set
  • end-of-year-rule
  • fix_api
  • net_liquidation_bug
  • skip_nans
  • risk_beta_nans
  • docs_mknotes
  • expand_perf_packet
  • get-trading-minutes
  • dale_perf
  • remove-overnight-minutes
  • add_risk_to_datapanel
  • dnt_list
  • update-last-sale-pos-speedup
  • fastseries
  • fix-zipline-magic
  • just-fastseries
  • cleanup_fastseries
  • dnt_list2
  • history_perf_rebased
  • history_perf_rebased_2
  • cache-event-processors
  • v0.8.0rc1
  • dont-copy-that-floppy
  • blotter_open_orders_2
  • perf_tracker_rebase
  • perf_tracker_backports_rebase
  • bump_to_pandas_15
  • factor-out-position-calc-creation
  • move-serialization-methods-into-zipline
  • blotter_perf_rebase
  • more-detail-on-missing-benchmark-return
  • siddata_max_bars_rebase
  • dnt-knowledge-date-move
  • add-security-class
  • pypi_update
  • check-travis-pip-install
  • position_tracker_refactor_post_serialization_rebase
  • test-travis-python-3
  • remove-conda-install-of-nose
  • rename-security-to-asset
  • widebar_origin
  • pandas-16-upgrade
  • futures-trading
  • widebar_origin_2
  • remove-more-transform
  • downgrade_logbook
  • force-nose-install
  • travis-build-fix-and-reduction-of-number-of-jobs
  • max-leverage
  • pandas_index_union_fix
  • calendar-clean
  • remove-unused-returns
  • use-loggers
  • limit-slippage
  • new_tweak_warnings_module
  • cache-treasury-curves-as-dataframe
  • orders-by-modified-leak
  • use-memory-views-for-risk-calc
  • remove-dependency-on-intraday-risk-metrics
  • pass-arrays-directly-to-risk-calcs
  • do_not_modify_security_lists_directory
  • minor_zipline_path_fix
  • remove-event-count
  • dividend-adjusted-price
  • add-max-drawdown-duration
  • remove-repetitive-type-checking
  • order-target-update
  • unroll-process-event
  • position-dict-no-longer-uses-missing
  • stop-record-changing-results
  • group-events
  • remove-bar-count-source
  • 579
  • unhashable-field
  • use-tolerant-equals-for-order-target-percent
  • call-algo-initialize-after-init
  • use-filename-as-symbol
  • add-security-fields
  • remove-position-proxy
  • root-symbol
  • consume-metadata-error-text
  • ordered_pip_args
  • remove-identifier-caching
  • cleanup-asset-tests
  • dividend-pay-time
  • futures-lookup-revisions
  • futures-knowledge-date
  • avoid-dt-index-on-risk-update
  • futures-api
  • remove-noopy-asset-finder-test
  • fix-get-datetime
  • add-multiplesymbols-extras
  • add-multiplesymbols-extra
  • use-symbol-lookup-in-algo
  • remove-extra-metadata-pass
  • prevent-duplicate-dividends
  • use-notice-date
  • upgrade_nose_parameterized
  • asset-finder-backed-by-db
  • asset-finder-backed-by-db-2
  • remove-string-is-checks
  • improve-risk-update-speed
  • static-symbol-lookup
  • fixes-for-asset-finder-integration
  • asset-db-writer
  • ffc-api-rebase
  • dividend-payout-timing
  • remove-unused-property
  • asset-db-writer-legacy
  • futures-auto-close
  • ffc-fixes
  • lookup-future-chain-nat
  • more-ffc-fixes
  • sane-setup
  • no-more-threadbound
  • loader_fixes
  • futures-auto-close-timing
  • clarify-assets-test
  • asset-db-writer-update
  • setup_py_improvements
  • visualize-ffc
  • update-statsmodels-and-requirements-files
  • fix-minute-bar-siblings
  • lazy-mainline
  • travis-pip-cache
  • q1-release
  • exchange-calendars-v2
  • rotate-anaconda-token
  • conda-root-version
  • win10-setuptools
  • volumeshare_fp_error
  • conda-updates
  • pandas_upgrade
  • and-osx
  • pip-compiled

29 Dec 2014 - 8:07 First build on pr/416 at 86.921%
2436

push

travis-ci

Thomas Wiecki
MAINT: Make beta calculation robust to missing values.

Risk calculations are robust to nans, except for
beta which calls numpy with the complete list of
algorithm_returns. If nans are present the result
of covar will be nan.

This is fixed by filtering out nans in
algorithm_returns.

4838 of 5566 relevant lines covered (86.92%)

1.74 hits per line

Relevant lines Covered
5566 RELEVANT LINES 4838 COVERED LINES
Build:
1.74 HITS PER LINE
Source Files on pr/416
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  • Changed 0
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2436 pr/416
86.92
MAINT: Make beta calculation robust to missing values. Risk calculations are robust to nans, except for beta which calls numpy with the complete list of algorithm_returns. If nans are present the result of covar will be nan. This is fixed by fil... Thomas Wiecki push 29 Dec 2014 08:07AM UTC travis-ci
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