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ENH: Adds support for different typed adjusted arrays and adds an

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EarningsCalendar loader.

- Moves most of AdjustedArray back into Python. The window iterator is
  the only part that's performance-intensive.

- Adds a bootleg templating system for creating specialized versions of
  AdjustedArrayWindow for each concrete type we care about.

- Adds support for differently dtyped terms in pipeline. This allows us
  to use datetime64s which are needed in the EarningsCalendar.

- Adds EarningsCalendar dataset for the next and previous earnings
  announcements in pipeline.

- Adds in memory loader for EarningsCalendar.

- Adds blaze loader for EarningsCalendar.
This commit is contained in:
Scott Sanderson
2015-12-08 20:24:06 -05:00
committed by llllllllll
parent 1a595c00ef
commit 8220d1ee86
50 changed files with 2772 additions and 645 deletions
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setup.py
+3 -1
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@@ -62,8 +62,10 @@ class LazyCythonizingList(list):
ext_modules = LazyCythonizingList([
('zipline.assets._assets', ['zipline/assets/_assets.pyx']),
('zipline.lib.adjusted_array', ['zipline/lib/adjusted_array.pyx']),
('zipline.lib.adjustment', ['zipline/lib/adjustment.pyx']),
('zipline.lib._float64window', ['zipline/lib/_float64window.pyx']),
('zipline.lib._int64window', ['zipline/lib/_int64window.pyx']),
('zipline.lib._uint8window', ['zipline/lib/_uint8window.pyx']),
('zipline.lib.rank', ['zipline/lib/rank.pyx']),
(
'zipline.data._equities',