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PERF: only query for the columns requested + metadata

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BUG: choose last event date for quarter shift
This commit is contained in:
Joe Jevnik
2016-09-27 09:54:46 -04:00
committed by Maya Tydykov
parent bdce6ae493
commit 8d2e6446ee
4 changed files with 43 additions and 39 deletions
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tests/pipeline/test_quarters_estimates.py
+4 -4
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@@ -746,7 +746,7 @@ class WithEstimateWindows(WithEstimates):
columns=[SID_FIELD_NAME,
'estimate',
'knowledge_date'])
df = df.pivot_table(columns='sid',
df = df.pivot_table(columns=SID_FIELD_NAME,
values='estimate',
index='knowledge_date')
df = df.reindex(
@@ -796,8 +796,8 @@ class WithEstimateWindows(WithEstimates):
engine.run_pipeline(
Pipeline({'est': SomeFactor()}),
start_date=start_idx,
end_date=pd.Timestamp('2015-01-20', tz='utc'), # last event date
# we have
# last event date we have
end_date=pd.Timestamp('2015-01-20', tz='utc'),
)
@@ -938,7 +938,7 @@ class QuarterShiftTestCase(ZiplineTestCase):
backwards/forwards from a starting point.
"""
def test_quarter_normalization(self):
input_yrs = pd.Series([0] * 4, dtype=np.int64)
input_yrs = pd.Series(range(2011, 2015), dtype=np.int64)
input_qtrs = pd.Series(range(1, 5), dtype=np.int64)
result_years, result_quarters = split_normalized_quarters(
normalize_quarters(input_yrs, input_qtrs)