MAINT: Rework event datasets.

- Refactored EventsLoader and BlazeEventsLoader to not require a
  subclass per dataset.  Instead, you now pass a map from columns to
  event fields directly to the EventsLoader constructor.

- Removed a large number of Quantopian-specific datasets and associated
  tests.

- Rewrote the core logic of EventsLoader and BlazeEventsLoader to share
  index calculations across multiple requested columns.

- Fixed a bug where event fields were incorrectly forward-filled when
  null values were present in an event.
This commit is contained in:
Scott Sanderson
2016-06-10 19:22:27 -04:00
parent 5a6b870cd5
commit bc302beec9
33 changed files with 780 additions and 3556 deletions
-1
View File
@@ -23,7 +23,6 @@ from .core import ( # noqa
empty_asset_finder,
empty_assets_db,
empty_trading_env,
gen_calendars,
make_test_handler,
make_trade_data_for_asset_info,
parameter_space,