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Merge pull request #1276 from quantopian/blaze-loader-checkpoints

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ENH: add ffill checkpointing to blaze core loader
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Joe Jevnik
2016-06-21 16:48:08 -04:00
committed by GitHub
parent 65bf854897 b210acb121
commit d608e0af4f
5 changed files with 701 additions and 147 deletions
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docs/source/whatsnew/1.0.2.txt
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Release 1.0.2
-------------
:Release: 1.0.2
:Date: TBD
Enhancements
~~~~~~~~~~~~
- Adds forward fill checkpoint tables for the blaze core loader. This allow the
loader to more efficiently forward fill the data by capping the lower date it
must search for when querying data. The checkpoints should have novel deltas
applied (:issue:`1276`).
Bug Fixes
~~~~~~~~~
None
Documentation
~~~~~~~~~~~~~
None