TST: add test case for empty raw events data
BUG: update for python compatibility
MAINT: Simplify assertion for empty events case.
DOC: Add comments on indexer unpacking.
MAINT: move some config to test method
Pandas 0.18 deprecated passing "null-ish" values to pd.categorical. The
expectation, instead, is that you use categorical's native support for
missing data, which means the user will always get NaN's for missing
entries of the categorical.
A follow-up to this change should probably drop support for custom
missing values entirely and to use LabelArray/categorical for integer
data.
When adding fixtures for futures data, there will be a need for multiple
calendars in the fixture ecosystem. e.g. a test that includes both
equities and futures would need an overall calendar which encompasses
both equities and futures; however, the test data for equities should
still still be limited to the bounds set by the NYSE calendar.
Make the fixtures that setup trading calendars and values dervied from
the trading calendar (e.g. trading sessions) accept an iterable of
calendars which need to be created, then populate those values into a
dict keyed by the calendar name.
Change `WithNYSETradingDays` to include sessions in the name,
since we are moving to session as the name for the 'day' unit.
Provide `trading_days` which is really "NYSE trading sessions` on
`WithTradingSessions` for backwards compatibility.
Use arrays in more places, and use permutations of indexers instead of
permutations of the values.
MAINT: add testing of boundary conditions
MAINT: use check_arrays to work with both pandas versions
- 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.
MAINT: add event date col field and filter rows where this field is null
TST: modify tests to filter nulls in event date col
MAINT: calculate value repeats by vectorized computation on separate start and end dates.
MAINT: pass DatetimeIndex instead of list of strings
MAINT: make expected_cols class attributes.
MAINT: make concrete_loader a class attribute.
MAINT: drop sid column before creating loader.
TST: add method to fill df with event cases.
TST: move common case df into test_events.py.
TST: improve tests and fix error message assertions.
STY: fix whitespace.
DOC: update docs.
STY: fix style.
MAINT: clean up
STY: fix indentation.
MAINT: use different assertion method to check error message for python3.4 compatibility.
TST: refactor constants and clarify comments.
TST: clean up/extract constants in tests.
MAINT: add/modify constants.
MAINT: remove obsolete and alphabetize.
MAINT: clean up.
MAINT: modify constants to have named params.
MAINT: extract constants.
STY: fix indentation.
MAINT: refactor common part out of buyback_auth.
MAINT: refactor earnings test logic.
MAINT: clean up and improve docs.
BUG: fix imports.
MAINT: refactor test.
MAINT: change class name.
MAINT: remove error since won't be reached.
TST: improve and expand tests.
MAINT: change class name.
MAINT: change class name.
MAINT: extract string constants and remove error that won't be reached.
STY: fix line length.
MAINT: undo name change.
MAINT: add fields based on changes to events loader.
MAINT: modify based on expectations of events loader.
MAINT: modify args.
TST: clean up and clarify df access.
TST: fix bugs in test that didn't properly split datasets' data.
MAINT: fix merge error.
Conner Fromknecht