Allow comparisons like SomeFilter() & AssetExists().
Previously such comparisons would fail because & and | on Filters
explicitly checked that the other side of the operator was also a
Filter.
We now only enforce that the other side of the expression is a Term
with a dtype of bool_.
Renames zipline.utils.test_utils to zipline.testing
Adds zipline.testing.fixtures.ZiplineTestCase to manage setup and
teardown and adds mixins to define fixtures like an asset finder or
trading calendar.
Fixes a bug where doing a boolean comparison between a non-numexpr
Filter and a NumExprFilter would fail because we don't implement
`__rand__` and `__ror__`.
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.
Conner Fromknecht