7 Commits

Author SHA1 Message Date
Conner Fromknecht 99efa7a9f3 Fixed catalyst tests except example tests 2017-06-19 14:43:10 -07:00
Scott Sanderson 5a5353bead BUG: Fix broken graph visualizations. 2016-08-18 11:07:17 -04:00
dmichalowicz 6b9b9fb8e7 BUG: Fail fast on invalid pipeline columns 2016-06-15 17:46:41 -04:00
Scott Sanderson 8220d1ee86 ENH: Adds support for different typed adjusted arrays and adds an
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.
2015-12-08 20:24:06 -05:00
Scott Sanderson e728e0c1f3 BUG: Fail when passing two Filters to set_screen. 2015-10-07 10:48:42 -04:00
Scott Sanderson 557bdcd69d MAINT: Don't name pipelines.
`Pipeline()` no longer takes a name.
`attacH_pipeline` now takes a name.

This is mainly for uniformity with how `Factors` and `Filters` are
handled.
2015-10-02 16:31:29 -04:00
Scott Sanderson f82a01841b MAINT: Rename ALL the things.
zipline.modelling.* -> zipline.pipeline.*
zipline.data.ffc.loaders -> zipline.pipeline.loaders
tests/modelling -> tests/pipeline
2015-10-01 18:03:53 -04:00