18 Commits

Author SHA1 Message Date
Conner Fromknecht 99efa7a9f3 Fixed catalyst tests except example tests 2017-06-19 14:43:10 -07:00
Maya Tydykov 382eef0e3d BUG: fix loader bug for 1 day 2017-02-15 16:44:45 -05:00
Richard Frank 6c04f30eca MAINT: Removed unnecessary override 2016-12-20 11:57:26 -05:00
Maya Tydykov 757e1c6367 ENH: allow estimates to be split-adjusted.
This modificaiton to the estimates loader allows the caller to pass
in an equity pricing loader which can then be used to get split data
for sids. That split data is then used to do point-in-time adjustments
of estimates data.

TST: add test for multiple estimates columns

TST: add test for multiple datasets requesting different columns

TST: add blaze versions for all next/previous tests
2016-11-18 09:39:54 -05:00
Maya Tydykov e1f008edcd TST: update adjustment tests - add gaps between sids
TST: add a seed for permuting
2016-10-21 16:53:56 -04:00
Maya Tydykov 4efe99017a TST: add test condition to check for bug 2016-10-10 08:41:02 -04:00
Maya Tydykov f528c01ca9 TST: add test for changing event dates and adjustments
BUG: get column names from column dict

BUG: fix name map
2016-09-27 16:53:36 -04:00
Joe Jevnik 8d2e6446ee PERF: only query for the columns requested + metadata
BUG: choose last event date for quarter shift
2016-09-27 09:54:46 -04:00
Maya Tydykov 65d15d3960 TST: add test for sid with no data
MAINT: optimization - only look at assets appearing in data

TST: simplify test

DOC: add documentation for checkpoints

MAINT: explicitly cast event date field to datetime

MAINT: add back import

TST: fix indexing to remove setting wtih copy warning
2016-09-27 09:54:44 -04:00
Maya Tydykov 90984be20c TST: add test for missing num_quarters and clean up tests 2016-09-27 09:54:43 -04:00
Maya Tydykov 2a09160ca8 TST: add test to check previous columns w/ multiple qtrs
MAINT: pass column to name dict

MAINT: make check for invalid num columns py3-compatible
2016-09-27 09:54:41 -04:00
Maya Tydykov cc07a00d16 TST: add test for requesting multiple datasets with multiple quarters 2016-09-27 09:54:41 -04:00
Maya Tydykov ebbe85b79a TST: add test for datetime array and update test
TST: fix quarter normalization test

TST: change test name

BUG: remove arg

BUG: look at dict keys

TST: add test for windowing

MAINT: raise ValueError instead of asserting

TST: add assertion to check windowing

TST: parametrize test over number of quarters forward/back.

BUG: fix adjustment calculation logic for quarter crossovers.

TST: add test for previous quarter windows

BUG: fix bugs in calculating previous windows

BUG: fix missing value for datetime

TST: add test case for missing quarter
2016-09-27 09:54:41 -04:00
Maya Tydykov 2975f9b2fd TST: add test for 1d array overwrite 2016-09-27 09:54:40 -04:00
Maya Tydykov d578463dcf TST: add cases for shifting release dates
BUG: fix bugs in blaze loader

BUG: call correct method

MAINT: explicitly cast dates column

MAINT: modify code to comply with pandas 0.16.1
2016-09-27 09:54:38 -04:00
Maya Tydykov 863da5932c TST: add tests for quarter rotation logic 2016-09-27 09:54:37 -04:00
Maya Tydykov 6454fca6dc TST: add tests for quarter estimates
MAINT: modify algorithm for calculating previous releases

BUG: fix quarter calculation logic
2016-09-27 09:54:36 -04:00
Maya Tydykov 6c6a33c73b ENH: add loader for estimates 2016-09-27 09:45:12 -04:00