wassname/catalyst
1
0
Fork 0
mirror of https://github.com/wassname/catalyst.git synced 2026-07-05 05:54:28 +08:00
Code Issues Packages Projects Releases Wiki Activity
6,093 Commits 16 Branches 39 Tags
develop
Commit Graph

6093 Commits

This Branch
This Branch
All Branches
Author SHA1 Message Date
Scott Sanderson ac9d8418b1 Merge pull request #1508 from quantopian/forward-window-safety-in-demean 
BUG: F.window_safe implies f.demean().window_safe.
 2016-09-22 13:50:30 -04:00
Scott Sanderson 49cd8e138b BUG: F.window_safe implies f.demean().window_safe. 2016-09-22 12:41:50 -04:00
Andrew Daniels ca5f98be8c BUG: Makes NoData{Before, After}Date subclass NoDataOnDate (#1507) 
This allows us to catch and handle all three of these exceptions in
`calc_dividend_ratios`.
 2016-09-22 11:43:43 -04:00
Andrew Daniels 9d7049a872 Merge pull request #1500 from quantopian/make-metadata-optional 
MAINT: Adds option for minute bar writer to not write metadata
 2016-09-21 12:40:19 -04:00
Eddie Hebert 9f77473ae6 Merge pull request #1502 from quantopian/remove-future-chain 
MAINT: Remove `future_chain` API method.
 2016-09-21 11:44:57 -04:00
Andrew Daniels 518b1d78ac MAINT: Adds option for minute bar writer to not write metadata 
With the addition of the truncate function, there are cases where we'll
want to construct a BcolzMinuteBarWriter to call truncate, without
gathering all the metadata. This commit adds a write_metadata arg to its
init, which is True by default. If False is specified, no metadata is
written.

Requires adding logic to truncate to update end_session in metadata to
the truncate date.
 2016-09-21 11:31:54 -04:00
Scott Sanderson 098758b3ce Merge pull request #1505 from quantopian/blaze-it 
MAINT: Put us back on blaze master.
 2016-09-21 11:18:27 -04:00
Eddie Hebert f4daf10e2f MAINT: Remove future_chain API method. 
`future_chain` will be replaced by the as yet to be implemented method,
`data.current_chain`

Also removing `FutureChain` which will be replaced by another version
which only supports indexing and iteration.
 2016-09-21 11:08:34 -04:00
Scott Sanderson 700260cc71 MAINT: Put us back on blaze master. 2016-09-21 10:46:57 -04:00
Eddie Hebert f3c4381b24 Merge pull request #1477 from quantopian/init-1.0.3-release-notes 
DOC: Add skeleton for 1.0.3 release notes.
 2016-09-21 10:36:31 -04:00
Eddie Hebert 5c77b36ce9 Merge pull request #1494 from quantopian/remove-unused-update-dividends 
MAINT: Remove unused method.
 2016-09-21 10:36:12 -04:00
Scott Sanderson 50457e27af Merge pull request #1504 from quantopian/pandas18-memory-stopgaps 
PERF: Remove or defer calls to get_loc on large indices.
 2016-09-21 10:18:57 -04:00
Scott Sanderson e86fffc4ca PERF: Remove or defer calls to get_loc on large indices. 
Mitigation for https://github.com/quantopian/zipline/issues/1503.
 2016-09-21 06:18:31 -04:00
Scott Sanderson 74413695f3 Merge pull request #1339 from quantopian/latest-numpy-pandas 
Latest numpy and pandas
 2016-09-20 22:03:49 -04:00
Scott Sanderson c23dd5beaa BUG: Remove set_trace and add test coverage. 2016-09-20 17:46:27 -04:00
Scott Sanderson 15b5cbf21b MAINT: Bump blaze. 2016-09-20 17:12:09 -04:00
Scott Sanderson 70755c5416 MAINT: Silence bad perf warning from pandas. 2016-09-20 17:12:09 -04:00
Scott Sanderson 94e51cf76d MAINT: Use randint instead of random_integers. 2016-09-20 17:12:09 -04:00
Scott Sanderson ccd94e6e64 MAINT: Rebuild example data. 2016-09-20 17:12:09 -04:00
Scott Sanderson d9282ef7e0 BUG: Don't fail on integral floats in event rules. 
Coerce and warn instead.
 2016-09-20 17:12:08 -04:00
Scott Sanderson ae4efffe3e MAINT: Bump blaze. 2016-09-20 17:12:08 -04:00
Scott Sanderson 99a5957e83 MAINT: Use sort_values instead of sort(). 2016-09-20 17:12:08 -04:00
Scott Sanderson 500f7067f0 MAINT: Use df.resample().apply(). 2016-09-20 17:12:08 -04:00
Scott Sanderson f3eeaa233c MAINT: Fix PerformanceWarning import. 2016-09-20 17:12:08 -04:00
Scott Sanderson 30a1eb66ea MAINT: Use explicit floats in np.full. 2016-09-20 17:12:08 -04:00
Scott Sanderson 48e12a2604 MAINT: Use specific versions in appveyor.yml. 2016-09-20 17:12:08 -04:00
Scott Sanderson 76f8eaf2d5 BLD: Downgrade to scipy 0.17. 
Anaconda doesn't have windows builds for scipy 0.18 (nor does
conda-forge.)
 2016-09-20 17:12:08 -04:00
Scott Sanderson 966c0ceedb MAINT: Remove outdated compat code. 2016-09-20 17:12:07 -04:00
Scott Sanderson 2e238bfa38 BLD: Update appveyor.yml for new pandas/numpy. 2016-09-20 17:12:07 -04:00
Scott Sanderson 7e2230a763 STY: Fix flake8 failures. 2016-09-20 17:12:07 -04:00
Scott Sanderson 78dd69c5a6 MAINT: Put scipy back in travis reqs. 2016-09-20 17:12:07 -04:00
Scott Sanderson 659c8ae5ee BLD: Remove old numpy/pandas versions from travis. 2016-09-20 17:12:07 -04:00
Scott Sanderson 72806620ea DOC: Note where cleanup happens. 2016-09-20 17:12:07 -04:00
Scott Sanderson aa3e2fe4e7 MAINT: Don't make datetime64 from tz-aware Timestamp. 
It's slow and deprecated.
 2016-09-20 17:12:07 -04:00
Scott Sanderson df76086319 DOC: Typo in comment. 2016-09-20 17:12:07 -04:00
Scott Sanderson ac256f3855 MAINT: Use errors='coerce'. 
coerce=True is deprecated.
 2016-09-20 17:12:07 -04:00
Scott Sanderson 53eb1964d9 MAINT: Temporarily ignore pandas warnings in categoricals. 
Pandas 0.18 doesn't like having null-ish values in categoricals.  Fixing
this properly requires re-thinking the semantics for missing_value on
pipeline terms, so we're punting on that until after we've upgraded to
0.18.
 2016-09-20 17:12:07 -04:00
Scott Sanderson 0ff13e7fdc Revert "MAINT: Remove support for custom string Column missing values." 
This reverts commit 1b1e842e2339d6d0ee40cdfe34dcd27b4e4a7c0c.
 2016-09-20 17:12:07 -04:00
Scott Sanderson 16f4944232 MAINT: Remove support for custom string Column missing values. 
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.
 2016-09-20 17:12:07 -04:00
Scott Sanderson ca54721058 MAINT: Pandas compat for rolling_*. 2016-09-20 17:12:07 -04:00
Scott Sanderson a39a6e1bbf MAINT: Pass float to np.full explicitly. 2016-09-20 17:12:07 -04:00
Scott Sanderson 0ace6f7b8f MAINT: Don't use convert_objects(). 
It's not necessary, and it's deprecated.
 2016-09-20 17:12:07 -04:00
Scott Sanderson 0c550dc592 MAINT: Fix warnings from numpy labelarray methods. 2016-09-20 17:12:07 -04:00
Scott Sanderson 599d6c59ef MAINT: Fix warnings from numpy on NaT comparison. 2016-09-20 17:12:07 -04:00
Scott Sanderson 758ed0fffa MAINT: Pass float explicitly. 2016-09-20 17:12:07 -04:00
Scott Sanderson 9c82960876 MAINT: Use sort_values instead of sort(). 
Sort is deprecated.
 2016-09-20 17:12:07 -04:00
Scott Sanderson b5fd0cdbfa MAINT: Use sort_values() instead of sort(). 
pd.DataFrame.sort() is deprecated.
 2016-09-20 17:12:07 -04:00
Scott Sanderson 874d2b51f1 MAINT: Pass float explicitly to numpy. 2016-09-20 17:12:07 -04:00
Scott Sanderson d265abbbf1 MAINT: Use dataframe.iteritems instead of iterkv. 
iterkv is deprecated.
 2016-09-20 17:12:07 -04:00
Scott Sanderson 750b410a48 BUG: Use arrays for week/month group calculations. 
In pandas 0.18, the behavior of ``nth()`` changed so that Grouper no
longer can be easily used to recover group labels.

Instead of using the built-in grouper behavior, we use a groupby on two
arrays we build ourselves.  This recovers the original behavior, and is
about 2x faster as a bonus.
 2016-09-20 17:12:07 -04:00