Thomas Wiecki
f8e4d8ade6
Revert "BUG: EventWindow now always contains constant number of days."
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This reverts commit 7a0a6f5231
2012-12-11 12:12:51 -05:00
Thomas Wiecki
8621eb2223
Revert "STY: Removed drop_condition arguments."
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This reverts commit c7383f6275
2012-12-11 12:12:32 -05:00
Eddie Hebert
67b8f63972
Limit the fields of batch transform datapanel to ints and floats.
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Previously, keys that mapped to functions would be set as field names.
Attempting to assign the datapanel slot to a function causes an error.
This limits the extracted field names to those that map to an int
or a float.
2012-12-07 14:35:55 -05:00
Thomas Wiecki and Eddie Hebert
79a8a08812
STY: Renamed fillna to clean_nans.
2012-12-06 17:23:26 -05:00
Thomas Wiecki
c46e09f52a
BUG: Do not backfill but drop rows with N/A in them.
2012-12-06 15:52:50 -05:00
Thomas Wiecki
c7383f6275
STY: Removed drop_condition arguments.
2012-12-06 15:24:01 -05:00
Thomas Wiecki
ba46c6292f
ENH: DataPanel is now created more flexible over all sids and all given fields. Added unittest to test for nan-filling. Added backwards filling by default.
2012-12-06 14:43:20 -05:00
Thomas Wiecki
5f6839beea
BUG: Refactored batch_transform unittests and fixed some bugs.
2012-12-06 12:36:47 -05:00
Thomas Wiecki
c69858f8b9
ENH: Added kwarg to turn off fillna or use different fill method.
2012-12-06 12:35:46 -05:00
Thomas Wiecki
7a0a6f5231
BUG: EventWindow now always contains constant number of days.
2012-12-06 12:33:18 -05:00
Thomas Wiecki
ac8ae973bc
ENH: replaced union with intersection in assert (more stringent).
2012-12-04 10:17:53 -05:00
Thomas Wiecki and Eddie Hebert
f81addb7df
ENH: batch_transform now adds arbitrary keys to datapanel.
2012-12-03 13:41:37 -05:00
fawce
3a181529e2
fixed whitespace problem
2012-11-22 07:21:52 -05:00
fawce
bb108e5c08
Update zipline/transforms/utils.py
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emergency fix. the dropna was dropping the entire price dataframe from the datapanel.
2012-11-22 07:06:59 -05:00
Eddie Hebert
2c3d9a84db
Fills in missing slots in transform data panels.
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Forward fills data, so that when using multiple stocks,
we don't have cases where one stock has data and the other doesn't.
2012-11-21 17:54:57 -05:00
Eddie Hebert
ab6b754922
Changes EventWindow parameter of days to window length.
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The days parameter was causing confusion when explaining the
usage of the batch_transform decorator.
2012-11-20 11:52:27 -05:00
Eddie Hebert
68c5709f21
Stylistic compliance with flake8 checker.
2012-11-19 21:24:51 -05:00
Eddie Hebert
cf0de17b13
Merge pull request #22 from quantopian/fix_batch_transform_days
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BUG: batch_transform was wrongly updating when days < refresh_period.
2012-11-19 12:40:26 -08:00
Eddie Hebert
0617e53d69
Upgrades flake8 from 1.5 -> 1.6
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Also, removes flake8 ignores, since the warnings that were
at odds with eachother now work.
2012-11-19 12:49:09 -05:00
Thomas Wiecki
7bb8dca245
STY: Reversed order of if-statement.
2012-11-19 10:55:30 -05:00
Thomas Wiecki
f2ce713b99
DOC: Added doc-string to get_data().
2012-11-19 10:23:22 -05:00
Thomas Wiecki
4c02fea6e2
BUG: batch_transform was wrongly updating when days < refresh_period.
2012-11-19 10:20:24 -05:00
Thomas Wiecki and Eddie Hebert
126e9fdf26
Fixed batch_transform window length not being market aware.
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Added accompanying unittest.
Minor refactoring of unittests and factory.
2012-11-06 21:13:27 -05:00
Eddie Hebert
e77cce1dc2
Removes extra getter method for getting returns member.
2012-10-23 13:29:42 -04:00
Thomas Wiecki
7a34e37b1e
Transforms now default market_aware=True.
2012-10-23 09:14:05 -04:00
Eddie Hebert
7904773d00
Updates flake8 to latest.
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The latest flake8 release in now 1.5, which pulls in pep8: 1.3.4a0
The upgrade pep8 has changes to what it picks up as lint.
Making code base compatible, so that new devs can install pep8
from PyPI and not have friction over the version difference.
Currently using these ignores in the config file:
```
[pep8]
ignore = E124,E125,E126
```
Ignoring these since they are difficult to squash while maintaining
an 80 char line length, and appear spurious.
Should address later.
Updates Travis config, README, and pip requirements to reflect change.
2012-10-22 11:57:16 -04:00
Thomas Wiecki and Eddie Hebert
15ac658024
Restructured file hierarchy. Transforms now live in transforms (transform.py is now transforms/utils.py). Sources are in sources.py. VWAP is now MovingVWAP.
2012-10-19 18:10:51 -04:00
fawce
cf6bef6ed8
purging
2012-08-08 22:58:54 -04:00
fawce
18cd9a02df
added more frequent heartbeating between requests from monitor. seems to work.
2012-07-17 11:04:32 -04:00
fawce
1cc56b52e7
re-enabled the monitor communication in all components.
2012-07-17 11:01:15 -04:00
Stephen Diehl
7ffdff64a1
Remove other refs to stdlib logging.
2012-07-06 10:47:11 -04:00
Stephen Diehl
fefca77fe2
FSM for Feed
2012-06-11 09:26:48 -04:00
fawce
52d75c9d31
fixed bug with BaseTransform state and name properties.
2012-05-18 14:42:47 -04:00
Stephen Diehl
244f787176
Cleaned up OOP on transforms.
2012-05-16 16:55:26 -04:00
Stephen Diehl
8b95aebcf2
Refactor lots of things.
2012-05-14 10:57:40 -04:00
Stephen Diehl
6df73110ff
Remove old component.py
2012-05-14 10:20:04 -04:00
Stephen Diehl
ca60d3f8e0
Refactor component tree.
2012-05-14 09:14:26 -04:00
Stephen Diehl
6edf17fb69
Wiped out tests.
2012-02-29 16:48:55 -05:00
Stephen Diehl
6e8f1a7716
Alter init methods, poll for control messages.
2012-02-26 22:40:09 -05:00
Stephen Diehl
e640aabf73
Cleanup docs, pep8ify, and backport dev simulator test
2012-02-23 15:32:17 -05:00
fawce
4216dee08d
refactoring finished, passing all non-exceptional test cases for threads and procs
2012-02-16 13:28:22 -05:00
fawce
2fd2808e28
renamed to zipline
2012-02-14 12:23:48 -05:00
Thomas Wiecki