Commit Graph
6 Commits
Author SHA1 Message Date
Maya Tydykov e726cc94c9 ENH: add 13d filings dataset to pipeline 2016-04-28 11:53:45 -04:00
Maya Tydykov 1531568899 ENH: add custom dataset for estimize
MAINT: alphabetize constants

MAINT: remove obsolete column

TST: refactor tests to use common code

MAINT: remove unneeded fields from dataset

MAINT: remove obsolete earnings estimates columns and refactor
2016-04-19 11:29:03 -04:00
Maya Tydykov d7a012a477 MAINT: add dividends datasets to inits
DOC: add whatsnew entries
2016-03-29 17:43:01 -04:00
Maya Tydykov 3142fa516f ENH: add buyback_auth loader.
WIP: finish refactoring blaze events loader.

WIP: tests passing for earnings.

BUG: pass all kwargs explicitly for BlazeEventsCalendarLoader.

If this is not done, resources are not bound correctly.

MAINT: refactor for buyback_auth.
2016-02-25 17:30:21 -05:00
Scott Sandersonandllllllllll 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 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