llllllllll
1371bf2cd0
BUG: support case there are more sids requested than available in a blaze dataset
2015-10-19 16:35:03 -04:00
llllllllll
4238391f6f
DOC: docstring cleanup
2015-10-19 16:35:03 -04:00
llllllllll
7afe7d6b45
ENH: remove blazeloader repr, too verbose
2015-10-19 16:35:03 -04:00
llllllllll
c714fe58d1
BUG: Makes macro dataset loader return a concrete ndarray.
...
We cannot use fancy strided arrays with pipeline yet.
2015-10-19 16:35:03 -04:00
llllllllll
aedbbcc6f0
BLD: blaze ecosystem commits
2015-10-19 16:35:03 -04:00
llllllllll
e4abddd286
ENH: updates tests to use first and last col
2015-10-19 16:35:03 -04:00
llllllllll
3fb91e4d39
MAINT: cleanup doctests
2015-10-19 16:35:03 -04:00
llllllllll
c58f0137e4
MAINT: map(retrieve_asset) -> retrieve_all
2015-10-19 16:35:03 -04:00
llllllllll
e9ec709453
MAINT: expect_value doctest and lambda over toolz
2015-10-19 16:35:03 -04:00
llllllllll
0fff04d9c1
DOC: update doctest
2015-10-19 16:35:03 -04:00
llllllllll
1db29a9f0f
ENH: handle amendments between trading days
2015-10-19 16:35:03 -04:00
llllllllll
0183d0a914
ENH: Allows Float64Adjustments to act on a range of columns
2015-10-19 16:35:03 -04:00
llllllllll
c7ca0166cc
MAINT: refactor tmp_db_uri to use make_simple_assetinfo
2015-10-19 16:35:03 -04:00
llllllllll
971848f38b
MAINT: reshuffle logic in from_blaze to make the control flow easier
2015-10-19 16:35:03 -04:00
llllllllll
f897bcdfed
rename expr to dataset in type error
2015-10-19 16:35:03 -04:00
llllllllll
1e05a1c4ae
TST: fix py2 compat for test
2015-10-19 16:35:03 -04:00
llllllllll
d3c0463941
ENH: Addresses comments
2015-10-19 16:35:03 -04:00
llllllllll
22ffe3fe49
ENH: adds expect_element preprocessor
2015-10-19 16:35:03 -04:00
llllllllll
a7763673aa
MAINT: remove from_function. We can revisit this later
2015-10-19 16:35:03 -04:00
llllllllll
1e8d4dd7fb
ENH: Allows blaze loader to be used as a loader_dispatcher
2015-10-19 16:35:03 -04:00
llllllllll
11ba76874c
ENH: allow columns from different datasets
2015-10-19 16:35:03 -04:00
llllllllll
345a7eaf31
ENH: Fix nop adjustments
2015-10-19 16:35:03 -04:00
llllllllll
fca637a40b
ENH: Adds a better error if root mask is empty
2015-10-19 16:35:02 -04:00
llllllllll
a18b1d7adb
ENH: PY2 compat with blaze loader
2015-10-19 16:35:02 -04:00
llllllllll
9c37011a38
BUG: Only simple expressions for array-like dshape
2015-10-19 16:35:02 -04:00
llllllllll
8ec562e2ed
DOC: blaze loader docstring
2015-10-19 16:35:02 -04:00
llllllllll
2df4dfd1bb
MAINT: name filter predicate
2015-10-19 16:35:02 -04:00
llllllllll
78101fde75
MAINT: Cleanup docstrings and comments
2015-10-19 16:35:02 -04:00
llllllllll
26b47a1234
MAINT: treat Pipeline API as a proper noun
2015-10-19 16:35:02 -04:00
llllllllll
0ec1cbc604
MAINT: rename pipeline_api_from_blaze to from_blaze
2015-10-19 16:35:02 -04:00
llllllllll
a58fe4b492
BUG: python2 implicit import is the worst feature ever
2015-10-19 16:35:02 -04:00
llllllllll
8c1bcd684e
BLD: show versions on travis
2015-10-19 16:35:02 -04:00
llllllllll
f7ad82f38e
TST: updates tests after rebasing
2015-10-19 16:35:02 -04:00
llllllllll
898fbad6ac
BLD: Can't use setup.py with git reqs unless you want to do a lot of work
2015-10-19 16:35:02 -04:00
llllllllll
e3bf786bd5
BLD: blaze it up
2015-10-19 16:35:02 -04:00
llllllllll
d621f1e87c
ENH: Updates the blaze loader and adds more tests
2015-10-19 16:35:02 -04:00
llllllllll
22a227710d
ENH: adds CustomFactor.from_function
2015-10-19 16:35:02 -04:00
llllllllll
4c98c947fb
ENH: Adds repr for datasets
2015-10-19 16:35:02 -04:00
llllllllll
4d7d5ce8ff
TST: Adds some test cases for the blaze loader
2015-10-19 16:35:02 -04:00
llllllllll
f88cd17028
TST: adds tmp_assets_db and tmp_asset_finder so we don't need an entire trading env
2015-10-19 16:35:02 -04:00
llllllllll
6e4335820e
ENH: preallocate the output dataframe
2015-10-19 16:35:02 -04:00
llllllllll
8f661387df
ENH: allows any iterator to be the return of load_adjusted_arrays
2015-10-19 16:35:02 -04:00
llllllllll
b032b68a43
ENH: Adds a blaze pipeline loader.
2015-10-19 16:35:02 -04:00
James Kirk
4008b6a3a4
Merge pull request #782 from quantopian/future-chain-start-date
...
MAINT: Removes unneeded knowledge_date logic from future_chain
2015-10-19 11:53:43 -04:00
jfkirk
915c8e800f
MAINT: Removes unneeded knowledge_date logic from future_chain
2015-10-19 11:37:56 -04:00
Scott Sanderson
18d33025a4
Merge pull request #779 from quantopian/pandas17
...
Change relativedelta to Timedelta as pandas 0.17.0 deprecated relativedelta.
2015-10-16 10:36:13 -04:00
Thomas Wiecki
659a367b09
STY Remove unused import of to_datetime.
2015-10-16 16:15:28 +02:00
Thomas Wiecki
d21aec17e2
MAINT Change relativedelta to Timedelta as pandas 0.17.0 deprecated relativedelta.
2015-10-16 16:15:25 +02:00
Eddie Hebert
85c49afe4c
Merge pull request #774 from quantopian/filter-out-dates-with-no-data
...
BUG: Filter out payout rows with no prev close.
2015-10-15 13:30:46 -04:00
Eddie Hebert
6b9476d346
BUG: Filter out payout rows with no prev close.
...
When the prev_close is 0 or does not exist, the resulting ration was either +inf
or nan, respectively.
Create a mask on the non-zero effective dates, where effective date is only
written when the prev close is sufficient for a valid ratio; and use that mask
to filter out the bad rows.
Also, use prev close as the effective date.
2015-10-15 13:30:05 -04:00
llllllllll