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Author SHA1 Message Date
jfkirk 2a28d09380 MAINT: Removes exchange_id and root_symbol_id columns from AssetDB 2015-09-10 11:53:28 -04:00
jfkirk 35ed8c28a8 TST: Fixes modelling test to use new TradingEnvironment framework 2015-09-10 11:53:28 -04:00
jfkirk a2cacfb613 MAINT: Pulls out methods that should be free 2015-09-10 11:53:28 -04:00
jfkirk f1f3f9b751 TST: Fixes broken event test 2015-09-10 11:53:28 -04:00
jfkirk dc964a7e7d MAINT: Removes the ability to reference a global TradingEnvironment 
This commit removes the ability to reference a shared TradingEnvironment through the zipline.finance.trading module. In place, the classes that require a TradingEnvironment, or its child AssetFinder, contain their own references to those objects.

This commit also adds serialization utilities that allow for the pickling/unpickling of objects without unintentionally their TradingEnvironments or AssetFinders.
 2015-09-10 11:53:28 -04:00
jfkirk 661314ce49 ENH: AssetWriter now writes one Asset per insert statement 2015-09-10 11:53:27 -04:00
Stewart Douglas a517929cbb DOC: Improve documentation in asset_writer.py 2015-09-10 11:53:27 -04:00
Stewart Douglas 22827d1c89 MAINT: Convert map to list in lookup_future_chain 2015-09-10 11:53:27 -04:00
Stewart Douglas ee9c79a6f8 MAINT: Reduce end_date int for SQLite Python3.3 compatibility 2015-09-10 11:53:27 -04:00
Stewart Douglas 593e114f0a BLD: Include sqlalchemy and toolz in .travis.yml 2015-09-10 11:53:27 -04:00
Stewart Douglas d3516959a3 MAINT: Don't set string to upper before writing, remove unused libs 2015-09-10 11:53:27 -04:00
Stewart Douglas 3224085a1d ENH: Check whether identifier columns provided in DataFrame 2015-09-10 11:53:27 -04:00
Stewart Douglas 7be2cf8652 MAINT: Allow algo.run() to write to db 2015-09-10 11:53:27 -04:00
Stewart Douglas 1ef2274d11 MAINT: Update tests to conform to new reader/writer structure 2015-09-10 11:53:26 -04:00
Stewart Douglas 8ccdae9870 MAINT: Change defaults when parsing kwargs in TradingEnvironment 2015-09-10 11:53:26 -04:00
Stewart Douglas bd7be19198 ENH: Allow write_data to consume DataFrames 2015-09-10 11:53:26 -04:00
Stewart Douglas 92f99e62f0 MAINT: AssetFinder should not write to db 2015-09-10 11:53:26 -04:00
Stewart Douglas 9d313ab877 BUG: Various bug fixes to assets.py 
Bug fixes include:
	- Do not call float on tuples
	- Correct indentation
	- Do not call value() on int
	- Use fuzzy correctly
	- Use symbol for lookup
	- Ensure we raise Error
 2015-09-10 11:53:26 -04:00
Stewart Douglas 16488d9053 ENH: Base new sid creation on existing sids in database 2015-09-10 11:53:26 -04:00
Stewart Douglas 1d958bd7eb ENH: Allow AssetDBWriterFromList to consume Assets 2015-09-10 11:53:26 -04:00
Stewart Douglas aa110dd149 ENH: Add init_db to transaction so table exists=>it has also been written to 2015-09-10 11:53:26 -04:00
Stewart Douglas 667f0695d5 BUG: Avoid NOT NULL violation by checking for data first 2015-09-10 11:53:26 -04:00
Stewart Douglas e5875af784 DOC: Documentation improvements 2015-09-10 11:53:26 -04:00
Stewart Douglas e529df06ea ENH: Add autoload=True for compatibility with SQLAlchemy < 1.0.0 2015-09-10 11:53:25 -04:00
Stewart Douglas ded6f8543f BUG: Cast datetime to Timestamp to call value 2015-09-10 11:53:25 -04:00
Stewart Douglas 3af8b6d6c8 DEP: Remove unecessary calls to write_data 2015-09-10 11:53:25 -04:00
Stewart Douglas 1c512c5478 TST: Update test_algorithm.py to incorporate TradingEnvironment.write_data 2015-09-10 11:53:25 -04:00
Stewart Douglas c8b88432cc BUG: Account for sid == 0 in if statement 2015-09-10 11:53:25 -04:00
Stewart Douglas 4300ab357a BUG: Convert sqlalchemy RowProxy to dict for assignment 2015-09-10 11:53:25 -04:00
Stewart Douglas 46346ecb5d BUG: Ensure symbols are made upper case in db 2015-09-10 11:53:25 -04:00
Stewart Douglas 678aec2cae MAINT: Convert dates to INTs for SQLite and set default end_date 2015-09-10 11:53:25 -04:00
Stewart Douglas 32b663c5ca MAINT: Enforce uniqueness of sid column 2015-09-10 11:53:25 -04:00
Stewart Douglas 501fd58fdf ENH: Replace update_asset_finder with write_data 
The write_data methods invokes the relevant AssetDBWriter subclass
to write data to the database. update_asset_finder is no longer
a relevant method since the AssetFinder is strictly a reader class.
 2015-09-10 11:53:24 -04:00
Stewart Douglas 9660447ed0 MAINT: Ensure correct pandas.DataFrame is returned 2015-09-10 11:53:24 -04:00
Stewart Douglas a8f60366cd MAINT: Remove call to write_all when initializing db 2015-09-10 11:53:24 -04:00
Stewart Douglas d55920a43b ENH: Return namedtuple from load methods 2015-09-10 11:53:24 -04:00
Stewart Douglas b658f579d2 ENH: Consolidate logic into load_data method 2015-09-10 11:53:24 -04:00
Stewart Douglas 59f5a9683b DEP: Remove legacy writer classes 2015-09-10 11:53:24 -04:00
Stewart Douglas 47ed3a2fdb ENH: Update AssetDBWriterFromList to consume identifiers 
Allow consumption of a list of identifiers, including assigning
sids if necessary.
 2015-09-10 11:53:24 -04:00
Stewart Douglas 8fc97b99b2 MAINT: Default constraints=True in AssetDBWriter 2015-09-10 11:53:24 -04:00
Stewart Douglas 38f3e6c713 ENH: Add UNIQUE and NOT NULL constraints 2015-09-10 11:53:24 -04:00
llllllllll ee4aa7327b MAINT: more bugfixes 2015-09-10 11:53:23 -04:00
llllllllll 9cd3707440 BLD: Adds sqlalchemy to reqs 2015-09-10 11:53:23 -04:00
llllllllll 874abee1d8 BUG: itemgetter is in operator 2015-09-10 11:53:23 -04:00
Stewart Douglas fc8ea9b39b MAINT: Remove NOT NULL constraint when constraints=False 2015-09-10 11:53:23 -04:00
llllllllll dd956116b7 ENH: sqlalchemy 2015-09-10 11:53:23 -04:00
Stewart Douglas 17c6ecbfff STY: Formating changes 2015-09-10 11:53:23 -04:00
Stewart Douglas 06894c301e DEP: Stop exporting deprecated methods 2015-09-10 11:53:23 -04:00
Stewart Douglas 4b763f4138 ENH: Update load_data method 2015-09-10 11:53:23 -04:00
Stewart Douglas 97e980751f MAINT: Integrate asset writer changes into TradingEnvironment 2015-09-10 11:53:23 -04:00