Richard Frank
2dabda6b76
MAINT: Reworked Term atomicity
2015-10-12 16:11:19 -04:00
Richard Frank
940831e1cf
TST: Added test that columns are batched
...
when they share the same loader and extra_rows
2015-10-12 11:17:06 -04:00
Richard Frank
ba0542a641
MAINT: Removed MultiColumnLoader
...
since we can use pipeline_loader_dispatch instead
2015-10-12 10:48:29 -04:00
Richard Frank
83bd1310d9
PERF: Using pipeline_loader_dispatch to group by loader
...
instead of dataset
2015-10-12 10:48:29 -04:00
Richard Frank
e880fa3e34
PERF: Batch load atomic terms by dataset
...
Added CompositeTerm and now we dispatch more generally on atomic
2015-10-12 10:48:28 -04:00
Scott Sanderson
1336dfc181
BUG: RSI wasn't even close to working.
...
Fixed and added tests.
2015-10-09 20:10:30 -04:00
Eddie Hebert
e33f6dcdcd
MAINT: Move equity data formats out of loader.
...
Put the logic for reading and writing the equity price and adjustment
data into a module located in data, making it distinct from the pipeline
loader usage of the formats.
This prepares for both incoming changes of how adjustments are written,
(which includes using the bcolz daily reader as an input), as well as
eventually providing the readers to a DataPortal object.
2015-10-09 17:20:19 -04:00
Scott Sanderson
e728e0c1f3
BUG: Fail when passing two Filters to set_screen.
2015-10-07 10:48:42 -04:00
Scott Sanderson
557bdcd69d
MAINT: Don't name pipelines.
...
`Pipeline()` no longer takes a name.
`attacH_pipeline` now takes a name.
This is mainly for uniformity with how `Factors` and `Filters` are
handled.
2015-10-02 16:31:29 -04:00
Scott Sanderson
096a0d49fd
MAINT: Rename drain_pipeline -> pipeline_output.
...
More boring, but *drain* carries a connotation of "get everything",
which is misleading.
2015-10-01 18:03:54 -04:00
Scott Sanderson
2034c65599
MAINT: Pluralize top-level term namespaces.
...
zipline.pipeline.factor -> zipline.pipeline.factors
zipline.pipeline.filter -> zipline.pipeline.filters
2015-10-01 18:03:54 -04:00
Scott Sanderson
a40d7e47c1
MAINT: Re-export CustomFactor in zipline.pipeline.
2015-10-01 18:03:54 -04:00
Scott Sanderson
1f6c7ff31f
MAINT: Rename ffc_loader -> pipeline_loader.
2015-10-01 18:03:54 -04:00
Scott Sanderson
2d683961bd
MAINT: More renaming.
...
s/FFCEngine/PipelineEngine/
s/FFCLoader/PipelineLoader/
2015-10-01 18:03:54 -04:00
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
Richard Frank