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Author SHA1 Message Date
Scott Sanderson 30a1eb66ea MAINT: Use explicit floats in np.full. 2016-09-20 17:12:08 -04:00
Scott Sanderson 48e12a2604 MAINT: Use specific versions in appveyor.yml. 2016-09-20 17:12:08 -04:00
Scott Sanderson 76f8eaf2d5 BLD: Downgrade to scipy 0.17. 
Anaconda doesn't have windows builds for scipy 0.18 (nor does
conda-forge.)
 2016-09-20 17:12:08 -04:00
Scott Sanderson 966c0ceedb MAINT: Remove outdated compat code. 2016-09-20 17:12:07 -04:00
Scott Sanderson 2e238bfa38 BLD: Update appveyor.yml for new pandas/numpy. 2016-09-20 17:12:07 -04:00
Scott Sanderson 7e2230a763 STY: Fix flake8 failures. 2016-09-20 17:12:07 -04:00
Scott Sanderson 78dd69c5a6 MAINT: Put scipy back in travis reqs. 2016-09-20 17:12:07 -04:00
Scott Sanderson 659c8ae5ee BLD: Remove old numpy/pandas versions from travis. 2016-09-20 17:12:07 -04:00
Scott Sanderson 72806620ea DOC: Note where cleanup happens. 2016-09-20 17:12:07 -04:00
Scott Sanderson aa3e2fe4e7 MAINT: Don't make datetime64 from tz-aware Timestamp. 
It's slow and deprecated.
 2016-09-20 17:12:07 -04:00
Scott Sanderson df76086319 DOC: Typo in comment. 2016-09-20 17:12:07 -04:00
Scott Sanderson ac256f3855 MAINT: Use errors='coerce'. 
coerce=True is deprecated.
 2016-09-20 17:12:07 -04:00
Scott Sanderson 53eb1964d9 MAINT: Temporarily ignore pandas warnings in categoricals. 
Pandas 0.18 doesn't like having null-ish values in categoricals.  Fixing
this properly requires re-thinking the semantics for missing_value on
pipeline terms, so we're punting on that until after we've upgraded to
0.18.
 2016-09-20 17:12:07 -04:00
Scott Sanderson 0ff13e7fdc Revert "MAINT: Remove support for custom string Column missing values." 
This reverts commit 1b1e842e2339d6d0ee40cdfe34dcd27b4e4a7c0c.
 2016-09-20 17:12:07 -04:00
Scott Sanderson 16f4944232 MAINT: Remove support for custom string Column missing values. 
Pandas 0.18 deprecated passing "null-ish" values to pd.categorical.  The
expectation, instead, is that you use categorical's native support for
missing data, which means the user will always get NaN's for missing
entries of the categorical.

A follow-up to this change should probably drop support for custom
missing values entirely and to use LabelArray/categorical for integer
data.
 2016-09-20 17:12:07 -04:00
Scott Sanderson ca54721058 MAINT: Pandas compat for rolling_*. 2016-09-20 17:12:07 -04:00
Scott Sanderson a39a6e1bbf MAINT: Pass float to np.full explicitly. 2016-09-20 17:12:07 -04:00
Scott Sanderson 0ace6f7b8f MAINT: Don't use convert_objects(). 
It's not necessary, and it's deprecated.
 2016-09-20 17:12:07 -04:00
Scott Sanderson 0c550dc592 MAINT: Fix warnings from numpy labelarray methods. 2016-09-20 17:12:07 -04:00
Scott Sanderson 599d6c59ef MAINT: Fix warnings from numpy on NaT comparison. 2016-09-20 17:12:07 -04:00
Scott Sanderson 758ed0fffa MAINT: Pass float explicitly. 2016-09-20 17:12:07 -04:00
Scott Sanderson 9c82960876 MAINT: Use sort_values instead of sort(). 
Sort is deprecated.
 2016-09-20 17:12:07 -04:00
Scott Sanderson b5fd0cdbfa MAINT: Use sort_values() instead of sort(). 
pd.DataFrame.sort() is deprecated.
 2016-09-20 17:12:07 -04:00
Scott Sanderson 874d2b51f1 MAINT: Pass float explicitly to numpy. 2016-09-20 17:12:07 -04:00
Scott Sanderson d265abbbf1 MAINT: Use dataframe.iteritems instead of iterkv. 
iterkv is deprecated.
 2016-09-20 17:12:07 -04:00
Scott Sanderson 750b410a48 BUG: Use arrays for week/month group calculations. 
In pandas 0.18, the behavior of ``nth()`` changed so that Grouper no
longer can be easily used to recover group labels.

Instead of using the built-in grouper behavior, we use a groupby on two
arrays we build ourselves.  This recovers the original behavior, and is
about 2x faster as a bonus.
 2016-09-20 17:12:07 -04:00
Scott Sanderson 7fbde3227c MAINT/TEST: Clarify test_events. 
- Refer to ``sessions`` instead of periods.
- Use ``toolz.concat`` instead of an O(N ** 2) sequence of appends.
 2016-09-20 17:12:07 -04:00
Scott Sanderson 989d21514c MAINT: Pass float to np.full explicitly. 2016-09-20 17:12:07 -04:00
Scott Sanderson 40ef039e46 TEST/MAINT: Silence no_checkpoints warning. 2016-09-20 17:12:07 -04:00
Scott Sanderson 2772975e2d MAINT: Use float in np.full. 2016-09-20 17:12:07 -04:00
Scott Sanderson b188381747 MAINT: Pass explicit dtype to np.full. 2016-09-20 17:12:07 -04:00
Scott Sanderson becf897da9 MAINT: Fix failures/warnings in test_api_shim.py 
- Fixes a warning on indexing with a float that ultimately came from
  pd.Timedelta.total_seconds().  Adds ``timedelta_to_integral_seconds``
  and ``timedelta_to_integral_minutes()`` functions and replaces various
  usages of ``int(delta.total_seconds())`` with them.

- Fixes a warnings triggered in ``_create_daily_stats`` from
  passing tz-aware datetimes to np.datetime64.
 2016-09-20 17:12:07 -04:00
Scott Sanderson ccc31152a5 MAINT: Use arange instead of rolling_count. 
It's faster, and rolling_count is deprecated.
 2016-09-20 16:24:55 -04:00
Scott Sanderson f494003c18 MAINT: Update fetcher for pandas 0.18. 
- Remove support for usecols=[].
- Use sort_values instead of sort().
- Use errors='coerce' instead of coerce=True.
 2016-09-20 16:24:55 -04:00
Scott Sanderson 930f32f6a1 ENH: Make INT_DTYPES_BY_SIZE_BYTES ordered. 2016-09-20 16:24:55 -04:00
Scott Sanderson 37a2780632 DOC: Update LabelArray docstring. 2016-09-20 16:24:55 -04:00
Scott Sanderson cc11757b9c DOC: Remove out of date comment. 2016-09-20 16:24:55 -04:00
Scott Sanderson 36e4f70499 MAINT: Fix numpy deprecation warnings. 2016-09-20 16:24:55 -04:00
Scott Sanderson 77146ef489 MAINT: Explicitly use float64 in test. 2016-09-20 16:24:54 -04:00
Scott Sanderson 135080db84 MAINT: Don't use .loc with integers. 2016-09-20 16:24:54 -04:00
Scott Sanderson c998d619b1 MAINT: Bump numpy and pandas. 2016-09-20 16:24:54 -04:00
Richard Frank 3fff6591cf Merge pull request #1493 from quantopian/enumpycal 
Enumpycal
 2016-09-19 16:27:13 -04:00
Richard Frank b924c3b795 PERF: Use empyrical with ndarrays instead of Series 2016-09-19 15:51:06 -04:00
Richard Frank 29c65d95b9 MAINT: Removing unused array and unused attribute 2016-09-19 15:19:30 -04:00
Jean Bredeche 77e50beade Merge pull request #1497 from quantopian/you-count-way-too-slowly 
PERF: Be smarter about counting the number of minutes across a contiguous bunch of sessions.
 2016-09-19 14:34:11 -04:00
Jean Bredeche 87eb87525f PERF: Be smarter about counting the number of minutes across a contiguous bunch of sessions. 2016-09-19 13:25:03 -04:00
Andrew Daniels 95e07f2735 ENH: Adds truncate method to BcolzMinuteBarWriter (#1499) 2016-09-19 13:02:48 -04:00
Eddie Hebert 7de7067bdb Merge pull request #1496 from quantopian/revert-load-adjustments 
Revert "Merge pull request #1490 from quantopian/use-load-adjustments…
 2016-09-19 09:38:02 -04:00
Eddie Hebert 36b50554f6 Revert "Merge pull request #1490 from quantopian/use-load-adjustments-for-history" 
This reverts commit 86c7635b45, reversing
changes made to c77f2b92df.

Some real world cases hit errors with this change, due to the new offset
logic attempting to create Adjustments with invalid parameters.

Will identify exact conditions that cause this error and add as a test
case before remerging.
 2016-09-19 08:53:31 -04:00
Jean Bredeche 592a4dfd65 Merge pull request #1492 from quantopian/cache-minute-to-session-lookups 
PERF: Save up to 80% of the calls to minute_to_session_label
 2016-09-16 16:07:13 -04:00