Commit Graph
16 Commits
Author SHA1 Message Date
Scott Sanderson 67f76e4d67 PERF: Speed up event utils test case.
Just take a sample of all 5000 permutations of 7 dates.
2016-07-14 17:38:58 -04:00
Scott SandersonandMaya Tydykov 07b84f87fb PERF: Speed up test_events.
Use arrays in more places, and use permutations of indexers instead of
permutations of the values.

MAINT: add testing of boundary conditions

MAINT: use check_arrays to work with both pandas versions
2016-06-23 13:54:37 -04:00
Maya Tydykov 321e6f719f TST: expand tests
DOC: add comment to workaround line
2016-06-23 12:14:24 -04:00
Maya Tydykov 9395a469f0 BUG: change timestamp normalization to account for pandas bug
BUG: revert to old normalization algo with extra normalization
2016-06-23 12:14:22 -04:00
Scott Sanderson bc302beec9 MAINT: Rework event datasets.
- Refactored EventsLoader and BlazeEventsLoader to not require a
  subclass per dataset.  Instead, you now pass a map from columns to
  event fields directly to the EventsLoader constructor.

- Removed a large number of Quantopian-specific datasets and associated
  tests.

- Rewrote the core logic of EventsLoader and BlazeEventsLoader to share
  index calculations across multiple requested columns.

- Fixed a bug where event fields were incorrectly forward-filled when
  null values were present in an event.
2016-06-10 19:22:27 -04:00
Maya Tydykov 0191d9d903 MAINT: move filtering for null date rows back to dataframe
TST: test both next and prev event frame loading and use EventsLoader.

BUG: remove extra arg

MAINT: call list on zip for compatibility with python 3
2016-04-25 16:11:12 -04:00
Maya Tydykov 390295481c TST: add test for blaze loader with null data in date col
MAINT: fix blaze query
2016-04-25 11:42:10 -04:00
Maya Tydykov e41c99d077 MAINT: add an event date col field to each loader
MAINT: add event date col field and filter rows where this field is null

TST: modify tests to filter nulls in event date col

MAINT: calculate value repeats by vectorized computation on separate start and end dates.

MAINT: pass DatetimeIndex instead of list of strings
2016-04-25 11:42:08 -04:00
Maya Tydykov f8aa7c2ef4 TST: add test for case when null in expected column 2016-04-25 11:42:06 -04:00
Joe Jevnik 792860b4cb MAINT: rename bz.Data -> bz.data 2016-03-15 14:29:48 -04:00
Joe Jevnik 79e7c84a40 TST: use rel imports from tests 2016-02-26 20:22:02 -05:00
Maya Tydykov 18d838be87 MAINT: modify coersion logic.
MAINT: make expected_cols class attributes.

MAINT: make concrete_loader a class attribute.

MAINT: drop sid column before creating loader.

TST: add method to fill df with event cases.

TST: move common case df into test_events.py.

TST: improve tests and fix error message assertions.

STY: fix whitespace.

DOC: update docs.

STY: fix style.

MAINT: clean up

STY: fix indentation.

MAINT: use different assertion method to check error message for python3.4 compatibility.
2016-02-26 09:51:58 -05:00
Maya Tydykov 5b37af6e04 TST: enhance test; add more common data.
STY: fixes for PEP8.
2016-02-25 17:33:46 -05:00
Maya Tydykov e257dc1da9 MAINT: refactor constants to common file.
TST: refactor constants and clarify comments.

TST: clean up/extract constants in tests.

MAINT: add/modify constants.

MAINT: remove obsolete and alphabetize.

MAINT: clean up.

MAINT: modify constants to have named params.

MAINT: extract constants.

STY: fix indentation.

MAINT: refactor common part out of buyback_auth.

MAINT: refactor earnings test logic.
2016-02-25 17:33:45 -05:00
Maya Tydykov ae922bf3ee MAINT: modify next_date_frame and prev_date_frame to mirror previous_value.
MAINT: clean up and improve docs.

BUG: fix imports.

MAINT: refactor test.

MAINT: change class name.

MAINT: remove error since won't be reached.

TST: improve and expand tests.

MAINT: change class name.

MAINT: change class name.

MAINT: extract string constants and remove error that won't be reached.

STY: fix line length.

MAINT: undo name change.
2016-02-25 17:33:44 -05:00
Maya Tydykov 7100e60474 MAINT: accept more data structures, verify, and select loader dynamically.
MAINT: add fields based on changes to events loader.

MAINT: modify based on expectations of events loader.

MAINT: modify args.

TST: clean up and clarify df access.

TST: fix bugs in test that didn't properly split datasets' data.

MAINT: fix merge error.
2016-02-25 17:33:41 -05:00