Joe Jevnik and Joe Jevnik
cb7ee53111
BUG: fix assert_equal for tuple-keyed dictionaries
2017-06-07 14:50:13 -04:00
Joe Jevnik and Joe Jevnik
df82d3a221
BUG: reload_symbol_maps should clear the equity_supplementary_maps
2017-04-06 19:04:09 -04:00
Joe Jevnik and Joe Jevnik
153f6636c7
BUG: fix label array code dtype condense
2017-03-08 20:54:57 -05:00
Joe Jevnik
35338df2b7
TST: add roundtrip check
2017-03-01 15:15:16 -05:00
Joe Jevnik
70110a3bf6
ENH: make LabelArray.from_codes_and_metadata public
2017-02-28 23:12:55 -05:00
Joe Jevnik
824129eff8
ENH: make NaT_for_dtype coerce the input to a dtype
2017-02-28 22:49:17 -05:00
Joe Jevnik
d4c5b560c8
MAINT: windows definition for log2
2017-02-07 17:01:37 -05:00
Joe Jevnik
d66309a3a0
TST: add tests for inferred width labelarray
2017-02-07 16:28:13 -05:00
Joe Jevnik
82361e0542
ENH: store the 'codes' for a labelarray in the narrowest int type possible
2017-02-02 20:58:36 -05:00
Joe Jevnik and Joe Jevnik
50b7768e58
TST: assert_equal dispatch for tuples
2017-02-01 19:42:10 -05:00
Joe Jevnik
ab83acc792
ENH: change the clean --before shortopt from -b to -e
2016-12-25 19:22:28 -05:00
Joe Jevnik and Joe Jevnik
a5423083bf
ENH: Allow custom chunks iterators for attach_pipeline
2016-12-15 19:58:19 -05:00
Joe Jevnik and Joe Jevnik
d52d6eddff
BUG: fix blaze pipeline queries for asof_date
2016-12-01 14:35:59 -05:00
Joe Jevnik
dd191f4ab2
STY: cleanup
2016-10-28 15:04:18 -04:00
Joe Jevnik
d07f133579
STY: remove unused imports and method, clean up docs
2016-10-28 15:04:18 -04:00
Joe Jevnik
af3e1016a0
TST: add tests for postprocess and to_workspace_value
2016-10-28 15:04:18 -04:00
Joe Jevnik
bac7af580b
TST: add more dispatches
2016-10-28 15:04:18 -04:00
Joe Jevnik
bae4088cc0
ENH: cleanup branch based on feedback
2016-10-28 15:04:18 -04:00
Joe Jevnik
0123bb8a97
ENH: prune the graph based on the initial workspace
2016-10-28 15:04:18 -04:00
Joe Jevnik
e3e4ad2735
ENH: update aliasedmixin repr
2016-10-28 15:04:18 -04:00
Joe Jevnik
c8e40a3736
ENH: Make aliases filters, factors, and classifiers to give them their methods
2016-10-28 15:04:18 -04:00
Joe Jevnik
67b35168db
ENH: provide a hook for prepopulating the initial workspace
2016-10-28 15:04:18 -04:00
Joe Jevnik
a1d4ceae54
ENH: Provide methods to undo the 'postprocess' step in computing pipeline output
2016-10-28 15:04:18 -04:00
Joe Jevnik
abcb6276ff
BUG: fix blaze query in ffill_query_in_range to correct issue in events loader
2016-10-13 15:27:44 -04:00
Joe Jevnik
8e26368d4e
TST: Adds assert_equal dispatch for slices
2016-10-07 18:57:05 -04:00
Joe Jevnik and Maya Tydykov
8d2e6446ee
PERF: only query for the columns requested + metadata
...
BUG: choose last event date for quarter shift
2016-09-27 09:54:46 -04:00
Joe Jevnik and Maya Tydykov
bdce6ae493
PERF: vectorize earnings estimates
2016-09-27 09:54:46 -04:00
Joe Jevnik
ec1ca28f67
ENH: improve warning for protocol getitem
2016-09-06 15:11:43 -04:00
Joe Jevnik
a3e869e565
DEV: update copyright in protocol.py (added code)
2016-09-06 12:42:06 -04:00
Joe Jevnik
154697965f
ENH: just deprecate __getitem__, don't remove
2016-09-06 12:39:29 -04:00
Joe Jevnik
1714b2d03a
MAINT: remove __getitem__ as alias of __getattr__
2016-08-31 12:38:20 -04:00
Joe Jevnik
23363ee45a
TST: test the v5->v4 downgrade
2016-08-10 15:32:49 -04:00
Joe Jevnik
ea80b8892c
TST: Adds dispatch for assert_equal(set, set)
2016-08-10 15:32:36 -04:00
Joe Jevnik
1b17296efd
BUG: fix the v5-v4 downgrade path to properly take the most recently held ticker
2016-08-10 13:27:28 -04:00
Joe Jevnik
586a41ff7c
DOC: explain the group by and inner select more
2016-08-08 16:39:24 -04:00
Joe Jevnik
8fa84b0f00
BUG: always show the most recent symbol in Asset objects
2016-08-08 13:01:55 -04:00
Joe Jevnik
1f10fff1c4
BUG: support querying more than 999 assets at a time
2016-08-02 18:53:57 -04:00
Joe Jevnik
7e99094cb1
ENH: add __len__ and fix iteration for negative step
2016-08-02 18:53:57 -04:00
Joe Jevnik
19ecb8d5e8
TST: add tests for range.__eq__
2016-08-02 14:25:10 -04:00
Joe Jevnik
537ad05d59
ENH: other fields do not need to remain constant
2016-08-02 14:25:10 -04:00
Joe Jevnik
6708ef1bdf
ENH: update assets-db-error-msg
2016-08-02 14:25:10 -04:00
Joe Jevnik
4265a13edf
Revert "Merge pull request #1354 from quantopian/revert-1302-point-in-time-asset-db"
...
This reverts commit 3b633011c670ac5323de
2016-08-02 14:25:10 -04:00
Joe Jevnik
b7bb6ca6b7
MAINT: remove redundant branch
2016-07-26 13:34:58 -04:00
Joe Jevnik
e294d43388
BUG: coerce array scalars to ints in sqla select
2016-07-26 13:34:58 -04:00
Joe Jevnik
bc10447b9e
TST: add assert_equal dispatch for other ndframe objects
2016-07-26 13:34:58 -04:00
Joe Jevnik
e246dc7661
MAINT: make asset classes know about their own kwargs
2016-07-26 13:34:58 -04:00
Joe Jevnik
166a8fe030
ENH: fix float default
2016-07-26 13:34:58 -04:00
Joe Jevnik
92d79f76aa
MAINT: remove unused 'let' function
2016-07-26 13:34:58 -04:00
Joe Jevnik
fc297544e0
MAINT: py2 compat
2016-07-26 13:34:58 -04:00
Joe Jevnik
c18902496e
STY: unused import
2016-07-26 13:34:58 -04:00
Joe Jevnik
d7620b7063
DOC: update docstrings for lookup_*symbol
2016-07-26 13:34:58 -04:00
Joe Jevnik
fb532c3fe8
TST: Adds test for symbol changes
2016-07-26 13:34:58 -04:00
Joe Jevnik
7fd8c29880
ENH: add point in time aspect to equity symbol mapping
...
Changes the overlap behavior so that it is an error to write data which
would have two companies holding the same ticker. Other than one test
around which company would win in that case, all the other tests are
passing. That single test has been changed to check the write-time
error.
2016-07-26 13:34:58 -04:00
Joe Jevnik
54be3858ba
TST: adds test bundle to builtins to make it easier to rebuild when the asset db changes
2016-07-26 13:34:58 -04:00
Joe Jevnik and LotannaEzenwa
b2ee6c6f84
BUG: forward show_progress in yahoo
2016-07-25 13:09:55 -04:00
Joe Jevnik and LotannaEzenwa
ec0ecfc1b9
TST: don't use showprogress in tests
2016-07-25 13:09:55 -04:00
Joe Jevnik and LotannaEzenwa
25ed414a66
MAINT: use new tempdir for windows
2016-07-25 13:09:55 -04:00
Joe Jevnik and LotannaEzenwa
e8728c0cd4
TST: fix data tests
2016-07-25 13:09:55 -04:00
Joe Jevnik and LotannaEzenwa
ef4eafbbb8
TST: fix bundle test discovery
2016-07-25 13:09:55 -04:00
Joe Jevnik
25474cf475
DOC: add default inputs and window length to TrueRange
2016-07-25 12:37:25 -04:00
Joe Jevnik
5473ec240d
ENH: Adds the ability to run blaze queries concurrently
2016-07-14 17:32:30 -04:00
Joe Jevnik
0f1c08024a
ENH: Adds the ichimoku cloud factor
2016-07-12 18:49:24 -04:00
Joe Jevnik
958d455a7a
ENH: Support default params for terms
2016-07-12 18:49:24 -04:00
Joe Jevnik
ca37d73c7b
TST: fix setup in test_flip_algo
2016-06-21 15:07:03 -04:00
Joe Jevnik
bfa3e6f153
TST: 32b compat doctests
2016-06-21 15:07:03 -04:00
Joe Jevnik
efd7bf72c3
TST: py3 compat doctests
2016-06-21 15:07:03 -04:00
Joe Jevnik
5925107052
TST: fix doctests to actually run
2016-06-21 15:07:03 -04:00
Joe Jevnik
b210acb121
DOC: typo
2016-06-21 14:00:40 -04:00
Joe Jevnik
cb266b983a
TST: more test for checkpoints
2016-06-21 13:20:52 -04:00
Joe Jevnik
c2723f3487
BUG: query everything if deltas are empty
2016-06-21 13:20:43 -04:00
Joe Jevnik
c0d08f9c0d
TST: Adds wildcard object for assert_equal
2016-06-20 14:20:18 -04:00
Joe Jevnik
caebdf7cfc
MAINT: shuffle the complex expression checks
2016-06-20 13:35:07 -04:00
Joe Jevnik
cb67ee425e
TST: coverage
2016-06-17 17:59:56 -04:00
Joe Jevnik
1c3ad70431
DOC: docs for checkpoints
2016-06-17 17:59:56 -04:00
Joe Jevnik
c8cf5a6761
ENH: add ffill checkpointing to blaze core loader
2016-06-17 17:59:56 -04:00
Joe Jevnik
6cf080f4b5
BLD: fix blaze commit
2016-06-06 15:46:18 -04:00
Joe Jevnik
aa0592a4ea
BLD: conda selectors for libgfortran when np==19
2016-05-27 17:28:40 -04:00
Joe Jevnik
9448117b6e
MAINT: update mask_between_time and attribute the original to pandas
2016-05-27 14:34:19 -04:00
Joe Jevnik
c569a3d571
STY: unused imports
2016-05-25 13:21:55 -04:00
Joe Jevnik
151c938982
ENH: upgrade blaze ecosystem packages
2016-05-25 13:21:26 -04:00
Joe Jevnik
163ba8d76d
ENH: remove the ffill lower bound query in blaze loader
...
This query is often only cutting out a couple of months or a week of
data. The cost of computing this lower bound does not outway the cost of
sending back too much data.
2016-05-25 13:21:26 -04:00
Joe Jevnik
2d36a58add
ENH: improve performance of time comparisons
...
Adds `mask_time_between` to do more efficient comparisons between
pandas.DatetimeIndex and datetime.time objects.
This is used in the loader utils to more efficiently normalize datetimes
around the query time.
2016-05-25 13:21:26 -04:00
Joe Jevnik
533233fae4
BUG: fix cell magic
2016-05-24 02:04:47 -04:00
Joe Jevnik
96ec1fd639
DOC: update bundle yahoo example
2016-05-20 15:40:46 -04:00
Joe Jevnik
eda751cf88
ENH: suggest running ingest if no data exists
2016-05-20 11:37:48 -04:00
Joe Jevnik
0bd790d122
MAINT: replace usages of pandas.io.data.DataReader with pandas_datareader.data.DataReader
2016-05-20 11:23:28 -04:00
Joe Jevnik
de1780357a
DEV: post-release commit
2016-05-19 21:11:07 -04:00
Joe Jevnik
e9576abfb1
DOC: title was still wrong
2016-05-19 21:04:43 -04:00
Joe Jevnik
ebf61e3ca2
DOC: update install.rst
2016-05-19 21:01:45 -04:00
Joe Jevnik
2e8dbac326
DOC: I can't even read the release-process page correctly
2016-05-19 20:53:39 -04:00
Joe Jevnik
3bc639ac67
REL: 1.0.0
2016-05-19 20:35:07 -04:00
Joe Jevnik
a47a982257
DOC: building docs builds the extensions
2016-05-19 20:10:38 -04:00
Joe Jevnik
664a0d234c
DOC: document limit and stop price args
2016-05-19 20:10:38 -04:00
Joe Jevnik
a74b35408a
DOC: whatsnew for the stub file
2016-05-19 19:46:44 -04:00
Joe Jevnik
56c7c08ffc
DEV: update dockerfile to leave source
2016-05-16 17:07:03 -04:00
Joe Jevnik
46cc417b9b
BUG: fix some ingestion issues for quantopian-quandl
2016-05-16 16:15:17 -04:00
Joe Jevnik
587d5882c4
DOC: update 1.0 docs
2016-05-16 12:55:34 -04:00
Joe Jevnik
fa15b49a32
DOC: update whatsnew
2016-05-13 15:36:13 -04:00
Joe Jevnik
c128b69a91
STY: get Scott to stop yelling at me
2016-05-12 22:15:32 -04:00
Joe Jevnik
8622993358
DOC: update docs based on Rich's feedback
2016-05-12 17:07:02 -04:00
