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Author SHA1 Message Date
Maya Tydykov 65d15d3960 TST: add test for sid with no data 
MAINT: optimization - only look at assets appearing in data

TST: simplify test

DOC: add documentation for checkpoints

MAINT: explicitly cast event date field to datetime

MAINT: add back import

TST: fix indexing to remove setting wtih copy warning
 2016-09-27 09:54:44 -04:00
Maya Tydykov f140cdb8d6 MAINT: add checkpointing 
BUG: add cols for sids with no data and get adjustments outside column loop
 2016-09-27 09:54:43 -04:00
Maya Tydykov 90984be20c TST: add test for missing num_quarters and clean up tests 2016-09-27 09:54:43 -04:00
Maya Tydykov 2a09160ca8 TST: add test to check previous columns w/ multiple qtrs 
MAINT: pass column to name dict

MAINT: make check for invalid num columns py3-compatible
 2016-09-27 09:54:41 -04:00
Maya Tydykov cc07a00d16 TST: add test for requesting multiple datasets with multiple quarters 2016-09-27 09:54:41 -04:00
Maya Tydykov ebbe85b79a TST: add test for datetime array and update test 
TST: fix quarter normalization test

TST: change test name

BUG: remove arg

BUG: look at dict keys

TST: add test for windowing

MAINT: raise ValueError instead of asserting

TST: add assertion to check windowing

TST: parametrize test over number of quarters forward/back.

BUG: fix adjustment calculation logic for quarter crossovers.

TST: add test for previous quarter windows

BUG: fix bugs in calculating previous windows

BUG: fix missing value for datetime

TST: add test case for missing quarter
 2016-09-27 09:54:41 -04:00
Maya Tydykov 199c775fbf ENH: add adjustment for datetime64 arrays 
BUG: fix adjustment start index
 2016-09-27 09:54:40 -04:00
Maya Tydykov 2975f9b2fd TST: add test for 1d array overwrite 2016-09-27 09:54:40 -04:00
Maya Tydykov e53d7fc9b2 ENH: add an adjustment for float64 2d arrays. 
BUG: fix syntax error

MAINT: optimize code for cython
 2016-09-27 09:54:39 -04:00
Maya Tydykov d578463dcf TST: add cases for shifting release dates 
BUG: fix bugs in blaze loader

BUG: call correct method

MAINT: explicitly cast dates column

MAINT: modify code to comply with pandas 0.16.1
 2016-09-27 09:54:38 -04:00
Maya Tydykov 863da5932c TST: add tests for quarter rotation logic 2016-09-27 09:54:37 -04:00
Maya Tydykov 6454fca6dc TST: add tests for quarter estimates 
MAINT: modify algorithm for calculating previous releases

BUG: fix quarter calculation logic
 2016-09-27 09:54:36 -04:00
Maya Tydykov 6c6a33c73b ENH: add loader for estimates 2016-09-27 09:45:12 -04:00
Federico M. Zagarzazu 4ae493444a Set scipy and pandas version range in Dockerfile 2016-09-26 21:13:35 -05:00
Scott Sanderson 1942029dbb Merge pull request #1513 from jkleint/patch-1 
Propagate exceptions in loader to prevent variable reference before use
 2016-09-26 10:36:03 -04:00
Federico M. Zagarzazu 68f6e6e64c Add Tini and set version range for numpy in Dockerfile 2016-09-25 00:27:55 -05:00
jkleint cf546c7e40 Propagate exceptions in loader to prevent variable reference before use 
`data.loader.ensure_benchmark_data()` was trying to use data after an exception was raised loading it.  The code was logging and swallowing exceptions; this re-raises.
 2016-09-23 15:55:55 -07:00
Andrew Daniels be0ecb61be PERF: Replace get_loc calls in calc_dividend_ratios with get_indexer (#1510) 
We can make a single vectorized call outside of the loop, instead of
repeatedly calling get_loc inside it.
 2016-09-22 19:05:43 -04:00
Scott Sanderson ac9d8418b1 Merge pull request #1508 from quantopian/forward-window-safety-in-demean 
BUG: F.window_safe implies f.demean().window_safe.
 2016-09-22 13:50:30 -04:00
Scott Sanderson 49cd8e138b BUG: F.window_safe implies f.demean().window_safe. 2016-09-22 12:41:50 -04:00
Andrew Daniels ca5f98be8c BUG: Makes NoData{Before, After}Date subclass NoDataOnDate (#1507) 
This allows us to catch and handle all three of these exceptions in
`calc_dividend_ratios`.
 2016-09-22 11:43:43 -04:00
Andrew Daniels 9d7049a872 Merge pull request #1500 from quantopian/make-metadata-optional 
MAINT: Adds option for minute bar writer to not write metadata
 2016-09-21 12:40:19 -04:00
Eddie Hebert 9f77473ae6 Merge pull request #1502 from quantopian/remove-future-chain 
MAINT: Remove `future_chain` API method.
 2016-09-21 11:44:57 -04:00
Andrew Daniels 518b1d78ac MAINT: Adds option for minute bar writer to not write metadata 
With the addition of the truncate function, there are cases where we'll
want to construct a BcolzMinuteBarWriter to call truncate, without
gathering all the metadata. This commit adds a write_metadata arg to its
init, which is True by default. If False is specified, no metadata is
written.

Requires adding logic to truncate to update end_session in metadata to
the truncate date.
 2016-09-21 11:31:54 -04:00
Scott Sanderson 098758b3ce Merge pull request #1505 from quantopian/blaze-it 
MAINT: Put us back on blaze master.
 2016-09-21 11:18:27 -04:00
Eddie Hebert f4daf10e2f MAINT: Remove future_chain API method. 
`future_chain` will be replaced by the as yet to be implemented method,
`data.current_chain`

Also removing `FutureChain` which will be replaced by another version
which only supports indexing and iteration.
 2016-09-21 11:08:34 -04:00
Scott Sanderson 700260cc71 MAINT: Put us back on blaze master. 2016-09-21 10:46:57 -04:00
Eddie Hebert f3c4381b24 Merge pull request #1477 from quantopian/init-1.0.3-release-notes 
DOC: Add skeleton for 1.0.3 release notes.
 2016-09-21 10:36:31 -04:00
Eddie Hebert 5c77b36ce9 Merge pull request #1494 from quantopian/remove-unused-update-dividends 
MAINT: Remove unused method.
 2016-09-21 10:36:12 -04:00
Scott Sanderson 50457e27af Merge pull request #1504 from quantopian/pandas18-memory-stopgaps 
PERF: Remove or defer calls to get_loc on large indices.
 2016-09-21 10:18:57 -04:00
Scott Sanderson e86fffc4ca PERF: Remove or defer calls to get_loc on large indices. 
Mitigation for https://github.com/quantopian/zipline/issues/1503.
 2016-09-21 06:18:31 -04:00
Scott Sanderson 74413695f3 Merge pull request #1339 from quantopian/latest-numpy-pandas 
Latest numpy and pandas
 2016-09-20 22:03:49 -04:00
Scott Sanderson c23dd5beaa BUG: Remove set_trace and add test coverage. 2016-09-20 17:46:27 -04:00
Scott Sanderson 15b5cbf21b MAINT: Bump blaze. 2016-09-20 17:12:09 -04:00
Scott Sanderson 70755c5416 MAINT: Silence bad perf warning from pandas. 2016-09-20 17:12:09 -04:00
Scott Sanderson 94e51cf76d MAINT: Use randint instead of random_integers. 2016-09-20 17:12:09 -04:00
Scott Sanderson ccd94e6e64 MAINT: Rebuild example data. 2016-09-20 17:12:09 -04:00
Scott Sanderson d9282ef7e0 BUG: Don't fail on integral floats in event rules. 
Coerce and warn instead.
 2016-09-20 17:12:08 -04:00
Scott Sanderson ae4efffe3e MAINT: Bump blaze. 2016-09-20 17:12:08 -04:00
Scott Sanderson 99a5957e83 MAINT: Use sort_values instead of sort(). 2016-09-20 17:12:08 -04:00
Scott Sanderson 500f7067f0 MAINT: Use df.resample().apply(). 2016-09-20 17:12:08 -04:00
Scott Sanderson f3eeaa233c MAINT: Fix PerformanceWarning import. 2016-09-20 17:12:08 -04:00
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