- Adds a `map` method to `LabelArray` that maps a unary function over
the categories of a LabelArray, shrinking the underyling codes if
possible.
- Adds a new `.relabel` method to string-dtype classifiers that maps a
unary function over the unique elements of the underlying LabelArray.
This is useful for things like cleaning noisy label data.
I'm not sure what the raw csv pulled from the federal reserve looked like before, but when trying to download fresh treasure data (data not stored in `./zipline`), there is an error that says "Time Period not in list". After checking the raw csv now, it looks like there are 5 header rows rather than just 1, so skipping those rows removes that error.
MAINT: Remove environment as an argument to benchmark source.
To allow the BenchmarkSource class to be more easily used in contexts other than
a TradingAlgorithm, remove the TradingEnvironment as an argument to the
benchmark source.
Instead:
- Pass a benchmark Asset, instead of a bencmark sid; so that the asset_finder
does not need to be passed to the benchmark source.
- Pass the pre-calculated benchmark_returns instead of an env,
which contains the benchmark_returns; a consumer can let the benchmark_returns
stay as the default of `None` when using an asset.
We may want to further refactor and make two different classes, instead of
relying on a combination of existence/non-existence of benchmark_asset and
benchmark_returns. That refactoring should be easier to do with this change.
* BLD: Modify conda label for Travis CI
We've been unnecessarily building packages that are already in the ci channel because conda build isn't respecting the full URL for that channel when using --skip-existing. We updated it to be just the name of the channel.
A TypeError exception was raised with message "Cannot join tz-naive with
tz-aware DatetimeIndex". Removing old unnecessary workaround in
`holidays_at_time` function (Pandas already fixed that before 0.18)
fixes this issue.
BLD: Move setuptools_scm recipe earlier
in build process. We order alphabetically.
BLD: Update to newest Cython version
BLD: Update version of matplotlib
BLD: Pin matplotlib dependency
Scott Sanderson