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5 Commits

Author SHA1 Message Date
Scott Sanderson 8220d1ee86 ENH: Adds support for different typed adjusted arrays and adds an 
EarningsCalendar loader.

- Moves most of AdjustedArray back into Python. The window iterator is
  the only part that's performance-intensive.

- Adds a bootleg templating system for creating specialized versions of
  AdjustedArrayWindow for each concrete type we care about.

- Adds support for differently dtyped terms in pipeline. This allows us
  to use datetime64s which are needed in the EarningsCalendar.

- Adds EarningsCalendar dataset for the next and previous earnings
  announcements in pipeline.

- Adds in memory loader for EarningsCalendar.

- Adds blaze loader for EarningsCalendar.
 2015-12-08 20:24:06 -05:00
Scott Sanderson 4109640acb MAINT: make_simple_asset_info -> make_simple_equity_info. 2015-11-13 18:26:54 -05:00
Richard Frank 83bd1310d9 PERF: Using pipeline_loader_dispatch to group by loader 
instead of dataset
 2015-10-12 10:48:29 -04:00
Scott Sanderson 2d683961bd MAINT: More renaming. 
s/FFCEngine/PipelineEngine/
s/FFCLoader/PipelineLoader/
 2015-10-01 18:03:54 -04:00
Scott Sanderson f82a01841b MAINT: Rename ALL the things. 
zipline.modelling.* -> zipline.pipeline.*
zipline.data.ffc.loaders -> zipline.pipeline.loaders
tests/modelling -> tests/pipeline
 2015-10-01 18:03:53 -04:00