wassname/catalyst
1
0
Fork 0
mirror of https://github.com/wassname/catalyst.git synced 2026-07-17 11:25:55 +08:00
Code Issues Packages Projects Releases Wiki Activity
3,291 Commits 16 Branches 39 Tags
5e4b8b8f8f9f61ba79de822eccf6fabb84393fe9
Commit Graph
7 Commits
Author SHA1 Message Date
Joe Jevnik 68cf236944 TST: Add test case for adding columns in subclass 2015-12-29 10:12:39 -05:00
llllllllll 32baac4e4b ENH: Make datasets have subclass relationships 2015-12-22 12:25:30 -05:00
Scott Sanderson 2235a53581 ENH: Add EWMA and DollarVolume factors. 2015-12-11 22:13:27 -05:00
Scott Sandersonandllllllllll 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
Richard Frank 2dabda6b76 MAINT: Reworked Term atomicity 2015-10-12 16:11:19 -04:00
Richard Frank e880fa3e34 PERF: Batch load atomic terms by dataset 
Added CompositeTerm and now we dispatch more generally on atomic
 2015-10-12 10:48:28 -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