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5 Commits
Author SHA1 Message Date
Joe Jevnik a2d1fedffd ENH: Adds classlazyval for computed values on a class 2016-01-08 13:11:31 -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
Scott Sanderson 6b49081f54 MAINT: __set__ takes instance and value. 2015-11-06 13:03:31 -05:00
Scott Sanderson f3f001e14a ENH: Raise on attempt to set a lazyval. 2015-11-06 12:39:59 -05:00
Scott Sanderson 58ceb7b7bb DEV: Add zipline.utils.memoize. 
- Moved zipline.utils.lazyval.
- Added `remember_last` which is just `lru_cache(1)` with simpler logic.
 2015-09-16 01:28:15 -04:00