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2 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 a483455183 ENH: Add zipline.utils.numpy_utils. 
Currently provides two functions for doing fancy things with array
strides: `repeat_first_axis` and `repeat_last_axis`.
 2015-10-01 18:03:53 -04:00