Commit Graph
15 Commits
Author SHA1 Message Date
llllllllll 32baac4e4b ENH: Make datasets have subclass relationships 2015-12-22 12:25:30 -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 3619a24e4d TEST: Add support for futures to tmp_asset_finder. 2015-11-13 18:26:54 -05:00
Scott Sanderson 4109640acb MAINT: make_simple_asset_info -> make_simple_equity_info. 2015-11-13 18:26:54 -05:00
llllllllll 80cc2bd6f6 BUG: Corrects an index error in blaze loader.
Fixes the case where a delta has an asof_date of the last requested
day and an index error would occur. This guards against this
specifically to make the delta be effective through the end of the
requested window.

Adds a test case for this behavior.
2015-11-05 16:40:28 -05:00
llllllllll b8452b88c3 TST: test case where there are more sids requested than available 2015-10-19 16:35:03 -04:00
llllllllll c58f0137e4 MAINT: map(retrieve_asset) -> retrieve_all 2015-10-19 16:35:03 -04:00
llllllllll 1db29a9f0f ENH: handle amendments between trading days 2015-10-19 16:35:03 -04:00
llllllllll d3c0463941 ENH: Addresses comments 2015-10-19 16:35:03 -04:00
llllllllll 9c37011a38 BUG: Only simple expressions for array-like dshape 2015-10-19 16:35:02 -04:00
llllllllll 26b47a1234 MAINT: treat Pipeline API as a proper noun 2015-10-19 16:35:02 -04:00
llllllllll 0ec1cbc604 MAINT: rename pipeline_api_from_blaze to from_blaze 2015-10-19 16:35:02 -04:00
llllllllll f7ad82f38e TST: updates tests after rebasing 2015-10-19 16:35:02 -04:00
llllllllll d621f1e87c ENH: Updates the blaze loader and adds more tests 2015-10-19 16:35:02 -04:00
llllllllll 4d7d5ce8ff TST: Adds some test cases for the blaze loader 2015-10-19 16:35:02 -04:00