6cb06ffcdf
TST: add test for changing event dates and adjustments
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BUG: get column names from column dict
BUG: fix name map
2016-09-27 16:53:36 -04:00
5d7100542c
PERF: only query for the columns requested + metadata
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BUG: choose last event date for quarter shift
2016-09-27 09:54:46 -04:00
25b38520fa
PERF: vectorize earnings estimates
2016-09-27 09:54:46 -04:00
cbd9bd068c
TST: add test for sid with no data
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MAINT: optimization - only look at assets appearing in data
TST: simplify test
DOC: add documentation for checkpoints
MAINT: explicitly cast event date field to datetime
MAINT: add back import
TST: fix indexing to remove setting wtih copy warning
2016-09-27 09:54:44 -04:00
8d8f057120
MAINT: add checkpointing
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BUG: add cols for sids with no data and get adjustments outside column loop
2016-09-27 09:54:43 -04:00
7d75615fd2
TST: add test for missing num_quarters and clean up tests
2016-09-27 09:54:43 -04:00
5e1a8224cd
TST: add test to check previous columns w/ multiple qtrs
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MAINT: pass column to name dict
MAINT: make check for invalid num columns py3-compatible
2016-09-27 09:54:41 -04:00
ebcc5f714a
TST: add test for requesting multiple datasets with multiple quarters
2016-09-27 09:54:41 -04:00
eb22f2ab6b
TST: add test for datetime array and update test
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TST: fix quarter normalization test
TST: change test name
BUG: remove arg
BUG: look at dict keys
TST: add test for windowing
MAINT: raise ValueError instead of asserting
TST: add assertion to check windowing
TST: parametrize test over number of quarters forward/back.
BUG: fix adjustment calculation logic for quarter crossovers.
TST: add test for previous quarter windows
BUG: fix bugs in calculating previous windows
BUG: fix missing value for datetime
TST: add test case for missing quarter
2016-09-27 09:54:41 -04:00
af718b0f4a
ENH: add adjustment for datetime64 arrays
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BUG: fix adjustment start index
2016-09-27 09:54:40 -04:00
2fb7ec7612
TST: add test for 1d array overwrite
2016-09-27 09:54:40 -04:00
9ce4077cc6
ENH: add an adjustment for float64 2d arrays.
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BUG: fix syntax error
MAINT: optimize code for cython
2016-09-27 09:54:39 -04:00
ef350f3889
TST: add cases for shifting release dates
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BUG: fix bugs in blaze loader
BUG: call correct method
MAINT: explicitly cast dates column
MAINT: modify code to comply with pandas 0.16.1
2016-09-27 09:54:38 -04:00
f1c07708cd
TST: add tests for quarter rotation logic
2016-09-27 09:54:37 -04:00
afc5297fe3
TST: add tests for quarter estimates
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MAINT: modify algorithm for calculating previous releases
BUG: fix quarter calculation logic
2016-09-27 09:54:36 -04:00
1c375806e7
ENH: add loader for estimates
2016-09-27 09:45:12 -04:00
8ec76d4f38
Merge pull request #1513 from jkleint/patch-1
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Propagate exceptions in loader to prevent variable reference before use
2016-09-26 10:36:03 -04:00
82273e296f
Propagate exceptions in loader to prevent variable reference before use
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`data.loader.ensure_benchmark_data()` was trying to use data after an exception was raised loading it. The code was logging and swallowing exceptions; this re-raises.
2016-09-23 15:55:55 -07:00
db0eabe82a
PERF: Replace get_loc calls in calc_dividend_ratios with get_indexer ( #1510 )
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We can make a single vectorized call outside of the loop, instead of
repeatedly calling get_loc inside it.
2016-09-22 19:05:43 -04:00
171736f2de
Merge pull request #1508 from quantopian/forward-window-safety-in-demean
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BUG: F.window_safe implies f.demean().window_safe.
2016-09-22 13:50:30 -04:00
bddb453272
BUG: F.window_safe implies f.demean().window_safe.
2016-09-22 12:41:50 -04:00
f1919dc3af
BUG: Makes NoData{Before, After}Date subclass NoDataOnDate ( #1507 )
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This allows us to catch and handle all three of these exceptions in
`calc_dividend_ratios`.
2016-09-22 11:43:43 -04:00
a5c7e93540
Merge pull request #1500 from quantopian/make-metadata-optional
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MAINT: Adds option for minute bar writer to not write metadata
2016-09-21 12:40:19 -04:00
25517e2b15
Merge pull request #1502 from quantopian/remove-future-chain
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MAINT: Remove `future_chain` API method.
2016-09-21 11:44:57 -04:00
96cc6b6588
MAINT: Adds option for minute bar writer to not write metadata
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With the addition of the truncate function, there are cases where we'll
want to construct a BcolzMinuteBarWriter to call truncate, without
gathering all the metadata. This commit adds a write_metadata arg to its
init, which is True by default. If False is specified, no metadata is
written.
Requires adding logic to truncate to update end_session in metadata to
the truncate date.
2016-09-21 11:31:54 -04:00
5e20a1bdd1
Merge pull request #1505 from quantopian/blaze-it
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MAINT: Put us back on blaze master.
2016-09-21 11:18:27 -04:00
9fd8ddda53
MAINT: Remove future_chain API method.
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`future_chain` will be replaced by the as yet to be implemented method,
`data.current_chain`
Also removing `FutureChain` which will be replaced by another version
which only supports indexing and iteration.
2016-09-21 11:08:34 -04:00
3477e26720
MAINT: Put us back on blaze master.
2016-09-21 10:46:57 -04:00
21a3de8ce5
Merge pull request #1477 from quantopian/init-1.0.3-release-notes
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DOC: Add skeleton for 1.0.3 release notes.
2016-09-21 10:36:31 -04:00
9e0ef02ff6
Merge pull request #1494 from quantopian/remove-unused-update-dividends
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MAINT: Remove unused method.
2016-09-21 10:36:12 -04:00
b584ccc187
Merge pull request #1504 from quantopian/pandas18-memory-stopgaps
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PERF: Remove or defer calls to get_loc on large indices.
2016-09-21 10:18:57 -04:00
a9faf94945
PERF: Remove or defer calls to get_loc on large indices.
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Mitigation for https://github.com/quantopian/zipline/issues/1503 .
2016-09-21 06:18:31 -04:00
9ea1af70a9
Merge pull request #1339 from quantopian/latest-numpy-pandas
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Latest numpy and pandas
2016-09-20 22:03:49 -04:00
9cc2ecf8d5
BUG: Remove set_trace and add test coverage.
2016-09-20 17:46:27 -04:00
c28ac1a4a5
MAINT: Bump blaze.
2016-09-20 17:12:09 -04:00
c5936b86d6
MAINT: Silence bad perf warning from pandas.
2016-09-20 17:12:09 -04:00
ab9a5d7060
MAINT: Use randint instead of random_integers.
2016-09-20 17:12:09 -04:00
6e3bfe2d78
MAINT: Rebuild example data.
2016-09-20 17:12:09 -04:00
2522ca28ae
BUG: Don't fail on integral floats in event rules.
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Coerce and warn instead.
2016-09-20 17:12:08 -04:00
467a4f8225
MAINT: Bump blaze.
2016-09-20 17:12:08 -04:00
5370948196
MAINT: Use sort_values instead of sort().
2016-09-20 17:12:08 -04:00
ce76acce46
MAINT: Use df.resample().apply().
2016-09-20 17:12:08 -04:00
ec89402a3e
MAINT: Fix PerformanceWarning import.
2016-09-20 17:12:08 -04:00
918de6ad26
MAINT: Use explicit floats in np.full.
2016-09-20 17:12:08 -04:00
f77892240a
MAINT: Use specific versions in appveyor.yml.
2016-09-20 17:12:08 -04:00
ddef107fa1
BLD: Downgrade to scipy 0.17.
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Anaconda doesn't have windows builds for scipy 0.18 (nor does
conda-forge.)
2016-09-20 17:12:08 -04:00
46cf54b180
MAINT: Remove outdated compat code.
2016-09-20 17:12:07 -04:00
c6dc1db1f2
BLD: Update appveyor.yml for new pandas/numpy.
2016-09-20 17:12:07 -04:00
6aeba11176
STY: Fix flake8 failures.
2016-09-20 17:12:07 -04:00
ebbd79c7db
MAINT: Put scipy back in travis reqs.
2016-09-20 17:12:07 -04:00
Maya Tydykov