Commit Graph

850 Commits

Author SHA1 Message Date
Joe Jevnik 79e7c84a40 TST: use rel imports from tests 2016-02-26 20:22:02 -05:00
Maya Tydykov 18d838be87 MAINT: modify coersion logic.
MAINT: make expected_cols class attributes.

MAINT: make concrete_loader a class attribute.

MAINT: drop sid column before creating loader.

TST: add method to fill df with event cases.

TST: move common case df into test_events.py.

TST: improve tests and fix error message assertions.

STY: fix whitespace.

DOC: update docs.

STY: fix style.

MAINT: clean up

STY: fix indentation.

MAINT: use different assertion method to check error message for python3.4 compatibility.
2016-02-26 09:51:58 -05:00
Maya Tydykov 5b37af6e04 TST: enhance test; add more common data.
STY: fixes for PEP8.
2016-02-25 17:33:46 -05:00
Maya Tydykov e257dc1da9 MAINT: refactor constants to common file.
TST: refactor constants and clarify comments.

TST: clean up/extract constants in tests.

MAINT: add/modify constants.

MAINT: remove obsolete and alphabetize.

MAINT: clean up.

MAINT: modify constants to have named params.

MAINT: extract constants.

STY: fix indentation.

MAINT: refactor common part out of buyback_auth.

MAINT: refactor earnings test logic.
2016-02-25 17:33:45 -05:00
Maya Tydykov ae922bf3ee MAINT: modify next_date_frame and prev_date_frame to mirror previous_value.
MAINT: clean up and improve docs.

BUG: fix imports.

MAINT: refactor test.

MAINT: change class name.

MAINT: remove error since won't be reached.

TST: improve and expand tests.

MAINT: change class name.

MAINT: change class name.

MAINT: extract string constants and remove error that won't be reached.

STY: fix line length.

MAINT: undo name change.
2016-02-25 17:33:44 -05:00
Maya Tydykov 8ceff892c5 BUG: specify UTC and no name-checking.
DOC: fix doc.

MAINT: revert to using getitem.
2016-02-25 17:33:43 -05:00
Maya Tydykov 7ddf18b407 MAINT: use column's missing value.
STY: fix flake8 failures.

MAINT: fixes for compatibility with py2.

MAINT: fix import error.

MAINT: use dict.items() for compatibility with py3.
2016-02-25 17:33:42 -05:00
Maya Tydykov 7100e60474 MAINT: accept more data structures, verify, and select loader dynamically.
MAINT: add fields based on changes to events loader.

MAINT: modify based on expectations of events loader.

MAINT: modify args.

TST: clean up and clarify df access.

TST: fix bugs in test that didn't properly split datasets' data.

MAINT: fix merge error.
2016-02-25 17:33:41 -05:00
Maya Tydykov a877fcfdb6 TST: finish blaze tests for buyback_auth.
DOC: update docs.

MAINT: use correct names.

BUG: explicitly pass all kwargs.

DOC: update docs.

STY: fix whitespace.

TST: rename vars and update docstring.

TST: fix indentation.

MAINT: fix comments.
2016-02-25 17:30:24 -05:00
Maya Tydykov 3142fa516f ENH: add buyback_auth loader.
WIP: finish refactoring blaze events loader.

WIP: tests passing for earnings.

BUG: pass all kwargs explicitly for BlazeEventsCalendarLoader.

If this is not done, resources are not bound correctly.

MAINT: refactor for buyback_auth.
2016-02-25 17:30:21 -05:00
dmichalowicz 5be63f36d5 ENH: Add auto_close_date support for equities 2016-02-22 13:51:20 -05:00
Joe Jevnik 2036f3d389 ENH: condense the blaze query 2016-02-17 20:22:31 -05:00
Scott Sanderson d889f8b08b BUG: Don't use deprecated attribute of exception. 2016-02-16 13:43:25 -05:00
Scott Sanderson b26a40b298 BUG: Check against assets, not sids in pipeline output. 2016-02-16 11:50:10 -05:00
Scott Sanderson cbb59747af TEST: Add test for parameter_space ordering. 2016-02-12 21:23:47 -05:00
Scott Sanderson 0115cdc46c MAINT: Fail fast on unsupported dtypes. 2016-02-12 21:23:47 -05:00
Scott Sanderson 09be7acaa8 TEST: Test forwarding of missing_value. 2016-02-12 21:23:47 -05:00
Scott Sanderson c105735574 DEV: Add support for specifying missing_value.
Consequently, enable support for `int`-dtyped Factors and BoundColumns.
2016-02-12 21:23:47 -05:00
Scott Sanderson 94c02c710b DEV: Add parameter_space test decorator. 2016-02-12 21:21:19 -05:00
Scott Sanderson 1bf33f9ee0 TEST: Add isolated tests for .latest. 2016-02-12 21:21:19 -05:00
Scott Sanderson a96dd70634 MAINT: Rename ConstantLoader to PrecomputedLoader. 2016-02-12 21:21:19 -05:00
Scott Sanderson 0c15f50231 TEST: Add dedicated testing dataset. 2016-02-12 21:20:18 -05:00
Scott Sanderson 28fdecc98b ENH: Make .latest return a Filter on bool columns. 2016-02-12 21:20:18 -05:00
Richard Frank 069fe5ccda TST: Updated for new pandas and made clearer types of values 2016-02-11 18:46:43 -05:00
Richard Frank f14002a741 TST: Test fixes for pandas update 2016-02-11 18:46:43 -05:00
Richard Frank ff485950b8 TST: Fix expected value now that assertion is more strict
in newer pandas
2016-02-11 18:46:43 -05:00
Richard Frank 41231c5c59 MAINT: Removing unused functions and related tests 2016-02-11 18:46:43 -05:00
Joe Jevnik c11524fda1 MAINT: pandas 0.17 compat for blaze core loader 2016-02-11 18:46:43 -05:00
Joe Jevnik e33cc25265 TST: fix redundant partial 2016-02-11 18:46:42 -05:00
Joe Jevnik 8be903b074 STY: remove unused import 2016-02-11 18:46:42 -05:00
Scott Sanderson 5f49fa22cb MAINT: Upgrade numpy and fix warnings.
Mostly fixes ambiguous calls to numpy.full, and uses explicitly-united
NaT values.
2016-02-11 18:46:39 -05:00
Scott Sanderson dfb1832231 TEST: More thorough testing of boolean binops. 2016-02-10 18:45:00 -05:00
Scott Sanderson e7269a880c BUG: Add right-binding operators to NumExprFilter.
Fixes a bug where doing a boolean comparison between a non-numexpr
Filter and a NumExprFilter would fail because we don't implement
`__rand__` and `__ror__`.
2016-02-10 18:34:59 -05:00
Richard Frank 4e84b2c5ca TST: Added doctest 2016-02-04 21:58:57 -05:00
Eddie Hebert 27f94f83fa ENH: Allow passing of numpy arrays to writer.
For faster parsing and writing workflows, do not require a DataFrame.
2016-02-02 14:03:42 -05:00
Richard Frank d2365750fd Merge pull request #977 from quantopian/asset_comparison_overflow
BUG: Handle OverflowError by comparing False
2016-02-01 15:48:24 -05:00
Richard Frank 28b34f6409 BUG: Handle OverflowError by comparing False
instead of raising
2016-02-01 15:02:15 -05:00
Eddie Hebert 488721e805 ENH: Add padding method to minute bars writer.
So that consumers can write empty days worth of data, without needing
to construct a DataFrame with zero data force a write.

The internal loader uses `last_date_in_output_for_sid` to signify that
data has been attempted to be retrieved for all dates up until that, so
that when resuming a job those retrieval of data for those dates are not
re-attempted.

Also, used to make the write logic cleaneer, by making it only
necessary to create an array large enough for the given df.
2016-02-01 14:18:22 -05:00
Joe Jevnik b102742f69 BUG: fix deltas in blaze core loader 2016-01-28 14:08:11 -05:00
James Kirk 2803802736 Merge pull request #941 from quantopian/futures-tick-size
ENH: Adds tick_size and renames futures multiplier
2016-01-25 11:18:31 -05:00
Eddie Hebert e576231ae5 Merge pull request #972 from quantopian/fix-minute-bar-siblings
BUG: Fix OSError when creating sids that share dir
2016-01-25 10:41:42 -05:00
Eddie Hebert 984e934e83 BUG: Fix OSError when creating sids that share dir
Fix a bug where creating a sid bcolz file when the containing directory
was already occupied by a sid caused an OSError on attempt of creating
the directory because it already existed.

e.g. if there were two sids, `1` and `2`. The paths would be
`00/00/000001.bcolz` and `00/00/000002.bcolz` which share the same
directory `00/00`.

Fixed by checking for directory existence before calling `makedirs`.

Add test coverage which exercises writing of sids that are siblings in
the sid directory structure.
2016-01-25 10:37:50 -05:00
jfkirk d82bd5c05d TST: Cleans up test_to_and_from_dict 2016-01-22 15:26:14 -05:00
jfkirk c9c2e3e60e TST: Updates TestPositionPerformance 2016-01-22 14:56:30 -05:00
jfkirk ece9e59ef9 ENH: Adds asset db downgrade management and tests 2016-01-22 14:56:30 -05:00
jfkirk db1e62971a ENH: Adds tick_size and renames futures multiplier 2016-01-22 14:56:30 -05:00
Joe Jevnik 9adef37373 BUG: Fix the case where multiple values happen on the same day 2016-01-21 12:43:02 -05:00
llllllllll 5e4b8b8f8f TST: tests for new forward fill 2016-01-21 12:43:02 -05:00
llllllllll 517ad7a5f1 TST: Adds tests for running multiple columns in one query 2016-01-21 12:43:02 -05:00
llllllllll 97298d1ad4 ENH: upgrade ffill logic to look back as far as needed 2016-01-21 12:43:02 -05:00