Commit Graph
2319 Commits
Author SHA1 Message Date
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 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 2fe126135c MAINT: make concrete_loader a property.
concrete_loader should be the same for each instance
of a Blaze loader.

MAINT: make expected_cols a property.

expected_cols should be the same for each instance
of a type of loader.
2016-02-25 17:33:44 -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
Maya Tydykov 534f820a91 ENH: add buyback_auth dataset. 2016-02-25 17:19:19 -05:00
Maya Tydykov 54e36bc94f MAINT: create abstract events class. 2016-02-25 17:19:19 -05:00
Abhijeet Kalyan 2883abb5a7 DEV: Deprecates batch_transform 2016-02-24 16:04:51 -05:00
Abhijeet Kalyan b57cac0f6f DEV: Adds deprecation utility 2016-02-24 14:50:32 -05:00
Scott Sanderson e940a56b08 MAINT: Don't recompute portfolio in BTS. 2016-02-23 00:41:58 -05:00
dmichalowicz 5be63f36d5 ENH: Add auto_close_date support for equities 2016-02-22 13:51:20 -05:00
Scott Sandersonanddmichalowicz e2db1a7b45 DEV: Add utility for generating test price/volume data. 2016-02-22 13:47:07 -05:00
Joe Jevnik 2036f3d389 ENH: condense the blaze query 2016-02-17 20:22:31 -05:00
Jonathan Kamens ea1b3053d6 Merge pull request #998 from quantopian/upgrade_logbook
MAINT: Upgrade Logbook version
2016-02-16 14:40:50 -05:00
Scott Sanderson 6287987c0b BUG: Work around scipy >= 0.17 changing dtype of rankdata. 2016-02-16 13:43:56 -05:00
Jonathan Kamens 11465d907d MAINT: Upgrade Logbook version
Upgrade Logbook to 0.12.5. This required changing a usage of
`logbook.NullHandler()` which passed `bubble=True`, since
`NullHandler` no longer supports the `bubble` argument.
2016-02-16 13:32:25 -05:00
Scott Sanderson 4bc42d5658 BUG: Don't return a map from chrange. 2016-02-16 12:35:49 -05:00
Scott Sanderson f27b415c83 DOC: Docs updates for subtest and parameter_space. 2016-02-12 21:23:47 -05:00
Scott Sanderson 58b594a6e5 STY: Typo. 2016-02-12 21:23:47 -05:00
Scott Sanderson 3739df0da6 STY: Flake8. 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 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 9c448b5238 DOC: Explain why _BoundColumnDescr exists.
We don't want to bind to parent DataSets when we bind to names because
we want to dynamically create new BoundColumns in subclasses.
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 f440cb73b2 MAINT: Make __slots__ a tuple. 2016-02-12 21:21:19 -05:00
Scott Sanderson 22fdc910e4 DEV: Add EyeLoader. 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 24a292150a MAINT: Removing confusing parameter where we only use default 2016-02-11 18:46:44 -05:00
Joe JevnikandRichard Frank 86558f83b3 MAINT: use constants for nat 2016-02-11 18:46:43 -05:00
Joe JevnikandRichard Frank 5eb453675d BUG: don't fail if you cannot make a webrequest 2016-02-11 18:46:43 -05:00
Richard Frank 69cc5e6564 MAINT: Delegate to math_utils to leave bottleneck as optional 2016-02-11 18:46:43 -05:00
Richard Frank 318ac4deb5 TST: Use np.floor to preserve float return, since py3 returns an int 2016-02-11 18:46:43 -05:00
Richard Frank 1075e0573e PERF: Updated to sort_values for new 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 JevnikandRichard Frank c11524fda1 MAINT: pandas 0.17 compat for blaze core loader 2016-02-11 18:46:43 -05:00
Richard Frank fda8daa120 PERF: Use iloc instead of values, which is slower on pandas 0.17 2016-02-11 18:46:42 -05:00
Scott SandersonandRichard Frank 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 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
Richard Frank 79aff84aed MAINT: Moved auto_close_date to Asset
Handle custom data source with non-int sids
2016-02-04 21:58:57 -05:00
Richard Frank ede1eb7aa0 PERF: Look up expired futures from in-memory Futures
instead of queries to the db.
2016-02-04 18:55:34 -05:00
Joe Jevnik 7c8a44ecd7 ENH: allow users to specify odo kwargs in from_blaze 2016-02-03 16:16:06 -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