Commit Graph
5824 Commits
Author SHA1 Message Date
llllllllll b8452b88c3 TST: test case where there are more sids requested than available 2015-10-19 16:35:03 -04:00
llllllllll 1371bf2cd0 BUG: support case there are more sids requested than available in a blaze dataset 2015-10-19 16:35:03 -04:00
llllllllll 4238391f6f DOC: docstring cleanup 2015-10-19 16:35:03 -04:00
llllllllll 7afe7d6b45 ENH: remove blazeloader repr, too verbose 2015-10-19 16:35:03 -04:00
llllllllll c714fe58d1 BUG: Makes macro dataset loader return a concrete ndarray.
We cannot use fancy strided arrays with pipeline yet.
2015-10-19 16:35:03 -04:00
llllllllll aedbbcc6f0 BLD: blaze ecosystem commits 2015-10-19 16:35:03 -04:00
llllllllll e4abddd286 ENH: updates tests to use first and last col 2015-10-19 16:35:03 -04:00
llllllllll 3fb91e4d39 MAINT: cleanup doctests 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 e9ec709453 MAINT: expect_value doctest and lambda over toolz 2015-10-19 16:35:03 -04:00
llllllllll 0fff04d9c1 DOC: update doctest 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 0183d0a914 ENH: Allows Float64Adjustments to act on a range of columns 2015-10-19 16:35:03 -04:00
llllllllll c7ca0166cc MAINT: refactor tmp_db_uri to use make_simple_assetinfo 2015-10-19 16:35:03 -04:00
llllllllll 971848f38b MAINT: reshuffle logic in from_blaze to make the control flow easier 2015-10-19 16:35:03 -04:00
llllllllll f897bcdfed rename expr to dataset in type error 2015-10-19 16:35:03 -04:00
llllllllll 1e05a1c4ae TST: fix py2 compat for test 2015-10-19 16:35:03 -04:00
llllllllll d3c0463941 ENH: Addresses comments 2015-10-19 16:35:03 -04:00
llllllllll 22ffe3fe49 ENH: adds expect_element preprocessor 2015-10-19 16:35:03 -04:00
llllllllll a7763673aa MAINT: remove from_function. We can revisit this later 2015-10-19 16:35:03 -04:00
llllllllll 1e8d4dd7fb ENH: Allows blaze loader to be used as a loader_dispatcher 2015-10-19 16:35:03 -04:00
llllllllll 11ba76874c ENH: allow columns from different datasets 2015-10-19 16:35:03 -04:00
llllllllll 345a7eaf31 ENH: Fix nop adjustments 2015-10-19 16:35:03 -04:00
llllllllll fca637a40b ENH: Adds a better error if root mask is empty 2015-10-19 16:35:02 -04:00
llllllllll a18b1d7adb ENH: PY2 compat with blaze loader 2015-10-19 16:35:02 -04:00
llllllllll 9c37011a38 BUG: Only simple expressions for array-like dshape 2015-10-19 16:35:02 -04:00
llllllllll 8ec562e2ed DOC: blaze loader docstring 2015-10-19 16:35:02 -04:00
llllllllll 2df4dfd1bb MAINT: name filter predicate 2015-10-19 16:35:02 -04:00
llllllllll 78101fde75 MAINT: Cleanup docstrings and comments 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 a58fe4b492 BUG: python2 implicit import is the worst feature ever 2015-10-19 16:35:02 -04:00
llllllllll 8c1bcd684e BLD: show versions on travis 2015-10-19 16:35:02 -04:00
llllllllll f7ad82f38e TST: updates tests after rebasing 2015-10-19 16:35:02 -04:00
llllllllll 898fbad6ac BLD: Can't use setup.py with git reqs unless you want to do a lot of work 2015-10-19 16:35:02 -04:00
llllllllll e3bf786bd5 BLD: blaze it up 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 22a227710d ENH: adds CustomFactor.from_function 2015-10-19 16:35:02 -04:00
llllllllll 4c98c947fb ENH: Adds repr for datasets 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
llllllllll f88cd17028 TST: adds tmp_assets_db and tmp_asset_finder so we don't need an entire trading env 2015-10-19 16:35:02 -04:00
llllllllll 6e4335820e ENH: preallocate the output dataframe 2015-10-19 16:35:02 -04:00
llllllllll 8f661387df ENH: allows any iterator to be the return of load_adjusted_arrays 2015-10-19 16:35:02 -04:00
llllllllll b032b68a43 ENH: Adds a blaze pipeline loader. 2015-10-19 16:35:02 -04:00
James Kirk 4008b6a3a4 Merge pull request #782 from quantopian/future-chain-start-date
MAINT: Removes unneeded knowledge_date logic from future_chain
2015-10-19 11:53:43 -04:00
jfkirk 915c8e800f MAINT: Removes unneeded knowledge_date logic from future_chain 2015-10-19 11:37:56 -04:00
Scott Sanderson 18d33025a4 Merge pull request #779 from quantopian/pandas17
Change relativedelta to Timedelta as pandas 0.17.0 deprecated relativedelta.
2015-10-16 10:36:13 -04:00
Thomas Wiecki 659a367b09 STY Remove unused import of to_datetime. 2015-10-16 16:15:28 +02:00
Thomas Wiecki d21aec17e2 MAINT Change relativedelta to Timedelta as pandas 0.17.0 deprecated relativedelta. 2015-10-16 16:15:25 +02:00
Eddie Hebert 85c49afe4c Merge pull request #774 from quantopian/filter-out-dates-with-no-data
BUG: Filter out payout rows with no prev close.
2015-10-15 13:30:46 -04:00