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Author SHA1 Message Date
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 420df53d78 ENH: pull sentinel construction into a function 2015-10-19 16:55:32 -04:00
llllllllll 5112421334 BUG: Fix the firstlineno of the validated functions 2015-10-19 16:55:32 -04:00
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