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80cc2bd6f6
BUG: Corrects an index error in blaze loader.
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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
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420df53d78
ENH: pull sentinel construction into a function
2015-10-19 16:55:32 -04:00
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5112421334
BUG: Fix the firstlineno of the validated functions
2015-10-19 16:55:32 -04:00
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b8452b88c3
TST: test case where there are more sids requested than available
2015-10-19 16:35:03 -04:00
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1371bf2cd0
BUG: support case there are more sids requested than available in a blaze dataset
2015-10-19 16:35:03 -04:00
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4238391f6f
DOC: docstring cleanup
2015-10-19 16:35:03 -04:00
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7afe7d6b45
ENH: remove blazeloader repr, too verbose
2015-10-19 16:35:03 -04:00
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c714fe58d1
BUG: Makes macro dataset loader return a concrete ndarray.
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We cannot use fancy strided arrays with pipeline yet.
2015-10-19 16:35:03 -04:00
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3fb91e4d39
MAINT: cleanup doctests
2015-10-19 16:35:03 -04:00
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e9ec709453
MAINT: expect_value doctest and lambda over toolz
2015-10-19 16:35:03 -04:00
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0fff04d9c1
DOC: update doctest
2015-10-19 16:35:03 -04:00
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1db29a9f0f
ENH: handle amendments between trading days
2015-10-19 16:35:03 -04:00
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0183d0a914
ENH: Allows Float64Adjustments to act on a range of columns
2015-10-19 16:35:03 -04:00
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c7ca0166cc
MAINT: refactor tmp_db_uri to use make_simple_assetinfo
2015-10-19 16:35:03 -04:00
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971848f38b
MAINT: reshuffle logic in from_blaze to make the control flow easier
2015-10-19 16:35:03 -04:00
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f897bcdfed
rename expr to dataset in type error
2015-10-19 16:35:03 -04:00
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d3c0463941
ENH: Addresses comments
2015-10-19 16:35:03 -04:00
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22ffe3fe49
ENH: adds expect_element preprocessor
2015-10-19 16:35:03 -04:00
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a7763673aa
MAINT: remove from_function. We can revisit this later
2015-10-19 16:35:03 -04:00
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1e8d4dd7fb
ENH: Allows blaze loader to be used as a loader_dispatcher
2015-10-19 16:35:03 -04:00
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11ba76874c
ENH: allow columns from different datasets
2015-10-19 16:35:03 -04:00
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345a7eaf31
ENH: Fix nop adjustments
2015-10-19 16:35:03 -04:00
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fca637a40b
ENH: Adds a better error if root mask is empty
2015-10-19 16:35:02 -04:00
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a18b1d7adb
ENH: PY2 compat with blaze loader
2015-10-19 16:35:02 -04:00
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9c37011a38
BUG: Only simple expressions for array-like dshape
2015-10-19 16:35:02 -04:00
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8ec562e2ed
DOC: blaze loader docstring
2015-10-19 16:35:02 -04:00
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2df4dfd1bb
MAINT: name filter predicate
2015-10-19 16:35:02 -04:00
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78101fde75
MAINT: Cleanup docstrings and comments
2015-10-19 16:35:02 -04:00
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26b47a1234
MAINT: treat Pipeline API as a proper noun
2015-10-19 16:35:02 -04:00
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0ec1cbc604
MAINT: rename pipeline_api_from_blaze to from_blaze
2015-10-19 16:35:02 -04:00
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a58fe4b492
BUG: python2 implicit import is the worst feature ever
2015-10-19 16:35:02 -04:00
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d621f1e87c
ENH: Updates the blaze loader and adds more tests
2015-10-19 16:35:02 -04:00
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22a227710d
ENH: adds CustomFactor.from_function
2015-10-19 16:35:02 -04:00
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4c98c947fb
ENH: Adds repr for datasets
2015-10-19 16:35:02 -04:00
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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
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6e4335820e
ENH: preallocate the output dataframe
2015-10-19 16:35:02 -04:00
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8f661387df
ENH: allows any iterator to be the return of load_adjusted_arrays
2015-10-19 16:35:02 -04:00
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b032b68a43
ENH: Adds a blaze pipeline loader.
2015-10-19 16:35:02 -04:00
jfkirk
915c8e800f
MAINT: Removes unneeded knowledge_date logic from future_chain
2015-10-19 11:37:56 -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
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BUG: Filter out payout rows with no prev close.
2015-10-15 13:30:46 -04:00
Eddie Hebert
6b9476d346
BUG: Filter out payout rows with no prev close.
...
When the prev_close is 0 or does not exist, the resulting ration was either +inf
or nan, respectively.
Create a mask on the non-zero effective dates, where effective date is only
written when the prev close is sufficient for a valid ratio; and use that mask
to filter out the bad rows.
Also, use prev close as the effective date.
2015-10-15 13:30:05 -04:00
jfkirk
2686e3875a
MAINT: Removes unnecessary benchmark load on some TradingEnvironments
2015-10-14 12:04:58 -04:00
Eddie Hebert
9a2767ad07
Merge pull request #765 from quantopian/add-spot-price-and-write-adjustments
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Add spot price and write adjustments
2015-10-13 14:02:44 -04:00
Eddie Hebert
ccdc815526
ENH: Write dividend payouts to adjustments db.
...
To prepare for querying for payouts from SQLite, write the dividend
payouts to a new table `dividend_payouts`.
Change the expected columns of the passed dividend frame to contain the
payout data, and use that data to calculate the ratios (this moves
internal code that was calcualting the ratios into Zipline.)
The end result is that instead of just a `dividends` table with the
backward looking adjustment ratios, also write a `dividend_payouts`
table and a `stock_dividend_payout` table.
2015-10-13 14:02:26 -04:00
Richard Frank
952da68610
DOC: Fixed docstring
2015-10-12 16:13:55 -04:00
Richard Frank
ee26a21855
MAINT: Renamed loader_dispatch to get_loader
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Now it raises a KeyError instead of returning None,
if loader not found.
2015-10-12 16:13:55 -04:00
Richard Frank
99de89c817
PERF: Don't recalc similar atomic terms
2015-10-12 16:13:55 -04:00
Richard Frank
2dabda6b76
MAINT: Reworked Term atomicity
2015-10-12 16:11:19 -04:00
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