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Author SHA1 Message Date
jkleint 82273e296f Propagate exceptions in loader to prevent variable reference before use 
`data.loader.ensure_benchmark_data()` was trying to use data after an exception was raised loading it.  The code was logging and swallowing exceptions; this re-raises.
 2016-09-23 15:55:55 -07:00
Andrew Daniels db0eabe82a PERF: Replace get_loc calls in calc_dividend_ratios with get_indexer (#1510) 
We can make a single vectorized call outside of the loop, instead of
repeatedly calling get_loc inside it.
 2016-09-22 19:05:43 -04:00
Scott Sanderson 171736f2de Merge pull request #1508 from quantopian/forward-window-safety-in-demean 
BUG: F.window_safe implies f.demean().window_safe.
 2016-09-22 13:50:30 -04:00
Scott Sanderson bddb453272 BUG: F.window_safe implies f.demean().window_safe. 2016-09-22 12:41:50 -04:00
Andrew Daniels f1919dc3af BUG: Makes NoData{Before, After}Date subclass NoDataOnDate (#1507) 
This allows us to catch and handle all three of these exceptions in
`calc_dividend_ratios`.
 2016-09-22 11:43:43 -04:00
Andrew Daniels a5c7e93540 Merge pull request #1500 from quantopian/make-metadata-optional 
MAINT: Adds option for minute bar writer to not write metadata
 2016-09-21 12:40:19 -04:00
Eddie Hebert 25517e2b15 Merge pull request #1502 from quantopian/remove-future-chain 
MAINT: Remove `future_chain` API method.
 2016-09-21 11:44:57 -04:00
Andrew Daniels 96cc6b6588 MAINT: Adds option for minute bar writer to not write metadata 
With the addition of the truncate function, there are cases where we'll
want to construct a BcolzMinuteBarWriter to call truncate, without
gathering all the metadata. This commit adds a write_metadata arg to its
init, which is True by default. If False is specified, no metadata is
written.

Requires adding logic to truncate to update end_session in metadata to
the truncate date.
 2016-09-21 11:31:54 -04:00
Scott Sanderson 5e20a1bdd1 Merge pull request #1505 from quantopian/blaze-it 
MAINT: Put us back on blaze master.
 2016-09-21 11:18:27 -04:00
Eddie Hebert 9fd8ddda53 MAINT: Remove future_chain API method. 
`future_chain` will be replaced by the as yet to be implemented method,
`data.current_chain`

Also removing `FutureChain` which will be replaced by another version
which only supports indexing and iteration.
 2016-09-21 11:08:34 -04:00
Scott Sanderson 3477e26720 MAINT: Put us back on blaze master. 2016-09-21 10:46:57 -04:00
Eddie Hebert 21a3de8ce5 Merge pull request #1477 from quantopian/init-1.0.3-release-notes 
DOC: Add skeleton for 1.0.3 release notes.
 2016-09-21 10:36:31 -04:00
Eddie Hebert 9e0ef02ff6 Merge pull request #1494 from quantopian/remove-unused-update-dividends 
MAINT: Remove unused method.
 2016-09-21 10:36:12 -04:00
Scott Sanderson b584ccc187 Merge pull request #1504 from quantopian/pandas18-memory-stopgaps 
PERF: Remove or defer calls to get_loc on large indices.
 2016-09-21 10:18:57 -04:00
Scott Sanderson a9faf94945 PERF: Remove or defer calls to get_loc on large indices. 
Mitigation for https://github.com/quantopian/zipline/issues/1503.
 2016-09-21 06:18:31 -04:00
Scott Sanderson 9ea1af70a9 Merge pull request #1339 from quantopian/latest-numpy-pandas 
Latest numpy and pandas
 2016-09-20 22:03:49 -04:00
Scott Sanderson 9cc2ecf8d5 BUG: Remove set_trace and add test coverage. 2016-09-20 17:46:27 -04:00
Scott Sanderson c28ac1a4a5 MAINT: Bump blaze. 2016-09-20 17:12:09 -04:00
Scott Sanderson c5936b86d6 MAINT: Silence bad perf warning from pandas. 2016-09-20 17:12:09 -04:00
Scott Sanderson ab9a5d7060 MAINT: Use randint instead of random_integers. 2016-09-20 17:12:09 -04:00
Scott Sanderson 6e3bfe2d78 MAINT: Rebuild example data. 2016-09-20 17:12:09 -04:00
Scott Sanderson 2522ca28ae BUG: Don't fail on integral floats in event rules. 
Coerce and warn instead.
 2016-09-20 17:12:08 -04:00
Scott Sanderson 467a4f8225 MAINT: Bump blaze. 2016-09-20 17:12:08 -04:00
Scott Sanderson 5370948196 MAINT: Use sort_values instead of sort(). 2016-09-20 17:12:08 -04:00
Scott Sanderson ce76acce46 MAINT: Use df.resample().apply(). 2016-09-20 17:12:08 -04:00
Scott Sanderson ec89402a3e MAINT: Fix PerformanceWarning import. 2016-09-20 17:12:08 -04:00
Scott Sanderson 918de6ad26 MAINT: Use explicit floats in np.full. 2016-09-20 17:12:08 -04:00
Scott Sanderson f77892240a MAINT: Use specific versions in appveyor.yml. 2016-09-20 17:12:08 -04:00
Scott Sanderson ddef107fa1 BLD: Downgrade to scipy 0.17. 
Anaconda doesn't have windows builds for scipy 0.18 (nor does
conda-forge.)
 2016-09-20 17:12:08 -04:00
Scott Sanderson 46cf54b180 MAINT: Remove outdated compat code. 2016-09-20 17:12:07 -04:00
Scott Sanderson c6dc1db1f2 BLD: Update appveyor.yml for new pandas/numpy. 2016-09-20 17:12:07 -04:00
Scott Sanderson 6aeba11176 STY: Fix flake8 failures. 2016-09-20 17:12:07 -04:00
Scott Sanderson ebbd79c7db MAINT: Put scipy back in travis reqs. 2016-09-20 17:12:07 -04:00
Scott Sanderson 9e517691bb BLD: Remove old numpy/pandas versions from travis. 2016-09-20 17:12:07 -04:00
Scott Sanderson 48a44f321a DOC: Note where cleanup happens. 2016-09-20 17:12:07 -04:00
Scott Sanderson 4ba064dae7 MAINT: Don't make datetime64 from tz-aware Timestamp. 
It's slow and deprecated.
 2016-09-20 17:12:07 -04:00
Scott Sanderson f24db9c30c DOC: Typo in comment. 2016-09-20 17:12:07 -04:00
Scott Sanderson b639555404 MAINT: Use errors='coerce'. 
coerce=True is deprecated.
 2016-09-20 17:12:07 -04:00
Scott Sanderson 493e18252d MAINT: Temporarily ignore pandas warnings in categoricals. 
Pandas 0.18 doesn't like having null-ish values in categoricals.  Fixing
this properly requires re-thinking the semantics for missing_value on
pipeline terms, so we're punting on that until after we've upgraded to
0.18.
 2016-09-20 17:12:07 -04:00
Scott Sanderson a9c02935c6 Revert "MAINT: Remove support for custom string Column missing values." 
This reverts commit 1b1e842e2339d6d0ee40cdfe34dcd27b4e4a7c0c.
 2016-09-20 17:12:07 -04:00
Scott Sanderson ed365dc5fe MAINT: Remove support for custom string Column missing values. 
Pandas 0.18 deprecated passing "null-ish" values to pd.categorical.  The
expectation, instead, is that you use categorical's native support for
missing data, which means the user will always get NaN's for missing
entries of the categorical.

A follow-up to this change should probably drop support for custom
missing values entirely and to use LabelArray/categorical for integer
data.
 2016-09-20 17:12:07 -04:00
Scott Sanderson da8ed8919e MAINT: Pandas compat for rolling_*. 2016-09-20 17:12:07 -04:00
Scott Sanderson 52166e9958 MAINT: Pass float to np.full explicitly. 2016-09-20 17:12:07 -04:00
Scott Sanderson 4c3c2fd13c MAINT: Don't use convert_objects(). 
It's not necessary, and it's deprecated.
 2016-09-20 17:12:07 -04:00
Scott Sanderson a1273cd669 MAINT: Fix warnings from numpy labelarray methods. 2016-09-20 17:12:07 -04:00
Scott Sanderson af5f4be17c MAINT: Fix warnings from numpy on NaT comparison. 2016-09-20 17:12:07 -04:00
Scott Sanderson 9bd6cab115 MAINT: Pass float explicitly. 2016-09-20 17:12:07 -04:00
Scott Sanderson b9c2e8c1c6 MAINT: Use sort_values instead of sort(). 
Sort is deprecated.
 2016-09-20 17:12:07 -04:00
Scott Sanderson 9aa866e434 MAINT: Use sort_values() instead of sort(). 
pd.DataFrame.sort() is deprecated.
 2016-09-20 17:12:07 -04:00
Scott Sanderson f30fc28b5c MAINT: Pass float explicitly to numpy. 2016-09-20 17:12:07 -04:00