8d2e6446ee
PERF: only query for the columns requested + metadata
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BUG: choose last event date for quarter shift
2016-09-27 09:54:46 -04:00
65d15d3960
TST: add test for sid with no data
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MAINT: optimization - only look at assets appearing in data
TST: simplify test
DOC: add documentation for checkpoints
MAINT: explicitly cast event date field to datetime
MAINT: add back import
TST: fix indexing to remove setting wtih copy warning
2016-09-27 09:54:44 -04:00
90984be20c
TST: add test for missing num_quarters and clean up tests
2016-09-27 09:54:43 -04:00
2a09160ca8
TST: add test to check previous columns w/ multiple qtrs
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MAINT: pass column to name dict
MAINT: make check for invalid num columns py3-compatible
2016-09-27 09:54:41 -04:00
cc07a00d16
TST: add test for requesting multiple datasets with multiple quarters
2016-09-27 09:54:41 -04:00
ebbe85b79a
TST: add test for datetime array and update test
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TST: fix quarter normalization test
TST: change test name
BUG: remove arg
BUG: look at dict keys
TST: add test for windowing
MAINT: raise ValueError instead of asserting
TST: add assertion to check windowing
TST: parametrize test over number of quarters forward/back.
BUG: fix adjustment calculation logic for quarter crossovers.
TST: add test for previous quarter windows
BUG: fix bugs in calculating previous windows
BUG: fix missing value for datetime
TST: add test case for missing quarter
2016-09-27 09:54:41 -04:00
2975f9b2fd
TST: add test for 1d array overwrite
2016-09-27 09:54:40 -04:00
d578463dcf
TST: add cases for shifting release dates
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BUG: fix bugs in blaze loader
BUG: call correct method
MAINT: explicitly cast dates column
MAINT: modify code to comply with pandas 0.16.1
2016-09-27 09:54:38 -04:00
863da5932c
TST: add tests for quarter rotation logic
2016-09-27 09:54:37 -04:00
6454fca6dc
TST: add tests for quarter estimates
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MAINT: modify algorithm for calculating previous releases
BUG: fix quarter calculation logic
2016-09-27 09:54:36 -04:00
6c6a33c73b
ENH: add loader for estimates
2016-09-27 09:45:12 -04:00
49cd8e138b
BUG: F.window_safe implies f.demean().window_safe.
2016-09-22 12:41:50 -04:00
9d7049a872
Merge pull request #1500 from quantopian/make-metadata-optional
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MAINT: Adds option for minute bar writer to not write metadata
2016-09-21 12:40:19 -04:00
9f77473ae6
Merge pull request #1502 from quantopian/remove-future-chain
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MAINT: Remove `future_chain` API method.
2016-09-21 11:44:57 -04:00
518b1d78ac
MAINT: Adds option for minute bar writer to not write metadata
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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
f4daf10e2f
MAINT: Remove future_chain API method.
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`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
c23dd5beaa
BUG: Remove set_trace and add test coverage.
2016-09-20 17:46:27 -04:00
ccd94e6e64
MAINT: Rebuild example data.
2016-09-20 17:12:09 -04:00
d9282ef7e0
BUG: Don't fail on integral floats in event rules.
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Coerce and warn instead.
2016-09-20 17:12:08 -04:00
f3eeaa233c
MAINT: Fix PerformanceWarning import.
2016-09-20 17:12:08 -04:00
30a1eb66ea
MAINT: Use explicit floats in np.full.
2016-09-20 17:12:08 -04:00
966c0ceedb
MAINT: Remove outdated compat code.
2016-09-20 17:12:07 -04:00
7e2230a763
STY: Fix flake8 failures.
2016-09-20 17:12:07 -04:00
72806620ea
DOC: Note where cleanup happens.
2016-09-20 17:12:07 -04:00
53eb1964d9
MAINT: Temporarily ignore pandas warnings in categoricals.
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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
0ff13e7fdc
Revert "MAINT: Remove support for custom string Column missing values."
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This reverts commit 1b1e842e2339d6d0ee40cdfe34dcd27b4e4a7c0c.
2016-09-20 17:12:07 -04:00
16f4944232
MAINT: Remove support for custom string Column missing values.
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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
ca54721058
MAINT: Pandas compat for rolling_*.
2016-09-20 17:12:07 -04:00
a39a6e1bbf
MAINT: Pass float to np.full explicitly.
2016-09-20 17:12:07 -04:00
0c550dc592
MAINT: Fix warnings from numpy labelarray methods.
2016-09-20 17:12:07 -04:00
758ed0fffa
MAINT: Pass float explicitly.
2016-09-20 17:12:07 -04:00
b5fd0cdbfa
MAINT: Use sort_values() instead of sort().
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pd.DataFrame.sort() is deprecated.
2016-09-20 17:12:07 -04:00
d265abbbf1
MAINT: Use dataframe.iteritems instead of iterkv.
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iterkv is deprecated.
2016-09-20 17:12:07 -04:00
7fbde3227c
MAINT/TEST: Clarify test_events.
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- Refer to ``sessions`` instead of periods.
- Use ``toolz.concat`` instead of an O(N ** 2) sequence of appends.
2016-09-20 17:12:07 -04:00
989d21514c
MAINT: Pass float to np.full explicitly.
2016-09-20 17:12:07 -04:00
40ef039e46
TEST/MAINT: Silence no_checkpoints warning.
2016-09-20 17:12:07 -04:00
2772975e2d
MAINT: Use float in np.full.
2016-09-20 17:12:07 -04:00
b188381747
MAINT: Pass explicit dtype to np.full.
2016-09-20 17:12:07 -04:00
f494003c18
MAINT: Update fetcher for pandas 0.18.
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- Remove support for usecols=[].
- Use sort_values instead of sort().
- Use errors='coerce' instead of coerce=True.
2016-09-20 16:24:55 -04:00
36e4f70499
MAINT: Fix numpy deprecation warnings.
2016-09-20 16:24:55 -04:00
77146ef489
MAINT: Explicitly use float64 in test.
2016-09-20 16:24:54 -04:00
135080db84
MAINT: Don't use .loc with integers.
2016-09-20 16:24:54 -04:00
95e07f2735
ENH: Adds truncate method to BcolzMinuteBarWriter ( #1499 )
2016-09-19 13:02:48 -04:00
ae0d41af6f
ENH: Make reader.get_value raise NoDataOnDate if the date is not in the calendar.
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DataPortal now catches the NoDataOnDate exception and returns nan for
OHLC and 0 for V.
Price is still forward filled, unchanged.
2016-09-14 22:21:43 -04:00
a5693d0589
MAINT: Add BarReader base class for both minute and session readers
2016-09-14 13:47:12 -04:00
df07f67614
Merge pull request #1467 from quantopian/check_param-string_types
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Check param string types
2016-09-08 14:59:38 -04:00
4a00e69212
More Fuzzy Symbol Fixes ( #1475 )
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* REF: More options before raise MultiFound.
* TST: Checks corner case for fuzzy matching.
2016-09-08 14:52:57 -04:00
1ccc9e4b64
Merge pull request #1471 from quantopian/fix-slow-startup
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PERF: Remove import-time calendar creations.
2016-09-08 10:21:00 -04:00
d6ad73e064
MAINT: Updates from Joe's PR feedback.
2016-09-07 20:42:19 -04:00
977d1fa0b9
MAINT/TEST: Update default calendar smoketest.
2016-09-06 14:13:32 -04:00
Joe Jevnik