Commit Graph
4 Commits
Author SHA1 Message Date
Eddie Hebert 6486e64530 Revert "Merge pull request #1490 from quantopian/use-load-adjustments-for-history"
This reverts commit 86c7635b45, reversing
changes made to c77f2b92df.

Some real world cases hit errors with this change, due to the new offset
logic attempting to create Adjustments with invalid parameters.

Will identify exact conditions that cause this error and add as a test
case before remerging.
2016-09-19 08:53:31 -04:00
Jean Bredeche a7f345e651 ENH: Switching from cachetools.LRUCache to lru-dict's LRU cache.
lru-dict is written in C and seems much more performant.
2016-09-16 11:03:13 -04:00
Eddie Hebert 1d06a779b3 MAiNT: Use load_adjustments for history.
Instead of `HistoryLoader` containing separate adjustment calculation
logic, use `SQLiteAdjustmentReader.load_adjustments`.

This change required the addition of two offset parameters to
`load_adjustments` since the perspective on the data from within
`schedule_function` is skewed from how Pipeline looks at historical
data.

This is working towards creating an `AdjustmentReader` abc which
`SQLiteAdjustmentReader` and a upcoming continuous future adjustment
reader will share.
2016-09-15 15:32:10 -04:00
Eddie Hebert 1d22fab127 MAINT: Remove equity from history loader classname
Prepare for using history loaders with both equity and future data,
2016-08-18 14:10:00 -04:00