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4,546 Commits 16 Branches 39 Tags
8ec76d4f380ffb77ca96b30ae220080b98e4e201
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13 Commits
Author SHA1 Message Date
Scott Sanderson bc302beec9 MAINT: Rework event datasets. 
- Refactored EventsLoader and BlazeEventsLoader to not require a
  subclass per dataset.  Instead, you now pass a map from columns to
  event fields directly to the EventsLoader constructor.

- Removed a large number of Quantopian-specific datasets and associated
  tests.

- Rewrote the core logic of EventsLoader and BlazeEventsLoader to share
  index calculations across multiple requested columns.

- Fixed a bug where event fields were incorrectly forward-filled when
  null values were present in an event.
 2016-06-10 19:22:27 -04:00
Maya Tydykov 751a08a8a1 MAINT: move constants to appropriate files 2016-05-20 10:47:56 -04:00
Maya Tydykov 3d0764a50c ENH: add dividend type column 
BUG: add back constant
 2016-05-20 10:47:56 -04:00
Maya Tydykov 8a3b82c536 ENH: add column for currency type 2016-05-20 10:47:55 -04:00
Maya Tydykov 6b60e447a0 MAINT: incorporate string support 
STY: remove unused imports

MAINT: change dtype to object for compatibility with python3

MAINT: rename pipeline columns and constants for clarity

MAINT: rename column
 2016-05-12 10:50:31 -04:00
Maya Tydykov 3d521561f5 TST: update tests to handle new buyback auth design 
MAINT: add back cash amount constant

BUG: fix field names

BUG: pass remaining args

WIP: make buyback units parameterized so that user can choose

BUG: fix filtering based on units parameter

WIP: test for undesired units

Revert "WIP: make buyback units parameterized so that user can choose"

This reverts commit df3b838d525bff5026eba1d81865c6645d534c88.
 2016-05-11 16:24:32 -04:00
Maya Tydykov 24019880af MAINT: redesign buyback auth datasets and factor 2016-05-11 16:24:31 -04:00
Maya Tydykov 11d666daaa TST: add test for 13d filings dataset 
MAINT: add 13d filings to factors init

MAINT: rename constant

MAINT: add event_date_col field
 2016-04-28 11:59:49 -04:00
Maya Tydykov e726cc94c9 ENH: add 13d filings dataset to pipeline 2016-04-28 11:53:45 -04:00
Maya Tydykov bd58140b97 ENH: add actual value column to estimates dataset. 2016-04-21 11:45:00 -04:00
Maya Tydykov 1531568899 ENH: add custom dataset for estimize 
MAINT: alphabetize constants

MAINT: remove obsolete column

TST: refactor tests to use common code

MAINT: remove unneeded fields from dataset

MAINT: remove obsolete earnings estimates columns and refactor
 2016-04-19 11:29:03 -04:00
Maya Tydykov 8a28e82d32 ENH: add dividends to pipeline 
MAINT: remove record date - not needed.

MAINT: restructure dividends dataset.

MAINT: restructure dividends factors.

WIP: update dividends tests.

MAINT: correct the way to get the 'next' event frame.
 2016-03-29 13:12:50 -04:00
Maya Tydykov e257dc1da9 MAINT: refactor constants to common file. 
TST: refactor constants and clarify comments.

TST: clean up/extract constants in tests.

MAINT: add/modify constants.

MAINT: remove obsolete and alphabetize.

MAINT: clean up.

MAINT: modify constants to have named params.

MAINT: extract constants.

STY: fix indentation.

MAINT: refactor common part out of buyback_auth.

MAINT: refactor earnings test logic.
 2016-02-25 17:33:45 -05:00