Commit Graph
9 Commits
Author SHA1 Message Date
dmichalowicz 86486803b6 BUG: custom factor outputs naming collisions 2016-05-25 15:41:16 -04:00
Scott Sanderson 9a04621781 ENH: Add eq and __ne__ to Classifier. 2016-03-28 15:46:28 -04:00
dmichalowicz 7e83a8df5f BUG: NumericalExpressions fail to merge with too many inputs 2016-03-23 14:04:50 -04:00
Scott Sanderson 381a231725 MAINT: Clean up mixin usage.
- Use RestrictedDTypeMixin for dtype validation in
  Filter/Factor/Classifier.
- Use new LatestMixin for Latest{Filter,Factor,Classifier} instead of
  duplicating logic across all three.
- Always ignore return values in _validate.
- Consistently call super() first in validation mixins.
2016-03-19 19:09:16 -04:00
Scott Sanderson 535d05e714 MAINT: Remove notion of "atomic" pipeline terms.
Replace it by distinguishing between "Loadable" and "Computable".

This is useful because it's now  possible to write computable terms that
don't require  any inputs  (e.g. an `Always`  filter or  an `Everything`
classifier).
2016-03-08 13:49:45 -05:00
Scott Sandersonandllllllllll 8220d1ee86 ENH: Adds support for different typed adjusted arrays and adds an
EarningsCalendar loader.

- Moves most of AdjustedArray back into Python. The window iterator is
  the only part that's performance-intensive.

- Adds a bootleg templating system for creating specialized versions of
  AdjustedArrayWindow for each concrete type we care about.

- Adds support for differently dtyped terms in pipeline. This allows us
  to use datetime64s which are needed in the EarningsCalendar.

- Adds EarningsCalendar dataset for the next and previous earnings
  announcements in pipeline.

- Adds in memory loader for EarningsCalendar.

- Adds blaze loader for EarningsCalendar.
2015-12-08 20:24:06 -05:00
Scott Sanderson b43c4f4c0b ENH: Add isnan, notnan, and isfinite Factor methods. 2015-11-18 21:44:53 -05:00
Richard Frank e880fa3e34 PERF: Batch load atomic terms by dataset
Added CompositeTerm and now we dispatch more generally on atomic
2015-10-12 10:48:28 -04:00
Scott Sanderson f82a01841b MAINT: Rename ALL the things.
zipline.modelling.* -> zipline.pipeline.*
zipline.data.ffc.loaders -> zipline.pipeline.loaders
tests/modelling -> tests/pipeline
2015-10-01 18:03:53 -04:00