- 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.
Adds `mask_time_between` to do more efficient comparisons between
pandas.DatetimeIndex and datetime.time objects.
This is used in the loader utils to more efficiently normalize datetimes
around the query time.
STY: remove unused imports
MAINT: change dtype to object for compatibility with python3
MAINT: rename pipeline columns and constants for clarity
MAINT: rename column
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.
MAINT: add event date col field and filter rows where this field is null
TST: modify tests to filter nulls in event date col
MAINT: calculate value repeats by vectorized computation on separate start and end dates.
MAINT: pass DatetimeIndex instead of list of strings
BUG: correctly create asset finder
MAINT: rename fixture
STY: fixes for flake8
STY: add space around assignment
MAINT: add var back to constructor
MAINT: remove unused import
MAINT: compare var with None directly
MAINT: fix merge errors
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.
MAINT: clean up and improve docs.
BUG: fix imports.
MAINT: refactor test.
MAINT: change class name.
MAINT: remove error since won't be reached.
TST: improve and expand tests.
MAINT: change class name.
MAINT: change class name.
MAINT: extract string constants and remove error that won't be reached.
STY: fix line length.
MAINT: undo name change.
MAINT: add fields based on changes to events loader.
MAINT: modify based on expectations of events loader.
MAINT: modify args.
TST: clean up and clarify df access.
TST: fix bugs in test that didn't properly split datasets' data.
MAINT: fix merge error.
WIP: finish refactoring blaze events loader.
WIP: tests passing for earnings.
BUG: pass all kwargs explicitly for BlazeEventsCalendarLoader.
If this is not done, resources are not bound correctly.
MAINT: refactor for buyback_auth.
loaders
This allows people to set their cutoff time to the time they will
actually execute 'before_trading_start'. Currently this is just passed
to the constructor of the loader; however, I would like to make this
managed by the algorithm simulation runner. This would help keep all of
the loaders in sync and lock 'before_trading_start's execution to the
time the data is queried for.
Maya Tydykov