Scott Sanderson
a3bafd8dc7
MAINT/STY: Use dict.get instead of in check.
2015-11-13 18:26:54 -05:00
Scott Sanderson
26611b5d60
MAINT: Don't double-coerce to Timestamp.
...
`normalize` would already fail if the input isn't a Timestamp.
2015-11-13 18:26:54 -05:00
Scott Sanderson
b9e4b62374
PERF: Fewer conversions in _convert_row_to_equity.
2015-11-13 18:26:54 -05:00
Scott Sanderson
657a132f1e
ENH: Make retrieve specific type functions public.
...
We rely on these upstream, for better or worse, so add tests and docs.
Also adds distinct `EquitiesNotFound` and `FutureContractsNotFound`
exceptions.
2015-11-13 18:26:54 -05:00
Scott Sanderson
3619a24e4d
TEST: Add support for futures to tmp_asset_finder.
2015-11-13 18:26:54 -05:00
Scott Sanderson
9e463fd5d8
MAINT: make_rotating_asset -> make_rotating_equity.
2015-11-13 18:26:54 -05:00
Scott Sanderson
4109640acb
MAINT: make_simple_asset_info -> make_simple_equity_info.
2015-11-13 18:26:54 -05:00
Scott Sanderson
a684063f95
DOC: Don't lie about caching in _retrieve_asset.
2015-11-13 18:26:54 -05:00
Scott Sanderson
9101636bf6
MAINT: Remove unused method.
2015-11-13 18:26:54 -05:00
Scott Sanderson
60b988a777
MAINT: Remove unused method.
2015-11-13 18:26:54 -05:00
Scott Sanderson
1c52977964
DOC: group_by_type returns a regular dict.
2015-11-13 18:26:54 -05:00
Scott Sanderson
c763d8f4d5
STY: Remove unused import.
2015-11-13 18:26:54 -05:00
Scott Sanderson
654edaa851
BUG: Clear asset caches when mapping DataFrame.
...
Our DataFrame index resolution logic relies on failed lookups **not**
being cached, but not caching failed lookups is a nontrivial performance
hit when repeatedly looking up sids. The "solution" here is to clear
the caches after writing in new assets.
The real fix for this is either:
1. Don't construct an AssetFinder until we have the datasource in hand
in run(), or
2. Don't symbol-map the user's input source if it's a DataFrame.
Instead we should make our data loaders pre-map the data.
2015-11-13 18:26:54 -05:00
Scott Sanderson
5bddf32062
BUG: Raise if we fail to symbol map a Frame/Panel.
...
Previously, we just warned here, but then we'd fail immediately trying
to write the found values into an index that's too long.
2015-11-13 18:26:54 -05:00
Scott Sanderson
ff51510d88
PERF: Cache the result of failed lookups.
...
Otherwise we'll keep trying to look them up.
2015-11-13 18:26:54 -05:00
Scott Sanderson
c818463051
MAINT: Simplify conditional.
2015-11-13 18:26:54 -05:00
Scott Sanderson
abbda17239
Merge pull request #841 from quantopian/remember-downloads
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Remember downloads
2015-11-13 18:25:06 -05:00
Scott Sanderson
182cf9754c
DOC: Add a whatsnew.
2015-11-13 18:12:10 -05:00
Scott Sanderson
43ac9eab5c
ENH: Check getmtime on download locations.
...
Rather than repeatedly try and fail to download data that's not yet
available, only try to download again if we haven't successfully
downloaded in the last hour.
2015-11-13 18:06:04 -05:00
Scott Sanderson
1b7d0c9477
MAINT: Add __future__ print function import.
...
We do print(stock) in this file, which happens to work in py2, but is
confusing.
2015-11-13 18:06:04 -05:00
Richard Frank
15c146b4a6
Merge pull request #840 from quantopian/coveralls_please
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BLD: Add back installation of coveralls on travis
2015-11-13 17:38:51 -05:00
Richard Frank
19eb6d0f59
DOC: Updated whatsnew
2015-11-13 17:14:29 -05:00
Richard Frank
c6d4da4ca5
BLD: Add back installation of coveralls on travis
...
Was mistakenly removed, so coveralls has not been running.
2015-11-13 16:34:08 -05:00
Richard Frank
7f38f9056e
Merge pull request #838 from quantopian/limit_timer
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TST: Limit the timer report to just the 15 longest tests
2015-11-13 15:38:21 -05:00
Richard Frank
f3f5d8a425
DOC: Updated whatsnew
2015-11-13 09:45:05 -05:00
Richard Frank
526e9f1719
TST: Limit the timer report to just the 15 longest tests
...
The default of all the tests is pretty spammy.
2015-11-13 09:43:17 -05:00
James Kirk
f73003442a
Merge pull request #815 from quantopian/asset-db-versioning
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ENH: Adds versions to Asset databases
2015-11-12 15:06:31 -05:00
jfkirk
7a1abc88f8
DOC: Adds whatsnew for asset db versioning
2015-11-12 14:44:20 -05:00
jfkirk
e1e160a128
MAINT: Factors-out asset db table schemas for cleanliness
2015-11-12 14:43:11 -05:00
jfkirk
85dd4b70dd
MAINT: Renames 'version' table to 'version_info' for clarity
2015-11-12 14:43:11 -05:00
jfkirk
6aac54544e
MAINT: Only write asset db version on db creation
2015-11-12 14:43:11 -05:00
jfkirk
48e488d423
ENH: Adds versions to asset databases
2015-11-12 14:43:11 -05:00
Maya Tydykov
1fe4dfe229
Merge pull request #830 from quantopian/equity_caching
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Equity caching
2015-11-12 14:01:29 -05:00
Maya Tydykov
df492ecf7f
DOC: add whatsnew entry for AssetFinderCachedEquities.
2015-11-12 11:02:30 -05:00
Maya Tydykov
d0cb5bd513
ENH: add extension to AssetFinder that caches all equities in memory and uses that cache in lookup_symbol.
2015-11-12 11:02:26 -05:00
llllllllll
f0dd92772f
MAINT: typos
2015-11-11 19:24:25 -05:00
llllllllll
9c61c77344
TST: cleanup test_history param output
2015-11-11 19:23:20 -05:00
llllllllll
0f5cf78492
MAINT: use subtest to quiet the output from test_events
2015-11-11 19:23:20 -05:00
llllllllll
fb90e71e6b
DOC: whatsnew for subtest
2015-11-11 19:23:20 -05:00
llllllllll
b24c8fc7f4
TST: Adds a subtest decorator.
...
Allows us to run subtests while still seeing which parameter
combination caused the tests to fail. The decorator can be used to
create subtests inside a test or to parameterize an entire test method.
We cannot use something like unittest2.TestCase.subTest because our test
runner does not support that.
2015-11-11 19:22:53 -05:00
llllllllll
b37b7cd89c
DOC: add entry for release-process docs
2015-11-11 19:21:26 -05:00
llllllllll
715baeb269
DOC: document the release process
2015-11-11 19:21:26 -05:00
llllllllll
0ff82807a5
DOC: whatsnew entry for versioneer changes
2015-11-11 18:47:51 -05:00
llllllllll
c8a095775c
MAINT: remove old version.py
2015-11-11 18:47:51 -05:00
llllllllll
bd0da175ad
BLD: Adds versioneer
...
versioneer let's us track the version using git tags. This prevents
issues like the 0.8.2->0.8.3 push. This also puts the number of commits
from the release and the commit you are on in the version.
2015-11-11 18:47:51 -05:00
llllllllll
88a53fbdd1
ENH: update context_tricks
...
Moves _nop_context to context_tricks under the name nop_context.
Uses an explicit object for the actual context manager in callback
manager.
2015-11-11 14:19:13 -05:00
llllllllll
b6310db5ed
DOC: whatsnew entry
2015-11-11 14:19:13 -05:00
llllllllll
0cb4c38717
ENH: Allow users to pass a context manager to wrap all scheduled
...
functions.
This includes handle_data.
2015-11-11 14:19:13 -05:00
Richard Frank
ff1bd4bd10
Merge pull request #825 from quantopian/reqs_as_minimums
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BLD: Don't pin install requirements to exact versions
2015-11-10 20:33:52 -05:00
Richard Frank
234ab15be3
DOC: Updated whatsnew
2015-11-10 20:16:10 -05:00