Commit Graph

3098 Commits

Author SHA1 Message Date
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
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
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
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
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
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
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