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24 Commits
Author SHA1 Message Date
Maya Tydykov e8185a1512 MAINT: reorganize - move testing mixin to fixtures 
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
 2016-03-29 13:15:16 -04:00
Maya Tydykov 06dd6e958d TST: recfator tests to use fixtures 
MAINT: use np.array

MAINT: return cols rather than modifying attribute
 2016-03-29 13:12:50 -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
Adam Blackwell ebda1b2ec8 TST: fixing relative imports 2016-03-16 12:17:53 -04:00
Joe Jevnik 792860b4cb MAINT: rename bz.Data -> bz.data 2016-03-15 14:29:48 -04:00
Maya Tydykov 8022a47f74 BUG: fix previous frame logic and buyback auth tests 
WIP: earnings test case separated works

WIP: fix/reorganize buyback auth.

MAINT: clean up

MAINT: fix merge conflicts
 2016-03-14 10:39:17 -04:00
Joe Jevnik 721dd36116 TST: move test_utils and adds test fixture classes 
Renames zipline.utils.test_utils to zipline.testing

Adds zipline.testing.fixtures.ZiplineTestCase to manage setup and
teardown and adds mixins to define fixtures like an asset finder or
trading calendar.
 2016-03-10 15:39:52 -05:00
Joe Jevnik 79e7c84a40 TST: use rel imports from tests 2016-02-26 20:22:02 -05:00
Maya Tydykov 18d838be87 MAINT: modify coersion logic. 
MAINT: make expected_cols class attributes.

MAINT: make concrete_loader a class attribute.

MAINT: drop sid column before creating loader.

TST: add method to fill df with event cases.

TST: move common case df into test_events.py.

TST: improve tests and fix error message assertions.

STY: fix whitespace.

DOC: update docs.

STY: fix style.

MAINT: clean up

STY: fix indentation.

MAINT: use different assertion method to check error message for python3.4 compatibility.
 2016-02-26 09:51:58 -05:00
Maya Tydykov 5b37af6e04 TST: enhance test; add more common data. 
STY: fixes for PEP8.
 2016-02-25 17:33:46 -05:00
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
Maya Tydykov ae922bf3ee MAINT: modify next_date_frame and prev_date_frame to mirror previous_value. 
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.
 2016-02-25 17:33:44 -05:00
Maya Tydykov 8ceff892c5 BUG: specify UTC and no name-checking. 
DOC: fix doc.

MAINT: revert to using getitem.
 2016-02-25 17:33:43 -05:00
Maya Tydykov 7ddf18b407 MAINT: use column's missing value. 
STY: fix flake8 failures.

MAINT: fixes for compatibility with py2.

MAINT: fix import error.

MAINT: use dict.items() for compatibility with py3.
 2016-02-25 17:33:42 -05:00
Maya Tydykov 7100e60474 MAINT: accept more data structures, verify, and select loader dynamically. 
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.
 2016-02-25 17:33:41 -05:00
Maya Tydykov a877fcfdb6 TST: finish blaze tests for buyback_auth. 
DOC: update docs.

MAINT: use correct names.

BUG: explicitly pass all kwargs.

DOC: update docs.

STY: fix whitespace.

TST: rename vars and update docstring.

TST: fix indentation.

MAINT: fix comments.
 2016-02-25 17:30:24 -05:00
Maya Tydykov 3142fa516f ENH: add buyback_auth loader. 
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.
 2016-02-25 17:30:21 -05:00
Richard Frank f14002a741 TST: Test fixes for pandas update 2016-02-11 18:46:43 -05:00
Scott SandersonandRichard Frank 5f49fa22cb MAINT: Upgrade numpy and fix warnings. 
Mostly fixes ambiguous calls to numpy.full, and uses explicitly-united
NaT values.
 2016-02-11 18:46:39 -05:00
Joe Jevnik fb6d1ea3d1 MAINT: move some helpers to test_utils 2016-01-08 13:11:31 -05:00
llllllllll 4963b2ca72 TST: Adds tests for infer_timestamp 2015-12-10 15:14:27 -05:00
Scott Sanderson e3d19bab25 MAINT: Fix failing blaze expr test. 2015-12-10 14:19:32 -05:00
Scott Sanderson f719fef55e STY: Many people prefer to read words with vowels. 2015-12-10 12:50:36 -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