Commit Graph

5 Commits

Author SHA1 Message Date
Scott Sanderson 0115cdc46c MAINT: Fail fast on unsupported dtypes. 2016-02-12 21:23:47 -05:00
Scott Sanderson c105735574 DEV: Add support for specifying missing_value.
Consequently, enable support for `int`-dtyped Factors and BoundColumns.
2016-02-12 21:23:47 -05:00
Richard Frank 18db1904bc BUG: Need to format message, not ValueError instance 2016-01-06 16:02:18 -05:00
Richard Frank 1499051df7 BUG: TypeError message had only str of numpy.dtype class
We want to use the dtype of the data that was passed in.
2016-01-06 15:29:58 -05:00
Scott Sanderson 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