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.
- Use RestrictedDTypeMixin for dtype validation in
Filter/Factor/Classifier.
- Use new LatestMixin for Latest{Filter,Factor,Classifier} instead of
duplicating logic across all three.
- Always ignore return values in _validate.
- Consistently call super() first in validation mixins.
Classifiers are computations that represent grouping keys. They can be
used in conjuction with normalization functions like ``zscore`` or
``demean`` to perform normalizations over subsets of a dataset.
Notable changes:
- Added ``demean()`` and ``zscore()`` methods to ``Factor``.
- Added a classifier versions of ``Latest`` and ``CustomTermMixin``.
The .latest attribute of int64 dataset columns no produces a
classifier by default.
- Added ``Everything``, a classifier that maps all data to the same
value.
- Added ``zipline.lib.normalize``, which implements a naive, pure-Python
grouped normalize function. This will likely be moved to Cython in a
subsequent PR.
Allow comparisons like SomeFilter() & AssetExists().
Previously such comparisons would fail because & and | on Filters
explicitly checked that the other side of the operator was also a
Filter.
We now only enforce that the other side of the expression is a Term
with a dtype of bool_.
`if_not_float64_tell_caller_to_use_isnull` can't take additional
arguments, and accepting *args/**kwargs causes Sphinx to generate an
incorrect signature for decorated methods.
# The first commit's message is:
BUG: ignore sids in deltas missing from asset index.
# This is the 2nd commit message:
MAINT: use correct debugger.
# This is the 3rd commit message:
MAINT: fix set add.
# This is the 4th commit message:
WIP: move sid filtering.
# This is the 5th commit message:
WIP: move filtering logic.
# This is the 6th commit message:
WIP: working test.
# This is the 7th commit message:
TST: clean up test.
# This is the 8th commit message:
STY: fix flake8.
Replace it by distinguishing between "Loadable" and "Computable".
This is useful because it's now possible to write computable terms that
don't require any inputs (e.g. an `Always` filter or an `Everything`
classifier).
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.
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.
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.
concrete_loader should be the same for each instance
of a Blaze loader.
MAINT: make expected_cols a property.
expected_cols should be the same for each instance
of a type of loader.
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.
Maya Tydykov