Commit Graph

9 Commits

Author SHA1 Message Date
Scott Sanderson d0625e8a8d MAINT: Move ignore_nanwarnings to numpy_utils. 2016-03-25 15:11:18 -04:00
Scott Sanderson e810f26097 ENH: Add utilities for checking types generically. 2016-03-07 16:18:33 -05:00
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 24a292150a MAINT: Removing confusing parameter where we only use default 2016-02-11 18:46:44 -05:00
Joe Jevnik 86558f83b3 MAINT: use constants for nat 2016-02-11 18:46:43 -05:00
Scott Sanderson 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
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
Scott Sanderson a483455183 ENH: Add zipline.utils.numpy_utils.
Currently provides two functions for doing fancy things with array
strides: `repeat_first_axis` and `repeat_last_axis`.
2015-10-01 18:03:53 -04:00