Maya Tydykov
ae922bf3ee
MAINT: modify next_date_frame and prev_date_frame to mirror previous_value.
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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
2fe126135c
MAINT: make concrete_loader a property.
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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.
2016-02-25 17:33:44 -05:00
Maya Tydykov
7ddf18b407
MAINT: use column's missing value.
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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.
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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.
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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.
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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
Maya Tydykov
534f820a91
ENH: add buyback_auth dataset.
2016-02-25 17:19:19 -05:00
Maya Tydykov
54e36bc94f
MAINT: create abstract events class.
2016-02-25 17:19:19 -05:00
Abhijeet Kalyan
2883abb5a7
DEV: Deprecates batch_transform
2016-02-24 16:04:51 -05:00
Abhijeet Kalyan
b57cac0f6f
DEV: Adds deprecation utility
2016-02-24 14:50:32 -05:00
Scott Sanderson
e940a56b08
MAINT: Don't recompute portfolio in BTS.
2016-02-23 00:41:58 -05:00
dmichalowicz
5be63f36d5
ENH: Add auto_close_date support for equities
2016-02-22 13:51:20 -05:00
Scott Sanderson and dmichalowicz
e2db1a7b45
DEV: Add utility for generating test price/volume data.
2016-02-22 13:47:07 -05:00
Joe Jevnik
2036f3d389
ENH: condense the blaze query
2016-02-17 20:22:31 -05:00
Jonathan Kamens
ea1b3053d6
Merge pull request #998 from quantopian/upgrade_logbook
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MAINT: Upgrade Logbook version
2016-02-16 14:40:50 -05:00
Scott Sanderson
6287987c0b
BUG: Work around scipy >= 0.17 changing dtype of rankdata.
2016-02-16 13:43:56 -05:00
Jonathan Kamens
11465d907d
MAINT: Upgrade Logbook version
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Upgrade Logbook to 0.12.5. This required changing a usage of
`logbook.NullHandler()` which passed `bubble=True`, since
`NullHandler` no longer supports the `bubble` argument.
2016-02-16 13:32:25 -05:00
Scott Sanderson
4bc42d5658
BUG: Don't return a map from chrange.
2016-02-16 12:35:49 -05:00
Scott Sanderson
f27b415c83
DOC: Docs updates for subtest and parameter_space.
2016-02-12 21:23:47 -05:00
Scott Sanderson
58b594a6e5
STY: Typo.
2016-02-12 21:23:47 -05:00
Scott Sanderson
3739df0da6
STY: Flake8.
2016-02-12 21:23:47 -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.
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Consequently, enable support for `int`-dtyped Factors and BoundColumns.
2016-02-12 21:23:47 -05:00
Scott Sanderson
94c02c710b
DEV: Add parameter_space test decorator.
2016-02-12 21:21:19 -05:00
Scott Sanderson
9c448b5238
DOC: Explain why _BoundColumnDescr exists.
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We don't want to bind to parent DataSets when we bind to names because
we want to dynamically create new BoundColumns in subclasses.
2016-02-12 21:21:19 -05:00
Scott Sanderson
1bf33f9ee0
TEST: Add isolated tests for .latest.
2016-02-12 21:21:19 -05:00
Scott Sanderson
f440cb73b2
MAINT: Make __slots__ a tuple.
2016-02-12 21:21:19 -05:00
Scott Sanderson
22fdc910e4
DEV: Add EyeLoader.
2016-02-12 21:21:19 -05:00
Scott Sanderson
a96dd70634
MAINT: Rename ConstantLoader to PrecomputedLoader.
2016-02-12 21:21:19 -05:00
Scott Sanderson
0c15f50231
TEST: Add dedicated testing dataset.
2016-02-12 21:20:18 -05:00
Scott Sanderson
28fdecc98b
ENH: Make .latest return a Filter on bool columns.
2016-02-12 21:20:18 -05:00
Richard Frank
24a292150a
MAINT: Removing confusing parameter where we only use default
2016-02-11 18:46:44 -05:00
Joe Jevnik and Richard Frank
86558f83b3
MAINT: use constants for nat
2016-02-11 18:46:43 -05:00
Joe Jevnik and Richard Frank
5eb453675d
BUG: don't fail if you cannot make a webrequest
2016-02-11 18:46:43 -05:00
Richard Frank
69cc5e6564
MAINT: Delegate to math_utils to leave bottleneck as optional
2016-02-11 18:46:43 -05:00
Richard Frank
318ac4deb5
TST: Use np.floor to preserve float return, since py3 returns an int
2016-02-11 18:46:43 -05:00
Richard Frank
1075e0573e
PERF: Updated to sort_values for new pandas
2016-02-11 18:46:43 -05:00
Richard Frank
41231c5c59
MAINT: Removing unused functions and related tests
2016-02-11 18:46:43 -05:00
Joe Jevnik and Richard Frank
c11524fda1
MAINT: pandas 0.17 compat for blaze core loader
2016-02-11 18:46:43 -05:00
Richard Frank
fda8daa120
PERF: Use iloc instead of values, which is slower on pandas 0.17
2016-02-11 18:46:42 -05:00
Scott Sanderson and Richard Frank
5f49fa22cb
MAINT: Upgrade numpy and fix warnings.
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Mostly fixes ambiguous calls to numpy.full, and uses explicitly-united
NaT values.
2016-02-11 18:46:39 -05:00
Scott Sanderson
e7269a880c
BUG: Add right-binding operators to NumExprFilter.
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Fixes a bug where doing a boolean comparison between a non-numexpr
Filter and a NumExprFilter would fail because we don't implement
`__rand__` and `__ror__`.
2016-02-10 18:34:59 -05:00
Richard Frank
4e84b2c5ca
TST: Added doctest
2016-02-04 21:58:57 -05:00
Richard Frank
79aff84aed
MAINT: Moved auto_close_date to Asset
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Handle custom data source with non-int sids
2016-02-04 21:58:57 -05:00
Richard Frank
ede1eb7aa0
PERF: Look up expired futures from in-memory Futures
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instead of queries to the db.
2016-02-04 18:55:34 -05:00
Joe Jevnik
7c8a44ecd7
ENH: allow users to specify odo kwargs in from_blaze
2016-02-03 16:16:06 -05:00
Eddie Hebert
27f94f83fa
ENH: Allow passing of numpy arrays to writer.
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For faster parsing and writing workflows, do not require a DataFrame.
2016-02-02 14:03:42 -05:00
Richard Frank
d2365750fd
Merge pull request #977 from quantopian/asset_comparison_overflow
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BUG: Handle OverflowError by comparing False
2016-02-01 15:48:24 -05:00
Richard Frank
28b34f6409
BUG: Handle OverflowError by comparing False
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instead of raising
2016-02-01 15:02:15 -05:00
Eddie Hebert
488721e805
ENH: Add padding method to minute bars writer.
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So that consumers can write empty days worth of data, without needing
to construct a DataFrame with zero data force a write.
The internal loader uses `last_date_in_output_for_sid` to signify that
data has been attempted to be retrieved for all dates up until that, so
that when resuming a job those retrieval of data for those dates are not
re-attempted.
Also, used to make the write logic cleaneer, by making it only
necessary to create an array large enough for the given df.
2016-02-01 14:18:22 -05:00
Maya Tydykov