bf2e8e3586
DOC: Typo.
2013-01-07 13:26:27 -05:00
48b05397e2
MIN: Changed isinstance check to allow more types.
2013-01-07 12:50:52 -05:00
0f88e4133d
ENH: New batch_transform feature: compute_only_full.
2013-01-07 12:44:55 -05:00
d1dace948e
ENH: Added new kwarg to batch_transform: create_panel.
2013-01-07 12:44:19 -05:00
5deeb38fb6
ENH: sid and field filter kwargs can also be strings or ints.
2013-01-07 12:44:00 -05:00
2729936aff
ENH: batch_transform now supports field filtering.
2013-01-07 12:43:41 -05:00
0e3b1e76e8
ENH: batch_transform now supports sid-filtering. DOC: Added docs to batch_transform.
2013-01-07 12:43:26 -05:00
f54881cd08
Changes tests from using an ndict for trades to an Event object.
...
When run over large amounts of data the use of ndict's gets and sets
become a large bottleneck, around 1/5th of the CPU time is spent
in ndict's __setattr__, __getattr__, etc.
By switching to an object for an event,
we reduce the penalty significantly.
Removes asserts that check for event being an ndict, as well as those
that assume a certain behavior of the __contains__ method for events.
2012-12-21 14:31:40 -05:00
f8e4d8ade6
Revert "BUG: EventWindow now always contains constant number of days."
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This reverts commit 7a0a6f5231
2012-12-11 12:12:51 -05:00
8621eb2223
Revert "STY: Removed drop_condition arguments."
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This reverts commit c7383f6275
2012-12-11 12:12:32 -05:00
67b8f63972
Limit the fields of batch transform datapanel to ints and floats.
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Previously, keys that mapped to functions would be set as field names.
Attempting to assign the datapanel slot to a function causes an error.
This limits the extracted field names to those that map to an int
or a float.
2012-12-07 14:35:55 -05:00
79a8a08812
STY: Renamed fillna to clean_nans.
2012-12-06 17:23:26 -05:00
c46e09f52a
BUG: Do not backfill but drop rows with N/A in them.
2012-12-06 15:52:50 -05:00
c7383f6275
STY: Removed drop_condition arguments.
2012-12-06 15:24:01 -05:00
ba46c6292f
ENH: DataPanel is now created more flexible over all sids and all given fields. Added unittest to test for nan-filling. Added backwards filling by default.
2012-12-06 14:43:20 -05:00
5f6839beea
BUG: Refactored batch_transform unittests and fixed some bugs.
2012-12-06 12:36:47 -05:00
c69858f8b9
ENH: Added kwarg to turn off fillna or use different fill method.
2012-12-06 12:35:46 -05:00
7a0a6f5231
BUG: EventWindow now always contains constant number of days.
2012-12-06 12:33:18 -05:00
ac8ae973bc
ENH: replaced union with intersection in assert (more stringent).
2012-12-04 10:17:53 -05:00
f81addb7df
ENH: batch_transform now adds arbitrary keys to datapanel.
2012-12-03 13:41:37 -05:00
3a181529e2
fixed whitespace problem
2012-11-22 07:21:52 -05:00
bb108e5c08
Update zipline/transforms/utils.py
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emergency fix. the dropna was dropping the entire price dataframe from the datapanel.
2012-11-22 07:06:59 -05:00
2c3d9a84db
Fills in missing slots in transform data panels.
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Forward fills data, so that when using multiple stocks,
we don't have cases where one stock has data and the other doesn't.
2012-11-21 17:54:57 -05:00
ab6b754922
Changes EventWindow parameter of days to window length.
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The days parameter was causing confusion when explaining the
usage of the batch_transform decorator.
2012-11-20 11:52:27 -05:00
68c5709f21
Stylistic compliance with flake8 checker.
2012-11-19 21:24:51 -05:00
7bb8dca245
STY: Reversed order of if-statement.
2012-11-19 10:55:30 -05:00
f2ce713b99
DOC: Added doc-string to get_data().
2012-11-19 10:23:22 -05:00
4c02fea6e2
BUG: batch_transform was wrongly updating when days < refresh_period.
2012-11-19 10:20:24 -05:00
126e9fdf26
Fixed batch_transform window length not being market aware.
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Added accompanying unittest.
Minor refactoring of unittests and factory.
2012-11-06 21:13:27 -05:00
7a34e37b1e
Transforms now default market_aware=True.
2012-10-23 09:14:05 -04:00
7904773d00
Updates flake8 to latest.
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The latest flake8 release in now 1.5, which pulls in pep8: 1.3.4a0
The upgrade pep8 has changes to what it picks up as lint.
Making code base compatible, so that new devs can install pep8
from PyPI and not have friction over the version difference.
Currently using these ignores in the config file:
```
[pep8]
ignore = E124,E125,E126
```
Ignoring these since they are difficult to squash while maintaining
an 80 char line length, and appear spurious.
Should address later.
Updates Travis config, README, and pip requirements to reflect change.
2012-10-22 11:57:16 -04:00
15ac658024
Restructured file hierarchy. Transforms now live in transforms (transform.py is now transforms/utils.py). Sources are in sources.py. VWAP is now MovingVWAP.
2012-10-19 18:10:51 -04:00
Thomas Wiecki