Commit Graph
17 Commits
Author SHA1 Message Date
Maya Tydykov 59acadbccf BUG: fix loader bug for 1 day 2017-02-15 16:44:45 -05:00
Richard Frank 47633b1601 MAINT: Removed unnecessary override 2016-12-20 11:57:26 -05:00
Maya Tydykov bfc01546ae ENH: allow estimates to be split-adjusted.
This modificaiton to the estimates loader allows the caller to pass
in an equity pricing loader which can then be used to get split data
for sids. That split data is then used to do point-in-time adjustments
of estimates data.

TST: add test for multiple estimates columns

TST: add test for multiple datasets requesting different columns

TST: add blaze versions for all next/previous tests
2016-11-18 09:39:54 -05:00
Maya Tydykov 086ea6be6b TST: update adjustment tests - add gaps between sids
TST: add a seed for permuting
2016-10-21 16:53:56 -04:00
Maya Tydykov ea5b2b030c TST: add test condition to check for bug 2016-10-10 08:41:02 -04:00
Maya Tydykov 6cb06ffcdf TST: add test for changing event dates and adjustments
BUG: get column names from column dict

BUG: fix name map
2016-09-27 16:53:36 -04:00
Joe JevnikandMaya Tydykov 5d7100542c PERF: only query for the columns requested + metadata
BUG: choose last event date for quarter shift
2016-09-27 09:54:46 -04:00
Maya Tydykov cbd9bd068c TST: add test for sid with no data
MAINT: optimization - only look at assets appearing in data

TST: simplify test

DOC: add documentation for checkpoints

MAINT: explicitly cast event date field to datetime

MAINT: add back import

TST: fix indexing to remove setting wtih copy warning
2016-09-27 09:54:44 -04:00
Maya Tydykov 7d75615fd2 TST: add test for missing num_quarters and clean up tests 2016-09-27 09:54:43 -04:00
Maya Tydykov 5e1a8224cd TST: add test to check previous columns w/ multiple qtrs
MAINT: pass column to name dict

MAINT: make check for invalid num columns py3-compatible
2016-09-27 09:54:41 -04:00
Maya Tydykov ebcc5f714a TST: add test for requesting multiple datasets with multiple quarters 2016-09-27 09:54:41 -04:00
Maya Tydykov eb22f2ab6b TST: add test for datetime array and update test
TST: fix quarter normalization test

TST: change test name

BUG: remove arg

BUG: look at dict keys

TST: add test for windowing

MAINT: raise ValueError instead of asserting

TST: add assertion to check windowing

TST: parametrize test over number of quarters forward/back.

BUG: fix adjustment calculation logic for quarter crossovers.

TST: add test for previous quarter windows

BUG: fix bugs in calculating previous windows

BUG: fix missing value for datetime

TST: add test case for missing quarter
2016-09-27 09:54:41 -04:00
Maya Tydykov 2fb7ec7612 TST: add test for 1d array overwrite 2016-09-27 09:54:40 -04:00
Maya Tydykov ef350f3889 TST: add cases for shifting release dates
BUG: fix bugs in blaze loader

BUG: call correct method

MAINT: explicitly cast dates column

MAINT: modify code to comply with pandas 0.16.1
2016-09-27 09:54:38 -04:00
Maya Tydykov f1c07708cd TST: add tests for quarter rotation logic 2016-09-27 09:54:37 -04:00
Maya Tydykov afc5297fe3 TST: add tests for quarter estimates
MAINT: modify algorithm for calculating previous releases

BUG: fix quarter calculation logic
2016-09-27 09:54:36 -04:00
Maya Tydykov 1c375806e7 ENH: add loader for estimates 2016-09-27 09:45:12 -04:00