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
a96dd70634
MAINT: Rename ConstantLoader to PrecomputedLoader.
2016-02-12 21:21:19 -05:00
069fe5ccda
TST: Updated for new pandas and made clearer types of values
2016-02-11 18:46:43 -05:00
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
72887f0065
ENH: Change DollarVolume to AverageDollarVolume.
2015-12-28 16:12:11 -05:00
8abef95bb5
DOC: Rename exponential stddev.
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ExponentialWeightedStandardDeviation -> ExponentialWeightedMovingStdDev.
This is more consistent with the other moving moment factors.
2015-12-18 14:30:28 -05:00
b91f9697b9
ENH: Add ExponentialWeightedStandardDeviation.
2015-12-11 22:13:27 -05:00
2235a53581
ENH: Add EWMA and DollarVolume factors.
2015-12-11 22:13:27 -05:00
8220d1ee86
ENH: Adds support for different typed adjusted arrays and adds an
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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
9e463fd5d8
MAINT: make_rotating_asset -> make_rotating_equity.
2015-11-13 18:26:54 -05:00
4109640acb
MAINT: make_simple_asset_info -> make_simple_equity_info.
2015-11-13 18:26:54 -05:00
f599795d27
ENH: Allow pipelines to run with matching start/end dates
2015-10-22 14:23:00 -04:00
7a638e4580
STY: Moving args to new line
2015-10-12 16:13:55 -04:00
940831e1cf
TST: Added test that columns are batched
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when they share the same loader and extra_rows
2015-10-12 11:17:06 -04:00
ba0542a641
MAINT: Removed MultiColumnLoader
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since we can use pipeline_loader_dispatch instead
2015-10-12 10:48:29 -04:00
83bd1310d9
PERF: Using pipeline_loader_dispatch to group by loader
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instead of dataset
2015-10-12 10:48:29 -04:00
e33f6dcdcd
MAINT: Move equity data formats out of loader.
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Put the logic for reading and writing the equity price and adjustment
data into a module located in data, making it distinct from the pipeline
loader usage of the formats.
This prepares for both incoming changes of how adjustments are written,
(which includes using the bcolz daily reader as an input), as well as
eventually providing the readers to a DataPortal object.
2015-10-09 17:20:19 -04:00
557bdcd69d
MAINT: Don't name pipelines.
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`Pipeline()` no longer takes a name.
`attacH_pipeline` now takes a name.
This is mainly for uniformity with how `Factors` and `Filters` are
handled.
2015-10-02 16:31:29 -04:00
2034c65599
MAINT: Pluralize top-level term namespaces.
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zipline.pipeline.factor -> zipline.pipeline.factors
zipline.pipeline.filter -> zipline.pipeline.filters
2015-10-01 18:03:54 -04:00
a40d7e47c1
MAINT: Re-export CustomFactor in zipline.pipeline.
2015-10-01 18:03:54 -04:00
1f6c7ff31f
MAINT: Rename ffc_loader -> pipeline_loader.
2015-10-01 18:03:54 -04:00
2d683961bd
MAINT: More renaming.
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s/FFCEngine/PipelineEngine/
s/FFCLoader/PipelineLoader/
2015-10-01 18:03:54 -04:00
f82a01841b
MAINT: Rename ALL the things.
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zipline.modelling.* -> zipline.pipeline.*
zipline.data.ffc.loaders -> zipline.pipeline.loaders
tests/modelling -> tests/pipeline
2015-10-01 18:03:53 -04:00
Scott Sanderson