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.
...
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.
...
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
...
instead of raising
2016-02-01 15:02:15 -05:00
Eddie Hebert
488721e805
ENH: Add padding method to minute bars writer.
...
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
Joe Jevnik
b102742f69
BUG: fix deltas in blaze core loader
2016-01-28 14:08:11 -05:00
Jeremiah Lowin
e44c0d42e1
Replace print with logger.info
2016-01-25 19:22:28 -05:00
Eddie Hebert
930aa1b29b
MAINT: Use metadata method for reader init.
...
Use the preexisting metadata method when instantiating the minute bar
reader.
An internal sublcass uses the `_get_metadata` method to setup data for
directories that have not used the new writer/reader interface.
(i.e. allows for reader creation when the metadata.json file does not
exist.)
2016-01-25 12:58:43 -05:00
James Kirk
2803802736
Merge pull request #941 from quantopian/futures-tick-size
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ENH: Adds tick_size and renames futures multiplier
2016-01-25 11:18:31 -05:00
Eddie Hebert
e576231ae5
Merge pull request #972 from quantopian/fix-minute-bar-siblings
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BUG: Fix OSError when creating sids that share dir
2016-01-25 10:41:42 -05:00
Eddie Hebert
984e934e83
BUG: Fix OSError when creating sids that share dir
...
Fix a bug where creating a sid bcolz file when the containing directory
was already occupied by a sid caused an OSError on attempt of creating
the directory because it already existed.
e.g. if there were two sids, `1` and `2`. The paths would be
`00/00/000001.bcolz` and `00/00/000002.bcolz` which share the same
directory `00/00`.
Fixed by checking for directory existence before calling `makedirs`.
Add test coverage which exercises writing of sids that are siblings in
the sid directory structure.
2016-01-25 10:37:50 -05:00
Joe Jevnik
f28982a7e5
BUG: do a notnull or notnan check based on the schema
2016-01-23 15:27:42 -05:00
Joe Jevnik
dca5d347d8
BUG: lookup_expired_futures needs to coerce dts into pd.Timestamp
2016-01-23 15:27:21 -05:00
jfkirk
5d0ffd0db4
DOC: SQLLite -> SQLite
2016-01-22 15:31:41 -05:00
jfkirk
ece9e59ef9
ENH: Adds asset db downgrade management and tests
2016-01-22 14:56:30 -05:00
jfkirk
db1e62971a
ENH: Adds tick_size and renames futures multiplier
2016-01-22 14:56:30 -05:00
Joe Jevnik
663fbd7d74
PERF: make Asset comparison faster
2016-01-21 19:11:41 -05:00
Joe Jevnik
9adef37373
BUG: Fix the case where multiple values happen on the same day
2016-01-21 12:43:02 -05:00
llllllllll
97298d1ad4
ENH: upgrade ffill logic to look back as far as needed
2016-01-21 12:43:02 -05:00
Richard Frank
4ee919aeb2
Merge pull request #959 from quantopian/asset_keyerror
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Asset KeyError
2016-01-21 12:38:53 -05:00
Richard Frank
2eeb6e78f6
BUG: Enable comparison of an Asset to an int64 on 32-bit python
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We use a number of mappings keyed by int64, which otherwise raised
KeyErrors for Assets.
2016-01-21 11:47:29 -05:00
James Kirk
2cb3a7235e
Merge pull request #890 from grundgruen/future_chain_order
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BUG: orders future chain by min of notice and expiry
2016-01-21 11:18:57 -05:00
Scott Sanderson