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16 Commits
Author SHA1 Message Date
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 9c448b5238 DOC: Explain why _BoundColumnDescr exists. 
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 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
Joe Jevnik 54c58d1205 DOC: add comments about the column collection in DataSetMeta 2015-12-29 10:13:00 -05:00
llllllllll 32baac4e4b ENH: Make datasets have subclass relationships 2015-12-22 12:25:30 -05:00
Scott Sandersonandllllllllll 8220d1ee86 ENH: Adds support for different typed adjusted arrays and adds an 
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
llllllllll 4c98c947fb ENH: Adds repr for datasets 2015-10-19 16:35:02 -04:00
llllllllll b032b68a43 ENH: Adds a blaze pipeline loader. 2015-10-19 16:35:02 -04:00
Richard Frank 2dabda6b76 MAINT: Reworked Term atomicity 2015-10-12 16:11:19 -04:00
Richard Frank 83bd1310d9 PERF: Using pipeline_loader_dispatch to group by loader 
instead of dataset
 2015-10-12 10:48:29 -04:00
Richard Frank e880fa3e34 PERF: Batch load atomic terms by dataset 
Added CompositeTerm and now we dispatch more generally on atomic
 2015-10-12 10:48:28 -04:00
Scott Sanderson 2034c65599 MAINT: Pluralize top-level term namespaces. 
zipline.pipeline.factor -> zipline.pipeline.factors
zipline.pipeline.filter -> zipline.pipeline.filters
 2015-10-01 18:03:54 -04:00
Scott Sanderson f82a01841b MAINT: Rename ALL the things. 
zipline.modelling.* -> zipline.pipeline.*
zipline.data.ffc.loaders -> zipline.pipeline.loaders
tests/modelling -> tests/pipeline
 2015-10-01 18:03:53 -04:00