5be63f36d5
ENH: Add auto_close_date support for equities
2016-02-22 13:51:20 -05:00
2036f3d389
ENH: condense the blaze query
2016-02-17 20:22:31 -05:00
d889f8b08b
BUG: Don't use deprecated attribute of exception.
2016-02-16 13:43:25 -05:00
b26a40b298
BUG: Check against assets, not sids in pipeline output.
2016-02-16 11:50:10 -05:00
cbb59747af
TEST: Add test for parameter_space ordering.
2016-02-12 21:23:47 -05:00
0115cdc46c
MAINT: Fail fast on unsupported dtypes.
2016-02-12 21:23:47 -05:00
09be7acaa8
TEST: Test forwarding of missing_value.
2016-02-12 21:23:47 -05:00
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
94c02c710b
DEV: Add parameter_space test decorator.
2016-02-12 21:21:19 -05:00
1bf33f9ee0
TEST: Add isolated tests for .latest.
2016-02-12 21:21:19 -05:00
a96dd70634
MAINT: Rename ConstantLoader to PrecomputedLoader.
2016-02-12 21:21:19 -05:00
0c15f50231
TEST: Add dedicated testing dataset.
2016-02-12 21:20:18 -05:00
28fdecc98b
ENH: Make .latest return a Filter on bool columns.
2016-02-12 21:20:18 -05:00
069fe5ccda
TST: Updated for new pandas and made clearer types of values
2016-02-11 18:46:43 -05:00
f14002a741
TST: Test fixes for pandas update
2016-02-11 18:46:43 -05:00
ff485950b8
TST: Fix expected value now that assertion is more strict
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in newer pandas
2016-02-11 18:46:43 -05:00
41231c5c59
MAINT: Removing unused functions and related tests
2016-02-11 18:46:43 -05:00
c11524fda1
MAINT: pandas 0.17 compat for blaze core loader
2016-02-11 18:46:43 -05:00
e33cc25265
TST: fix redundant partial
2016-02-11 18:46:42 -05:00
8be903b074
STY: remove unused import
2016-02-11 18:46:42 -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
dfb1832231
TEST: More thorough testing of boolean binops.
2016-02-10 18:45:00 -05:00
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
4e84b2c5ca
TST: Added doctest
2016-02-04 21:58:57 -05:00
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
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
28b34f6409
BUG: Handle OverflowError by comparing False
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instead of raising
2016-02-01 15:02:15 -05:00
488721e805
ENH: Add padding method to minute bars writer.
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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
b102742f69
BUG: fix deltas in blaze core loader
2016-01-28 14:08:11 -05:00
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
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
984e934e83
BUG: Fix OSError when creating sids that share dir
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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
d82bd5c05d
TST: Cleans up test_to_and_from_dict
2016-01-22 15:26:14 -05:00
c9c2e3e60e
TST: Updates TestPositionPerformance
2016-01-22 14:56:30 -05:00
ece9e59ef9
ENH: Adds asset db downgrade management and tests
2016-01-22 14:56:30 -05:00
db1e62971a
ENH: Adds tick_size and renames futures multiplier
2016-01-22 14:56:30 -05:00
9adef37373
BUG: Fix the case where multiple values happen on the same day
2016-01-21 12:43:02 -05:00
5e4b8b8f8f
TST: tests for new forward fill
2016-01-21 12:43:02 -05:00
517ad7a5f1
TST: Adds tests for running multiple columns in one query
2016-01-21 12:43:02 -05:00
97298d1ad4
ENH: upgrade ffill logic to look back as far as needed
2016-01-21 12:43:02 -05:00
4ee919aeb2
Merge pull request #959 from quantopian/asset_keyerror
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Asset KeyError
2016-01-21 12:38:53 -05:00
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
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
85be1b0a40
Merge pull request #963 from quantopian/minute-writer-for-one-per-sid-2
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ENH: Add writer for minute bcolz format.
2016-01-21 10:59:38 -05:00
d5c3b5a15c
ENH: Add writer for minute bcolz format.
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Implement a writer for minute data into a format comprised of multiple
ctables, one for each individual asset, with a common 'index' shared by
all ctables where a given a dt maps to the same array index for all
equities and fields.
This format is pulled from the lazy-mainline/Q2.0 branch, with some
changes to the interface.
Add basic retrieval of values at a given dt to reader. Not yet used by
Zipline simulations, but added to support unit tests.
Also, rename stubbed out us_equity_minutes to minute_bars, since the
writer can be agnostic to asset type.
2016-01-21 10:54:27 -05:00
1365b916c0
TST: Adds tests for the perf tracker with futures
2016-01-19 16:11:22 -05:00
3b76981270
Merge pull request #846 from grundgruen/data_test
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TST: tests removing of expired data and removes ffill in DataPanelSource
2016-01-19 13:05:15 -05:00
a963270471
BUG: orders future chain by min of notice an expiry
2016-01-18 12:20:58 +01:00
2caa9277c4
ENH: Make the data_query_time arguments optional
2016-01-13 15:26:37 -05:00
5351b60a4c
ENH: adds optionally for preprocessors
2016-01-13 15:26:37 -05:00
dmichalowicz