e4abddd286
ENH: updates tests to use first and last col
2015-10-19 16:35:03 -04:00
3fb91e4d39
MAINT: cleanup doctests
2015-10-19 16:35:03 -04:00
c58f0137e4
MAINT: map(retrieve_asset) -> retrieve_all
2015-10-19 16:35:03 -04:00
e9ec709453
MAINT: expect_value doctest and lambda over toolz
2015-10-19 16:35:03 -04:00
0fff04d9c1
DOC: update doctest
2015-10-19 16:35:03 -04:00
1db29a9f0f
ENH: handle amendments between trading days
2015-10-19 16:35:03 -04:00
0183d0a914
ENH: Allows Float64Adjustments to act on a range of columns
2015-10-19 16:35:03 -04:00
c7ca0166cc
MAINT: refactor tmp_db_uri to use make_simple_assetinfo
2015-10-19 16:35:03 -04:00
971848f38b
MAINT: reshuffle logic in from_blaze to make the control flow easier
2015-10-19 16:35:03 -04:00
f897bcdfed
rename expr to dataset in type error
2015-10-19 16:35:03 -04:00
1e05a1c4ae
TST: fix py2 compat for test
2015-10-19 16:35:03 -04:00
d3c0463941
ENH: Addresses comments
2015-10-19 16:35:03 -04:00
22ffe3fe49
ENH: adds expect_element preprocessor
2015-10-19 16:35:03 -04:00
a7763673aa
MAINT: remove from_function. We can revisit this later
2015-10-19 16:35:03 -04:00
1e8d4dd7fb
ENH: Allows blaze loader to be used as a loader_dispatcher
2015-10-19 16:35:03 -04:00
11ba76874c
ENH: allow columns from different datasets
2015-10-19 16:35:03 -04:00
345a7eaf31
ENH: Fix nop adjustments
2015-10-19 16:35:03 -04:00
fca637a40b
ENH: Adds a better error if root mask is empty
2015-10-19 16:35:02 -04:00
a18b1d7adb
ENH: PY2 compat with blaze loader
2015-10-19 16:35:02 -04:00
9c37011a38
BUG: Only simple expressions for array-like dshape
2015-10-19 16:35:02 -04:00
8ec562e2ed
DOC: blaze loader docstring
2015-10-19 16:35:02 -04:00
2df4dfd1bb
MAINT: name filter predicate
2015-10-19 16:35:02 -04:00
78101fde75
MAINT: Cleanup docstrings and comments
2015-10-19 16:35:02 -04:00
26b47a1234
MAINT: treat Pipeline API as a proper noun
2015-10-19 16:35:02 -04:00
0ec1cbc604
MAINT: rename pipeline_api_from_blaze to from_blaze
2015-10-19 16:35:02 -04:00
a58fe4b492
BUG: python2 implicit import is the worst feature ever
2015-10-19 16:35:02 -04:00
8c1bcd684e
BLD: show versions on travis
2015-10-19 16:35:02 -04:00
f7ad82f38e
TST: updates tests after rebasing
2015-10-19 16:35:02 -04:00
898fbad6ac
BLD: Can't use setup.py with git reqs unless you want to do a lot of work
2015-10-19 16:35:02 -04:00
e3bf786bd5
BLD: blaze it up
2015-10-19 16:35:02 -04:00
d621f1e87c
ENH: Updates the blaze loader and adds more tests
2015-10-19 16:35:02 -04:00
22a227710d
ENH: adds CustomFactor.from_function
2015-10-19 16:35:02 -04:00
4c98c947fb
ENH: Adds repr for datasets
2015-10-19 16:35:02 -04:00
4d7d5ce8ff
TST: Adds some test cases for the blaze loader
2015-10-19 16:35:02 -04:00
f88cd17028
TST: adds tmp_assets_db and tmp_asset_finder so we don't need an entire trading env
2015-10-19 16:35:02 -04:00
6e4335820e
ENH: preallocate the output dataframe
2015-10-19 16:35:02 -04:00
8f661387df
ENH: allows any iterator to be the return of load_adjusted_arrays
2015-10-19 16:35:02 -04:00
b032b68a43
ENH: Adds a blaze pipeline loader.
2015-10-19 16:35:02 -04:00
4008b6a3a4
Merge pull request #782 from quantopian/future-chain-start-date
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MAINT: Removes unneeded knowledge_date logic from future_chain
2015-10-19 11:53:43 -04:00
915c8e800f
MAINT: Removes unneeded knowledge_date logic from future_chain
2015-10-19 11:37:56 -04:00
18d33025a4
Merge pull request #779 from quantopian/pandas17
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Change relativedelta to Timedelta as pandas 0.17.0 deprecated relativedelta.
2015-10-16 10:36:13 -04:00
659a367b09
STY Remove unused import of to_datetime.
2015-10-16 16:15:28 +02:00
d21aec17e2
MAINT Change relativedelta to Timedelta as pandas 0.17.0 deprecated relativedelta.
2015-10-16 16:15:25 +02:00
85c49afe4c
Merge pull request #774 from quantopian/filter-out-dates-with-no-data
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BUG: Filter out payout rows with no prev close.
2015-10-15 13:30:46 -04:00
6b9476d346
BUG: Filter out payout rows with no prev close.
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When the prev_close is 0 or does not exist, the resulting ration was either +inf
or nan, respectively.
Create a mask on the non-zero effective dates, where effective date is only
written when the prev close is sufficient for a valid ratio; and use that mask
to filter out the bad rows.
Also, use prev close as the effective date.
2015-10-15 13:30:05 -04:00
2686e3875a
MAINT: Removes unnecessary benchmark load on some TradingEnvironments
2015-10-14 12:04:58 -04:00
9a2767ad07
Merge pull request #765 from quantopian/add-spot-price-and-write-adjustments
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Add spot price and write adjustments
2015-10-13 14:02:44 -04:00
ccdc815526
ENH: Write dividend payouts to adjustments db.
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To prepare for querying for payouts from SQLite, write the dividend
payouts to a new table `dividend_payouts`.
Change the expected columns of the passed dividend frame to contain the
payout data, and use that data to calculate the ratios (this moves
internal code that was calcualting the ratios into Zipline.)
The end result is that instead of just a `dividends` table with the
backward looking adjustment ratios, also write a `dividend_payouts`
table and a `stock_dividend_payout` table.
2015-10-13 14:02:26 -04:00
0fa6e72d1d
Merge pull request #756 from quantopian/batch_load_ffc
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Batch load Pipeline columns
2015-10-12 16:45:05 -04:00
952da68610
DOC: Fixed docstring
2015-10-12 16:13:55 -04:00
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