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e4abddd286
ENH: updates tests to use first and last col
2015-10-19 16:35:03 -04:00
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c58f0137e4
MAINT: map(retrieve_asset) -> retrieve_all
2015-10-19 16:35:03 -04:00
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1db29a9f0f
ENH: handle amendments between trading days
2015-10-19 16:35:03 -04:00
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0183d0a914
ENH: Allows Float64Adjustments to act on a range of columns
2015-10-19 16:35:03 -04:00
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d3c0463941
ENH: Addresses comments
2015-10-19 16:35:03 -04:00
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9c37011a38
BUG: Only simple expressions for array-like dshape
2015-10-19 16:35:02 -04:00
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26b47a1234
MAINT: treat Pipeline API as a proper noun
2015-10-19 16:35:02 -04:00
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0ec1cbc604
MAINT: rename pipeline_api_from_blaze to from_blaze
2015-10-19 16:35:02 -04:00
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f7ad82f38e
TST: updates tests after rebasing
2015-10-19 16:35:02 -04:00
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d621f1e87c
ENH: Updates the blaze loader and adds more tests
2015-10-19 16:35:02 -04:00
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4d7d5ce8ff
TST: Adds some test cases for the blaze loader
2015-10-19 16:35:02 -04:00
Eddie Hebert
6b9476d346
BUG: Filter out payout rows with no prev close.
...
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
Eddie Hebert
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
Eddie Hebert
ccdc815526
ENH: Write dividend payouts to adjustments db.
...
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
Richard Frank
7a638e4580
STY: Moving args to new line
2015-10-12 16:13:55 -04:00
Richard Frank
ee26a21855
MAINT: Renamed loader_dispatch to get_loader
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Now it raises a KeyError instead of returning None,
if loader not found.
2015-10-12 16:13:55 -04:00
Richard Frank
2dabda6b76
MAINT: Reworked Term atomicity
2015-10-12 16:11:19 -04:00
Richard Frank
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
Richard Frank
ba0542a641
MAINT: Removed MultiColumnLoader
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since we can use pipeline_loader_dispatch instead
2015-10-12 10:48:29 -04:00
Richard Frank
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
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
1336dfc181
BUG: RSI wasn't even close to working.
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Fixed and added tests.
2015-10-09 20:10:30 -04:00
Eddie Hebert
e33f6dcdcd
MAINT: Move equity data formats out of loader.
...
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
Scott Sanderson
e728e0c1f3
BUG: Fail when passing two Filters to set_screen.
2015-10-07 10:48:42 -04:00
Scott Sanderson
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
Scott Sanderson
096a0d49fd
MAINT: Rename drain_pipeline -> pipeline_output.
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More boring, but *drain* carries a connotation of "get everything",
which is misleading.
2015-10-01 18:03:54 -04:00
Scott Sanderson
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
Scott Sanderson
a40d7e47c1
MAINT: Re-export CustomFactor in zipline.pipeline.
2015-10-01 18:03:54 -04:00
Scott Sanderson
1f6c7ff31f
MAINT: Rename ffc_loader -> pipeline_loader.
2015-10-01 18:03:54 -04:00
Scott Sanderson
2d683961bd
MAINT: More renaming.
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s/FFCEngine/PipelineEngine/
s/FFCLoader/PipelineLoader/
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
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