e86fffc4ca
PERF: Remove or defer calls to get_loc on large indices.
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Mitigation for https://github.com/quantopian/zipline/issues/1503 .
2016-09-21 06:18:31 -04:00
74413695f3
Merge pull request #1339 from quantopian/latest-numpy-pandas
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Latest numpy and pandas
2016-09-20 22:03:49 -04:00
c23dd5beaa
BUG: Remove set_trace and add test coverage.
2016-09-20 17:46:27 -04:00
15b5cbf21b
MAINT: Bump blaze.
2016-09-20 17:12:09 -04:00
70755c5416
MAINT: Silence bad perf warning from pandas.
2016-09-20 17:12:09 -04:00
94e51cf76d
MAINT: Use randint instead of random_integers.
2016-09-20 17:12:09 -04:00
ccd94e6e64
MAINT: Rebuild example data.
2016-09-20 17:12:09 -04:00
d9282ef7e0
BUG: Don't fail on integral floats in event rules.
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Coerce and warn instead.
2016-09-20 17:12:08 -04:00
ae4efffe3e
MAINT: Bump blaze.
2016-09-20 17:12:08 -04:00
99a5957e83
MAINT: Use sort_values instead of sort().
2016-09-20 17:12:08 -04:00
500f7067f0
MAINT: Use df.resample().apply().
2016-09-20 17:12:08 -04:00
f3eeaa233c
MAINT: Fix PerformanceWarning import.
2016-09-20 17:12:08 -04:00
30a1eb66ea
MAINT: Use explicit floats in np.full.
2016-09-20 17:12:08 -04:00
48e12a2604
MAINT: Use specific versions in appveyor.yml.
2016-09-20 17:12:08 -04:00
76f8eaf2d5
BLD: Downgrade to scipy 0.17.
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Anaconda doesn't have windows builds for scipy 0.18 (nor does
conda-forge.)
2016-09-20 17:12:08 -04:00
966c0ceedb
MAINT: Remove outdated compat code.
2016-09-20 17:12:07 -04:00
2e238bfa38
BLD: Update appveyor.yml for new pandas/numpy.
2016-09-20 17:12:07 -04:00
7e2230a763
STY: Fix flake8 failures.
2016-09-20 17:12:07 -04:00
78dd69c5a6
MAINT: Put scipy back in travis reqs.
2016-09-20 17:12:07 -04:00
659c8ae5ee
BLD: Remove old numpy/pandas versions from travis.
2016-09-20 17:12:07 -04:00
72806620ea
DOC: Note where cleanup happens.
2016-09-20 17:12:07 -04:00
aa3e2fe4e7
MAINT: Don't make datetime64 from tz-aware Timestamp.
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It's slow and deprecated.
2016-09-20 17:12:07 -04:00
df76086319
DOC: Typo in comment.
2016-09-20 17:12:07 -04:00
ac256f3855
MAINT: Use errors='coerce'.
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coerce=True is deprecated.
2016-09-20 17:12:07 -04:00
53eb1964d9
MAINT: Temporarily ignore pandas warnings in categoricals.
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Pandas 0.18 doesn't like having null-ish values in categoricals. Fixing
this properly requires re-thinking the semantics for missing_value on
pipeline terms, so we're punting on that until after we've upgraded to
0.18.
2016-09-20 17:12:07 -04:00
0ff13e7fdc
Revert "MAINT: Remove support for custom string Column missing values."
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This reverts commit 1b1e842e2339d6d0ee40cdfe34dcd27b4e4a7c0c.
2016-09-20 17:12:07 -04:00
16f4944232
MAINT: Remove support for custom string Column missing values.
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Pandas 0.18 deprecated passing "null-ish" values to pd.categorical. The
expectation, instead, is that you use categorical's native support for
missing data, which means the user will always get NaN's for missing
entries of the categorical.
A follow-up to this change should probably drop support for custom
missing values entirely and to use LabelArray/categorical for integer
data.
2016-09-20 17:12:07 -04:00
ca54721058
MAINT: Pandas compat for rolling_*.
2016-09-20 17:12:07 -04:00
a39a6e1bbf
MAINT: Pass float to np.full explicitly.
2016-09-20 17:12:07 -04:00
0ace6f7b8f
MAINT: Don't use convert_objects().
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It's not necessary, and it's deprecated.
2016-09-20 17:12:07 -04:00
0c550dc592
MAINT: Fix warnings from numpy labelarray methods.
2016-09-20 17:12:07 -04:00
599d6c59ef
MAINT: Fix warnings from numpy on NaT comparison.
2016-09-20 17:12:07 -04:00
758ed0fffa
MAINT: Pass float explicitly.
2016-09-20 17:12:07 -04:00
9c82960876
MAINT: Use sort_values instead of sort().
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Sort is deprecated.
2016-09-20 17:12:07 -04:00
b5fd0cdbfa
MAINT: Use sort_values() instead of sort().
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pd.DataFrame.sort() is deprecated.
2016-09-20 17:12:07 -04:00
874d2b51f1
MAINT: Pass float explicitly to numpy.
2016-09-20 17:12:07 -04:00
d265abbbf1
MAINT: Use dataframe.iteritems instead of iterkv.
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iterkv is deprecated.
2016-09-20 17:12:07 -04:00
750b410a48
BUG: Use arrays for week/month group calculations.
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In pandas 0.18, the behavior of ``nth()`` changed so that Grouper no
longer can be easily used to recover group labels.
Instead of using the built-in grouper behavior, we use a groupby on two
arrays we build ourselves. This recovers the original behavior, and is
about 2x faster as a bonus.
2016-09-20 17:12:07 -04:00
7fbde3227c
MAINT/TEST: Clarify test_events.
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- Refer to ``sessions`` instead of periods.
- Use ``toolz.concat`` instead of an O(N ** 2) sequence of appends.
2016-09-20 17:12:07 -04:00
989d21514c
MAINT: Pass float to np.full explicitly.
2016-09-20 17:12:07 -04:00
40ef039e46
TEST/MAINT: Silence no_checkpoints warning.
2016-09-20 17:12:07 -04:00
2772975e2d
MAINT: Use float in np.full.
2016-09-20 17:12:07 -04:00
b188381747
MAINT: Pass explicit dtype to np.full.
2016-09-20 17:12:07 -04:00
becf897da9
MAINT: Fix failures/warnings in test_api_shim.py
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- Fixes a warning on indexing with a float that ultimately came from
pd.Timedelta.total_seconds(). Adds ``timedelta_to_integral_seconds``
and ``timedelta_to_integral_minutes()`` functions and replaces various
usages of ``int(delta.total_seconds())`` with them.
- Fixes a warnings triggered in ``_create_daily_stats`` from
passing tz-aware datetimes to np.datetime64.
2016-09-20 17:12:07 -04:00
ccc31152a5
MAINT: Use arange instead of rolling_count.
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It's faster, and rolling_count is deprecated.
2016-09-20 16:24:55 -04:00
f494003c18
MAINT: Update fetcher for pandas 0.18.
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- Remove support for usecols=[].
- Use sort_values instead of sort().
- Use errors='coerce' instead of coerce=True.
2016-09-20 16:24:55 -04:00
930f32f6a1
ENH: Make INT_DTYPES_BY_SIZE_BYTES ordered.
2016-09-20 16:24:55 -04:00
37a2780632
DOC: Update LabelArray docstring.
2016-09-20 16:24:55 -04:00
cc11757b9c
DOC: Remove out of date comment.
2016-09-20 16:24:55 -04:00
36e4f70499
MAINT: Fix numpy deprecation warnings.
2016-09-20 16:24:55 -04:00
Scott Sanderson