ebbe85b79a
TST: add test for datetime array and update test
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TST: fix quarter normalization test
TST: change test name
BUG: remove arg
BUG: look at dict keys
TST: add test for windowing
MAINT: raise ValueError instead of asserting
TST: add assertion to check windowing
TST: parametrize test over number of quarters forward/back.
BUG: fix adjustment calculation logic for quarter crossovers.
TST: add test for previous quarter windows
BUG: fix bugs in calculating previous windows
BUG: fix missing value for datetime
TST: add test case for missing quarter
2016-09-27 09:54:41 -04:00
199c775fbf
ENH: add adjustment for datetime64 arrays
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BUG: fix adjustment start index
2016-09-27 09:54:40 -04:00
2975f9b2fd
TST: add test for 1d array overwrite
2016-09-27 09:54:40 -04:00
e53d7fc9b2
ENH: add an adjustment for float64 2d arrays.
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BUG: fix syntax error
MAINT: optimize code for cython
2016-09-27 09:54:39 -04:00
d578463dcf
TST: add cases for shifting release dates
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BUG: fix bugs in blaze loader
BUG: call correct method
MAINT: explicitly cast dates column
MAINT: modify code to comply with pandas 0.16.1
2016-09-27 09:54:38 -04:00
863da5932c
TST: add tests for quarter rotation logic
2016-09-27 09:54:37 -04:00
6454fca6dc
TST: add tests for quarter estimates
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MAINT: modify algorithm for calculating previous releases
BUG: fix quarter calculation logic
2016-09-27 09:54:36 -04:00
6c6a33c73b
ENH: add loader for estimates
2016-09-27 09:45:12 -04:00
1942029dbb
Merge pull request #1513 from jkleint/patch-1
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Propagate exceptions in loader to prevent variable reference before use
2016-09-26 10:36:03 -04:00
cf546c7e40
Propagate exceptions in loader to prevent variable reference before use
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`data.loader.ensure_benchmark_data()` was trying to use data after an exception was raised loading it. The code was logging and swallowing exceptions; this re-raises.
2016-09-23 15:55:55 -07:00
be0ecb61be
PERF: Replace get_loc calls in calc_dividend_ratios with get_indexer ( #1510 )
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We can make a single vectorized call outside of the loop, instead of
repeatedly calling get_loc inside it.
2016-09-22 19:05:43 -04:00
ac9d8418b1
Merge pull request #1508 from quantopian/forward-window-safety-in-demean
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BUG: F.window_safe implies f.demean().window_safe.
2016-09-22 13:50:30 -04:00
49cd8e138b
BUG: F.window_safe implies f.demean().window_safe.
2016-09-22 12:41:50 -04:00
ca5f98be8c
BUG: Makes NoData{Before, After}Date subclass NoDataOnDate ( #1507 )
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This allows us to catch and handle all three of these exceptions in
`calc_dividend_ratios`.
2016-09-22 11:43:43 -04:00
9d7049a872
Merge pull request #1500 from quantopian/make-metadata-optional
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MAINT: Adds option for minute bar writer to not write metadata
2016-09-21 12:40:19 -04:00
9f77473ae6
Merge pull request #1502 from quantopian/remove-future-chain
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MAINT: Remove `future_chain` API method.
2016-09-21 11:44:57 -04:00
518b1d78ac
MAINT: Adds option for minute bar writer to not write metadata
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With the addition of the truncate function, there are cases where we'll
want to construct a BcolzMinuteBarWriter to call truncate, without
gathering all the metadata. This commit adds a write_metadata arg to its
init, which is True by default. If False is specified, no metadata is
written.
Requires adding logic to truncate to update end_session in metadata to
the truncate date.
2016-09-21 11:31:54 -04:00
098758b3ce
Merge pull request #1505 from quantopian/blaze-it
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MAINT: Put us back on blaze master.
2016-09-21 11:18:27 -04:00
f4daf10e2f
MAINT: Remove future_chain API method.
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`future_chain` will be replaced by the as yet to be implemented method,
`data.current_chain`
Also removing `FutureChain` which will be replaced by another version
which only supports indexing and iteration.
2016-09-21 11:08:34 -04:00
700260cc71
MAINT: Put us back on blaze master.
2016-09-21 10:46:57 -04:00
f3c4381b24
Merge pull request #1477 from quantopian/init-1.0.3-release-notes
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DOC: Add skeleton for 1.0.3 release notes.
2016-09-21 10:36:31 -04:00
5c77b36ce9
Merge pull request #1494 from quantopian/remove-unused-update-dividends
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MAINT: Remove unused method.
2016-09-21 10:36:12 -04:00
50457e27af
Merge pull request #1504 from quantopian/pandas18-memory-stopgaps
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PERF: Remove or defer calls to get_loc on large indices.
2016-09-21 10:18:57 -04:00
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
Maya Tydykov