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Author SHA1 Message Date
Stewart Douglasandjfkirk ee9c79a6f8 MAINT: Reduce end_date int for SQLite Python3.3 compatibility 2015-09-10 11:53:27 -04:00
Stewart Douglasandjfkirk 593e114f0a BLD: Include sqlalchemy and toolz in .travis.yml 2015-09-10 11:53:27 -04:00
Stewart Douglasandjfkirk d3516959a3 MAINT: Don't set string to upper before writing, remove unused libs 2015-09-10 11:53:27 -04:00
Stewart Douglasandjfkirk 3224085a1d ENH: Check whether identifier columns provided in DataFrame 2015-09-10 11:53:27 -04:00
Stewart Douglasandjfkirk 7be2cf8652 MAINT: Allow algo.run() to write to db 2015-09-10 11:53:27 -04:00
Stewart Douglasandjfkirk 1ef2274d11 MAINT: Update tests to conform to new reader/writer structure 2015-09-10 11:53:26 -04:00
Stewart Douglasandjfkirk 8ccdae9870 MAINT: Change defaults when parsing kwargs in TradingEnvironment 2015-09-10 11:53:26 -04:00
Stewart Douglasandjfkirk bd7be19198 ENH: Allow write_data to consume DataFrames 2015-09-10 11:53:26 -04:00
Stewart Douglasandjfkirk 92f99e62f0 MAINT: AssetFinder should not write to db 2015-09-10 11:53:26 -04:00
Stewart Douglasandjfkirk 9d313ab877 BUG: Various bug fixes to assets.py 
Bug fixes include:
	- Do not call float on tuples
	- Correct indentation
	- Do not call value() on int
	- Use fuzzy correctly
	- Use symbol for lookup
	- Ensure we raise Error
 2015-09-10 11:53:26 -04:00
Stewart Douglasandjfkirk 16488d9053 ENH: Base new sid creation on existing sids in database 2015-09-10 11:53:26 -04:00
Stewart Douglasandjfkirk 1d958bd7eb ENH: Allow AssetDBWriterFromList to consume Assets 2015-09-10 11:53:26 -04:00
Stewart Douglasandjfkirk aa110dd149 ENH: Add init_db to transaction so table exists=>it has also been written to 2015-09-10 11:53:26 -04:00
Stewart Douglasandjfkirk 667f0695d5 BUG: Avoid NOT NULL violation by checking for data first 2015-09-10 11:53:26 -04:00
Stewart Douglasandjfkirk e5875af784 DOC: Documentation improvements 2015-09-10 11:53:26 -04:00
Stewart Douglasandjfkirk e529df06ea ENH: Add autoload=True for compatibility with SQLAlchemy < 1.0.0 2015-09-10 11:53:25 -04:00
Stewart Douglasandjfkirk ded6f8543f BUG: Cast datetime to Timestamp to call value 2015-09-10 11:53:25 -04:00
Stewart Douglasandjfkirk 3af8b6d6c8 DEP: Remove unecessary calls to write_data 2015-09-10 11:53:25 -04:00
Stewart Douglasandjfkirk 1c512c5478 TST: Update test_algorithm.py to incorporate TradingEnvironment.write_data 2015-09-10 11:53:25 -04:00
Stewart Douglasandjfkirk c8b88432cc BUG: Account for sid == 0 in if statement 2015-09-10 11:53:25 -04:00
Stewart Douglasandjfkirk 4300ab357a BUG: Convert sqlalchemy RowProxy to dict for assignment 2015-09-10 11:53:25 -04:00
Stewart Douglasandjfkirk 46346ecb5d BUG: Ensure symbols are made upper case in db 2015-09-10 11:53:25 -04:00
Stewart Douglasandjfkirk 678aec2cae MAINT: Convert dates to INTs for SQLite and set default end_date 2015-09-10 11:53:25 -04:00
Stewart Douglasandjfkirk 32b663c5ca MAINT: Enforce uniqueness of sid column 2015-09-10 11:53:25 -04:00
Stewart Douglasandjfkirk 501fd58fdf ENH: Replace update_asset_finder with write_data 
The write_data methods invokes the relevant AssetDBWriter subclass
to write data to the database. update_asset_finder is no longer
a relevant method since the AssetFinder is strictly a reader class.
 2015-09-10 11:53:24 -04:00
Stewart Douglasandjfkirk 9660447ed0 MAINT: Ensure correct pandas.DataFrame is returned 2015-09-10 11:53:24 -04:00
Stewart Douglasandjfkirk a8f60366cd MAINT: Remove call to write_all when initializing db 2015-09-10 11:53:24 -04:00
Stewart Douglasandjfkirk d55920a43b ENH: Return namedtuple from load methods 2015-09-10 11:53:24 -04:00
Stewart Douglasandjfkirk b658f579d2 ENH: Consolidate logic into load_data method 2015-09-10 11:53:24 -04:00
Stewart Douglasandjfkirk 59f5a9683b DEP: Remove legacy writer classes 2015-09-10 11:53:24 -04:00
Stewart Douglasandjfkirk 47ed3a2fdb ENH: Update AssetDBWriterFromList to consume identifiers 
Allow consumption of a list of identifiers, including assigning
sids if necessary.
 2015-09-10 11:53:24 -04:00
Stewart Douglasandjfkirk 8fc97b99b2 MAINT: Default constraints=True in AssetDBWriter 2015-09-10 11:53:24 -04:00
Stewart Douglasandjfkirk 38f3e6c713 ENH: Add UNIQUE and NOT NULL constraints 2015-09-10 11:53:24 -04:00
llllllllllandjfkirk ee4aa7327b MAINT: more bugfixes 2015-09-10 11:53:23 -04:00
llllllllllandjfkirk 9cd3707440 BLD: Adds sqlalchemy to reqs 2015-09-10 11:53:23 -04:00
llllllllllandjfkirk 874abee1d8 BUG: itemgetter is in operator 2015-09-10 11:53:23 -04:00
Stewart Douglasandjfkirk fc8ea9b39b MAINT: Remove NOT NULL constraint when constraints=False 2015-09-10 11:53:23 -04:00
llllllllllandjfkirk dd956116b7 ENH: sqlalchemy 2015-09-10 11:53:23 -04:00
Stewart Douglasandjfkirk 17c6ecbfff STY: Formating changes 2015-09-10 11:53:23 -04:00
Stewart Douglasandjfkirk 06894c301e DEP: Stop exporting deprecated methods 2015-09-10 11:53:23 -04:00
Stewart Douglasandjfkirk 4b763f4138 ENH: Update load_data method 2015-09-10 11:53:23 -04:00
Stewart Douglasandjfkirk 97e980751f MAINT: Integrate asset writer changes into TradingEnvironment 2015-09-10 11:53:23 -04:00
Stewart Douglasandjfkirk abcb6704e8 TST: Modify tests given new AssetFinder behavior 2015-09-10 11:53:22 -04:00
Stewart Douglasandjfkirk f12c9aa0b7 ENH: Create AssetDBWriterFromDataFrame class 2015-09-10 11:53:22 -04:00
Stewart Douglasandjfkirk ad28d5ee0a ENH: Remove all writing functionality from AssetFinder 2015-09-10 11:53:22 -04:00
Stewart Douglasandjfkirk 696d8f2846 MAINT: Insert data into asset_router 2015-09-10 11:53:22 -04:00
Stewart Douglasandjfkirk 449400426d ENH: Enable fuzzy matching for equities 2015-09-10 11:53:22 -04:00
Stewart Douglasandjfkirk c8cb2d92dd MAINT: Use raw SQL driver rather than pandas to_sql method 
Allows us to create an SQL transaction to avoid errors
from race conditions.
 2015-09-10 11:53:22 -04:00
Stewart Douglasandjfkirk 746f70a133 ENH: Create AssetDBWriter class 
The AssetDBWriter class and its subclasses will
ultimately be responsible for creating the SQLite
database tables and writing data to these tables.

In the longer term AssetDBWriter and AssetFinder will
be decoupled, sharing only an SQLite connection.
However, for backward compatibility reasons this has
not yet been fully implemented.

Modify tests since AssetFinder no longer has a
metadata_cache attribute.
 2015-09-10 11:53:22 -04:00
Stewart Douglas 45adc57267 TST: Simulate running an algo using scripts/run_algo.py 
Previously we have not had test coverage of the parse_args() or
run_pipeline() functions invoked when running scripts/run_algo.py.
 2015-09-10 11:47:45 -04:00