Commit Graph
6 Commits
Author SHA1 Message Date
Joe JevnikandJoe Jevnik beb4bd8c6e BUG: fix label array code dtype condense 2017-03-08 20:54:57 -05:00
Joe Jevnik a8d6ecd545 ENH: make LabelArray.from_codes_and_metadata public 2017-02-28 23:12:55 -05:00
Joe Jevnik b4ed1fcff3 MAINT: windows definition for log2 2017-02-07 17:01:37 -05:00
Joe Jevnik d378c9fca3 ENH: store the 'codes' for a labelarray in the narrowest int type possible 2017-02-02 20:58:36 -05:00
Scott Sanderson e0aeda4c3e BUG: Fix bytes/unicode issues in py3. 2016-05-05 01:46:35 -04:00
Scott Sanderson 5f190395ad ENH: Add support for strings in Pipeline.
- Adds a new class, ``LabelArray``, which is a subclass of np.ndarray.
  LabelArray is conceptually similar to pandas.Categorical, in that it
  stores data with many duplicate values as indices into an array of
  unique values.  For string data with many duplicates (e.g. time-series
  of tickers or or industry classifications), this provides multiple
  orders of magnitude of improvement when doing string operations,
  especially string comparison/matching operations.

- Adds a new generic object "specialization" for `AdjustedArrayWindow`,
  and a corresponding ObjectOverwrite adjustment.

- Adds a new ``postprocess`` method to ``zipline.pipeline.term.Term``.
  This method is called on the final result of any pipeline expression
  after screen filtering has occurred. The default implementation of
  ``postprocess`` is identity, but Classifier overrides it to coerce
  string columns into pandas.Categoricals before presenting them to the
  user.
2016-05-04 15:50:52 -04:00