Scott Sanderson 5547cca779 PERF: Pull out loop-invariant code. ...

This shaves off 20 out of 160 seconds for an algorithm that makes a
large number of large universe, short window_length `history()` calls.

2016-10-26 23:27:33 -04:00

..

bundles

MAINT: Use sort_values instead of sort().

2016-09-20 17:12:07 -04:00

__init__.py

ENH: Updates the cli, data bundles and extensions.

2016-05-03 18:38:24 -04:00

_adjustments.pyx

MAINT: Fix failures/warnings in test_api_shim.py

2016-09-20 17:12:07 -04:00

_equities.pyx

TST: fix data tests

2016-07-25 13:09:55 -04:00

_minute_bar_internal.pyx

ENH: Make reader.get_value raise NoDataOnDate if the date is not in the calendar.

2016-09-14 22:21:43 -04:00

_resample.pyx

PERF: Speedup minute to session sampling.

2016-10-24 09:59:22 -04:00

bar_reader.py

BUG: Makes NoData{Before, After}Date subclass NoDataOnDate (#1507)

2016-09-22 11:43:43 -04:00

benchmarks.py

ENH: Always use Adjusted Close for benchmarks.

2015-10-25 16:37:59 -04:00

continuous_future_reader.py

ENH: Add adjusted history for continuous futures.

2016-10-21 10:18:12 -04:00

data_portal.py

PERF: Pull out loop-invariant code.

2016-10-26 23:27:33 -04:00

dispatch_bar_reader.py

ENH: Add history for continuous futures.

2016-10-16 22:40:08 -04:00

history_loader.py

MAINT: Prevent hiding of KeyError in adjustments.

2016-10-24 11:33:00 -04:00

loader.py

Propagate exceptions in loader to prevent variable reference before use

2016-09-23 15:55:55 -07:00

minute_bars.py

MAINT: Adds option for minute bar writer to not write metadata

2016-09-21 11:31:54 -04:00

resample.py

BUG: Fix session from minute reader's last traded.

2016-10-24 13:58:58 -04:00

session_bars.py

MAINT: Add BarReader base class for both minute and session readers

2016-09-14 13:47:12 -04:00

treasuries_can.py

MAINT: Final polish on loader rewrites.

2015-10-25 16:37:59 -04:00

treasuries.py

MAINT: Use itemgetter instead of homegrown func.

2015-10-25 16:37:59 -04:00

us_equity_pricing.py

BUG: Return NaT instead of None in daily reader.

2016-10-26 17:32:27 -04:00