Files
catalyst/tests
Scott Sanderson b40ebdcfce ENH: Add support for downsampling.
Adds a new ``downsample`` method to all computable terms.  Computable
terms (Filters, Factors, and Classifiers) can be downsampled to yearly,
quarterly, monthly, or weekly frequency.

The result of ``term.downsample`` is a new term of the same
family (Filter/Factor/Classifier) as ``term``.  The downsampled term
computes by delegating to the original term; repeatedly calling its
``compute`` method with length-1 date ranges.

Downsampled terms take advantage of a new ``compute_extra_rows`` Term
method, which allows terms to dynamically request that additional extra
rows of themselves be computed based on the dates for which they're
being computed.  This ensures, for example, that a monthly-downsampled
term always computes at the start of a month, even when a
naively-calculated pipeline window would end in the middle of the month.
2016-08-17 16:52:09 -04:00
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