Factory function for making binary operator methods on a Filter subclass. Returns a function "binary_operator" suitable for implementing fun

Builds a dict mapping to lists of OwnershipPeriods, from a db table.

Simple of numpy.busday_count that returns `float` arrays rather than int arrays, and handles `NaT`s by returning `NaN`s where the inputs were

If there is a capital change for a given dt, this means the the change occurs before `handle_data` on the given dt. In the case of th

If there is a minimum commission: If the order hasn't had a commission paid yet, pay the minimum commission. If the orde

Can we build an AdjustedArray for a baseline of `dtype``?

Cancel all open orders for a given asset.

Validate that ``requested_dts`` are valid for querying from an FX reader.

confirm that the right number of riskmetrics were calculated for each window length.

Check results for a single column.

Check previous value results for a single column.

Clip (limit) the values in a factor. Given an interval, values outside the interval are clipped to the interval edges. For e

Returns a copy of the array as uint32, applying a scaling factor to maintain precision if supplied.

Given a sid, collect all overwrites that should be applied for this sid at each quarter boundary. Parameters -------

Eq check with a short-circuit for identical objects.

Compute the Pipeline terms in the graph for the requested start and end dates. This is where we do the actual work of runnin

Calculate the number of extra rows needed to compute ``self``. Must return at least ``min_extra_rows``, and the default implementati

Determines the date until which the adjustment at the given date index should be applied for the given quarter. Parameters

Download streaming data from a URL, printing progress information to the terminal. Parameters ---------- url : str A URL

Download data from a URL, returning a BytesIO containing the loaded data. Parameters ---------- url : str A URL that can be

Parameters ---------- *dicts : iterable[dict] A sequence of dicts all sharing the same keys. Returns ------- zipped

Ensures a subdirectory of the working directory. Parameters ---------- path_parts : iterable[str] The parts of th

Return a topologically-sorted list of the terms in ``self`` which need to be computed. Filters out any terms that are alread

Check that the raw value for an asset/date/column triple is as expected. Used by tests to verify data written by a writer.

Take a DataFrame and return a triple of (df.index, df.columns, df.values)

Return a dict of valid kwargs for `f` from a subset of `kwargs` Examples -------- >>> def f(a, b=1, c=2): ... return a + b + c

Find the index of ``dt`` in ``dts``. This function should be used instead of `dts.get_loc(dt)` if the index is large enough that we don'

Build a dict of Adjustment objects in the format expected by AdjustedArray. Returns a dict of the form: {

Build the query URL for Quandl WIKI Prices metadata.

Construct from a file path. Parameters ---------- path : str Path to an HDF5 fx rates file. defa

Return an iterator of SomeFactor instances that should all be the same object.

Creates an AdjustedArray from the given estimates data for the given dates. Parameters ---------- zero_qtr_d

Get a Series of benchmark returns from a file Parameters ---------- filelike : str or file-like object Path to the benchmark

Query the execution environment. Parameters ---------- field : {'platform', 'arena', 'data_frequency', 'star

Computes a lower bound and a DataFrame checkpoints. Parameters ---------- checkpoints : Expr Bound blaze expression for a ch

Look up the returns for a given period. Parameters ---------- start_dt : datetime The inclusive start label.

Load a 1D array of FX rates. Parameters ---------- rate : str Name of the rate to load. quote :

Returns any splits for the given sids and the given dt. Parameters ---------- assets : container Assets

Group a list of sids by asset type. Parameters ---------- sids : list[int] Returns -------

Processes a list of splits by modifying any positions as needed. Parameters ---------- splits: list A list of spl

Ingest data for a given bundle. Parameters ---------- name : str The name of the bundle. environ : mappin

Calculate initial refcounts for execution of this graph. Parameters ---------- initial_terms : iterable[Term]

Loads a previously ingested bundle. Parameters ---------- name : str The name of the bundle. environ : ma

Load collection of Adjustment objects from underlying adjustments db. Parameters ---------- dates : pd.DatetimeIndex

Load data table from zip file provided by Quandl.

To resolve the symbol in the LEVERAGED_ETF list, the date on which the symbol was in effect is needed. Furthermore, to maintain a point

Every event has at least three pieces of data associated with it: 1. sid : The ID of the asset associated with the event. 2. event_date

Create a DataFrame representing assets that all begin at the same start date, but have cascading end dates. Parameters ----------

Make a PipelineLoader that emits random arrays seeded with `seed` for the columns in ``TestingDataSet``.

Convert the asset info dataframe into a dataframe of trade data for each sid, and write to the writer if provided. Write NaNs for locations w