- 18 Jul, 2019 1 commit
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Aurélien Campéas authored
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- 16 Jul, 2019 3 commits
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Aurélien Campéas authored
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Aurélien Campéas authored
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Aurélien Campéas authored
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- 12 Jul, 2019 6 commits
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Aurélien Campéas authored
We want it the revision list to happen in `history` to allow tshistory_formula to use it at will (and in a different way).
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Aurélien Campéas authored
This can achieve a nice performance improvement (time and memory wise) since we can query less series. Performance implications: historycache: DELTA all value dates 0.5080251693725586 DELTA 1 day 0.04896068572998047 prune: DELTA all value dates 0.5207259654998779 DELTA 1 day 0.03272509574890137 We lose a bit on the commplete horizon but get nice benefits on the small one. We might want to rewrite the prune function for speed ...
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Aurélien Campéas authored
Also move `_revision` to the private methods zone.
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Aurélien Campéas authored
This opens the door to a new `revisions` parameter which allows to pass a precomputed revisions list.
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Aurélien Campéas authored
We introduce a generic `historycache` providing `get` and `staircase` methods. The `historycache` object embeds the output of a call to `history` for further use. Performance implications: correctness: DELTA all value dates 1.174530267715454 DELTA 1 day 0.05773115158081055 historycache: DELTA all value dates 0.5080251693725586 DELTA 1 day 0.04896068572998047 On the whole horizon we get a nice speed up (> 100%) and even the one day horizon gets slightly faster. This is good.
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Aurélien Campéas authored
We get the base dates from the current series value dates. For each of those we query one point, then concatenate the result. Conceptually much simpler to grasp. Bonus side effect: staircase discrepencies of formula vs alias extensions have disappeared. Performance implications: base: DELTA all value dates 0.9304628372192383 DELTA 1 day 0.10948061943054199 correctness: DELTA all value dates 1.174530267715454 DELTA 1 day 0.05773115158081055 So on the whole horizon we are a tad slower but there is an interesting speedup already in a well-bounded case. This is not bad.
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- 11 Jul, 2019 3 commits
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Aurélien Campéas authored
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Aurélien Campéas authored
It does not make sense to expose them.
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Aurélien Campéas authored
Convenient to have an history as a dataframe.
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- 10 Jul, 2019 1 commit
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Aurélien Campéas authored
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- 09 Jul, 2019 1 commit
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Aurélien Campéas authored
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- 03 Jul, 2019 1 commit
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Aurélien Campéas authored
The only untested command is of course broken.
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- 13 Jun, 2019 5 commits
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Aurélien Campéas authored
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Aurélien Campéas authored
Specializers might need to build their own insert variant using this.
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Aurélien Campéas authored
This will help specializers provide alternate/extended metadata.
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Aurélien Campéas authored
We can leave the old ones in place.
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Aurélien Campéas authored
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- 12 Jun, 2019 1 commit
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Aurélien Campéas authored
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- 05 Jun, 2019 5 commits
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Aurélien Campéas authored
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Aurélien Campéas authored
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Aurélien Campéas authored
This is because of history/diffmode.
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Aurélien Campéas authored
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Aurélien Campéas authored
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- 24 May, 2019 4 commits
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Aurélien Campéas authored
... since we only get one at a time.
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Aurélien Campéas authored
sql is such a fuss...
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Aurélien Campéas authored
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Aurélien Campéas authored
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- 23 May, 2019 5 commits
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Aurélien Campéas authored
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Aurélien Campéas authored
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Aurélien Campéas authored
Rather than just crashing ... This typically happens when there is a discrepancy between some installed lib version and a required version within a dependancy.
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Aurélien Campéas authored
This should be a one-shot operation.
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Aurélien Campéas authored
Since straight out of the db we only get an offset, and the utc timezone is quite implicit. We want it to be explicit since pandas can change it interpretation from version to version (e.g. .23 to .24 in a .loc in the presence of a datetime with offset but no tz). (we know it is utc because: * postgres is configured (see conftest) to UTC * we insert as utc )
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- 21 May, 2019 1 commit
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Aurélien Campéas authored
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- 20 May, 2019 3 commits
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Aurélien Campéas authored
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Aurélien Campéas authored
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Aurélien Campéas authored
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