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Release Notes

These are the major changes made in each release. For details of the changes see the commit log at https://github.com/kwgoodman/la

la 0.7

Release date: Not yet released, in development

Faster

  • Binary functions (+, -, / , &, ...) for unaligned larrys
  • la.align(), la.add(), la.subtract(), etc for unaligned larrys
  • la.union(), la.intersection()
  • la.align_axis()

Older versions

Release notes from past releases.

la 0.6

Release date: 2012-03-19

New functions

  • la.isaligned() returns True if two larrys are aligned along specified axis
  • la.sortby() sorts a larry by a row or column specified by its label
  • la.align_axis() aligns multiple larrys along (possibly) different axes
  • la.zeros(), la.ones(), la.empty()
  • la.lrange() similar to np.arange() but allows multi-dimensional output

Enhancements

  • larry.lag() now accepts negative lags
  • datime.time and datetime.datetime labels can now be (HDF5) archived
  • la.align() can now skip the axes you do not wish to align
  • Upgrade numpydoc from 0.3.1 to 0.4 to support Sphinx 1.0.1
  • la.farray.ranking() and larry ranking method support axis=None
  • Generate C code with Cython 0.15.1 instead of Cython 0.11
  • Add makefile

Faster

  • larry methods: merge, nan_replace, push, cumsum, cumprod, astype, __rdiv__
  • larry function: cov
  • Numpy array functions: geometric_mean, correlation, covMissing

Breakage from la 0.5

  • optional parameter for larry creation renamed from integrity to validate

Bugs fixes

  • #14 larry.lag() gives wrong output when nlag=0
  • #20 Indexing chokes on lar[:,3:2]
  • #21 Merging two larrys chokes when one is empty
  • #22 Morphing an empty larry chokes lar.morph()
  • #31 la.panel() gives wrong output
  • #35 larry([1, 2]) == 'a' did not return a bool like numpy does
  • #38 Indexing single element of larry with object dtype
  • #39 move_func(myfunc) did not pass kwargs to myfunc when method='loop'
  • #49 setup.py does not install module to load yahoo finance data
  • #50 la.larry([], dtype=np.int).sum(0), and similar reductions, choke
  • #51 -la.larry([True, False]) returns wrong answer

la 0.5

Release date: 2011-04-28

The fifth release of la is faster and adds fast, moving window methods to larry. The cost of the speed and new functionality is that la now requires the Bottleneck package (http://pypi.python.org/pypi/Bottleneck).

Faster

  • sum, mean, std, var, min, max, median, ranking
  • correlation, group_median, demean, demedian, zscore

Moving window

  • fast (Bottleneck): move_sum, move_mean, move_std, move_min, move_max
  • slow (Python): move_ranking, move_median, move_func

New methods and functions

  • la.data.yahoo.quotes(): Given a ticker sequence, return historical Yahoo! quotes (open, close, high, low, volume) as a 3d larry
  • Numpy array functions that ignore NaNs: demean, demedian, and zscore
  • la.unique(): Find the unique elements of a larry
  • larry.tofile(): Save 1d or 2d larry to text file

Enhancements

  • Add optional ddof input parameter to larry.std() and larry.var()
  • Cut import time by 15%

Breakage from la 0.4

  • Bottleneck is now a dependency of la
  • ranking() and group_rank() no longer take a ties input parameter
  • movingsum no longer treats Inf and -Inf as missing values
  • movingsum and movingrank have been deprecated and will be removed in la 0.6; use move_sum and move_ranking instead

Bugs fixes

  • Please report bugs at https://github.com/kwgoodman/la/issues
  • #1 Due to a typo, la.info() crashed if h5py could not be imported
  • #2 larry.sortaxis(None) chopped off singleton dimensions
  • #5 la.farray.lastrank() choked on empty array input
  • #7 larry.quantile() choked on axis=None
  • #8 demean, demedian, zscore choked on 1d input when axis=-1
  • #9 cross_validation docstring refers to old name of function (cv)
  • #10 Unit tests: "Warning: invalid value encountered in..."

la 0.4

Release date: 2010-07-06

The focus of this release was binary operations between unaligned larrys with user control of the join method (five available) and the fill method. A general binary function, la.binaryop(), was added as were the convenience functions add, subtract, multiply, divide. Supporting functions such as la.align(), which aligns two larrys, were also added.

New larry methods

  • ismissing: A bool larry with element-wise marking of missing values
  • take: A copy of the specified elements of a larry along an axis

New functions

  • rand: Random samples from a uniform distribution
  • randn: Random samples from a Gaussian distribution
  • missing_marker: Return missing value marker for the given larry
  • ismissing: A bool Numpy array with element-wise marking of missing values
  • correlation: Correlation of two Numpy arrays along the specified axis
  • split: Split into train and test data along given axis
  • listmap_fill: Index map a list onto another and index of unmappable elements
  • listmap_fill: Cython version of listmap_fill
  • align: Align two larrys using one of five join methods
  • info: la package information such as version number and HDF5 availability
  • binaryop: Binary operation on two larrys with given function and join method
  • add: Sum of two larrys using given join and fill methods
  • subtract: Difference of two larrys using given join and fill methods
  • multiply: Multiply two larrys element-wise using given join and fill methods
  • divide: Divide two larrys element-wise using given join and fill methods

Enhancements

  • listmap now has option to ignore unmappable elements instead of KeyError
  • listmap.pyx now has option to ignore unmappable elements instead of KeyError
  • larry.morph() is much faster as are methods, such as merge, that use it

Breakage from la 0.3

  • Development moved from launchpad to github
  • func.py and afunc.py renamed flarry.py and farray.py to match new flabel.py. Broke: "from la.func import stack"; Did not break: "from la import stack"
  • Default binary operators (+, -, ...) no longer raise an error when no labels overlap

Bug fixes

  • #590270 Index with 1d array bug: lar[1darray,:] worked; lar[1darray] crashed

la 0.3

Release date: 2010-06-04

New larry methods

  • astype: Copy of larry cast to specified type
  • geometric_mean: new method based on existing array function

New functions

  • la.util.resample.cross_validation: k-fold cross validation index iterator
  • la.util.resample.bootstrap: bootstrap index iterator
  • la.util.misc.listmap: O(n) version of map(list1.index, list2)
  • la/src/clistmap.pyx: Cython version of listmap with python fallback

Enhancements

  • Major performance boost in most larry methods!
  • You can now use an optional dtype when creating larrys
  • You can now optionally skip the integrity test when creating a new larry
  • Add ability to compare (==, >, !=, etc) larrys with lists and tuples
  • Documentation and unit tests

Breakage from la 0.2

  • lastrank and lastrank_decay methods combined into one method: lastrank
  • Given shape (n,m) input, lastrank now returns shape (n,) instead of (n,1)
  • geometric_mean now reduces input in the same way as lastrank (see above)

Bug fixes

  • #571813 Three larry methods crashed on 1d input
  • #571737 skiprows missing from parameters section of the fromcsv doc string
  • #571899 label indexing fails when larry is 3d and index is a tuple of len 2
  • #571830 prod, cumprod, and cumsum did not return NaN for all-NaN input
  • #572638 lastrank chokes on input with a shape tuple that contains zero
  • #573240 Reduce methods give wrong output with shapes that contain zero
  • #582579 la.afunc.nans: wrong output for str and object dtype
  • #583596 assert_larry_equal crashed when comparing float larry to str larry
  • #585694 cumsum and cumprod crashed on dtype=int

la 0.2

Release date: 2010-04-27

New larry methods

  • lix : Index into a larry using labels or index numbers or both
  • swapaxes : Swap the two specified axes
  • sortaxis : Sort data (and label) according to label along specified axis
  • flipaxis : Reverse the order of the elements along the specified axis
  • tocsv : Save larry to a csv file
  • fromcsv : Load a larry from a csv file
  • insertaxis : Insert a new axis at the specified position
  • invert : Element by element inverting of True to False and False to True

Enhancements

  • All larry methods can now take nd input arrays (some previously 2d only)
  • Added ability to save larrys with datetime.date labels to HDF5
  • New function (panel) to convert larry of shape (n, m, k) to shape (m*k, n)
  • Expanded documentation
  • Over 280 new unit tests; testing easier with new assert_larry_equal function

Bug fixes

  • #517912: larry([]) == larry([]) raised IndexError
  • #518096: larry.fromdict failed due to missing import
  • #518106: la.larry.fromdict({}) failed
  • #518114: fromlist([]) and fromtuples([]) failed
  • #518135: keep_label crashed when there was nothing to keep
  • #518210: sum, std, var returned NaN for empty larrys; now return 0.0
  • #518215: unflatten crashed on an empty larry
  • #518442: sum, std, var returned NaN for shapes that contain zero: (2, 0, 3)
  • #568175: larry.std(axis=-1) and var crashed on negative axis input
  • #569622: Negative axis input gave wrong output for several larry methods

la 0.1

Release date: 2010-02-03

This is the first release of the la package.

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