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Blaze loader #775

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merged 46 commits into from Oct 21, 2015

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llllllllll commented Oct 14, 2015

was #768

@llllllllll llllllllll force-pushed the blaze-loader-i-hate-travis-edition branch from b99b08a to 461250c Oct 14, 2015

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ssanderson commented Oct 16, 2015

This is failing on our internal data (accern impact_score or article_sentiment) with errors like this:

/home/ssanderson/quantopian/qexec/zipline/lib/adjusted_array.pyx in zipline.lib.adjusted_array.Float64AdjustedArray.__cinit__ (zipline/lib/adjusted_array.c:3011)()
    114         if mask is not NOMASK:
    115             if not PyObject_RichCompare(mask.shape, data.shape, Py_EQ):
--> 116                 raise ValueError(
    117                     "Mask shape %s != data shape %s" % (
    118                         (mask.shape[0], mask.shape[1]),

ValueError: Mask shape (253, 8884) != data shape (253, 2835)

My guess is we don't have test coverage for the AssetFinder having data that the Database doesn't have?

@llllllllll llllllllll force-pushed the blaze-loader-i-hate-travis-edition branch from 4d7bb30 to 56a542e Oct 19, 2015

@llllllllll llllllllll force-pushed the blaze-loader-i-hate-travis-edition branch from 56a542e to 420df53 Oct 19, 2015

@llllllllll llllllllll merged commit 420df53 into master Oct 21, 2015

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@llllllllll llllllllll deleted the blaze-loader-i-hate-travis-edition branch Oct 21, 2015

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