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Write fast OHLC aggregator #152
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ghost
assigned wesm
Apr 5, 2012
speed of current OHLC function can be improved:
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wesm
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Apr 6, 2012
wesm
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Apr 14, 2012
* timeseries: (200 commits) TST: don't use deprecated DateRange BUG: fix buglets surfacing from merge RLS: set released to false, bump dev version to 0.8.0 BUG: fix major performance issue in DatetimeIndex.union affecting join performance on irregular indexes, remedying #1046 ENH: add to_datetime method to Index, close #208 ENH: legacy time rule support and refactoring, better alias handling. misc tests, #1041 ENH: to_datetime will convert array of strings and NAs to datetime64 with NaT, close #999 ENH: more datetime64 integration in core data algorithms per #996, close #1035 ENH: handle datetime64 in block formation from dict of arrays in DataFrame constructor, close #1037 BUG: fix broken time_rule usage in legacy DateRange, close #1036 BUG: name inline method something different ENH: initial version of convert_to_annual for pandas, #736 BUG: convert datetime64 -> datetime.datetime for matplotlib, close #1003 ENH: integrate cython ohlc in groupby and test, close #152 ENH: implement Cython OHLC function for groupby #152 ENH: use cython bin groupers, fix bug in DatetimeIndex.__getitem causing slowness, some timeseries vbenches ENH: enable to_datetime to be vectorized, handle NAs, close #858 TST: interactions between array of datetime objects and DatetimeIndex, bug fixes TST: remove errant foo and test_datetime64.py TST: moved test_datetime64.py tests to test_timeseries ...
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To work with GroupBy
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