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Commits on Oct 23, 2024

• Use AWS S3 CLI instead of rclone (or rsync).

  

  Jim White

  committed
  7a2131f

Commits on Oct 4, 2024

• Update README for minute aggs which are working.

  

  Jim White

  committed
  680e9be

• Process by fragment (Hive partition).

  

  Jim White

  committed
  e227328

• Resample and write daily bars from minute (otherwise we can't do adjustments).

  

  Jim White

  committed
  79e80e7

Commits on Oct 3, 2024

• Add polygon_minute example.

  

  Jim White

  committed
  74eb754

• TODO: parallelize this

  

  Jim White

  committed
  3ee82ec

• Grab notes from old dir.

  

  Jim White

  committed
  a7ecddc

• Grab notes from old dir.

  

  Jim White

  committed
  3a3c268

• Use Dataset.to_fragments to process one partition at-a-time.

  

  Jim White

  committed
  b6e4536

• Ingesting by RecordBatches.

  

  Jim White

  committed
  5864101

• Use collapsed to alpha two character keys for partitioning.

  

  Jim White

  committed
  17392ca

• Use partitioning for minute_aggs_by_ticker because a single parquet file is too big.

  

  Jim White

  committed
  14a8fe1

• Minute ingest working again. Shuffle aggs before writing to bcolz is way faster.

  

  Jim White

  committed
  239922d

Commits on Oct 2, 2024

• Rename ingest.py to bundle.py.

  

  Jim White

  committed
  ceb35d4

Commits on Oct 1, 2024

• Bump version for release.

  

  Jim White

  committed
  ea0d969

• Handle tables that are empty after filtering. Change column renaming because some Arrow libs demand all the columns.

  

  Jim White

  committed
  eeaadb1

• A little format fussing.

  

  Jim White

  committed
  657057f

Commits on Sep 30, 2024

• Skip when there are no rows for the selected range.

  

  Jim White

  committed
  4accbfb

Commits on Sep 29, 2024

• Bump version number to 0.1.3. Gotta automate that.

  

  Jim White

  committed
  b3e33f6

• A few tweaks to the README

  

  Jim White

  committed
  295d2e6

• Fixed up Python module packaging so Building zipline-polygon-bundle (0.1.1)

  Show description for 6a6e98c
  

  Jim White

  committed
  6a6e98c

• Add environment name (publishing) for secret access.

  

  Jim White

  committed
  412ba2b

• Add https://github.com/marketplace/actions/poetry-pypi-publish GitHub action.

  

  Jim White

  committed
  014f483

• Prepping for PyPi package creation.

  

  Jim White

  committed
  d2c4b03

• Rather than change filenames now just leave note in case the schema changes.

  

  Jim White

  committed
  2f592d6

Commits on Sep 28, 2024

• Chunk Polygon dividend caches by month so they work better for periodic ingestion.

  

  Jim White

  committed
  3811cc4

• Save concatenated aggregate arrow files with name that has start date/end date in it.

  

  Jim White

  committed
  93fb315

• Move Polygon adjustment helpers to own file.

  

  Jim White

  committed
  ab154e5

• Example to get/update everything for some year(s).

  

  Jim White

  committed
  2bc8261

• Aggregate day aggs which the date is duplicated for a symbol.

  

  Jim White

  committed
  819be44

Commits on Sep 27, 2024

• One step ingest working for day aggs.

  

  Jim White

  committed
  054192f

• Day bar ingestion looking pretty good.

  

  Jim White

  committed
  29a1c3a

• New top level bundle logic (concat to Arrow for day, direct from CSVs for minute).

  

  Jim White

  committed
  19553fc

Commits on Sep 26, 2024

• Use Poetry

  

  Jim White

  committed
  17f564f

Commits on Sep 24, 2024

• Refactor to skip Hive dataset and ingest directly from CSV files begun.

  

  Jim White

  committed
  5d29981

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