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Quantco / datajudge Public

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Reimplement Kolmogorov Smirnov query logic with sqlalchemy's Language Expression API#44

Merged

kklein merged 20 commits intomainQuantco/datajudge:mainfrom ks_le2Quantco/datajudge:ks_le2Copy head branch name to clipboard

Aug 1, 2022

+293-142

Conversation Commits20 (20)Checks Files changed

Commits

Commits on Jul 28, 2022

Use DataRefereces in function interfaces.
kklein
committed
Seperation of concerns: Fetch counts outside of get_ks_2sample method.
kklein
committed
Adapt formatting for mssql.
kklein
committed
Fix usage of Conditions in tests.
kklein
committed
Undo redundant change.
kklein
committed
Bluntly translate raw string to sqlalchemy language expresions.
kklein
committed
Merge branch 'main' of github.com:Quantco/datajudge into ks_le2
kklein
committed
Bring back the comments.
kklein
committed

Commits on Jul 29, 2022

Modularize selection generation to some degree.
kklein
committed
Enable test of previous bug.
kklein
committed
Extend test.
kklein
committed
Store selection queries.
kklein
committed
Separate generation of cross-cdf selection from ks method.
kklein
committed
Implement test for _cross_cdf_selection.
kklein
committed
Use type annotations as if it was Python 3.8 days.
kklein
committed
Add separate tests for stats module.
kklein
committed
Sort tuple before comparison.
kklein
committed

Commits on Aug 1, 2022

Add doc string to _cdf_selection.
kklein
committed
Check for number of columns in get_column.
kklein
committed
Add link to raw-sql PR.
kklein
committed

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