arctic 1.82.2

AHL Research Versioned TimeSeries and Tick store

Development moved to ArcticDB GitHub Repository

This repository and project are now in maintenance mode. Development has migrated to ArcticDB.

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Information on how to set up, install and use Arctic has been moved to README-arctic.md.

Changelog

1.82.2 (2024-02-01)

• Release: #1022 Prepare release 1.82.2
• Perf: #1021 Improve performance of Tickstore read
• Bugfix: #1019 Remove failing requirements.txt versions
• Docs: #1019 Updated links to ArcticDB website and docs
• Docs: #1017 Fix doc for chunkstore's list_symbols

1.82.1 (2023-10-09)

• Release: #1014 Prepare release 1.82.1
• Bugfix: #1013 Fix serialized tz name for index timezones of dateutil.timezone.tzutc()
• Bugfix: #1013 Fix serialized tz name for single-level index timezones of dateutil.timezone.gettz("UTC")

1.82.0 (2023-07-24)

• Release: #1012 version 1.82.0
• Compatibility: update pinning from pandas<1.1, to pandas<2
• Compatibility: update pinning from numpy<1.19 to numpy<2
• Build: specify which version of python/numpy/pandas to test
• Bugfix: #887 #928 resolve import error on pandas.Panel, Panel was removed in pandas 1.0
• Bugfix: fix pandas get_timezone() argument cannot be None
• Bugfix: fix np.float/np.int/np.book depreciations
• Bugfix: fix numpy tostring() is deprecated. Use tobytes() instead.
• Bugfix: numpy.testing.utils is deprecated
• Bugfix: pandas.util.testing is deprecated
• Cleanup: remove async_benchmark

1.81.2 (2023-05-11)

• Feature: #1000, #1001, #1002, #1003, #1007, #1008 ArcticDB docs, links etc
• Bugfix: #1009 force CircleCI to install tzlocal==4.2

1.81.1 (2023-03-13)

• Feature: #996 release wheel to pypi as well as tar.gz, egg.

1.81.0 (2023-03-10)

• Bugfix: #979 fix circleci mongo install
• Feature: #980 get testpack running with mongod 4.4.18
• Bugfix: #985 suppress FutureWarning for Panel import
• Bugfix: #989 VersionStore slow snapshot delete add new index
• Bugfix: #806, #990 DateTimeIndex tz serialization

1.80.5 (2022-09-05)

• Feature: #950 remove all traces of python 2.7 and six package
• Feature: #959 add python 3.8 support
• Feature: #962 pin pandas<1.1.0, numpy<1.19.0

1.80.4 (2022-01-25)

• Bugfix: #940 fix rows per chunk causing divide by zero
• Feature: #943 check markdown rendering of README.md and CHANGES.md in build
• Bugfix: #946 move test dependencies to tests_require

1.80.3 (2022-01-20)

• Feature: #941 use named index for VersionStore to avoid 127 max fully qualified index name
• Bugfix: #935, #936 fixed README.md rendering which was preventing pypi upload

1.80.2 (2022-01-10)

• Bugfix: #932 revert serialization-optimization (#909, #910)

1.80.1 (2021-12-09)

• Bugfix: #855 use IXSCAN for list_symbols which speeds up snapshotting (actually #856)
• Bugfix: #926 avoid pathologically slow count_documents() call with pymongo > 3.6.0

1.80.0 (2021-10-28)

• Feature: #919 Add CircleCI badge to README.md
• Feature: #917 Add CircleCI build
• Bugfix: #910 Fix column subsetting bug
• Bugfix: #909 Speedup FrameToArray serialiser for ChunkStore by removing intermediate DataFrame construction
• Bugfix: #902 Chunkstore-read-speedup
• Bugfix: #872 Do not spam if not permissioned on cache db
• Bugfix: #874 Pickle protocol 5 not supported in 3.7 and below
• Bugfix: Handle uninitialized cache object
• Feature: #897 Pin numpy 1.18.4
• Feature: #897 Pin pandas 1.0.3
• Bugfix: #881 Fix for issue #815
• Bugfix: #875 Fix flake8 errors

1.79.4 (2020-12-01)

• Bugfix: Update code to work with latest version of pandas
• Bugfix: Fix missing column handling in numpy serializer

1.79.3 (2019-12-6)

• Bugfix: #832 Bytes to unicode for pd.Series
• Feature: #825 Max BSON size configurable
• Bugfix: #823 Don't retry bulk write errors
• Feature: #802 kwargs passed through to iterators in chunkstore

1.79.2 (2019-05-21)

• Feature: Allow list_library caching to be tunable via a settings collection.
• Bugfix: #777: Handle empty columns in dataframes

1.79.1 (2019-05-03)

• Bugfix: Pandas convert multiindexes to unicode if flag set.

1.79 (2019-05-02)

• Bugfix: #765 Pandas data columns require encoding to convert to unicode.

1.78 (2019-05-02)

• Bugfix: Use the default encoding (ascii) instead of bytes for unpickling.

1.77 (2019-05-01)

• Bugfix: pypandoc not rendering README correctly for PYPI
• Bugfix: #744 get_info on an empty dataframe raises an exception
• Bugfix: #751 Handle unpickling py2 datetime and other object types with latin1
• Bugfix: #598 Add an option to convert py2 str to py3 str (unicode type) on read.

1.74 (2019-02-28)

• Bugfix: #712 Pandas deprecation warning in chunkstore serializer
• BugFix: #670 Lots of pycodestyle fixes
• BugFix: #691 Fix arrays_to_mgr for pandas 0.23.4+
• BugFix: #698 Fix no handler in logging warning
• BugFix: #705 Use sort_index instead of sortlevel_
• BugFix: #710: Initialize SEGMENT_SHA in versions for writes and appends
• Feature: #669 Experimental initial implementation of async arctic
• Feature: #704 Do not enable sharding by default in BSONStore.
• Feature: #688 Remove Chunkstore check for issue #422
• Feature: #717 Add a best effort cache for list_libraries
• Bugfix: #722 Exception while reading a column from chunkstore with a column missing in the chunk

1.73 (2018-11-27)

• Bugfix: #658 Write/append errors for Panel objects from older pandas versions
• Feature: #653 Add version meta-info in arctic module
• Feature: #663 Include arctic numerical version in the metadata of the version document
• Feature: #650 Implemented forward pointers for chunks in VersionStore (modes: enabled/disabled/hybrid)

1.72 (2018-11-06)

• Feature: #577 Added implementation for incremental serializer for numpy records
• Bugfix: #648 Fix issue with Timezone aware Pandas types, which don't contain hasobject attribute

1.71 (2018-11-05)

• Bugfix: #645 Fix write errors for Pandas DataFrame that has mixed object/string types in multi-index column

1.70 (2018-10-30)

• Bugfix: #157 Assure that serialized dataframes remain value-equivalent (e.g. avoid NaN --> 'nan' in mixed string columns)
• Bugfix: #608 Ensure Arctic performs well with MongoDB 3.6 (sorting)
• Bugfix: #629 Column kwarg no longer modified
• Bugfix: #641 DateRange.intersection open/closed range fix
• Feature: #493 Can pass kwargs when calling MongoClient, e.g. for ssl
• Feature: #590 Faster write handler selection for DataFrames with objects
• Feature: #604 Improved handling handling for pickling serialization decidions

1.69 (2018-09-12)

• Docs: VersionStore documentation
• Bugfix: Issue #612 ThreadPool should be created by process using it
• Feature: Upsert option on appends in ChunkStore

1.68 (2018-08-17)

• Feature: #553 Compatibility with both the new and old LZ4 API
• Feature: #571 Removed the Cython LZ4 code, use the latest python-lz4
• Feature: #557 Threadpool based compression. Speed imrpovement and tuning benchmarks.
• Bugfix: fix tickstore unicode handling, support both unicode and utf-8 arrays
• Bugfix: #591 Fix tickstore reads not returning index with localized timezone
• Feature: #595 add host attribute to VersionedItem.
• Bugfix: #594 Enable sharding on chunkstore

1.67.1 (2018-07-11)

• Bugfix: #579 Fix symbol corruption due to restore_version and append
• Bugfix: #584 Fix list_versions for a snapshot after deleting symbols in later versions

1.67 (2018-05-24)

• Bugfix: #561 Fix PickleStore read corruption after write_metadata

1.66 (2018-05-21)

• Bugfix: #168 Do not allow empty string as a column name
• Bugfix: #483 Remove potential floating point error from datetime_to_ms
• Bugfix: #271 Log when library doesnt exist on delete
• Feature: MetaDataStore: added list_symbols with regexp, as_of and metadata fields matching filters
• Feature: Support for serialization of DataFrames in Pandas 0.23.x

1.65 (2018-04-16)

• Bugfix: #534 VersionStore: overwriting a symbol with different dtype (but same data format) does not raise exceptions anymore
• Bugfix: #531 arctic_prune_versions: clean broken snapshot references before pruning
• Bugfix: setup.py develop in a conda environment on Mac
• Feature: #490 add support to numpy 1.14

1.63 (2018-04-06)

• Bugfix: #521 Clang 6.0 compiler support on macOS
• Feature: #510 VersionStore: support multi column in pandas DataFrames

1.62 (2018-3-14)

• Bugfix: #517 VersionStore: append does not duplicate data in certain corner cases
• Bugfix: #519 VersionStore: list_symbols speed improvement and fix for memory limit exceed

1.61 (2018-3-2)

• Feature: #288 Mapping reads and writes over chunks in chunkstore
• Bugfix: #508 VersionStore: list_symbols and read now always returns latest version
• Bugfix: #512 Improved performance for list_versions
• Bugfix: #515 VersionStore: _prune_previous_versions now retries the cleanup operation

1.60 (2018-2-13)

• Bugfix: #503 ChunkStore: speedup check for -1 segments
• Feature: #504 Increasing number of libraries in Arctic to 5000.

1.59 (2018-2-6)

• Bugfix: Increase performance of invalid segment check in chunkstore
• Bugfix: #501 Fix the spurious data integrity exceptions at write path, due to moving chunks form the balancer

1.58 (2018-1-15)

• Bugfix: #491 roll back the use of frombuffer to fromstring, fixes the read-only ndarray issue

1.57 (2018-1-11)

• Feature: #206 String support for tickstore
• Bugfix: #486 improve mongo_retry robustness with failures for version store write/append

1.56 (2017-12-21)

• Bugfix: #468 Re-adding compatibility for pandas 0.20.x
• Bugfix: #476 Ensure we re-auth when a new MongoClient is created after fork

1.55 (2017-12-14)

• Bugfix: #439 fix cursor timeouts in chunkstore iterator
• Bugfix: #450 fix error in chunkstore delete when chunk range produces empty df
• Bugfix: #442 fix incorrect segment values in multi segment chunks in chunkstore
• Feature: #457 enchances fix for #442 via segment_id_repair tool
• Bugfix: #385 exceptions during quota statistics no longer kill a write
• Feature: PR#161 TickStore.max_date now returns a datetime in the 'local' timezone
• Feature: #425 user defined metadata for tickstore
• Feature: #464 performance improvement by avoiding unnecessary re-authentication
• Bugfix: #250 Added multiprocessing safety, check for initialized MongoClient after fork.
• Feature: #465 Added fast operations for write only metadata and restore symbol to a version

1.54 (2017-10-18)

• Bugfix: #440 Fix read empty MultiIndex+tz Series

1.53 (2017-10-06)

• Perf: #408 Improve memory performance of version store's serializer
• Bugfix #394 Multi symbol read in chunkstore
• Bugfix: #407 Fix segment issue on appends in chunkstore
• Bugfix: Inconsistent returns on MetadataStore.append
• Bugfix: #412 pandas deprecation and #289 improve exception report in numpy record serializer
• Bugfix: #420 chunkstore ignoring open interval date ranges
• Bugfix: #427 chunkstore metadata not being correctly replaced during symbol overwrite
• Bugfix: #431 chunkstore iterators do not handle multi segment chunks correctly

1.51 (2017-08-21)

• Bugfix: #397 Remove calls to deprecated methods in pymongo
• Bugfix: #402 Append to empty DF fails in VersionStore

1.50 (2017-08-18)

• Feature: #396 MetadataStore.read now supports as_of argument
• Bugfix: #397 Pin pymongo==3.4.0

1.49 (2017-08-02)

• Feature: #392 MetadataStore
• Bugfix: #384 sentinels missing time data on chunk start/ends in ChunkStore
• Bugfix: #382 Remove dependency on cython being pre-installed
• Bugfix: #343 Renaming libraries/collections within a namespace/database

1.48 (2017-06-26)

• BugFix: Rollback #363, as it breaks multi-index dataframe
• Bugfix: #372 OSX build improvements

1.47 (2017-06-19)

• Feature: Re-introduce #363 concat flag, essentially undo-ing 1.45
• BugFix: #377 Fix broken replace_one on BSONStore and add bulk_write

1.46 (2017-06-13)

• Feature: #374 Shard BSONStore on _id rather than symbol

1.45 (2017-06-09)

• BugFix: Rollback #363, which can cause ordering issues on append

1.44 (2017-06-08)

• Feature: #364 Expose compressHC from internal arctic LZ4 and remove external LZ4 dependency
• Feature: #363 Appending older data (compare to what's exist in library) will raise. Use concat=True to append only the new bits
• Feature: #371 Expose more functionality in BSONStore

1.43 (2017-05-30)

• Bugfix: #350 remove deprecated pandas calls
• Bugfix: #360 version incorrect in empty append in VersionStore
• Feature: #365 add generic BSON store

1.42 (2017-05-12)

• Bugfix: #346 fixed daterange subsetting error on very large dateframes in version store
• Bugfix: #351 $size queries can't use indexes, use alternative queries

1.41 (2017-04-20)

• Bugfix: #334 Chunk range param with pandas object fails in chunkstore.get_chunk_ranges
• Bugfix: #339 Depending on lz4<=0.8.2 to fix build errors
• Bugfix: #342 fixed compilation errors on Mac OSX
• Bugfix: #344 fixed data corruption problem with concurrent appends

1.40 (2017-03-03)

• BugFix: #330 Make Arctic._lock reentrant

1.39 (2017-03-03)

• Feature: #329 Add reset() method to Arctic

1.38 (2017-02-22)

• Bugfix: #324 Datetime indexes must be sorted in chunkstore
• Feature: #290 improve performance of tickstore column reads

1.37 (2017-1-31)

• Bugfix: #300 to_datetime deprecated in pandas, use to_pydatetime instead
• Bugfix: #309 formatting change for DateRange __str__
• Feature: #313 set and read user specified metadata in chunkstore
• Feature: #319 Audit log support in ChunkStor
• Bugfix: #216 Tickstore write fails with named index column

1.36 (2016-12-13)

• Feature: Default to hashed based sharding
• Bugfix: retry socket errors during VersionStore snapshot operations

1.35 (2016-11-29)

• Bugfix: #296 Cannot compress/decompress empty string

1.34 (2016-11-29)

• Feature: #294 Move per-chunk metadata for chunkstore to a separate collection
• Bugfix: #292 Account for metadata size during size chunking in ChunkStore
• Feature: #283 Support for all pandas frequency strings in ChunkStore DateChunker
• Feature: #286 Add has_symbol to ChunkStore and support for partial symbol matching in list_symbols

1.33 (2016-11-07)

• Feature: #275 Tuple range object support in DateChunker
• Bugfix: #273 Duplicate columns breaking serializer
• Feature: #267 Tickstore.delete returns deleted data
• Dependency: #266 Remove pytest-dbfixtures in favor of pytest-server-fixtures

1.32 (2016-10-25)

• Feature: #260 quota support on Chunkstore
• Bugfix: #259 prevent write of unnamed columns/indexes
• Bugfix: #252 pandas 0.19.0 compatibility fixes
• Bugfix: #249 open ended range reads on data without index fail
• Bugfix: #262 VersionStore.append must check data is written correctly during repack
• Bugfix: #263 Quota: Improve the error message when near soft-quota limit
• Perf: #265 VersionStore.write / append don't aggressively add indexes on each write

1.31 (2016-09-29)

• Bugfix: #247 segmentation read fix in chunkstore
• Feature: #243 add get_library_type method
• Bugfix: more cython changes to handle LZ4 errors properly
• Feature: #239 improve chunkstore's get_info method

1.30 (2016-09-26)

• Feature: #235 method to return chunk ranges on a symbol in ChunkStore
• Feature: #234 Iterator access to ChunkStore
• Bugfix: #236 Cython not handling errors from LZ4 function calls

1.29 (2016-09-20)

• Bugfix: #228 Mongo fail-over during append can leave a Version in an inconsistent state
• Feature: #193 Support for different Chunkers and Serializers by symbol in ChunkStore
• Feature: #220 Raise exception if older version of arctic attempts to read unsupported pickled data
• Feature: #219 and #220 Support for pickling large data (>2GB)
• Feature: #204 Add support for library renaming
• Feature: #209 Upsert capability in ChunkStore's update method
• Feature: #207 Support DatetimeIndexes in DateRange chunker
• Bugfix: #232 Don't raise during VersionStore #append(...) if the previous append failed

1.28 (2016-08-16)

• Bugfix: #195 Top level tickstore write with list of dicts now works with timezone aware datetimes

1.27 (2016-08-05)

• Bugfix: #187 Compatibility with latest version of pytest-dbfixtures
• Feature: #182 Improve ChunkStore read/write performance
• Feature: #162 Rename API for ChunkStore
• Feature: #186 chunk_range on update
• Bugfix: #189 range delete does not update symbol metadata

1.26 (2016-07-20)

• Bugfix: Faster TickStore querying for multiple symbols simultaneously
• Bugfix: TickStore.read now respects allow_secondary=True
• Bugfix: #147 Add get_info method to ChunkStore
• Bugfix: Periodically re-cache the library.quota to pick up any changes
• Bugfix: #166 Add index on SHA for ChunkStore
• Bugfix: #169 Dtype mismatch in chunkstore updates
• Feature: #171 allow deleting of values within a date range in ChunkStore
• Bugfix: #172 Fix date range bug when querying dates in the middle of chunks
• Bugfix: #176 Fix overwrite failures in Chunkstore
• Bugfix: #178 - Change how start/end dates are populated in the DB, also fix append so it works as expected.
• Bugfix: #43 - Remove dependency on hardcoded Linux timezone files

1.25 (2016-05-23)

• Bugfix: Ensure that Tickstore.write doesn't allow out of order messages
• Bugfix: VersionStore.write now allows writing 'None' as a value

1.24 (2016-05-10)

• Bugfix: Backwards compatibility reading/writing documents with previous versions of Arctic

1.22 (2016-05-09)

• Bugfix: #109 Ensure stable sort during Arctic read
• Feature: New benchmark suite using ASV
• Bugfix: #129 Fixed an issue where some chunks could get skipped during a multiple-symbol TickStore read
• Bugfix: #135 Fix issue with different datatype returned from pymongo in python3
• Feature: #130 New Chunkstore storage type

1.21 (2016-03-08)

• Bugfix: #106 Fix Pandas Panel storage for panels with different dimensions

1.20 (2016-02-03)

• Feature: #98 Add initial_image as optional parameter on tickstore write()
• Bugfix: #100 Write error on end field when writing with pandas dataframes

1.19 (2016-01-29)

• Feature: Add python 3.3/3.4 support
• Bugfix: #95 Fix raising NoDataFoundException across multiple low level libraries

1.18 (2016-01-05)

• Bugfix: #81 Fix broken read of multi-index DataFrame written by old version of Arctic
• Bugfix: #49 Fix strifying tickstore

1.17 (2015-12-24)

• Feature: Add timezone suppport to store multi-index dataframes
• Bugfix: Fixed broken sdist releases

1.16 (2015-12-15)

• Feature: ArticTransaction now supports non-audited 'transactions': audit=False

with ArcticTransaction(Arctic('hostname')['some_library'], 'symbol', audit=False) as at:
...

 This is useful for batch jobs which read-modify-write and don't want to clash with
 concurrent writers, and which don't require keeping all versions of a symbol.

1.15 (2015-11-25)

• Feature: get_info API added to version_store.

1.14 (2015-11-25)

1.12 (2015-11-12)

• Bugfix: correct version detection for Pandas >= 0.18.
• Bugfix: retrying connection initialisation in case of an AutoReconnect failure.

1.11 (2015-10-29)

• Bugfix: Improve performance of saving multi-index Pandas DataFrames by 9x
• Bugfix: authenticate should propagate non-OperationFailure exceptions (e.g. ConnectionFailure) as this might be indicative of socket failures
• Bugfix: return 'deleted' state in VersionStore.list_versions() so that callers can pick up on the head version being the delete-sentinel.

1.10 (2015-10-28)

• Bugfix: VersionStore.read(date_range=...) could do the wrong thing with TimeZones (which aren't yet supported for date_range slicing.).

1.9 (2015-10-06)

• Bugfix: fix authentication race condition when sharing an Arctic instance between multiple threads.

1.8 (2015-09-29)

• Bugfix: compatibility with both 3.0 and pre-3.0 MongoDB for querying current authentications

1.7 (2015-09-18)

• Feature: Add support for reading a subset of a pandas DataFrame in VersionStore.read by passing in an arctic.date.DateRange
• Bugfix: Reauth against admin if not auth'd against a library a specific library's DB. Sometimes we appear to miss admin DB auths. This is to workaround that until we work out what the issue is.

1.6 (2015-09-16)

• Feature: Add support for multi-index Bitemporal DataFrame storage. This allows persisting data and changes within the DataFrame making it easier to see how old data has been revised over time.
• Bugfix: Ensure we call the error logging hook when exceptions occur

1.5 (2015-09-02)

• Always use the primary cluster node for 'has_symbol()', it's safer

1.4 (2015-08-19)

• Bugfixes for timezone handling, now ensures use of non-naive datetimes
• Bugfix for tickstore read missing images

1.3 (2015-08-011)

• Improvements to command-line control scripts for users and libraries
• Bugfix for pickling top-level Arctic object

1.2 (2015-06-29)

• Allow snapshotting a range of versions in the VersionStore, and snapshot all versions by default.

1.1 (2015-06-16)

• Bugfix for backwards-compatible unpickling of bson-encoded data
• Added switch for enabling parallel lz4 compression

1.0 (2015-06-14)

• Initial public release