MAINT: Share constant across modules

This commit is contained in:
Richard Frank
2015-10-01 17:35:04 -04:00
parent c8c83a9f2b
commit 027d4009d8
2 changed files with 6 additions and 2 deletions
+3 -1
View File
@@ -13,6 +13,8 @@ import sqlalchemy as sa
from zipline.errors import SidAssignmentError
from zipline.assets._assets import Asset
SQLITE_MAX_VARIABLE_NUMBER = 999
# Define a namedtuple for use with the load_data and _load_data methods
AssetData = namedtuple('AssetData', 'equities futures exchanges root_symbols')
@@ -164,7 +166,7 @@ class AssetDBWriter(with_metaclass(ABCMeta)):
Returns data in standard format.
"""
CHUNK_SIZE = 999
CHUNK_SIZE = SQLITE_MAX_VARIABLE_NUMBER
def __init__(self, equities=None, futures=None, exchanges=None,
root_symbols=None):
+3 -1
View File
@@ -28,6 +28,9 @@ ctypedef object DatetimeIndex_t
ctypedef object Int64Index_t
from zipline.lib.adjustment import Float64Multiply
from zipline.assets.asset_writer import (
SQLITE_MAX_VARIABLE_NUMBER as SQLITE_MAX_IN_STATEMENT,
)
_SID_QUERY_TEMPLATE = """
SELECT DISTINCT sid FROM {0}
@@ -44,7 +47,6 @@ FROM {0}
WHERE sid IN ({1}) AND effective_date >= {2} AND effective_date <= {3}
"""
cdef int SQLITE_MAX_IN_STATEMENT = 999
EPOCH = Timestamp(0, tz='UTC')
cdef set _get_sids_from_table(object db,