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MAINT: Share constant across modules
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@@ -13,6 +13,8 @@ import sqlalchemy as sa
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from zipline.errors import SidAssignmentError
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from zipline.assets._assets import Asset
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SQLITE_MAX_VARIABLE_NUMBER = 999
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# Define a namedtuple for use with the load_data and _load_data methods
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AssetData = namedtuple('AssetData', 'equities futures exchanges root_symbols')
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@@ -164,7 +166,7 @@ class AssetDBWriter(with_metaclass(ABCMeta)):
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Returns data in standard format.
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"""
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CHUNK_SIZE = 999
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CHUNK_SIZE = SQLITE_MAX_VARIABLE_NUMBER
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def __init__(self, equities=None, futures=None, exchanges=None,
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root_symbols=None):
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@@ -28,6 +28,9 @@ ctypedef object DatetimeIndex_t
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ctypedef object Int64Index_t
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from zipline.lib.adjustment import Float64Multiply
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from zipline.assets.asset_writer import (
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SQLITE_MAX_VARIABLE_NUMBER as SQLITE_MAX_IN_STATEMENT,
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)
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_SID_QUERY_TEMPLATE = """
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SELECT DISTINCT sid FROM {0}
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@@ -44,7 +47,6 @@ FROM {0}
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WHERE sid IN ({1}) AND effective_date >= {2} AND effective_date <= {3}
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"""
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cdef int SQLITE_MAX_IN_STATEMENT = 999
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EPOCH = Timestamp(0, tz='UTC')
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cdef set _get_sids_from_table(object db,
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