From 027d4009d8e50bbdfd399b189be2d51f9dc01c93 Mon Sep 17 00:00:00 2001 From: Richard Frank Date: Thu, 1 Oct 2015 17:35:04 -0400 Subject: [PATCH] MAINT: Share constant across modules --- zipline/assets/asset_writer.py | 4 +++- zipline/pipeline/loaders/_adjustments.pyx | 4 +++- 2 files changed, 6 insertions(+), 2 deletions(-) diff --git a/zipline/assets/asset_writer.py b/zipline/assets/asset_writer.py index a4dab6f7..99ef87fe 100644 --- a/zipline/assets/asset_writer.py +++ b/zipline/assets/asset_writer.py @@ -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): diff --git a/zipline/pipeline/loaders/_adjustments.pyx b/zipline/pipeline/loaders/_adjustments.pyx index 572ceda4..9a6a8b42 100644 --- a/zipline/pipeline/loaders/_adjustments.pyx +++ b/zipline/pipeline/loaders/_adjustments.pyx @@ -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,