Merge pull request #948 from quantopian/add-coerce

Add coerce

docs/source/whatsnew/0.8.4.txt

@@ -63,6 +63,8 @@ Enhancements
   subclasses inherit all of the columns from the parent. These columns will be
   new sentinels so you can register them a custom loader (:issue:`924`).
 
+* Added :func:`~zipline.utils.input_validation.coerce`.
+
 Experimental Features
 ~~~~~~~~~~~~~~~~~~~~~
 

zipline/data/us_equity_pricing.py

@@ -23,6 +23,7 @@ import sqlite3
 from bcolz import (
     carray,
     ctable,
+    open as open_ctable,
 )
 from click import progressbar
 from numpy import (
@@ -45,10 +46,11 @@ from pandas import (
 )
 from six import (
     iteritems,
-    string_types,
     with_metaclass,
 )
 
+from zipline.utils.input_validation import coerce_string, preprocess
+
 from ._equities import _compute_row_slices, _read_bcolz_data
 from ._adjustments import load_adjustments_from_sqlite
 
@@ -363,9 +365,8 @@ class BcolzDailyBarReader(object):
     We use calendar_offset and calendar to orient loaded blocks within a
     range of queried dates.
     """
+    @preprocess(table=coerce_string(open_ctable, mode='r'))
     def __init__(self, table):
-        if isinstance(table, string_types):
-            table = ctable(rootdir=table, mode='r')
 
         self._table = table
         self._calendar = DatetimeIndex(table.attrs['calendar'], tz='UTC')
@@ -910,9 +911,8 @@ class SQLiteAdjustmentReader(object):
         Connection from which to load data.
     """
 
+    @preprocess(conn=coerce_string(sqlite3.connect))
     def __init__(self, conn):
-        if isinstance(conn, str):
-            conn = sqlite3.connect(conn)
         self.conn = conn
 
     def load_adjustments(self, columns, dates, assets):

zipline/utils/input_validation.py

@@ -11,6 +11,7 @@
 # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 # See the License for the specific language governing permissions and
 # limitations under the License.
+from functools import partial
 from operator import attrgetter
 
 from numpy import dtype
@@ -283,6 +284,46 @@ def expect_element(*_pos, **named):
     return preprocess(**valmap(_expect_element, named))
 
 
+def coerce(from_, to, **to_kwargs):
+    """
+    A preprocessing decorator that coerces inputs of a given type by passing
+    them to a callable.
+
+    Parameters
+    ----------
+    from : type or tuple or types
+        Inputs types on which to call ``to``.
+    to : function
+        Coercion function to call on inputs.
+    **to_kwargs
+        Additional keywords to forward to every call to ``to``.
+
+    Usage
+    -----
+    >>> @preprocess(x=coerce(float, int), y=coerce(float, int))
+    ... def floordiff(x, y):
+    ...     return x - y
+    ...
+    >>> floordiff(3.2, 2.5)
+    1
+
+    >>> @preprocess(x=coerce(str, int, base=2), y=coerce(str, int, base=2))
+    ... def add_binary_strings(x, y):
+    ...     return bin(x + y)[2:]
+    ...
+    >>> add_binary_strings('101', '001')
+    '110'
+    """
+    def preprocessor(func, argname, arg):
+        if isinstance(arg, from_):
+            return to(arg, **to_kwargs)
+        return arg
+    return preprocessor
+
+
+coerce_string = partial(coerce, string_types)
+
+
 def _expect_element(collection):
     template = (
         "%(funcname)s() expected a value in {collection} "