wassname/catalyst
1
0
Fork 0
mirror of https://github.com/wassname/catalyst.git synced 2026-07-24 13:00:57 +08:00
Code Issues Packages Projects Releases Wiki Activity

ENH: Removes use of lookup_generic in DataFrame index mapping

Browse Source
This commit is contained in:
jfkirk
2015-07-01 13:43:31 -04:00
parent 2421753509
commit 1ec70b2a26
5 changed files with 61 additions and 20 deletions
Download Patch File Download Diff File Expand all files Collapse all files
zipline/algorithm.py
+5 -4
View File
@@ -463,16 +463,17 @@ class TradingAlgorithm(object):
# if DataFrame provided, map columns to sids and wrap
# in DataFrameSource
copy_frame = source.copy()
copy_frame.columns = self.asset_finder.map_identifier_list_to_sids(
source.columns, source.index[0]
)
copy_frame.columns = \
self.asset_finder.map_identifier_index_to_sids(
source.columns, source.index[0]
)
source = DataFrameSource(copy_frame)
elif isinstance(source, pd.Panel):
# If Panel provided, map items to sids and wrap
# in DataPanelSource
copy_panel = source.copy()
copy_panel.items = self.asset_finder.map_identifier_list_to_sids(
copy_panel.items = self.asset_finder.map_identifier_index_to_sids(
source.items, source.major_axis[0]
)
source = DataPanelSource(copy_panel)