wassname/catalyst
1
0
Fork 0
mirror of https://github.com/wassname/catalyst.git synced 2026-07-09 19:23:48 +08:00
Code Issues Packages Projects Releases Wiki Activity

patch for filter logic

Browse Source
This commit is contained in:
scottsanderson
2012-07-28 00:17:28 -04:00
parent e32adba72d
commit 1f40684566
1 changed files with 2 additions and 2 deletions
Download Patch File Download Diff File Expand all files Collapse all files
zipline/gens/tradegens.py
+2 -2
View File
@@ -37,7 +37,7 @@ def SpecificEquityTrades(count = 500, sids = [1, 2], event_list = None, filter =
unfiltered = (create_trade(*args) for args in arg_gen)
if filter:
filtered = ifilter(lambda event: event.sid in filter)
filtered = ifilter(lambda event: event.sid in filter, unfiltered)
else:
filtered = unfiltered
@@ -46,4 +46,4 @@ def SpecificEquityTrades(count = 500, sids = [1, 2], event_list = None, filter =
if __name__ == "__main__":
import nose.tools; nose.tools.set_trace()
trades = SpecificEquityTrades()
trades = SpecificEquityTrades(filter = [1])