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BUG: #214 #287 added arguments to the _reduce_ function in tha Asset class

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AvishaiW
2018-03-25 22:53:01 +03:00
parent b979ffd123
commit 22249506e6
1 changed files with 8 additions and 3 deletions
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catalyst/assets/_assets.pyx
+8 -3
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@@ -630,23 +630,28 @@ cdef class TradingPair(Asset):
and whose second element is a tuple of all the attributes that should
be serialized/deserialized during pickling.
"""
#TODO: make sure that all fields set there
# added arguments for catalyst
return (self.__class__, (self.symbol,
self.exchange,
self.start_date,
self.asset_name,
self.sid,
self.leverage,
self.end_daily,
self.end_minute,
self.end_date,
self.exchange_symbol,
self.first_traded,
self.auto_close_date,
self.exchange_full,
self.min_trade_size,
self.max_trade_size,
self.maker,
self.taker,
self.lot,
self.decimals,
self.taker,
self.maker))
self.trading_state,
self.data_source))
def make_asset_array(int size, Asset asset):
cdef np.ndarray out = np.empty([size], dtype=object)