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API: DataFrame/Panel sources expect integer sids, not identifiers

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This commit modifies the DataFrameSource and DataPanelSource to accept only Int64Indexes on the incoming data and moves the burden of mapping user identifiers to TradingAlgorithm.run().
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jfkirk
2015-07-01 13:43:31 -04:00
parent a4ce9712b8
commit 258b5ea2ca
8 changed files with 83 additions and 33 deletions
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tests/test_transforms_talib.py
+1 -1
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@@ -98,7 +98,7 @@ class TestTALIB(TestCase):
zipline_transforms = [ta.MA(timeperiod=10),
ta.MA(timeperiod=25)]
talib_fn = talib.abstract.MA
algo = TALIBAlgorithm(talib=zipline_transforms)
algo = TALIBAlgorithm(talib=zipline_transforms, identifiers=[0])
algo.run(self.source)
# Test if computed values match those computed by pandas rolling mean.
sid = 0