Merge branch 'master' of github.com:quantopian/zipline

This commit is contained in:
fawce
2012-04-18 12:36:32 -04:00
2 changed files with 176 additions and 3 deletions
+130 -3
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@@ -1,6 +1,8 @@
import copy
import pandas
from ctypes import Structure, c_ubyte
from collections import MutableMapping
from itertools import izip
def Enum(*options):
"""
@@ -28,7 +30,7 @@ def FrameExceptionFactory(name):
return InvalidFrame
class namedict(object):
class namedict(MutableMapping):
"""
Namedicts are dict like objects that have fields accessible by attribute lookup
@@ -60,7 +62,16 @@ class namedict(object):
def __getitem__(self, key):
return self.__dict__[key]
def __delitem__(self, key):
del self.__dict__[key]
def __iter__(self):
return self.__dict__.iterkeys()
def __len__(self):
return len(self.__dict__)
def keys(self):
return self.__dict__.keys()
@@ -86,8 +97,124 @@ class namedict(object):
def has_attr(self, name):
return self.__dict__.has_key(name)
def as_series(self):
s = pandas.Series(self.__dict__)
s.name = self.sid
return s
class ndict(MutableMapping):
"""
Xtreme Namedicts 2.0
Ndicts are dict like objects that have fields accessible by attribute
lookup as well as being indexable and iterable. Done right
this time.
"""
def __init__(self, dct=None):
self.__internal = dict()
self.cls = frozenset(dir(self))
if dct:
self.__internal.update(dct)
# Abstact Overloads
# -----------------
def __setitem__(self, key, value):
"""
Required for use by pymongo as_class parameter to find.
"""
if key == '_id':
self.__internal['id'] = value
else:
self.__internal[key] = value
def __getattr__(self, key):
if key in self.cls:
return self.__dict__[key]
else:
return self.__internal[key]
def __getitem__(self, key):
return self.__internal[key]
def __delitem__(self, key):
del self.__internal[key]
def __iter__(self):
return self.__internal.iterkeys()
def __len__(self):
return len(self.__internal)
# Compatability with namedicts
# ----------------------------
# for compat, not the Python way to do things though...
# Deprecated, use builtin ``del`` operator.
delete = __delitem__
def has_attr(self, key):
"""
Deprecated, use builtin ``in`` operator.
"""
return self.__contains__(key)
def has_key(self, key):
return self.__contains__(key)
# Custom Methods
# --------------
def copy(self):
return ndict(copy.copy(self.__internal))
def as_dataframe(self):
"""
Return the representation as a Pandas dataframe.
"""
d = pandas.DataFrame(self.__internal)
return d
def as_series(self):
"""
Return the representation as a Pandas time series.
"""
s = pandas.Series(self.__internal)
s.name = self.sid
return s
def as_dict(self):
"""
Return the representation as a vanilla Python dict.
"""
# shallow copy is O(n)
return copy.copy(self.__internal)
def merge(self, other_nd):
"""
Merge in place with another ndict.
"""
assert isinstance(other_nd, ndict)
self.__internal.update(other_nd.__internal)
def __repr__(self):
return "namedict: " + str(self.__internal)
# Faster dictionary comparison?
#def __eq__(self, other):
#assert isinstance(other, ndict)
#keyeq = set(self.keys()) == set(other.keys())
#if not keyeq:
#return False
#for i, j in izip(self.itervalues(), other.itervalues()):
#if i != j:
#return False
#return True
+46
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@@ -0,0 +1,46 @@
from zipline.protocol_utils import ndict, namedict
def test_ndict():
nd = ndict({})
# Properties
assert len(nd) == 0
assert nd.keys() == []
assert nd.values() == []
assert list(nd.iteritems()) == []
# Accessors
nd['x'] = 1
assert nd.x == 1
assert nd['x'] == 1
assert nd.get('y') == None
assert nd.get('y', 'fizzpop') == 'fizzpop'
assert nd.has_key('x') == True
assert nd.has_key('y') == False
assert 'x' in nd
assert 'y' not in nd
# Class isolation
assert '__init__' not in nd
assert '__iter__' not in nd
assert not nd.__dict__.has_key('x')
assert nd.get('__init__') is None
# Comparison
nd2 = nd.copy()
assert id(nd2) != id(nd)
assert nd2 == nd
nd2['z'] = 3
assert nd2 != nd
class ndictlike(object):
x = 1
assert { 'x': 1 } == nd
assert ndictlike() != nd
# Deletion
del nd['x']
assert not nd.has_key('x')
assert nd.get('x') is None