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ENH: Check whether identifier columns provided in DataFrame

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Stewart Douglas
2015-08-14 14:40:58 -04:00
committed by jfkirk
parent 7be2cf8652
commit 3224085a1d
1 changed files with 12 additions and 0 deletions
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zipline/assets/asset_writer.py
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@@ -639,6 +639,18 @@ class AssetDBWriterFromDataFrame(AssetDBWriter):
def _load_data(self):
# Check whether identifier columns have been provided.
# If they have, set the index to this column.
# If not, assume the index already cotains the identifier information.
if 'sid' in self._equities.columns:
self._equities.set_index(['sid'], inplace=True)
if 'sid' in self._futures.columns:
self._futures.set_index(['sid'], inplace=True)
if 'exchange_id' in self._exchanges.columns:
self._exchanges.set_index(['exchange_id'], inplace=True)
if 'root_symbol_id' in self._root_symbols.columns:
self._root_symbols.set_index(['root_symbol_id'], inplace=True)
return AssetData(equities=self._equities,
futures=self._futures,
exchanges=self._exchanges,