wassname/catalyst
1
0
Fork 0
mirror of https://github.com/wassname/catalyst.git synced 2026-08-19 12:00:15 +08:00
Code Issues Packages Projects Releases Wiki Activity

BUG: Fixing bitness issues on 32-bit systems

Browse Source 
by being explicit with sizes
This commit is contained in:
Richard Frank
2016-04-12 17:07:50 -04:00
parent 8313c8c36c
commit 32a400a9fb
5 changed files with 33 additions and 28 deletions
Download Patch File Download Diff File Expand all files Collapse all files
zipline/data/minute_bars.py
+5 -5
View File
@@ -163,10 +163,10 @@ class BcolzMinuteBarMetadata(object):
'first_trading_day': str(self.first_trading_day.date()),
'market_opens': self.market_opens.values.
astype('datetime64[m]').
astype(int).tolist(),
astype(np.int64).tolist(),
'market_closes': self.market_closes.values.
astype('datetime64[m]').
astype(int).tolist(),
astype(np.int64).tolist(),
'ohlc_ratio': self.ohlc_ratio,
}
with open(self.metadata_path(rootdir), 'w+') as fp:
@@ -603,10 +603,10 @@ class BcolzMinuteBarReader(object):
self._market_opens = metadata.market_opens
self._market_open_values = metadata.market_opens.values.\
astype('datetime64[m]').astype(int)
astype('datetime64[m]').astype(np.int64)
self._market_closes = metadata.market_closes
self._market_close_values = metadata.market_closes.values.\
astype('datetime64[m]').astype(int)
astype('datetime64[m]').astype(np.int64)
self._ohlc_inverse = 1.0 / metadata.ohlc_ratio
@@ -643,7 +643,7 @@ class BcolzMinuteBarReader(object):
"""
market_opens = self._market_opens.values.astype('datetime64[m]')
market_closes = self._market_closes.values.astype('datetime64[m]')
minutes_per_day = (market_closes - market_opens).astype(int)
minutes_per_day = (market_closes - market_opens).astype(np.int64)
early_indices = np.where(
minutes_per_day != US_EQUITIES_MINUTES_PER_DAY - 1)[0]
regular_closes = market_opens[early_indices] + timedelta64(