From 46346ecb5d1b32bd28abe1562a2585be6b3da504 Mon Sep 17 00:00:00 2001 From: Stewart Douglas Date: Mon, 10 Aug 2015 17:26:37 -0400 Subject: [PATCH] BUG: Ensure symbols are made upper case in db --- zipline/assets/asset_writer.py | 7 +++++++ 1 file changed, 7 insertions(+) diff --git a/zipline/assets/asset_writer.py b/zipline/assets/asset_writer.py index b3b33d7a..7d3f044f 100644 --- a/zipline/assets/asset_writer.py +++ b/zipline/assets/asset_writer.py @@ -319,6 +319,9 @@ class AssetDBWriter(with_metaclass(ABCMeta)): equities_output['first_traded'] = \ equities_output['first_traded'].apply(self.convert_datetime) + # Convert symbols to upper case. + equities_output['symbol'] = equities_output.symbol.str.upper() + # ******** Generate futures data ******** futures_defaults = { @@ -370,6 +373,10 @@ class AssetDBWriter(with_metaclass(ABCMeta)): futures_output['expiration_date'] = \ futures_output['expiration_date'].apply(self.convert_datetime) + # Convert symbols and root_symbols to upper case. + futures_output['symbol'] = futures_output.symbol.str.upper() + futures_output['root_symbol'] = futures_output.root_symbol.str.upper() + # ******** Generate exchanges data ******** exchanges_defaults = {