From 586a41ff7c9f16d06b52720e9f62d155bd36a473 Mon Sep 17 00:00:00 2001
From: Joe Jevnik <joe@quantopian.com>
Date: Mon, 8 Aug 2016 16:39:24 -0400
Subject: [PATCH] DOC: explain the group by and inner select more

---
 zipline/assets/assets.py | 23 +++++++++++++++++++++++
 1 file changed, 23 insertions(+)

diff --git a/zipline/assets/assets.py b/zipline/assets/assets.py
index 6bfeb9f4..f8620ddc 100644
--- a/zipline/assets/assets.py
+++ b/zipline/assets/assets.py
@@ -441,6 +441,29 @@ class AssetFinder(object):
         return sa.select([asset_tbl]).where(asset_tbl.c.symbol == symbol)
 
     def _select_most_recent_symbols_chunk(self, sid_group):
+        """Retrieve the most recent symbol for a set of sids.
+
+        Parameters
+        ----------
+        sid_group : iterable[int]
+            The sids to lookup. The length of this sequence must be less than
+            or equal to SQLITE_MAX_VARIABLE_NUMBER because the sids will be
+            passed in as sql bind params.
+
+        Returns
+        -------
+        sel : Selectable
+            The sqlalchemy selectable that will query for the most recent
+            symbol for each sid.
+
+        Notes
+        -----
+        This is implemented as an inner select of the columns of interest
+        ordered by the end date of the (sid, symbol) mapping. We then group
+        that inner select on the sid with no aggregations to select the last
+        row per group which gives us the most recently active symbol for all
+        of the sids.
+        """
         symbol_cols = self.equity_symbol_mappings.c
         inner = sa.select(
             (symbol_cols.sid,) +