wassname/catalyst
1
0
Fork 0
mirror of https://github.com/wassname/catalyst.git synced 2026-09-11 12:00:50 +08:00
Code Issues Packages Projects Releases Wiki Activity

ENH: AssetWriter now writes one Asset per insert statement

Browse Source
This commit is contained in:
jfkirk
2015-09-10 11:53:27 -04:00
parent a517929cbb
commit 661314ce49
1 changed files with 8 additions and 8 deletions
Download Patch File Download Diff File Expand all files Collapse all files
zipline/assets/asset_writer.py
+8 -8
View File
@@ -147,10 +147,10 @@ class AssetDBWriter(with_metaclass(ABCMeta)):
{'index': 'sid'},
1,
).to_dict('records')
if recs:
self.futures_contracts.insert().values(recs).execute(bind=bind)
ar_recs = [(rec['sid'], 'future') for rec in recs]
self.asset_router.insert().values(ar_recs).execute(bind=bind)
for record in recs:
self.futures_contracts.insert().values([record]).execute(bind=bind)
self.asset_router.insert().values([(record['sid'], 'future')])\
.execute(bind=bind)
def _write_equities(self, equities, fuzzy_char, bind=None):
# Apply fuzzy matching.
@@ -161,10 +161,10 @@ class AssetDBWriter(with_metaclass(ABCMeta)):
{'index': 'sid'},
1,
).to_dict('records')
if recs:
self.equities.insert().values(recs).execute(bind=bind)
ar_recs = [(rec['sid'], 'equity') for rec in recs]
self.asset_router.insert().values(ar_recs).execute(bind=bind)
for record in recs:
self.equities.insert().values([record]).execute(bind=bind)
self.asset_router.insert().values((record['sid'], 'equity'))\
.execute(bind=bind)
def init_db(self, engine, constraints=True):
"""Connect to database and create tables.