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

MAINT: Use an enum for the AdjustmentKind.

Browse Source
This commit is contained in:
Scott Sanderson
2015-12-10 16:21:46 -05:00
parent 77bce4ec9d
commit 67d546f000
1 changed files with 8 additions and 6 deletions
Download Patch File Download Diff File Expand all files Collapse all files
zipline/lib/adjustment.pyx
+8 -6
View File
@@ -10,9 +10,11 @@ ctypedef object DatetimeIndex_t
ctypedef object Timestamp_t
# Adjustment kinds.
MULTIPLY = 0
ADD = 1
OVERWRITE = 2
cpdef enum AdjustmentKind:
MULTIPLY = 0
ADD = 1
OVERWRITE = 2
ADJUSTMENT_KIND_NAMES = {
MULTIPLY: 'MULTIPLY',
ADD: 'ADD',
@@ -35,7 +37,7 @@ def _is_datetime(object value):
return isinstance(value, (datetime64, Timestamp))
cpdef choose_adjustment_type(int adjustment_kind, object value):
cpdef choose_adjustment_type(AdjustmentKind adjustment_kind, object value):
"""
Make an adjustment object of the type appropriate for the given kind and
value.
@@ -78,7 +80,7 @@ cpdef make_adjustment_from_indices(Py_ssize_t first_row,
Py_ssize_t last_row,
Py_ssize_t first_column,
Py_ssize_t last_column,
int adjustment_kind,
AdjustmentKind adjustment_kind,
object value):
"""
Make an Adjustment object from row/column indices into a baseline array.
@@ -95,7 +97,7 @@ cpdef make_adjustment_from_labels(DatetimeIndex_t dates_index,
Timestamp_t start_date,
Timestamp_t end_date,
int asset_id,
int adjustment_kind,
AdjustmentKind adjustment_kind,
object value):
"""
Make an Adjustment object from date/asset labels into a labelled baseline