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DOC: Update engine docstrings.
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@@ -122,31 +122,32 @@ class SimplePipelineEngine(object):
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The algorithm implemented here can be broken down into the following
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stages:
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0. Build a dependency graph of all terms in `terms`. Topologically
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sort the graph to determine an order in which we can compute the terms.
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0. Build a dependency graph of all terms in `pipeline`. Topologically
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sort the graph to determine an order in which we can compute the
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terms.
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1. Ask our AssetFinder for a "lifetimes matrix", which should contain,
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for each date between start_date and end_date, a boolean value for each
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known asset indicating whether the asset existed on that date.
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for each date between start_date and end_date, a boolean value for
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each known asset indicating whether the asset existed on that date.
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2. Compute each term in the dependency order determined in (0), caching
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the results in a a dictionary to that they can be fed into future
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terms.
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the results in a a dictionary to that they can be fed into future
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terms.
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3. For each date, determine the number of assets passing **all**
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filters. The sum, N, of all these values is the total number of rows in
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our output frame, so we pre-allocate an output array of length N for
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each factor in `terms`.
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3. For each date, determine the number of assets passing
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pipeline.screen. The sum, N, of all these values is the total
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number of rows in our output frame, so we pre-allocate an output
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array of length N for each factor in `terms`.
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4. Fill in the arrays allocated in (3) by copying computed values from
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our output cache into the corresponding rows.
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our output cache into the corresponding rows.
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5. Stick the values computed in (4) into a DataFrame and return it.
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Step 0 is performed by `zipline.pipeline.graph.TermGraph`.
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Step 1 is performed in `self._compute_root_mask`.
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Step 2 is performed in `self.compute_chunk`.
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Steps 3, 4, and 5 are performed in self._format_factor_matrix.
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Step 0 is performed by ``Pipeline.to_graph``.
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Step 1 is performed in ``SimplePipelineEngine._compute_root_mask``.
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Step 2 is performed in ``SimplePipelineEngine.compute_chunk``.
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Steps 3, 4, and 5 are performed in ``SimplePiplineEngine._to_narrow``.
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See Also
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--------
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