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DEV: Cleanup from PR comments.

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Flip axes of numpy array in frame_from_bardata.
Add default=None to SidData.get.
This commit is contained in:
Scott Sanderson
2014-10-17 11:55:30 -04:00
parent 30c4a1a1dc
commit 7104725e3c
2 changed files with 7 additions and 7 deletions
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zipline/history/history_container.py
+6 -6
View File
@@ -366,22 +366,22 @@ class HistoryContainer(object):
Create a DataFrame from the given BarData and algo dt.
"""
data = data._data
frame_data = np.ones((len(self.sids), len(self.fields))) * np.nan
frame_data = np.ones((len(self.fields), len(self.sids))) * np.nan
for i, sid in enumerate(self.sids):
for j, sid in enumerate(self.sids):
sid_data = data.get(sid)
if not sid_data:
continue
if algo_dt != sid_data['dt']:
continue
for j, field in enumerate(self.fields):
for i, field in enumerate(self.fields):
frame_data[i, j] = sid_data.get(field, np.nan)
return pd.DataFrame(
frame_data,
index=self.sids.copy(),
columns=self.fields.copy(),
).T
index=self.fields.copy(),
columns=self.sids.copy(),
)
def update(self, data, algo_dt):
"""
zipline/protocol.py
+1 -1
View File
@@ -210,7 +210,7 @@ class SIDData(object):
"""
return self.dt
def get(self, name, default):
def get(self, name, default=None):
return self.__dict__.get(name, default)
def __getitem__(self, name):