From 7104725e3cfbdd0b5feee115c6f51dd18fa4802d Mon Sep 17 00:00:00 2001 From: Scott Sanderson Date: Fri, 17 Oct 2014 11:55:30 -0400 Subject: [PATCH] DEV: Cleanup from PR comments. Flip axes of numpy array in frame_from_bardata. Add default=None to SidData.get. --- zipline/history/history_container.py | 12 ++++++------ zipline/protocol.py | 2 +- 2 files changed, 7 insertions(+), 7 deletions(-) diff --git a/zipline/history/history_container.py b/zipline/history/history_container.py index 83e40741..5c106ad0 100644 --- a/zipline/history/history_container.py +++ b/zipline/history/history_container.py @@ -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): """ diff --git a/zipline/protocol.py b/zipline/protocol.py index 5392f586..06b807ee 100644 --- a/zipline/protocol.py +++ b/zipline/protocol.py @@ -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):