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MAINT: Remove unused loader_utils file.

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Scott Sanderson
2015-10-22 09:54:34 -04:00
parent 24d26f9e63
commit 71db6d3fdc
1 changed files with 0 additions and 136 deletions
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zipline/data/loader_utils.py
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@@ -1,136 +0,0 @@
#
# Copyright 2012 Quantopian, Inc.
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
"""
Various utilites used by different date loaders.
Could stand to be broken up more into components.
e.g. the mapping utilities.
"""
import datetime
import pytz
from collections import namedtuple
from functools import partial
from six import iteritems
def get_utc_from_exchange_time(naive):
local = pytz.timezone('US/Eastern')
local_dt = naive.replace(tzinfo=local)
utc_dt = local_dt.astimezone(pytz.utc)
return utc_dt
def guarded_conversion(conversion, str_val):
"""
Returns the result of applying the @conversion to @str_val
"""
if str_val in (None, ""):
return None
return conversion(str_val)
def date_conversion(date_str, date_pattern='%m/%d/%Y', to_utc=True):
"""
Convert date strings from TickData (or other source) into epoch values.
Specify to_utc=False if the input date is already UTC (or is naive).
"""
dt = datetime.datetime.strptime(date_str, date_pattern)
if to_utc:
dt = get_utc_from_exchange_time(dt)
else:
dt = dt.replace(tzinfo=pytz.utc)
return dt
# Mapping is a structure for how want to convert the source data into
# the form we insert into the database.
# - conversion, a function used to convert source input to our target value
# - source, the key(s) in the original source to pass to the conversion
# method
# If a single string, then it's a direct lookup into the
# source row by that key
# If an iterator, pass the source to as a list of keys,
# in order, to the conversion function.
# If empty, then the conversion method provides a 'default' value.
Mapping = namedtuple('Mapping', ['conversion', 'source'])
def apply_mapping(mapping, row):
"""
Returns the value of a @mapping for a given @row.
i.e. the @mapping.source values are extracted from @row and fed
into the @mapping.conversion method.
"""
if isinstance(mapping.source, str):
# Do a 'direct' conversion of one key from the source row.
return guarded_conversion(mapping.conversion, row[mapping.source])
if mapping.source is None:
# For hardcoded values.
# conversion method will return a constant value
return mapping.conversion()
else:
# Assume we are using multiple source values.
# Feed the source values in order prescribed by mapping.source
# to mapping.conversion.
return mapping.conversion(*[row[source] for source in mapping.source])
def _row_cb(mapping, row):
"""
Returns the dict created from our @mapping of the source @row.
Not intended to be used directly, but rather to be the base of another
function that supplies the mapping value.
"""
return {
target: apply_mapping(mapping, row)
for target, mapping
in iteritems(mapping)
}
def make_row_cb(mapping):
"""
Returns a func that can be applied to a dict that returns the
application of the @mapping, which results in a dict.
"""
return partial(_row_cb, mapping)
def source_to_records(mappings,
source,
source_wrapper=None,
records_wrapper=None):
if source_wrapper:
source = source_wrapper(source)
callback = make_row_cb(mappings)
records = (callback(row) for row in source)
if records_wrapper:
records = records_wrapper(records)
return records