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BUG: append overwrites to list rather than replacing with new list

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This commit is contained in:
Maya Tydykov
2016-10-05 12:47:25 -04:00
parent 78de318753
commit 76f152ada6
1 changed files with 8 additions and 4 deletions
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zipline/pipeline/loaders/earnings_estimates.py
+8 -4
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@@ -280,6 +280,10 @@ class EarningsEstimatesLoader(PipelineLoader):
sid_to_idx = dict(zip(assets, range(len(assets))))
for column in columns:
column_name = self.name_map[column.name]
col_to_overwrites[column_name] = defaultdict(list)
def collect_adjustments(group):
next_qtr_start_indices = dates.searchsorted(
group[EVENT_DATE_FIELD_NAME].values,
@@ -358,7 +362,7 @@ class EarningsEstimatesLoader(PipelineLoader):
# overwrite all values going up to the starting index of
# that quarter with estimates for that quarter.
if requested_quarter in quarters_with_estimates_for_sid:
col_to_overwrites[column_name][next_qtr_start_idx] = [
col_to_overwrites[column_name][next_qtr_start_idx].extend([
self.create_overwrite_for_estimate(
col,
column_name,
@@ -368,19 +372,19 @@ class EarningsEstimatesLoader(PipelineLoader):
sid,
sid_idx
),
]
])
# There are no estimates for the quarter. Overwrite all
# values going up to the starting index of that quarter
# with the missing value for this column.
else:
col_to_overwrites[column_name][next_qtr_start_idx] = [
col_to_overwrites[column_name][next_qtr_start_idx].extend([
self.overwrite_with_null(
col,
last_per_qtr.index,
next_qtr_start_idx,
sid_idx
),
]
])
def overwrite_with_null(self,
column,