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MAINT: Refactor next_adj logic into method.

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Scott Sanderson
2015-12-10 16:12:51 -05:00
parent 4963b2ca72
commit 77bce4ec9d
1 changed files with 9 additions and 6 deletions
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zipline/lib/_windowtemplate.pxi
+9 -6
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@@ -55,10 +55,16 @@ cdef class AdjustedArrayWindow:
self.anchor = window_length + offset
self.max_anchor = data.shape[0]
self.next_adj = self.pop_next_adj()
cdef pop_next_adj(self):
"""
Pop the index of the next adjustment to apply from self.adjustment_indices.
"""
if len(self.adjustment_indices) > 0:
self.next_adj = self.adjustment_indices.pop()
return self.adjustment_indices.pop()
else:
self.next_adj = self.max_anchor
return self.max_anchor
def __iter__(self):
return self
@@ -81,10 +87,7 @@ cdef class AdjustedArrayWindow:
for adjustment in self.adjustments[self.next_adj]:
adjustment.mutate(self.data)
if len(self.adjustment_indices) > 0:
self.next_adj = self.adjustment_indices.pop()
else:
self.next_adj = self.max_anchor
self.next_adj = self.pop_next_adj()
start = anchor - self.window_length
out = asarray(self.data[start:self.anchor]).view(self.viewtype)