MAINT: Use numpy_utils.as_column in more places.

This commit is contained in:
Scott Sanderson
2016-08-16 19:51:54 -04:00
parent 20e48cf826
commit 7fc0dd6d97
4 changed files with 16 additions and 8 deletions
+2 -1
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@@ -59,6 +59,7 @@ from .asset_db_schema import (
)
from zipline.utils.control_flow import invert
from zipline.utils.memoize import lazyval
from zipline.utils.numpy_utils import as_column
from zipline.utils.sqlite_utils import group_into_chunks
log = Logger('assets.py')
@@ -1096,7 +1097,7 @@ class AssetFinder(object):
self._asset_lifetimes = self._compute_asset_lifetimes()
lifetimes = self._asset_lifetimes
raw_dates = dates.asi8[:, None]
raw_dates = as_column(dates.asi8)
if include_start_date:
mask = lifetimes.start <= raw_dates
else:
+6 -2
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@@ -18,7 +18,11 @@ from toolz.curried.operator import getitem
from zipline.lib.adjusted_array import ensure_adjusted_array, ensure_ndarray
from zipline.errors import NoFurtherDataError
from zipline.utils.numpy_utils import repeat_first_axis, repeat_last_axis
from zipline.utils.numpy_utils import (
as_column,
repeat_first_axis,
repeat_last_axis,
)
from zipline.utils.pandas_utils import explode
from .term import AssetExists, InputDates, LoadableTerm
@@ -181,7 +185,7 @@ class SimplePipelineEngine(object):
assets,
initial_workspace={
self._root_mask_term: root_mask_values,
self._root_mask_dates_term: dates.values[:, None],
self._root_mask_dates_term: as_column(dates.values)
},
)
+2 -1
View File
@@ -15,6 +15,7 @@ from pandas import (
)
from zipline.lib.adjusted_array import AdjustedArray
from zipline.lib.adjustment import make_adjustment_from_labels
from zipline.utils.numpy_utils import as_column
from zipline.utils.pandas_utils import sort_values
from .base import PipelineLoader
@@ -169,7 +170,7 @@ class DataFrameLoader(PipelineLoader):
# Pull out requested columns/rows from our baseline data.
data=self.baseline[ix_(date_indexer, assets_indexer)],
# Mask out requested columns/rows that didnt match.
mask=(good_assets & good_dates[:, None]) & mask,
mask=(good_assets & as_column(good_dates)) & mask,
adjustments=self.format_adjustments(dates, assets),
missing_value=column.missing_value,
),
+6 -4
View File
@@ -47,9 +47,11 @@ from zipline.pipeline.engine import SimplePipelineEngine
from zipline.pipeline.factors import CustomFactor
from zipline.pipeline.loaders.testing import make_seeded_random_loader
from zipline.utils import security_list
from zipline.utils.input_validation import expect_dimensions
from zipline.utils.sentinel import sentinel
from zipline.utils.calendars import get_calendar
from zipline.utils.input_validation import expect_dimensions
from zipline.utils.numpy_utils import as_column
from zipline.utils.sentinel import sentinel
import numpy as np
from numpy import float64
@@ -308,11 +310,11 @@ def make_trade_data_for_asset_info(dates,
price_sid_deltas = np.arange(len(sids), dtype=float64) * price_step_by_sid
price_date_deltas = (np.arange(len(dates), dtype=float64) *
price_step_by_date)
prices = (price_sid_deltas + price_date_deltas[:, None]) + price_start
prices = (price_sid_deltas + as_column(price_date_deltas)) + price_start
volume_sid_deltas = np.arange(len(sids)) * volume_step_by_sid
volume_date_deltas = np.arange(len(dates)) * volume_step_by_date
volumes = (volume_sid_deltas + volume_date_deltas[:, None]) + volume_start
volumes = volume_sid_deltas + as_column(volume_date_deltas) + volume_start
for j, sid in enumerate(sids):
start_date, end_date = asset_info.loc[sid, ['start_date', 'end_date']]