PERF: Using pipeline_loader_dispatch to group by loader

instead of dataset
This commit is contained in:
Richard Frank
2015-10-12 10:48:29 -04:00
parent e880fa3e34
commit 83bd1310d9
6 changed files with 51 additions and 28 deletions
+4 -4
View File
@@ -232,7 +232,7 @@ class TradingAlgorithm(object):
self.asset_finder = self.trading_environment.asset_finder
# Initialize Pipeline API data.
self.init_engine(kwargs.pop('pipeline_loader', None))
self.init_engine(kwargs.pop('pipeline_loader_dispatch', None))
self._pipelines = {}
# Create an always-expired cache so that we compute the first time data
# is requested.
@@ -323,15 +323,15 @@ class TradingAlgorithm(object):
self.initialize_args = args
self.initialize_kwargs = kwargs
def init_engine(self, loader):
def init_engine(self, loader_dispatch):
"""
Construct and store a PipelineEngine from loader.
If loader is None, constructs a NoOpPipelineEngine.
"""
if loader is not None:
if loader_dispatch is not None:
self.engine = SimplePipelineEngine(
loader,
loader_dispatch,
self.trading_environment.trading_days,
self.asset_finder,
)