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Uses an object for sid data to be passed to handle data.

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Moving another datatype off of ndict, to make it easier to inspect
objects in memory when debugging.
This commit is contained in:
Eddie Hebert
2013-01-23 13:41:57 -05:00
parent 4723e836e7
commit 87f99331e8
3 changed files with 26 additions and 5 deletions
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zipline/transforms/utils.py
+2 -2
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@@ -446,7 +446,7 @@ class BatchTransform(EventWindow):
# every sid has the same fields.
sid_keys = []
for sid in event.data.itervalues():
keys = set([name for name, value in sid.items()
keys = set([name for name, value in sid.__dict__.items()
if (isinstance(value, (int, float)))])
sid_keys.append(keys)
@@ -511,7 +511,7 @@ class BatchTransform(EventWindow):
for sid in sids:
fields = tick.data[sid]
for field_name in self.field_names:
data[field_name][sid].ix[dt] = fields[field_name]
data[field_name][sid].ix[dt] = fields.__dict__[field_name]
if self.clean_nans:
# Fills in gaps of missing data during transform