MAINT: determine core loader overwrite types dynamically

TST: update test to reflect adjustment mapping change

tests/pipeline/test_adjustment.py

@@ -51,20 +51,22 @@ class AdjustmentTestCase(TestCase):
         )
         self.assertEqual(result, expected)
 
-    def test_unsupported_type(self):
+    def test_make_object_adjustment(self):
         class SomeClass(object):
             pass
+        my_value = SomeClass()
 
-        with self.assertRaises(TypeError) as e:
-            adj.make_adjustment_from_indices(
-                1, 2, 3, 4,
-                adjustment_kind=adj.OVERWRITE,
-                value=SomeClass(),
-            )
-
-        exc = e.exception
-        expected_msg = (
-            "Don't know how to make overwrite adjustments for values of type "
-            "%r." % SomeClass
+        result = adj.make_adjustment_from_indices(
+            1, 2, 3, 4,
+            adjustment_kind=adj.OVERWRITE,
+            value=my_value,
         )
-        self.assertEqual(str(exc), expected_msg)
+
+        expected = adj.ObjectOverwrite(
+            first_row=1,
+            last_row=2,
+            first_col=3,
+            last_col=4,
+            value=my_value,
+        )
+        self.assertEqual(result, expected)

zipline/lib/adjustment.pyx

@@ -29,6 +29,9 @@ cdef dict _float_adjustment_types = {
 cdef dict _datetime_adjustment_types = {
     OVERWRITE: Datetime64Overwrite,
 }
+cdef dict _object_adjustment_types = {
+    OVERWRITE: ObjectOverwrite,
+}
 
 cdef _is_float(object value):
     return isinstance(value, (float, float64))
@@ -68,10 +71,7 @@ cpdef choose_adjustment_type(AdjustmentKind adjustment_kind, object value):
         elif _is_datetime(value):
             return _datetime_adjustment_types[adjustment_kind]
         else:
-            raise TypeError(
-                "Don't know how to make overwrite "
-                "adjustments for values of type %r." % type(value),
-            )
+            return _object_adjustment_types[adjustment_kind]
     else:
         raise ValueError("Unknown adjustment type %d." % adjustment_kind)
 

zipline/pipeline/loaders/blaze/core.py

@@ -182,7 +182,7 @@ from zipline.pipeline.loaders.utils import (
 )
 from zipline.pipeline.sentinels import NotSpecified
 from zipline.lib.adjusted_array import AdjustedArray, can_represent_dtype
-from zipline.lib.adjustment import Float64Overwrite
+from zipline.lib.adjustment import make_adjustment_from_indices, OVERWRITE
 from zipline.utils.input_validation import (
     expect_element,
     ensure_timezone,
@@ -815,7 +815,9 @@ def overwrite_from_dates(asof, dense_dates, sparse_dates, asset_idx, value):
         return
 
     first, last = asset_idx
-    yield Float64Overwrite(first_row, last_row, first, last, value)
+    yield make_adjustment_from_indices(
+        first_row, last_row, first, last, OVERWRITE, value
+    )
 
 
 def adjustments_from_deltas_no_sids(dense_dates,