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DOC: Improve documentation in asset_writer.py

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This commit is contained in:
Stewart Douglas
2015-08-14 19:06:57 -04:00
committed by jfkirk
parent 22827d1c89
commit a517929cbb
1 changed files with 34 additions and 9 deletions
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zipline/assets/asset_writer.py
+34 -9
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@@ -112,6 +112,7 @@ class AssetDBWriter(with_metaclass(ABCMeta)):
"""
self.allow_sid_assignment = allow_sid_assignment
# Begin an SQL transaction.
with engine.begin() as txn:
# Create SQL tables.
self.init_db(txn, constraints)
@@ -283,8 +284,11 @@ class AssetDBWriter(with_metaclass(ABCMeta)):
data = self._load_data()
# ******** Generate equities data ********
###############################
# Generate equities DataFrame #
###############################
# Default values to be written to database.
equities_defaults = {
'symbol': None,
'asset_name': None,
@@ -294,9 +298,12 @@ class AssetDBWriter(with_metaclass(ABCMeta)):
'exchange': None,
'fuzzy': None,
}
# The columns to be returned.
equities_cols = {'symbol', 'asset_name', 'start_date',
'end_date', 'first_traded', 'exchange', 'fuzzy'}
# The columns provided.
cols = set(data.equities.columns)
# Drop columns with unrecognised headers.
@@ -307,7 +314,7 @@ class AssetDBWriter(with_metaclass(ABCMeta)):
# for which no data has been supplied.
need = equities_cols - set(data.equities.columns)
# Combine the users supplied data with our required columns.
# Combine the supplied data with our required columns.
equities_output = pd.concat(
(data.equities, pd.DataFrame(
self.dict_subset(equities_defaults, need),
@@ -317,7 +324,7 @@ class AssetDBWriter(with_metaclass(ABCMeta)):
copy=False
)
# Convert date columns to UNIX Epoch integers (milliseconds)
# Convert date columns to UNIX Epoch integers (nanoseconds)
equities_output['start_date'] = \
equities_output['start_date'].apply(self.convert_datetime)
equities_output['end_date'] = \
@@ -325,8 +332,11 @@ class AssetDBWriter(with_metaclass(ABCMeta)):
equities_output['first_traded'] = \
equities_output['first_traded'].apply(self.convert_datetime)
# ******** Generate futures data ********
##############################
# Generate futures DataFrame #
##############################
# Default values to be written to database.
futures_defaults = {
'symbol': None,
'root_symbol': None,
@@ -339,11 +349,14 @@ class AssetDBWriter(with_metaclass(ABCMeta)):
'expiration_date': None,
'contract_multiplier': 1,
}
# The columns to be returned.
futures_cols = {'symbol', 'root_symbol', 'asset_name',
'start_date', 'end_date', 'first_traded', 'exchange',
'notice_date', 'expiration_date',
'contract_multiplier'}
# The columns provided.
cols = set(data.futures.columns)
# Drop columns with unrecognised headers.
@@ -364,7 +377,7 @@ class AssetDBWriter(with_metaclass(ABCMeta)):
copy=False
)
# Convert date columns to UNIX Epoch integers (milliseconds)
# Convert date columns to UNIX Epoch integers (nanoseconds)
futures_output['start_date'] = \
futures_output['start_date'].apply(self.convert_datetime)
futures_output['end_date'] = \
@@ -380,14 +393,20 @@ class AssetDBWriter(with_metaclass(ABCMeta)):
futures_output['symbol'] = futures_output.symbol.str.upper()
futures_output['root_symbol'] = futures_output.root_symbol.str.upper()
# ******** Generate exchanges data ********
################################
# Generate exchanges DataFrame #
################################
# Default values to be written to database.
exchanges_defaults = {
'exchange': None,
'timezone': None,
}
# The columns to be returned.
exchanges_cols = {'exchange', 'timezone', }
# The columns provided.
cols = set(data.exchanges.columns)
# Drop columns with unrecognised headers.
@@ -408,17 +427,23 @@ class AssetDBWriter(with_metaclass(ABCMeta)):
copy=False
)
# ******** Generate root symbols data ********
###################################
# Generate root symbols DataFrame #
###################################
# Default values to be written to database.
root_symbols_defaults = {
'root_symbol': None,
'sector': None,
'description': None,
'exchange_id': None,
}
# The columns to be returned.
root_symbols_cols = {'root_symbol', 'sector',
'description', 'exchange_id'}
# The columns provided.
cols = set(data.root_symbols.columns)
# Drop columns with unrecognised headers.
@@ -534,11 +559,11 @@ class AssetDBWriterFromList(AssetDBWriter):
_equities, _futures, _exchanges, _root_symbols = {}, {}, {}, {}
# 1) Populate dictionaries
# Return the largest sid in our dataset, if one exists.
# Return the largest sid in our database, if one exists.
id_counter = sa.select(
[sa.func.max(self.asset_router.c.sid)]
).execute().scalar()
# Base sid creation on largest sid in dataset, or 0 if
# Base sid creation on largest sid in database, or 0 if
# no sids exist.
if id_counter is None:
id_counter = 0