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MAINT: Abstracts-away Timestamp conversion of Asset fields

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This commit is contained in:
jfkirk
2015-09-11 15:58:46 -04:00
parent a6ce1e5e8d
commit b0195c0d17
1 changed files with 21 additions and 32 deletions
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zipline/assets/assets.py
+21 -32
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@@ -51,6 +51,16 @@ _asset_str_fields = frozenset({
'exchange',
})
# A set of fields that need to be converted to timestamps in UTC
_asset_timestamp_fields = frozenset({
'start_date',
'end_date',
'first_traded'
'notice_date',
'expiration_date',
'auto_close_date',
})
def _convert_asset_str_fields(dict):
"""
@@ -62,6 +72,15 @@ def _convert_asset_str_fields(dict):
dict[key] = str(value)
def _convert_asset_timestamp_fields(dict):
"""
Takes in a dict of Asset init args and converts dates to pd.Timestamps
"""
for key, value in dict.items():
if (key in _asset_timestamp_fields) and (value is not None):
dict[key] = pd.Timestamp(value, tz='UTC')
class AssetFinder(object):
# Token used as a substitute for pickling objects that contain a
@@ -209,17 +228,8 @@ class AssetFinder(object):
# Convert 'data' from a RowProxy object to a dict, to allow assignment
data = dict(data.items())
if data:
if data['start_date']:
data['start_date'] = pd.Timestamp(data['start_date'], tz='UTC')
if data['end_date']:
data['end_date'] = pd.Timestamp(data['end_date'], tz='UTC')
if data['first_traded']:
data['first_traded'] = pd.Timestamp(
data['first_traded'], tz='UTC')
_convert_asset_str_fields(data)
_convert_asset_timestamp_fields(data)
equity = Equity(**data)
else:
@@ -241,29 +251,8 @@ class AssetFinder(object):
# Convert 'data' from a RowProxy object to a dict, to allow assignment
data = dict(data.items())
if data:
if data['start_date']:
data['start_date'] = pd.Timestamp(data['start_date'], tz='UTC')
if data['end_date']:
data['end_date'] = pd.Timestamp(data['end_date'], tz='UTC')
if data['first_traded']:
data['first_traded'] = pd.Timestamp(
data['first_traded'], tz='UTC')
if data['notice_date']:
data['notice_date'] = pd.Timestamp(
data['notice_date'], tz='UTC')
if data['expiration_date']:
data['expiration_date'] = pd.Timestamp(
data['expiration_date'], tz='UTC')
if data['auto_close_date']:
data['auto_close_date'] = pd.Timestamp(
data['auto_close_date'], tz='UTC')
_convert_asset_str_fields(data)
_convert_asset_timestamp_fields(data)
future = Future(**data)
else: