From bda8bb6d47ac794f70be259aa940e7f96fd1fe8a Mon Sep 17 00:00:00 2001 From: Eddie Hebert Date: Tue, 4 Oct 2016 14:39:23 -0400 Subject: [PATCH] MAINT: Pass through asset instead of sid. When dispatching to sub readers in dispatch reader, pass along the asset object, instead of extracting the sid. The in development reader for continuous futures values besides `sid` are needed from the `ContinuousFuture` object. --- zipline/data/dispatch_bar_reader.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/zipline/data/dispatch_bar_reader.py b/zipline/data/dispatch_bar_reader.py index 4a6ecf77..a80e66b6 100644 --- a/zipline/data/dispatch_bar_reader.py +++ b/zipline/data/dispatch_bar_reader.py @@ -96,7 +96,7 @@ class AssetDispatchBarReader(with_metaclass(ABCMeta)): for i, asset in enumerate(assets): t = type(asset) - sid_groups[t].append(asset.sid) + sid_groups[t].append(asset) out_pos[t].append(i) batched_arrays = {