From dfd37fcf7837dfd03d1ab2fddd2107ad01220409 Mon Sep 17 00:00:00 2001 From: Eddie Hebert Date: Fri, 2 Sep 2016 12:12:22 -0400 Subject: [PATCH] MAINT: Remove unused data portal methods. The apply adjustments behavior had been moved to the `HistoryLoader` class. --- zipline/data/data_portal.py | 100 ------------------------------------ 1 file changed, 100 deletions(-) diff --git a/zipline/data/data_portal.py b/zipline/data/data_portal.py index e8ebd890..c66e28bf 100644 --- a/zipline/data/data_portal.py +++ b/zipline/data/data_portal.py @@ -858,73 +858,6 @@ class DataPortal(object): field, False) - def _apply_all_adjustments(self, data, asset, dts, field, - price_adj_factor=1.0): - """ - Internal method that applies all the necessary adjustments on the - given data array. - - The adjustments are: - - splits - - if field != "volume": - - mergers - - dividends - - * 0.001 - - any zero fields replaced with NaN - - all values rounded to 3 digits after the decimal point. - - Parameters - ---------- - data : np.array - The data to be adjusted. - - asset: Asset - The asset whose data is being adjusted. - - dts: pd.DateTimeIndex - The list of minutes or days representing the desired window. - - field: string - The field whose values are in the data array. - - price_adj_factor: float - Factor with which to adjust OHLC values. - Returns - ------- - None. The data array is modified in place. - """ - self._apply_adjustments_to_window( - self._get_adjustment_list( - asset, self._splits_dict, "SPLITS" - ), - data, - dts, - field != 'volume' - ) - - if field != 'volume': - self._apply_adjustments_to_window( - self._get_adjustment_list( - asset, self._mergers_dict, "MERGERS" - ), - data, - dts, - True - ) - - self._apply_adjustments_to_window( - self._get_adjustment_list( - asset, self._dividends_dict, "DIVIDENDS" - ), - data, - dts, - True - ) - - if price_adj_factor is not None: - data *= price_adj_factor - np.around(data, 3, out=data) - def _get_daily_window_for_sids( self, assets, field, days_in_window, extra_slot=True): """ @@ -980,39 +913,6 @@ class DataPortal(object): return_array[:len(data)] = data return return_array - @staticmethod - def _apply_adjustments_to_window(adjustments_list, window_data, - dts_in_window, multiply): - if len(adjustments_list) == 0: - return - - # advance idx to the correct spot in the adjustments list, based on - # when the window starts - idx = 0 - - while idx < len(adjustments_list) and dts_in_window[0] >\ - adjustments_list[idx][0]: - idx += 1 - - # if we've advanced through all the adjustments, then there's nothing - # to do. - if idx == len(adjustments_list): - return - - while idx < len(adjustments_list): - adjustment_to_apply = adjustments_list[idx] - - if adjustment_to_apply[0] > dts_in_window[-1]: - break - - range_end = dts_in_window.searchsorted(adjustment_to_apply[0]) - if multiply: - window_data[0:range_end] *= adjustment_to_apply[1] - else: - window_data[0:range_end] /= adjustment_to_apply[1] - - idx += 1 - def _get_adjustment_list(self, asset, adjustments_dict, table_name): """ Internal method that returns a list of adjustments for the given sid.