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ENH: Add ContinuousFuture to lookup_generic

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dmichalowicz
2017-03-25 09:04:17 -04:00
parent 43d6004cff
commit c86798bc16
2 changed files with 28 additions and 2 deletions
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zipline/assets/assets.py
+8 -1
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@@ -1177,6 +1177,10 @@ class AssetFinder(object):
else:
raise SymbolNotFound(symbol=asset_convertible_or_iterable)
# If the input is a ContinuousFuture just return it as-is.
elif isinstance(asset_convertible_or_iterable, ContinuousFuture):
return asset_convertible_or_iterable, missing
# Interpret input as iterable.
try:
iterator = iter(asset_convertible_or_iterable)
@@ -1187,7 +1191,10 @@ class AssetFinder(object):
)
for obj in iterator:
self._lookup_generic_scalar(obj, as_of_date, matches, missing)
if isinstance(obj, ContinuousFuture):
matches.append(obj)
else:
self._lookup_generic_scalar(obj, as_of_date, matches, missing)
return matches, missing
def map_identifier_index_to_sids(self, index, as_of_date):