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MAINT: PEP8 compliance

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This commit is contained in:
Victor Grau Serrat
2017-12-08 13:18:24 -07:00
parent eb5d55478d
commit ce085e01ec
70 changed files with 757 additions and 1359 deletions
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catalyst/data/loader.py
+19 -78
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@@ -12,7 +12,6 @@
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
import datetime
import os
from collections import OrderedDict
@@ -129,11 +128,13 @@ def load_crypto_market_data(trading_day=None, trading_days=None,
# before this date.
'''
if(bundle_data):
# If we are using the bundle to retrieve the cryptobenchmark, find the last
# date for which there is trading data in the bundle
asset = bundle_data.asset_finder.lookup_symbol(symbol=bm_symbol,as_of_date=None)
# If we are using the bundle to retrieve the cryptobenchmark, find
# the last date for which there is trading data in the bundle
asset = bundle_data.asset_finder.lookup_symbol(
symbol=bm_symbol,as_of_date=None)
ix = bundle_data.daily_bar_reader._last_rows[asset.sid]
last_date = pd.to_datetime(bundle_data.daily_bar_reader._spot_col('day')[ix],unit='s')
last_date = pd.to_datetime(
bundle_data.daily_bar_reader._spot_col('day')[ix],unit='s')
else:
last_date = trading_days[trading_days.get_loc(now, method='ffill') - 2]
'''
@@ -164,8 +165,8 @@ def load_crypto_market_data(trading_day=None, trading_days=None,
br.loc[start_dt] = 0
br = br.sort_index()
# Override first_date for treasury data since we have it for many more years
# and is independent of crypto data
# Override first_date for treasury data since we have it for many more
# years and is independent of crypto data
first_date_treasury = pd.Timestamp('1990-01-02', tz='UTC')
tc = ensure_treasury_data(
bm_symbol,
@@ -301,14 +302,14 @@ def ensure_crypto_benchmark_data(symbol,
if (bundle == 'poloniex'):
'''
If we're using the Poloniex bundle, we'll get the benchmark from the bundle
instead of downloading it from Poloniex every time we need it.
Poloniex has a captcha for API queries originating from outside the US that
prevents users abroad from getting Catalyst to work
If we're using the Poloniex bundle, we'll get the benchmark from the
bundle instead of downloading it from Poloniex every time we need it.
Poloniex has a captcha for API queries originating from outside the US
that prevents users abroad from getting Catalyst to work
'''
logger.info(
(
'Retrieving benchmark data from bundle for {symbol!r} from {first_date} to {last_date}'),
('Retrieving benchmark data from bundle for {symbol!r}'
' from {first_date} to {last_date}'),
symbol=symbol, first_date=first_date, last_date=last_date)
asset = bundle_data.asset_finder.lookup_symbol(symbol=symbol,
@@ -330,11 +331,12 @@ def ensure_crypto_benchmark_data(symbol,
last_date)]
else:
# This is how it used to be: downloading the benchmark everytime.
# Leaving this code here to be repurposed in the future for other bundles.
# This is how it used to be: downloading the benchmark everytime.
# Leaving this code here to be repurposed in the future for
# other bundles.
logger.info(
(
'Downloading benchmark data for {symbol!r} from {first_date} to {last_date}'),
('Downloading benchmark data for {symbol!r}'
' from {first_date} to {last_date}'),
symbol=symbol, first_date=first_date, last_date=last_date)
raise DeprecationWarning('poloniex bundle deprecated')
@@ -431,67 +433,6 @@ def ensure_benchmark_data(symbol, first_date, last_date, now, trading_day,
return data
def ensure_benchmark_data(symbol, first_date, last_date, now, trading_day,
environ=None):
"""
Ensure we have benchmark data for `symbol` from `first_date` to `last_date`
Parameters
----------
symbol : str
The symbol for the benchmark to load.
first_date : pd.Timestamp
First required date for the cache.
last_date : pd.Timestamp
Last required date for the cache.
now : pd.Timestamp
The current time. This is used to prevent repeated attempts to
re-download data that isn't available due to scheduling quirks or other
failures.
trading_day : pd.CustomBusinessDay
A trading day delta. Used to find the day before first_date so we can
get the close of the day prior to first_date.
We attempt to download data unless we already have data stored at the data
cache for `symbol` whose first entry is before or on `first_date` and whose
last entry is on or after `last_date`.
If we perform a download and the cache criteria are not satisfied, we wait
at least one hour before attempting a redownload. This is determined by
comparing the current time to the result of os.path.getmtime on the cache
path.
"""
filename = get_benchmark_filename(symbol)
data = _load_cached_data(filename, first_date, last_date, now, 'benchmark',
environ)
if data is not None:
return data
# If no cached data was found or it was missing any dates then download the
# necessary data.
logger.info(
('Downloading benchmark data for {symbol!r} '
'from {first_date} to {last_date}'),
symbol=symbol,
first_date=first_date - trading_day,
last_date=last_date
)
try:
data = get_benchmark_returns(
symbol,
first_date - trading_day,
last_date,
)
data.to_csv(get_data_filepath(filename, environ))
except (OSError, IOError, HTTPError):
logger.exception('Failed to cache the new benchmark returns')
raise
if not has_data_for_dates(data, first_date, last_date):
logger.warn("Still don't have expected data after redownload!")
return data
def ensure_treasury_data(symbol, first_date, last_date, now, environ=None):
"""
Ensure we have treasury data from treasury module associated with