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https://github.com/wassname/catalyst.git
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STY: remove unused imports and method, clean up docs
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@@ -520,7 +520,7 @@ class TestPostProcessAndToWorkSpaceValue(ZiplineTestCase):
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missing_value = -1
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f = F()
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column_data =np.array(
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column_data = np.array(
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[[0, f.missing_value],
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[1, f.missing_value],
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[2, 3]],
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@@ -34,7 +34,7 @@ from pandas import (
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from pandas.compat.chainmap import ChainMap
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from pandas.util.testing import assert_frame_equal
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from six import iteritems, itervalues
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from toolz import merge, assoc
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from toolz import merge
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from zipline.assets.synthetic import make_rotating_equity_info
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from zipline.errors import NoFurtherDataError
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+38
-10
@@ -81,11 +81,36 @@ class ExplodingPipelineEngine(PipelineEngine):
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)
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def _default_populate_initial_workspace(initial_workspace,
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root_mask_term,
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execution_plan,
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dates,
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assets):
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def default_populate_initial_workspace(initial_workspace,
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root_mask_term,
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execution_plan,
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dates,
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assets):
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"""The default implementation for ``populate_initial_workspace``. This
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function returns the ``initial_workspace`` argument without making any
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modifications.
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Parameters
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----------
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initial_workspace : dict[array-like]
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The initial workspace before we have populated it with any cached
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terms.
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root_mask_term : Term
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The root mask term, normally ``AssetExists()``. This is needed to
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compute the dates for individual terms.
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execution_plan : ExecutionPlan
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The execution plan for the pipeline being run.
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dates : pd.DatetimeIndex
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All of the dates being requested in this pipeline run including
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the extra dates for look back windows.
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assets : pd.Int64Index
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All of the assets that exist for the window being computed.
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Returns
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-------
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populated_initial_workspace : dict[term, array-like]
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The workspace to begin computations with.
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"""
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return initial_workspace
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@@ -106,10 +131,13 @@ class SimplePipelineEngine(object):
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which assets are in the top-level universe at any point in time.
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populate_initial_workspace : callable, optional
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A function which will be used to populate the initial workspace when
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computing a pipeline. This function will be passed the
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initial_workspace, the root mask term, the execution_plan, the dates
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being computed for, and the assets requested and should return a new
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dictionary which will be used as the initial_workspace.
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computing a pipeline. See
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:func:`zipline.pipeline.engine.default_populate_initial_workspace`
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for more info.
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See Also
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--------
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:func:`zipline.pipeline.engine.default_populate_initial_workspace`
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"""
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__slots__ = (
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'_get_loader',
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@@ -134,7 +162,7 @@ class SimplePipelineEngine(object):
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self._root_mask_dates_term = InputDates()
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self._populate_initial_workspace = (
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populate_initial_workspace or _default_populate_initial_workspace
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populate_initial_workspace or default_populate_initial_workspace
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)
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def run_pipeline(self, pipeline, start_date, end_date):
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@@ -195,9 +195,6 @@ class TermGraph(object):
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garbage.add(parent)
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return garbage
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def __iter__(self):
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return iter(self.graph)
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class ExecutionPlan(TermGraph):
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"""
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@@ -492,7 +492,6 @@ assert_index_equal = _register_assert_equal_wrapper(
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)
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@assert_equal.register(pd.Categorical, pd.Categorical)
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def assert_categorical_equal(result, expected, path=(), msg='', **kwargs):
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assert_equal(
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