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BUG: Ensure that current_sids() returns Assets instead of identifiers

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Also batch lookup sids in algo.run
This commit is contained in:
Richard Frank
2016-01-20 06:52:10 -05:00
parent ab573731d9
commit daf05c6b59
1 changed files with 2 additions and 6 deletions
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zipline/algorithm.py
+2 -6
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@@ -559,15 +559,11 @@ class TradingAlgorithm(object):
# The sids field of the source is the reference for the universe at
# the start of the run
self._current_universe = set()
for source in self.sources:
for sid in source.sids:
self._current_universe.add(sid)
sids = {sid for source in self.sources for sid in source.sids}
# Check that all sids from the source are accounted for in
# the AssetFinder. This retrieve call will raise an exception if the
# sid is not found.
for sid in self._current_universe:
self.asset_finder.retrieve_asset(sid)
self._current_universe = set(self.asset_finder.retrieve_all(sids))
# force a reset of the performance tracker, in case
# this is a repeat run of the algorithm.