MAINT: Remove unused data portal methods.

The apply adjustments behavior had been moved to the `HistoryLoader`
class.
This commit is contained in:
Eddie Hebert
2016-09-02 12:12:22 -04:00
parent 768cdb73c3
commit dfd37fcf78
-100
View File
@@ -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.