From 65381ecbcd7324573b4c10cba42da985a90a1d48 Mon Sep 17 00:00:00 2001 From: Scott Sanderson Date: Tue, 4 Apr 2017 17:12:21 -0400 Subject: [PATCH 1/2] BUG: Return from can_trade in same order as input. This matches the behavior of history and data.current. --- zipline/_protocol.pyx | 7 ++++--- 1 file changed, 4 insertions(+), 3 deletions(-) diff --git a/zipline/_protocol.pyx b/zipline/_protocol.pyx index 2eb48f23..c440e7f6 100644 --- a/zipline/_protocol.pyx +++ b/zipline/_protocol.pyx @@ -480,12 +480,13 @@ cdef class BarData: assets, dt, adjusted_dt, data_portal ) else: - return pd.Series(data={ - asset: self._can_trade_for_asset( + tradeable = [ + self._can_trade_for_asset( asset, dt, adjusted_dt, data_portal ) for asset in assets - }) + ] + return pd.Series(data=tradeable, index=assets) cdef bool _can_trade_for_asset(self, asset, dt, adjusted_dt, data_portal): cdef object session_label From d289e8689542d77b7d37df5973881c7c951841d1 Mon Sep 17 00:00:00 2001 From: Scott Sanderson Date: Tue, 4 Apr 2017 17:26:38 -0400 Subject: [PATCH 2/2] MAINT: Guarantee bool dtype for can_trade. --- zipline/_protocol.pyx | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/zipline/_protocol.pyx b/zipline/_protocol.pyx index c440e7f6..e6ee6a33 100644 --- a/zipline/_protocol.pyx +++ b/zipline/_protocol.pyx @@ -486,7 +486,7 @@ cdef class BarData: ) for asset in assets ] - return pd.Series(data=tradeable, index=assets) + return pd.Series(data=tradeable, index=assets, dtype=bool) cdef bool _can_trade_for_asset(self, asset, dt, adjusted_dt, data_portal): cdef object session_label