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Commented out handle_data().

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Thomas Wiecki
2012-09-17 10:30:22 -04:00
parent 784fc72569
commit ea5cbaba56
1 changed files with 18 additions and 17 deletions
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zipline/gens/transform.py
+18 -17
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@@ -286,7 +286,6 @@ class EventWindow(object):
class BatchWindow(EventWindow): class BatchWindow(EventWindow):
def __init__(self, func, refresh_period=None, wind_length=None, sids=None): def __init__(self, func, refresh_period=None, wind_length=None, sids=None):
super(BatchWindow, self).__init__(True, days=wind_length, delta=None) super(BatchWindow, self).__init__(True, days=wind_length, delta=None)
self.func = func
self.sids = sids self.sids = sids
self.refresh_period = refresh_period self.refresh_period = refresh_period
self.wind_length = wind_length self.wind_length = wind_length
@@ -297,27 +296,29 @@ class BatchWindow(EventWindow):
self.updated = False self.updated = False
def handle_data(self, data): # def handle_data(self, data):
""" # """
New method to handle a data frame as sent to the algorithm's handle_data # New method to handle a data frame as sent to the algorithm's handle_data
method. # method.
""" # """
dts = [data[sid].datetime for sid in self.sids] # dts = [data[sid].datetime for sid in self.sids]
prices = [data[sid].price for sid in self.sids] # prices = [data[sid].price for sid in self.sids]
volumes = [data[sid].volume for sid in self.sids] # volumes = [data[sid].volume for sid in self.sids]
price_df = pd.DataFrame(prices, columns=self.sids, index=dts) # price_df = pd.DataFrame(prices, columns=self.sids, index=dts)
volume_df = pd.DataFrame(volumes, columns=self.sids, index=dts) # volume_df = pd.DataFrame(volumes, columns=self.sids, index=dts)
event = ndict({ # event = ndict({
'dt' : max(dts), # 'dt' : max(dts),
'prices': price_df, # 'prices': price_df,
'volumes': volume_df, # 'volumes': volume_df,
}) # })
self.update(event) # self.update(event)
def handle_add(self, event): def handle_add(self, event):
import pdb; pdb.set_trace()
if not self.last_calc: if not self.last_calc:
self.last_calc = event.dt self.last_calc = event.dt
return return