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ENH: Expose exchange_full on Equity objects
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@@ -164,7 +164,7 @@ cdef class Asset:
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self.start_date,
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self.end_date,
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self.first_traded,
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self.auto_close_date,))
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self.auto_close_date))
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cpdef to_dict(self):
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"""
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@@ -226,9 +226,63 @@ cdef class Asset:
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cdef class Equity(Asset):
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cdef readonly object exchange_full
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_kwargnames = frozenset({
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'sid',
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'symbol',
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'asset_name',
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'start_date',
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'end_date',
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'first_traded',
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'auto_close_date',
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'exchange',
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'exchange_full',
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})
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def __init__(self,
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int sid, # sid is required
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object exchange, # exchange is required
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object symbol="",
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object asset_name="",
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object start_date=None,
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object end_date=None,
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object first_traded=None,
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object auto_close_date=None,
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object exchange_full=None):
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super().__init__(
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sid,
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exchange,
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symbol=symbol,
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asset_name=asset_name,
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start_date=start_date,
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end_date=end_date,
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first_traded=first_traded,
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auto_close_date=auto_close_date,
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)
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self.exchange_full = exchange_full
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cpdef to_dict(self):
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"""
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Convert to a python dict.
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"""
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return {
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'sid': self.sid,
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'symbol': self.symbol,
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'asset_name': self.asset_name,
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'start_date': self.start_date,
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'end_date': self.end_date,
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'first_traded': self.first_traded,
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'auto_close_date': self.auto_close_date,
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'exchange': self.exchange,
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'exchange_full': self.exchange_full,
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}
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def __repr__(self):
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attrs = ('symbol', 'asset_name', 'exchange',
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'start_date', 'end_date', 'first_traded', 'auto_close_date')
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'start_date', 'end_date', 'first_traded', 'auto_close_date',
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'exchange_full')
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tuples = ((attr, repr(getattr(self, attr, None)))
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for attr in attrs)
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strings = ('%s=%s' % (t[0], t[1]) for t in tuples)
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@@ -51,6 +51,7 @@ def make_rotating_equity_info(num_assets,
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periods=num_assets,
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),
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'exchange': 'TEST',
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'exchange_full': 'TEST FULL',
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},
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index=range(num_assets),
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)
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@@ -87,6 +88,7 @@ def make_simple_equity_info(sids,
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'start_date': pd.to_datetime([start_date] * num_assets),
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'end_date': pd.to_datetime([end_date] * num_assets),
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'exchange': 'TEST',
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'exchange_full': 'TEST FULL',
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},
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index=sids,
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columns=(
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@@ -94,6 +96,7 @@ def make_simple_equity_info(sids,
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'end_date',
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'symbol',
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'exchange',
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'exchange_full',
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),
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)
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@@ -137,6 +140,7 @@ def make_jagged_equity_info(num_assets,
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periods=num_assets,
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),
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'exchange': 'TEST',
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'exchange_full': 'TEST FULL',
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},
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index=range(num_assets),
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)
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