mirror of
https://github.com/wassname/catalyst.git
synced 2026-06-30 01:38:30 +08:00
Joe Jevnik
bc0b117dc9
Changes BcolzDailyBarWriter to not be an abc, data is passed as an iterator of (sid, dataframe) pairs to the write method. Changes the AssetsDBWriter to be a single class which accepts an engine at construction time and has a `write` method for writing dataframes for the various tables. We no longer support writing the various other data types, callers should coerce their data into a dataframe themselves. See zipline.assets.synthetic for some helpers to do this. Adds many new fixtures and updates some existing fixtures to use the new ones: WithDefaultDateBounds A fixture that provides the suite a START_DATE and END_DATE. This is meant to make it easy for other fixtures to synchronize their date ranges without depending on eachother in strange ways. For example, WithBcolzMinuteBarReader and WithBcolzDailyBarReader by default should both have data for the same dates, so they may use depend on WithDefaultDates without forcing a dependency between them. WithTmpDir, WithInstanceTmpDir Provides the suite or individual test case a temporary directory. WithBcolzDailyBarReader Provides the suite a BcolzDailyBarReader which reads from bcolz data written to a temporary directory. The data will be read from dataframes and then converted to bcolz files with BcolzDailyBarWriter.write WithBcolzDailyBarReaderFromCSVs Provides the suite a BcolzDailyBarReader which reads from bcolz data written to a temporary directory. The data will be read from a collection of CSV files and then converted into the bcolz data through BcolzDailyBarWriter.write_csvs WithBcolzMinuteBarReader Provides the suite a BcolzMinuteBarReader which reads from bcolz data written to a temporary directory. The data will be read from dataframes and then converted to bcolz files with BcolzMinuteBarWriter.write WithAdjustmentReader Provides the suite a SQLiteAdjustmentReader which reads from an in memory sqlite database. The data will be read from dataframes and then converted into sqlite with SQLiteAdjustmentWriter.write WithDataPortal Provides each test case a DataPortal object with data from temporary resources.
115 lines
2.9 KiB
Python
115 lines
2.9 KiB
Python
"""
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Caching utilities for zipline
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"""
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from collections import namedtuple
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class Expired(Exception):
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pass
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class CachedObject(namedtuple("_CachedObject", "value expires")):
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"""
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A simple struct for maintaining a cached object with an expiration date.
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Parameters
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----------
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value : object
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The object to cache.
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expires : datetime-like
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Expiration date of `value`. The cache is considered invalid for dates
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**strictly greater** than `expires`.
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Methods
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-------
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get(self, dt)
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Get the cached object.
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Usage
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-----
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>>> from pandas import Timestamp, Timedelta
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>>> expires = Timestamp('2014', tz='UTC')
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>>> obj = CachedObject(1, expires)
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>>> obj.unwrap(expires - Timedelta('1 minute'))
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1
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>>> obj.unwrap(expires)
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1
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>>> obj.unwrap(expires + Timedelta('1 minute'))
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Traceback (most recent call last):
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...
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Expired: 2014-01-01 00:00:00+00:00
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"""
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def unwrap(self, dt):
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"""
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Get the cached value.
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Returns
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-------
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value : object
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The cached value.
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Raises
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------
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Expired
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Raised when `dt` is greater than self.expires.
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"""
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if dt > self.expires:
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raise Expired(self.expires)
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return self.value
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class ExpiringCache(object):
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"""
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A cache of multiple CachedObjects, which returns the wrapped the value
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or raises and deletes the CachedObject if the value has expired.
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Parameters
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----------
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cache : dict-like
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An instance of a dict-like object which needs to support at least:
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`__del__`, `__getitem__`, `__setitem__`
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If `None`, than a dict is used as a default.
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Methods
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-------
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get(self, key, dt)
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Get the value of a cached object for the given `key` at `dt`, if the
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CachedObject has expired then the object is removed from the cache,
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and `KeyError` is raised.
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set(self, key, value, expiration_dt)
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Add a new `value` to the cache at `dt` wrapped in a CachedObject which
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expires at `expiration_dt`.
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Usage
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-----
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>>> from pandas import Timestamp, Timedelta
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>>> expires = Timestamp('2014', tz='UTC')
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>>> value = 1
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>>> cache = ExpiringCache()
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>>> cache.set('foo', value, expires)
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>>> cache.get('foo', expires - Timedelta('1 minute'))
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1
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>>> cache.get('foo', expires + Timedelta('1 minute'))
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Traceback (most recent call last):
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...
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KeyError: 'foo'
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"""
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def __init__(self, cache=None):
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if cache is not None:
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self._cache = cache
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else:
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self._cache = {}
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def get(self, key, dt):
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try:
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return self._cache[key].unwrap(dt)
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except Expired:
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del self._cache[key]
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raise KeyError(key)
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def set(self, key, value, expiration_dt):
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self._cache[key] = CachedObject(value, expiration_dt)
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