Files
catalyst/zipline/gens/composites.py
T
Eddie Hebert 58af62f18d REL: Update copyright on all files touched since end of 2012.
s/Copyright 2012/Copyright 2013/
2013-04-05 14:28:15 -04:00

57 lines
1.6 KiB
Python

#
# Copyright 2013 Quantopian, Inc.
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
import heapq
def _decorate_source(source):
for message in source:
yield ((message.dt, message.source_id), message)
def date_sorted_sources(*sources):
"""
Takes an iterable of sources, generating namestrings and
piping their output into date_sort.
"""
sorted_stream = heapq.merge(*(_decorate_source(s) for s in sources))
# Strip out key decoration
for _, message in sorted_stream:
yield message
def sequential_transforms(stream_in, *transforms):
"""
Apply each transform in transforms sequentially to each event in stream_in.
Each transform application will add a new entry indexed to the transform's
hash string.
"""
# Recursively apply all transforms to the stream.
stream_out = reduce(lambda stream, tnfm: tnfm.transform(stream),
transforms,
stream_in)
return stream_out
def alias_dt(stream_in):
"""
Alias the dt field to datetime on each message.
"""
for message in stream_in:
message['datetime'] = message['dt']
yield message