Files
catalyst/zipline/protocol_utils.py
T

97 lines
2.4 KiB
Python

import copy
import pandas
from ctypes import Structure, c_ubyte
def Enum(*options):
"""
Fast enums are very important when we want really tight zmq
loops. These are probably going to evolve into pure C structs
anyways so might as well get going on that.
"""
class cstruct(Structure):
_fields_ = [(o, c_ubyte) for o in options]
return cstruct(*range(len(options)))
def FrameExceptionFactory(name):
"""
Exception factory with a closure around the frame class name.
"""
class InvalidFrame(Exception):
def __init__(self, got):
self.got = got
def __str__(self):
return "Invalid {framecls} Frame: {got}".format(
framecls = name,
got = self.got,
)
return InvalidFrame
class namedict(object):
"""
Namedicts are dict like objects that have fields accessible by attribute lookup
as well as being indexable and iterable::
HEARTBEAT_PROTOCOL = namedict({
'REQ' : b'\x01',
'REP' : b'\x02',
})
HEARTBEAT_PROTOCOL.REQ # syntactic sugar
HEARTBEAT_PROTOCOL.REP # oh suga suga
For more complex structs use collections.namedtuple:
"""
def __init__(self, dct=None):
if(dct):
self.__dict__.update(dct)
def __setitem__(self, key, value):
"""
Required for use by pymongo as_class parameter to find.
"""
if(key == '_id'):
self.__dict__['id'] = value
else:
self.__dict__[key] = value
def __getitem__(self, key):
return self.__dict__[key]
def keys(self):
return self.__dict__.keys()
def as_dict(self):
# shallow copy is O(n)
return copy.copy(self.__dict__)
def delete(self, key):
del(self.__dict__[key])
def merge(self, other_nd):
assert isinstance(other_nd, namedict)
self.__dict__.update(other_nd.__dict__)
def __repr__(self):
return "namedict: " + str(self.__dict__)
def __eq__(self, other):
# !!!!!!!!!!!!!!!!!!!!
# !!!! DANGEROUS !!!!!
# !!!!!!!!!!!!!!!!!!!!
return other != None and self.__dict__ == other.__dict__
def has_attr(self, name):
return self.__dict__.has_key(name)
def __getitem__(self, key):
return self.__dict__[key]
def as_series(self):
s = pandas.Series(self.__dict__)
s.name = self.sid
return s