mirror of
https://github.com/wassname/catalyst.git
synced 2026-07-04 11:35:55 +08:00
Eddie Hebert
ca9fdcfe84
Gains some performance by using a 'regular' object instead of an ndict. Also, directly sets up the values that we return, instead of going in between with __core_dict and then removing values. In it's entirety performanc.as_portfolio is the current highest bottleneck, working on reducing time spent in that function.
68 lines
1.7 KiB
Python
68 lines
1.7 KiB
Python
#
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# Copyright 2012 Quantopian, Inc.
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#
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# Licensed under the Apache License, Version 2.0 (the "License");
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# you may not use this file except in compliance with the License.
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# You may obtain a copy of the License at
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#
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# http://www.apache.org/licenses/LICENSE-2.0
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#
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# Unless required by applicable law or agreed to in writing, software
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# distributed under the License is distributed on an "AS IS" BASIS,
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# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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# See the License for the specific language governing permissions and
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# limitations under the License.
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from utils.protocol_utils import Enum
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# Datasource type should completely determine the other fields of a
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# message with its type.
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DATASOURCE_TYPE = Enum(
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'AS_TRADED_EQUITY',
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'MERGER',
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'SPLIT',
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'DIVIDEND',
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'TRADE',
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'EMPTY',
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'DONE'
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)
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class Event(object):
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def __init__(self, initial_values=None):
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if initial_values:
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self.__dict__ = initial_values
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def __getitem__(self, name):
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return getattr(self, name)
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def __setitem__(self, name, value):
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setattr(self, name, value)
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def __delitem__(self, name):
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delattr(self, name)
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def keys(self):
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return self.__dict__.keys()
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def __eq__(self, other):
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return self.__dict__ == other.__dict__
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def __contains__(self, name):
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return name in self.__dict__
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def __repr__(self):
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return "Event({0})".format(self.__dict__)
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class Portfolio(object):
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def __init__(self, initial_values=None):
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if initial_values:
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self.__dict__ = initial_values
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def __repr__(self):
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return "Portfolio({0})".format(self.__dict__)
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