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https://github.com/wassname/catalyst.git
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jfkirk
79 lines
2.4 KiB
Python
79 lines
2.4 KiB
Python
#
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# Copyright 2015 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 six import BytesIO
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import pickle
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from functools import partial
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from zipline.assets import AssetFinder
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from zipline.finance.trading import TradingEnvironment
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# Label for the serialization version field in the state returned by
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# __getstate__.
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VERSION_LABEL = '_stateversion_'
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def _persistent_id(obj):
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if isinstance(obj, AssetFinder):
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return AssetFinder.PERSISTENT_TOKEN
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if isinstance(obj, TradingEnvironment):
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return TradingEnvironment.PERSISTENT_TOKEN
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return None
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def _persistent_load(persid, env):
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if persid == AssetFinder.PERSISTENT_TOKEN:
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return env.asset_finder
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if persid == TradingEnvironment.PERSISTENT_TOKEN:
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return env
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def dumps_with_persistent_ids(obj, protocol=None):
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"""
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Performs a pickle dumps on the given object, substituting all references to
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a TradingEnvironment or AssetFinder with tokenized representations.
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All arguments are passed to pickle.Pickler and are described therein.
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"""
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file = BytesIO()
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pickler = pickle.Pickler(file, protocol)
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pickler.persistent_id = _persistent_id
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pickler.dump(obj)
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return file.getvalue()
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def loads_with_persistent_ids(str, env):
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"""
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Performs a pickle loads on the given string, substituting the given
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TradingEnvironment in to any tokenized representations of a
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TradingEnvironment or AssetFinder.
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Parameters
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----------
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str : String
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The string representation of the object to be unpickled.
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env : TradingEnvironment
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The TradingEnvironment to be inserted to the unpickled object.
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Returns
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-------
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obj
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An unpickled object formed from the parameter 'str'.
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"""
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file = BytesIO(str)
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unpickler = pickle.Unpickler(file)
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unpickler.persistent_load = partial(_persistent_load, env=env)
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return unpickler.load()
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