Files
catalyst/zipline/protocol.py
T
2012-10-08 17:32:41 -04:00

43 lines
1.1 KiB
Python

#
# Copyright 2012 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.
from utils.protocol_utils import Enum, ndict, namelookup
# Datasource type should completely determine the other fields of a
# message with its type.
DATASOURCE_TYPE = Enum(
'AS_TRADED_EQUITY',
'MERGER',
'SPLIT',
'DIVIDEND',
'TRADE',
'EMPTY',
'DONE'
)
#Transform type needs to be a ndict to facilitate merging.
TRANSFORM_TYPE = ndict({
'PASSTHROUGH': 'PASSTHROUGH',
'EMPTY': ''
})
FINANCE_COMPONENT = namelookup({
'TRADING_CLIENT': 'TRADING_CLIENT',
'PORTFOLIO_CLIENT': 'PORTFOLIO_CLIENT',
})