Files
catalyst/zipline/gens/composites.py
T
Eddie Hebert b4959e46cf MAINT: Use six for Python 3 compatible names and behavior.
Use the six module to import functions and types that are
consistent between Python 2 and 3, so that one code base can
support both versions.

- Use integer types instead of int and long.
- Use string_types instead of basestring.
- Account for iteritems, itervalues, iterkeys.
- Use six.moves for filter and zip, reduce
- Use compatible bytes for md5 hasher.
- xrange and range
2014-01-07 11:33:50 -05:00

59 lines
1.7 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
from six.moves import reduce
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