mirror of
https://github.com/wassname/catalyst.git
synced 2026-07-02 08:44:59 +08:00
Eddie Hebert
8481e2df49
Use six's with_metaclass to have objects that use metaclasses, in both Python 2 and 3. Otherwise, in Python 3 the objects were being treated as if they did not have a metaclass, when the Python 2 syntax is used, leading to errors because of missing attributes, etc.
68 lines
1.5 KiB
Python
68 lines
1.5 KiB
Python
from abc import (
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ABCMeta,
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abstractproperty
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)
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from six import with_metaclass
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from zipline.protocol import DATASOURCE_TYPE
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from zipline.protocol import Event
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class DataSource(with_metaclass(ABCMeta)):
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@property
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def event_type(self):
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return DATASOURCE_TYPE.TRADE
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@property
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def mapping(self):
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"""
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Mappings of the form:
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target_key: (mapping_function, source_key)
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"""
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return {}
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@abstractproperty
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def raw_data(self):
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"""
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An iterator that yields the raw datasource,
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in chronological order of data, one event at a time.
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"""
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NotImplemented
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@abstractproperty
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def instance_hash(self):
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"""
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A hash that represents the unique args to the source.
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"""
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pass
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def get_hash(self):
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return self.__class__.__name__ + "-" + self.instance_hash
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def apply_mapping(self, raw_row):
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"""
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Override this to hand craft conversion of row.
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"""
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row = {target: mapping_func(raw_row[source_key])
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for target, (mapping_func, source_key)
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in self.mapping.items()}
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row.update({'source_id': self.get_hash()})
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row.update({'type': self.event_type})
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return row
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@property
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def mapped_data(self):
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for row in self.raw_data:
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yield Event(self.apply_mapping(row))
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def __iter__(self):
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return self
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def next(self):
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return self.mapped_data.next()
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def __next__(self):
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return next(self.mapped_data)
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