mirror of
https://github.com/wassname/catalyst.git
synced 2026-07-31 12:10:31 +08:00
41 lines
1.2 KiB
Python
41 lines
1.2 KiB
Python
import pytz
|
|
import numbers
|
|
|
|
from hashlib import md5
|
|
from datetime import datetime
|
|
|
|
from zipline import ndict
|
|
from zipline.protocol import DATASOURCE_TYPE
|
|
|
|
|
|
def stringify_args(*args, **kwargs):
|
|
"""Define a unique string for any set of representable args."""
|
|
arg_string = '_'.join([str(arg) for arg in args])
|
|
kwarg_string = '_'.join([str(key) + '=' + str(value) for key, value in kwargs.iteritems()])
|
|
combined = ':'.join([arg_string, kwarg_string])
|
|
|
|
hasher = md5()
|
|
hasher.update(combined)
|
|
return hasher.hexdigest()
|
|
|
|
|
|
def assert_datasource_protocol(event):
|
|
"""Assert that an event meets the protocol for datasource outputs."""
|
|
|
|
assert isinstance(event, ndict)
|
|
assert isinstance(event.source_id, basestring)
|
|
assert isinstance(event.dt, datetime)
|
|
assert event.dt.tzinfo == pytz.utc
|
|
assert event.type in DATASOURCE_TYPE
|
|
|
|
def assert_trade_protocol(event):
|
|
"""Assert that an event meets the protocol for datasource TRADE outputs."""
|
|
assert_datasource_protocol(event)
|
|
|
|
assert isinstance(event, ndict)
|
|
assert event.type == DATASOURCE_TYPE.TRADE
|
|
assert isinstance(event.sid, int)
|
|
assert isinstance(event.price, numbers.Real)
|
|
assert isinstance(event.volume, numbers.Integral)
|
|
|