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Remove pieces that are no longer used now that the simple transforms are wrappers around history via the SIDData object. Move window length related pieces into batch_transform, since the rest of the utils module is no longer used.
34 lines
1.0 KiB
Python
34 lines
1.0 KiB
Python
#
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# Copyright 2013 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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import heapq
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def _decorate_source(source):
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for message in source:
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yield ((message.dt, message.source_id), message)
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def date_sorted_sources(*sources):
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"""
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Takes an iterable of sources, generating namestrings and
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piping their output into date_sort.
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"""
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sorted_stream = heapq.merge(*(_decorate_source(s) for s in sources))
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# Strip out key decoration
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for _, message in sorted_stream:
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yield message
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