Files
catalyst/zipline/gens/composites.py
T
Eddie Hebert 314b22656f MAINT: Remove left over simple transform code.
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.
2015-03-30 14:18:39 -04:00

34 lines
1.0 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
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