Files
catalyst/zipline/pipeline/loaders/base.py
T

22 lines
405 B
Python

"""
Base class for Pipeline API data loaders.
"""
from abc import (
ABCMeta,
abstractmethod,
)
from six import with_metaclass
class PipelineLoader(with_metaclass(ABCMeta)):
"""
ABC for classes that can load data for use with zipline.pipeline APIs.
TODO: DOCUMENT THIS MORE!
"""
@abstractmethod
def load_adjusted_array(self, columns, dates, assets, mask):
pass