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