mirror of
https://github.com/wassname/catalyst.git
synced 2026-06-29 01:41:38 +08:00
Scott Sanderson
8220d1ee86
EarningsCalendar loader. - Moves most of AdjustedArray back into Python. The window iterator is the only part that's performance-intensive. - Adds a bootleg templating system for creating specialized versions of AdjustedArrayWindow for each concrete type we care about. - Adds support for differently dtyped terms in pipeline. This allows us to use datetime64s which are needed in the EarningsCalendar. - Adds EarningsCalendar dataset for the next and previous earnings announcements in pipeline. - Adds in memory loader for EarningsCalendar. - Adds blaze loader for EarningsCalendar.
115 lines
2.7 KiB
Python
115 lines
2.7 KiB
Python
#
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# Copyright 2015 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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from ctypes import (
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Structure,
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c_ubyte,
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c_uint,
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c_ulong,
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c_ulonglong,
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c_ushort,
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sizeof,
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)
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import numpy as np
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import pandas as pd
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from six.moves import range
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_inttypes_map = {
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sizeof(t) - 1: t for t in {
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c_ubyte,
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c_uint,
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c_ulong,
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c_ulonglong,
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c_ushort
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}
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}
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_inttypes = list(
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pd.Series(_inttypes_map).reindex(
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range(max(_inttypes_map.keys())),
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method='bfill',
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),
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)
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def enum(option, *options):
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"""
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Construct a new enum object.
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Parameters
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----------
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*options : iterable of str
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The names of the fields for the enum.
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Returns
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-------
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enum
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A new enum collection.
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Examples
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--------
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>>> e = enum('a', 'b', 'c')
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>>> e
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<enum: ('a', 'b', 'c')>
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>>> e.a
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0
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>>> e.b
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1
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>>> e.a in e
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True
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>>> tuple(e)
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(0, 1, 2)
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Notes
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-----
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Identity checking is not guaranteed to work with enum members, instead
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equality checks should be used. From CPython's documentation:
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"The current implementation keeps an array of integer objects for all
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integers between -5 and 256, when you create an int in that range you
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actually just get back a reference to the existing object. So it should be
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possible to change the value of 1. I suspect the behaviour of Python in
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this case is undefined. :-)"
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"""
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options = (option,) + options
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rangeob = range(len(options))
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try:
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inttype = _inttypes[int(np.log2(len(options) - 1)) // 8]
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except IndexError:
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raise OverflowError(
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'Cannot store enums with more than sys.maxsize elements, got %d' %
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len(options),
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)
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class _enum(Structure):
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_fields_ = [(o, inttype) for o in options]
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def __iter__(self):
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return iter(rangeob)
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def __contains__(self, value):
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return 0 <= value < len(options)
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def __repr__(self):
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return '<enum: %s>' % (
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('%d fields' % len(options))
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if len(options) > 10 else
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repr(options)
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)
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return _enum(*rangeob)
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