mirror of
https://github.com/wassname/catalyst.git
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bc0b117dc9
Changes BcolzDailyBarWriter to not be an abc, data is passed as an iterator of (sid, dataframe) pairs to the write method. Changes the AssetsDBWriter to be a single class which accepts an engine at construction time and has a `write` method for writing dataframes for the various tables. We no longer support writing the various other data types, callers should coerce their data into a dataframe themselves. See zipline.assets.synthetic for some helpers to do this. Adds many new fixtures and updates some existing fixtures to use the new ones: WithDefaultDateBounds A fixture that provides the suite a START_DATE and END_DATE. This is meant to make it easy for other fixtures to synchronize their date ranges without depending on eachother in strange ways. For example, WithBcolzMinuteBarReader and WithBcolzDailyBarReader by default should both have data for the same dates, so they may use depend on WithDefaultDates without forcing a dependency between them. WithTmpDir, WithInstanceTmpDir Provides the suite or individual test case a temporary directory. WithBcolzDailyBarReader Provides the suite a BcolzDailyBarReader which reads from bcolz data written to a temporary directory. The data will be read from dataframes and then converted to bcolz files with BcolzDailyBarWriter.write WithBcolzDailyBarReaderFromCSVs Provides the suite a BcolzDailyBarReader which reads from bcolz data written to a temporary directory. The data will be read from a collection of CSV files and then converted into the bcolz data through BcolzDailyBarWriter.write_csvs WithBcolzMinuteBarReader Provides the suite a BcolzMinuteBarReader which reads from bcolz data written to a temporary directory. The data will be read from dataframes and then converted to bcolz files with BcolzMinuteBarWriter.write WithAdjustmentReader Provides the suite a SQLiteAdjustmentReader which reads from an in memory sqlite database. The data will be read from dataframes and then converted into sqlite with SQLiteAdjustmentWriter.write WithDataPortal Provides each test case a DataPortal object with data from temporary resources.
248 lines
7.0 KiB
Python
248 lines
7.0 KiB
Python
"""
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Utilities for validating inputs to user-facing API functions.
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"""
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from textwrap import dedent
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from types import CodeType
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from functools import wraps
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from inspect import getargspec
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from uuid import uuid4
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from toolz.curried.operator import getitem
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from six import viewkeys, exec_, PY3
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_code_argorder = (
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('co_argcount', 'co_kwonlyargcount') if PY3 else ('co_argcount',)
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) + (
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'co_nlocals',
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'co_stacksize',
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'co_flags',
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'co_code',
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'co_consts',
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'co_names',
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'co_varnames',
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'co_filename',
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'co_name',
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'co_firstlineno',
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'co_lnotab',
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'co_freevars',
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'co_cellvars',
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)
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NO_DEFAULT = object()
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def preprocess(*_unused, **processors):
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"""
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Decorator that applies pre-processors to the arguments of a function before
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calling the function.
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Parameters
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----------
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**processors : dict
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Map from argument name -> processor function.
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A processor function takes three arguments: (func, argname, argvalue).
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`func` is the the function for which we're processing args.
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`argname` is the name of the argument we're processing.
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`argvalue` is the value of the argument we're processing.
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Usage
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-----
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>>> def _ensure_tuple(func, argname, arg):
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... if isinstance(arg, tuple):
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... return argvalue
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... try:
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... return tuple(arg)
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... except TypeError:
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... raise TypeError(
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... "%s() expected argument '%s' to"
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... " be iterable, but got %s instead." % (
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... func.__name__, argname, arg,
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... )
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... )
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...
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>>> @preprocess(arg=_ensure_tuple)
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... def foo(arg):
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... return arg
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...
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>>> foo([1, 2, 3])
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(1, 2, 3)
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>>> foo("a")
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('a',)
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>>> foo(2)
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Traceback (most recent call last):
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...
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TypeError: foo() expected argument 'arg' to be iterable, but got 2 instead.
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"""
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if _unused:
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raise TypeError("preprocess() doesn't accept positional arguments")
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def _decorator(f):
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args, varargs, varkw, defaults = argspec = getargspec(f)
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if defaults is None:
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defaults = ()
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no_defaults = (NO_DEFAULT,) * (len(args) - len(defaults))
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args_defaults = list(zip(args, no_defaults + defaults))
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if varargs:
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args_defaults.append((varargs, NO_DEFAULT))
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if varkw:
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args_defaults.append((varkw, NO_DEFAULT))
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argset = set(args) | {varargs, varkw} - {None}
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# Arguments can be declared as tuples in Python 2.
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if not all(isinstance(arg, str) for arg in args):
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raise TypeError(
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"Can't validate functions using tuple unpacking: %s" %
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(argspec,)
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)
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# Ensure that all processors map to valid names.
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bad_names = viewkeys(processors) - argset
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if bad_names:
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raise TypeError(
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"Got processors for unknown arguments: %s." % bad_names
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)
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return _build_preprocessed_function(
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f, processors, args_defaults, varargs, varkw,
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)
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return _decorator
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def call(f):
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"""
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Wrap a function in a processor that calls `f` on the argument before
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passing it along.
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Useful for creating simple arguments to the `@preprocess` decorator.
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Parameters
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----------
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f : function
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Function accepting a single argument and returning a replacement.
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Usage
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-----
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>>> @preprocess(x=call(lambda x: x + 1))
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... def foo(x):
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... return x
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...
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>>> foo(1)
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2
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"""
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@wraps(f)
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def processor(func, argname, arg):
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return f(arg)
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return processor
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def _build_preprocessed_function(func,
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processors,
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args_defaults,
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varargs,
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varkw):
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"""
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Build a preprocessed function with the same signature as `func`.
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Uses `exec` internally to build a function that actually has the same
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signature as `func.
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"""
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format_kwargs = {'func_name': func.__name__}
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def mangle(name):
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return 'a' + uuid4().hex + name
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format_kwargs['mangled_func'] = mangled_funcname = mangle(func.__name__)
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def make_processor_assignment(arg, processor_name):
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template = "{arg} = {processor}({func}, '{arg}', {arg})"
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return template.format(
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arg=arg,
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processor=processor_name,
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func=mangled_funcname,
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)
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exec_globals = {mangled_funcname: func, 'wraps': wraps}
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defaults_seen = 0
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default_name_template = 'a' + uuid4().hex + '_%d'
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signature = []
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call_args = []
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assignments = []
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star_map = {
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varargs: '*',
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varkw: '**',
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}
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def name_as_arg(arg):
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return star_map.get(arg, '') + arg
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for arg, default in args_defaults:
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if default is NO_DEFAULT:
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signature.append(name_as_arg(arg))
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else:
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default_name = default_name_template % defaults_seen
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exec_globals[default_name] = default
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signature.append('='.join([name_as_arg(arg), default_name]))
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defaults_seen += 1
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if arg in processors:
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procname = mangle('_processor_' + arg)
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exec_globals[procname] = processors[arg]
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assignments.append(make_processor_assignment(arg, procname))
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call_args.append(name_as_arg(arg))
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exec_str = dedent(
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"""\
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@wraps({wrapped_funcname})
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def {func_name}({signature}):
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{assignments}
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return {wrapped_funcname}({call_args})
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"""
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).format(
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func_name=func.__name__,
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signature=', '.join(signature),
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assignments='\n '.join(assignments),
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wrapped_funcname=mangled_funcname,
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call_args=', '.join(call_args),
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)
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compiled = compile(
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exec_str,
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func.__code__.co_filename,
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mode='exec',
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)
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exec_locals = {}
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exec_(compiled, exec_globals, exec_locals)
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new_func = exec_locals[func.__name__]
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code = new_func.__code__
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args = {
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attr: getattr(code, attr)
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for attr in dir(code)
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if attr.startswith('co_')
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}
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# Copy the firstlineno out of the underlying function so that exceptions
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# get raised with the correct traceback.
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# This also makes dynamic source inspection (like IPython `??` operator)
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# work as intended.
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try:
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# Try to get the pycode object from the underlying function.
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original_code = func.__code__
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except AttributeError:
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try:
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# The underlying callable was not a function, try to grab the
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# `__func__.__code__` which exists on method objects.
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original_code = func.__func__.__code__
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except AttributeError:
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# The underlying callable does not have a `__code__`. There is
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# nothing for us to correct.
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return new_func
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args['co_firstlineno'] = original_code.co_firstlineno
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new_func.__code__ = CodeType(*map(getitem(args), _code_argorder))
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return new_func
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