mirror of
https://github.com/wassname/catalyst.git
synced 2026-07-14 11:15:09 +08:00
Joe Jevnik
f8f7f2fc4c
Previously, all specs had to be pre-allocated by using the 'add_history' function. This is now no longer required and instead serves as a hint to the HistoryContainer to pre-allocate the space for the given spec. History can grow by increasing the length for a frequency, adding a frequency, or adding a field. It can grow with any combination of these. HistoryContainer now is aware of the data_frequency of the algorithm, and no longer uses the daily_at_midnight flag; instead, this is the default behavior.
32 lines
832 B
Python
32 lines
832 B
Python
#
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# Copyright 2014 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 . history import (
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HistorySpec,
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days_index_at_dt,
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index_at_dt,
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Frequency,
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)
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from . import history_container
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__all__ = [
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'HistorySpec',
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'days_index_at_dt',
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'index_at_dt',
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'history_container',
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'Frequency',
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]
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