mirror of
https://github.com/wassname/catalyst.git
synced 2026-06-28 06:13:40 +08:00
jfkirk
79 lines
2.4 KiB
Python
79 lines
2.4 KiB
Python
#
|
|
# Copyright 2015 Quantopian, Inc.
|
|
#
|
|
# Licensed under the Apache License, Version 2.0 (the "License");
|
|
# you may not use this file except in compliance with the License.
|
|
# You may obtain a copy of the License at
|
|
#
|
|
# http://www.apache.org/licenses/LICENSE-2.0
|
|
#
|
|
# Unless required by applicable law or agreed to in writing, software
|
|
# distributed under the License is distributed on an "AS IS" BASIS,
|
|
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
|
# See the License for the specific language governing permissions and
|
|
# limitations under the License.
|
|
|
|
from six import BytesIO
|
|
import pickle
|
|
from functools import partial
|
|
|
|
from zipline.assets import AssetFinder
|
|
from zipline.finance.trading import TradingEnvironment
|
|
|
|
# Label for the serialization version field in the state returned by
|
|
# __getstate__.
|
|
VERSION_LABEL = '_stateversion_'
|
|
|
|
|
|
def _persistent_id(obj):
|
|
if isinstance(obj, AssetFinder):
|
|
return AssetFinder.PERSISTENT_TOKEN
|
|
if isinstance(obj, TradingEnvironment):
|
|
return TradingEnvironment.PERSISTENT_TOKEN
|
|
return None
|
|
|
|
|
|
def _persistent_load(persid, env):
|
|
if persid == AssetFinder.PERSISTENT_TOKEN:
|
|
return env.asset_finder
|
|
if persid == TradingEnvironment.PERSISTENT_TOKEN:
|
|
return env
|
|
|
|
|
|
def dumps_with_persistent_ids(obj, protocol=None):
|
|
"""
|
|
Performs a pickle dumps on the given object, substituting all references to
|
|
a TradingEnvironment or AssetFinder with tokenized representations.
|
|
|
|
All arguments are passed to pickle.Pickler and are described therein.
|
|
"""
|
|
file = BytesIO()
|
|
pickler = pickle.Pickler(file, protocol)
|
|
pickler.persistent_id = _persistent_id
|
|
pickler.dump(obj)
|
|
return file.getvalue()
|
|
|
|
|
|
def loads_with_persistent_ids(str, env):
|
|
"""
|
|
Performs a pickle loads on the given string, substituting the given
|
|
TradingEnvironment in to any tokenized representations of a
|
|
TradingEnvironment or AssetFinder.
|
|
|
|
Parameters
|
|
----------
|
|
str : String
|
|
The string representation of the object to be unpickled.
|
|
env : TradingEnvironment
|
|
The TradingEnvironment to be inserted to the unpickled object.
|
|
|
|
Returns
|
|
-------
|
|
obj
|
|
An unpickled object formed from the parameter 'str'.
|
|
"""
|
|
file = BytesIO(str)
|
|
unpickler = pickle.Unpickler(file)
|
|
unpickler.persistent_load = partial(_persistent_load, env=env)
|
|
return unpickler.load()
|