mirror of
https://github.com/wassname/catalyst.git
synced 2026-06-30 01:55:18 +08:00
Eddie Hebert
7904773d00
The latest flake8 release in now 1.5, which pulls in pep8: 1.3.4a0 The upgrade pep8 has changes to what it picks up as lint. Making code base compatible, so that new devs can install pep8 from PyPI and not have friction over the version difference. Currently using these ignores in the config file: ``` [pep8] ignore = E124,E125,E126 ``` Ignoring these since they are difficult to squash while maintaining an 80 char line length, and appear spurious. Should address later. Updates Travis config, README, and pip requirements to reflect change.
72 lines
2.1 KiB
Python
72 lines
2.1 KiB
Python
#
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# Copyright 2012 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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import os
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if __name__ == "__main__":
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import sys
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sys.path.append(os.path.abspath('.'))
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print sys.path
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import msgpack
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from treasuries import get_treasury_data
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from benchmarks import get_benchmark_returns
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def dump_treasury_curves():
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"""
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Dumps data to be used with zipline.
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Puts source treasury and data into zipline.
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"""
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tr_data = []
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for curve in get_treasury_data():
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print curve
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date_as_tuple = curve['date'].timetuple()[0:6] + \
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(curve['date'].microsecond,)
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# Not ideal but massaging data into expected format
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del curve['date']
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tr = (date_as_tuple, curve)
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tr_data.append(tr)
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tr_path = os.path.join(os.path.dirname(__file__),
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"treasury_curves.msgpack")
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tr_fp = open(tr_path, "wb")
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tr_fp.write(msgpack.dumps(tr_data))
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def dump_benchmarks():
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"""
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Dumps data to be used with zipline.
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Puts source treasury and data into zipline.
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"""
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benchmark_path = os.path.join(os.path.dirname(__file__),
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"benchmark.msgpack")
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benchmark_fp = open(benchmark_path, "wb")
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benchmark_data = []
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for daily_return in get_benchmark_returns():
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print daily_return
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date_as_tuple = daily_return.date.timetuple()[0:6] + \
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(daily_return.date.microsecond,)
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# Not ideal but massaging data into expected format
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benchmark = (date_as_tuple, daily_return.returns)
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benchmark_data.append(benchmark)
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benchmark_fp.write(msgpack.dumps(benchmark_data))
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