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quantopian/zipline
|
zipline/pipeline/loaders/earnings_estimates.py
|
SplitAdjustedEstimatesLoader.retrieve_split_adjustment_data_for_sid
|
def retrieve_split_adjustment_data_for_sid(self,
dates,
sid,
split_adjusted_asof_idx):
"""
dates : pd.DatetimeIndex
The calendar dates.
sid : int
The sid for which we want to retrieve adjustments.
split_adjusted_asof_idx : int
The index in `dates` as-of which the data is split adjusted.
Returns
-------
pre_adjustments : tuple(list(float), list(int), pd.DatetimeIndex)
The adjustment values and indexes in `dates` for
adjustments that happened before the split-asof-date.
post_adjustments : tuple(list(float), list(int), pd.DatetimeIndex)
The adjustment values, indexes in `dates`, and timestamps for
adjustments that happened after the split-asof-date.
"""
adjustments = self._split_adjustments.get_adjustments_for_sid(
'splits', sid
)
sorted(adjustments, key=lambda adj: adj[0])
# Get rid of any adjustments that happen outside of our date index.
adjustments = list(filter(lambda x: dates[0] <= x[0] <= dates[-1],
adjustments))
adjustment_values = np.array([adj[1] for adj in adjustments])
timestamps = pd.DatetimeIndex([adj[0] for adj in adjustments])
# We need the first date on which we would have known about each
# adjustment.
date_indexes = dates.searchsorted(timestamps)
pre_adjustment_idxs = np.where(
date_indexes <= split_adjusted_asof_idx
)[0]
last_adjustment_split_asof_idx = -1
if len(pre_adjustment_idxs):
last_adjustment_split_asof_idx = pre_adjustment_idxs.max()
pre_adjustments = (
adjustment_values[:last_adjustment_split_asof_idx + 1],
date_indexes[:last_adjustment_split_asof_idx + 1]
)
post_adjustments = (
adjustment_values[last_adjustment_split_asof_idx + 1:],
date_indexes[last_adjustment_split_asof_idx + 1:],
timestamps[last_adjustment_split_asof_idx + 1:]
)
return pre_adjustments, post_adjustments
|
python
|
def retrieve_split_adjustment_data_for_sid(self,
dates,
sid,
split_adjusted_asof_idx):
"""
dates : pd.DatetimeIndex
The calendar dates.
sid : int
The sid for which we want to retrieve adjustments.
split_adjusted_asof_idx : int
The index in `dates` as-of which the data is split adjusted.
Returns
-------
pre_adjustments : tuple(list(float), list(int), pd.DatetimeIndex)
The adjustment values and indexes in `dates` for
adjustments that happened before the split-asof-date.
post_adjustments : tuple(list(float), list(int), pd.DatetimeIndex)
The adjustment values, indexes in `dates`, and timestamps for
adjustments that happened after the split-asof-date.
"""
adjustments = self._split_adjustments.get_adjustments_for_sid(
'splits', sid
)
sorted(adjustments, key=lambda adj: adj[0])
# Get rid of any adjustments that happen outside of our date index.
adjustments = list(filter(lambda x: dates[0] <= x[0] <= dates[-1],
adjustments))
adjustment_values = np.array([adj[1] for adj in adjustments])
timestamps = pd.DatetimeIndex([adj[0] for adj in adjustments])
# We need the first date on which we would have known about each
# adjustment.
date_indexes = dates.searchsorted(timestamps)
pre_adjustment_idxs = np.where(
date_indexes <= split_adjusted_asof_idx
)[0]
last_adjustment_split_asof_idx = -1
if len(pre_adjustment_idxs):
last_adjustment_split_asof_idx = pre_adjustment_idxs.max()
pre_adjustments = (
adjustment_values[:last_adjustment_split_asof_idx + 1],
date_indexes[:last_adjustment_split_asof_idx + 1]
)
post_adjustments = (
adjustment_values[last_adjustment_split_asof_idx + 1:],
date_indexes[last_adjustment_split_asof_idx + 1:],
timestamps[last_adjustment_split_asof_idx + 1:]
)
return pre_adjustments, post_adjustments
|
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The calendar dates.
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The sid for which we want to retrieve adjustments.
split_adjusted_asof_idx : int
The index in `dates` as-of which the data is split adjusted.
Returns
-------
pre_adjustments : tuple(list(float), list(int), pd.DatetimeIndex)
The adjustment values and indexes in `dates` for
adjustments that happened before the split-asof-date.
post_adjustments : tuple(list(float), list(int), pd.DatetimeIndex)
The adjustment values, indexes in `dates`, and timestamps for
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|
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77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/pipeline/loaders/earnings_estimates.py#L1217-L1265
|
train
|
Retrieves the split adjustments for a specific sid.
|
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SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9(chr(48) + '\157' + chr(0b1010 + 0o51) + '\x33' + chr(1242 - 1187), 57857 - 57849), ehT0Px3KOsy9('\060' + chr(1545 - 1434) + '\x31' + chr(52) + chr(0b110000), 4740 - 4732), ehT0Px3KOsy9('\060' + '\157' + chr(0b110011) + chr(55) + '\x32', 37064 - 37056), ehT0Px3KOsy9(chr(1590 - 1542) + chr(0b1101111) + '\x34', ord("\x08")), ehT0Px3KOsy9(chr(48) + '\157' + '\061' + '\062' + '\063', 64998 - 64990), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(1906 - 1855) + chr(1156 - 1101) + '\x31', ord("\x08")), ehT0Px3KOsy9('\x30' + '\157' + '\x32' + chr(0b11000 + 0o36) + chr(0b10101 + 0o37), 0b1000), ehT0Px3KOsy9(chr(0b11000 + 0o30) + chr(11793 - 11682) + '\062' + chr(0b1000 + 0o52) + '\x32', 0o10), ehT0Px3KOsy9(chr(0b101000 + 0o10) + chr(0b1101111) + chr(762 - 712) + chr(1786 - 1736), 20675 - 20667), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(0b110010) + chr(2155 - 2107) + chr(53), 0o10), ehT0Px3KOsy9('\060' + chr(111) + '\x31' + chr(1831 - 1777) + chr(0b110011), ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(111) + '\x31' + chr(0b0 + 0o67) + '\060', 0b1000), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + '\062' + chr(176 - 121) + chr(1407 - 1355), 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(0b110011) + '\063', 27327 - 27319), ehT0Px3KOsy9(chr(48) + chr(0b1101100 + 0o3) + chr(1761 - 1712) + '\x36' + chr(0b110111), ord("\x08")), ehT0Px3KOsy9(chr(0b101101 + 0o3) + '\x6f' + chr(0b101 + 0o54), 0o10), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + '\062' + chr(0b110110) + chr(52), 8), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(0b11010 + 0o27) + '\x37' + chr(1414 - 1365), 0b1000), ehT0Px3KOsy9(chr(2224 - 2176) + '\157' + chr(1597 - 1547) + chr(0b0 + 0o63) + chr(48), ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(1727 - 1672) + chr(0b110000), 50688 - 50680), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(51) + chr(48) + chr(0b110011), 0b1000), ehT0Px3KOsy9(chr(0b11100 + 0o24) + chr(0b1011110 + 0o21) + '\062' + chr(1267 - 1212) + chr(51), 0o10), ehT0Px3KOsy9('\060' + chr(0b10 + 0o155) + '\x31' + chr(2070 - 2015) + '\063', 0o10), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(0b11000 + 0o33) + chr(0b11100 + 0o26) + '\x35', ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(7697 - 7586) + '\x36' + chr(0b110001), 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(0b1011111 + 0o20) + '\062' + chr(55) + '\067', ord("\x08")), ehT0Px3KOsy9(chr(0b100111 + 0o11) + chr(4958 - 4847) + chr(0b110010) + chr(0b110000) + chr(48), 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(10285 - 10174) + '\x33' + '\066' + chr(0b110110), 63146 - 63138), ehT0Px3KOsy9(chr(1551 - 1503) + chr(111) + '\062' + chr(0b101000 + 0o10) + chr(0b100 + 0o55), 26036 - 26028), ehT0Px3KOsy9(chr(345 - 297) + chr(10993 - 10882) + chr(51) + chr(0b110010) + chr(0b110000), ord("\x08")), ehT0Px3KOsy9('\x30' + chr(0b1101111) + chr(0b1000 + 0o51) + chr(0b100001 + 0o26) + '\067', 0o10), ehT0Px3KOsy9('\x30' + chr(111) + chr(49) + chr(0b1011 + 0o52) + chr(0b110110), 0b1000), ehT0Px3KOsy9(chr(0b101011 + 0o5) + chr(111) + chr(0b110101) + chr(1349 - 1299), 0o10), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(2461 - 2407) + chr(0b101010 + 0o11), 26988 - 26980), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(52), 8), ehT0Px3KOsy9('\060' + '\x6f' + chr(51) + '\x33' + chr(0b110010), 0b1000), ehT0Px3KOsy9('\x30' + chr(0b11101 + 0o122) + chr(374 - 325) + chr(0b110010) + chr(2066 - 2014), 20637 - 20629), ehT0Px3KOsy9('\x30' + '\157' + chr(0b11001 + 0o31) + '\x33' + chr(0b110111), 4139 - 4131), ehT0Px3KOsy9(chr(0b0 + 0o60) + '\x6f' + '\062' + chr(0b110111) + chr(0b10110 + 0o37), 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(1037 - 987) + chr(0b10011 + 0o35), 0b1000)][WVxHKyX45z_L % ehT0Px3KOsy9('\x30' + chr(2806 - 2695) + chr(0b110101) + chr(0b11000 + 0o30), 0b1000)] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'\xf1'), '\144' + chr(0b111011 + 0o52) + chr(99) + chr(0b10111 + 0o130) + chr(100) + '\x65')('\x75' + chr(0b1110100) + chr(1602 - 1500) + chr(45) + chr(752 - 696)) + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def qaHDEBIzy1qh(oVre8I6UXc3b, SLiSZu5nk7Kn, Cli4Sf5HnGOS, WUf1MtNLz687):
KdhBARPBiGt5 = oVre8I6UXc3b._split_adjustments.get_adjustments_for_sid(xafqLlk3kkUe(SXOLrMavuUCe(b"\xac\x10\x96m'\x8a"), chr(7825 - 7725) + chr(101) + chr(99) + '\157' + '\x64' + chr(0b1100101))(chr(0b1110101) + '\164' + chr(0b10011 + 0o123) + chr(45) + chr(0b100110 + 0o22)), Cli4Sf5HnGOS)
vUlqIvNSaRMa(KdhBARPBiGt5, key=lambda zY4j_kVEljQN: zY4j_kVEljQN[ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(0b11 + 0o55), ord("\x08"))])
KdhBARPBiGt5 = YyaZ4tpXu4lf(hi1V0ySZcNds(lambda OeWW0F1dBPRQ: SLiSZu5nk7Kn[ehT0Px3KOsy9(chr(0b101110 + 0o2) + chr(111) + chr(0b110000), 8)] <= OeWW0F1dBPRQ[ehT0Px3KOsy9('\060' + chr(111) + '\060', 8)] <= SLiSZu5nk7Kn[-ehT0Px3KOsy9(chr(0b110000) + chr(3700 - 3589) + chr(785 - 736), 8)], KdhBARPBiGt5))
U8Mdr3Vt55XH = WqUC3KWvYVup.B0ePDhpqxN5n([zY4j_kVEljQN[ehT0Px3KOsy9('\060' + '\157' + '\061', 8)] for zY4j_kVEljQN in KdhBARPBiGt5])
OzgEdIwHVXe3 = dubtF9GfzOdC.DatetimeIndex([zY4j_kVEljQN[ehT0Px3KOsy9(chr(48) + '\x6f' + '\060', 8)] for zY4j_kVEljQN in KdhBARPBiGt5])
PK4fNLfAvmRm = SLiSZu5nk7Kn.searchsorted(OzgEdIwHVXe3)
X0UsRDoFRHj4 = WqUC3KWvYVup.dRFAC59yQBm_(PK4fNLfAvmRm <= WUf1MtNLz687)[ehT0Px3KOsy9(chr(48) + '\x6f' + chr(0b10000 + 0o40), 8)]
ZkMJYvtmpSH3 = -ehT0Px3KOsy9(chr(0b110000) + chr(0b1011100 + 0o23) + chr(0b100110 + 0o13), 8)
if c2A0yzQpDQB3(X0UsRDoFRHj4):
ZkMJYvtmpSH3 = X0UsRDoFRHj4.tsdjvlgh9gDP()
whAC8aWCqLnl = (U8Mdr3Vt55XH[:ZkMJYvtmpSH3 + ehT0Px3KOsy9('\060' + '\157' + '\x31', 8)], PK4fNLfAvmRm[:ZkMJYvtmpSH3 + ehT0Px3KOsy9('\x30' + chr(0b110100 + 0o73) + chr(215 - 166), 8)])
zRLeKgIcnLNY = (U8Mdr3Vt55XH[ZkMJYvtmpSH3 + ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(2231 - 2182), 8):], PK4fNLfAvmRm[ZkMJYvtmpSH3 + ehT0Px3KOsy9(chr(0b110000) + chr(12005 - 11894) + chr(0b11 + 0o56), 8):], OzgEdIwHVXe3[ZkMJYvtmpSH3 + ehT0Px3KOsy9(chr(48) + chr(0b111100 + 0o63) + chr(1655 - 1606), 8):])
return (whAC8aWCqLnl, zRLeKgIcnLNY)
|
quantopian/zipline
|
zipline/pipeline/loaders/earnings_estimates.py
|
SplitAdjustedEstimatesLoader.merge_split_adjustments_with_overwrites
|
def merge_split_adjustments_with_overwrites(
self,
pre,
post,
overwrites,
requested_split_adjusted_columns
):
"""
Merge split adjustments with the dict containing overwrites.
Parameters
----------
pre : dict[str -> dict[int -> list]]
The adjustments that occur before the split-adjusted-asof-date.
post : dict[str -> dict[int -> list]]
The adjustments that occur after the split-adjusted-asof-date.
overwrites : dict[str -> dict[int -> list]]
The overwrites across all time. Adjustments will be merged into
this dictionary.
requested_split_adjusted_columns : list of str
List of names of split adjusted columns that are being requested.
"""
for column_name in requested_split_adjusted_columns:
# We can do a merge here because the timestamps in 'pre' and
# 'post' are guaranteed to not overlap.
if pre:
# Either empty or contains all columns.
for ts in pre[column_name]:
add_new_adjustments(
overwrites,
pre[column_name][ts],
column_name,
ts
)
if post:
# Either empty or contains all columns.
for ts in post[column_name]:
add_new_adjustments(
overwrites,
post[column_name][ts],
column_name,
ts
)
|
python
|
def merge_split_adjustments_with_overwrites(
self,
pre,
post,
overwrites,
requested_split_adjusted_columns
):
"""
Merge split adjustments with the dict containing overwrites.
Parameters
----------
pre : dict[str -> dict[int -> list]]
The adjustments that occur before the split-adjusted-asof-date.
post : dict[str -> dict[int -> list]]
The adjustments that occur after the split-adjusted-asof-date.
overwrites : dict[str -> dict[int -> list]]
The overwrites across all time. Adjustments will be merged into
this dictionary.
requested_split_adjusted_columns : list of str
List of names of split adjusted columns that are being requested.
"""
for column_name in requested_split_adjusted_columns:
# We can do a merge here because the timestamps in 'pre' and
# 'post' are guaranteed to not overlap.
if pre:
# Either empty or contains all columns.
for ts in pre[column_name]:
add_new_adjustments(
overwrites,
pre[column_name][ts],
column_name,
ts
)
if post:
# Either empty or contains all columns.
for ts in post[column_name]:
add_new_adjustments(
overwrites,
post[column_name][ts],
column_name,
ts
)
|
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"self",
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"requested_split_adjusted_columns",
")",
":",
"for",
"column_name",
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"requested_split_adjusted_columns",
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"# We can do a merge here because the timestamps in 'pre' and",
"# 'post' are guaranteed to not overlap.",
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":",
"# Either empty or contains all columns.",
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"[",
"ts",
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",",
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] |
Merge split adjustments with the dict containing overwrites.
Parameters
----------
pre : dict[str -> dict[int -> list]]
The adjustments that occur before the split-adjusted-asof-date.
post : dict[str -> dict[int -> list]]
The adjustments that occur after the split-adjusted-asof-date.
overwrites : dict[str -> dict[int -> list]]
The overwrites across all time. Adjustments will be merged into
this dictionary.
requested_split_adjusted_columns : list of str
List of names of split adjusted columns that are being requested.
|
[
"Merge",
"split",
"adjustments",
"with",
"the",
"dict",
"containing",
"overwrites",
"."
] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/pipeline/loaders/earnings_estimates.py#L1294-L1336
|
train
|
Merge split adjustments with overwrites.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9(chr(1451 - 1403) + '\x6f' + chr(51) + chr(0b110110) + chr(1145 - 1095), ord("\x08")), ehT0Px3KOsy9(chr(1995 - 1947) + '\x6f' + '\062' + chr(0b11000 + 0o37) + chr(0b1001 + 0o51), 0b1000), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(0b100001 + 0o20) + chr(321 - 271) + chr(0b110110), 28510 - 28502), ehT0Px3KOsy9(chr(48) + '\157' + chr(0b11110 + 0o23) + '\x31' + chr(0b1011 + 0o46), 32263 - 32255), ehT0Px3KOsy9(chr(2191 - 2143) + '\x6f' + chr(0b110001) + chr(1384 - 1336), 0b1000), ehT0Px3KOsy9(chr(0b111 + 0o51) + chr(0b1101111) + chr(49) + chr(54) + chr(0b1001 + 0o50), ord("\x08")), ehT0Px3KOsy9(chr(0b100111 + 0o11) + '\157' + chr(51) + '\x34' + chr(830 - 779), 0b1000), ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(0b10111 + 0o32) + chr(52) + chr(54), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(0b110101) + chr(191 - 139), 0o10), ehT0Px3KOsy9(chr(48) + '\157' + chr(0b110011) + chr(51) + '\x37', 14407 - 14399), ehT0Px3KOsy9(chr(1129 - 1081) + '\x6f' + chr(50) + chr(0b110110) + chr(2552 - 2500), 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(0b1011110 + 0o21) + chr(1692 - 1641) + '\x32', 0b1000), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + '\061' + '\060' + chr(0b110110 + 0o1), 0b1000), ehT0Px3KOsy9(chr(219 - 171) + chr(111) + chr(0b101001 + 0o10) + chr(0b11000 + 0o31), 55139 - 55131), ehT0Px3KOsy9(chr(1089 - 1041) + chr(0b10101 + 0o132) + chr(0b110 + 0o54) + '\x33' + chr(0b100100 + 0o23), 56314 - 56306), ehT0Px3KOsy9(chr(0b110000) + chr(111) + '\061' + chr(1953 - 1901) + chr(54), 8), ehT0Px3KOsy9(chr(48) + '\157' + chr(51) + '\x33' + '\061', 0o10), ehT0Px3KOsy9(chr(0b11 + 0o55) + '\157' + chr(55) + chr(48), 3595 - 3587), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(0b110011) + chr(0b10110 + 0o33), 0b1000), ehT0Px3KOsy9('\x30' + chr(1706 - 1595) + chr(0b110010) + chr(55) + chr(48), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(49) + '\x34' + chr(53), 0b1000), ehT0Px3KOsy9('\x30' + '\157' + '\062' + chr(0b11111 + 0o26) + chr(0b110110), ord("\x08")), ehT0Px3KOsy9(chr(0b10 + 0o56) + '\157' + chr(0b10100 + 0o36) + chr(0b110111) + chr(1011 - 959), ord("\x08")), ehT0Px3KOsy9('\x30' + chr(0b1101111) + chr(0b110010) + chr(0b110011) + chr(0b11101 + 0o23), 56475 - 56467), ehT0Px3KOsy9(chr(48) + '\157' + chr(2289 - 2239) + '\x35' + chr(0b1111 + 0o44), 33746 - 33738), ehT0Px3KOsy9(chr(48) + chr(0b100000 + 0o117) + chr(0b100 + 0o57) + chr(0b110100) + chr(2034 - 1981), 31318 - 31310), ehT0Px3KOsy9('\060' + chr(6449 - 6338) + chr(0b110001) + chr(0b10010 + 0o36) + chr(53), 0b1000), ehT0Px3KOsy9('\x30' + chr(0b1 + 0o156) + '\061' + '\x33' + chr(0b110010), 25282 - 25274), ehT0Px3KOsy9(chr(0b101010 + 0o6) + chr(10539 - 10428) + chr(261 - 211) + '\065' + chr(0b100110 + 0o12), ord("\x08")), ehT0Px3KOsy9(chr(396 - 348) + chr(0b11001 + 0o126) + chr(0b110011) + '\062' + chr(55), 0o10), ehT0Px3KOsy9(chr(1981 - 1933) + chr(0b111011 + 0o64) + '\x31' + chr(48) + chr(0b110010), 0o10), ehT0Px3KOsy9(chr(0b10001 + 0o37) + '\157' + chr(0b0 + 0o64) + chr(1594 - 1541), ord("\x08")), ehT0Px3KOsy9('\x30' + '\157' + chr(0b1111 + 0o46) + '\065', 1851 - 1843), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(51) + chr(50) + chr(48), 0b1000), ehT0Px3KOsy9(chr(433 - 385) + chr(0b1101111) + '\x31' + chr(50) + chr(2226 - 2173), 0b1000), ehT0Px3KOsy9('\x30' + '\x6f' + chr(0b110001) + chr(0b100110 + 0o17), 0o10), ehT0Px3KOsy9('\060' + chr(0b1101111) + '\x36' + chr(0b110011), 3410 - 3402), ehT0Px3KOsy9(chr(2192 - 2144) + chr(0b1101111) + chr(0b110011) + '\061' + '\x33', ord("\x08")), ehT0Px3KOsy9('\060' + chr(0b1001010 + 0o45) + chr(0b110001) + chr(574 - 523) + chr(0b110101), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(0b100110 + 0o17) + '\x30', ord("\x08"))][WVxHKyX45z_L % ehT0Px3KOsy9('\x30' + chr(0b111111 + 0o60) + chr(53) + '\x30', 8)] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'\xdc'), '\x64' + chr(0b110001 + 0o64) + '\x63' + chr(111) + '\x64' + chr(0b1001010 + 0o33))(chr(0b1110101) + '\164' + chr(6127 - 6025) + chr(0b101100 + 0o1) + '\070') + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def kp_y02rsEWbv(oVre8I6UXc3b, R10qpuKN2Xpr, h3AXonO0BtP6, zMZvj8Nrus8P, ttOl5JLvANIp):
for iDnl4Uy9SMO2 in ttOl5JLvANIp:
if R10qpuKN2Xpr:
for vRr8KUuV1pxu in R10qpuKN2Xpr[iDnl4Uy9SMO2]:
HiTf0i0_tInu(zMZvj8Nrus8P, R10qpuKN2Xpr[iDnl4Uy9SMO2][vRr8KUuV1pxu], iDnl4Uy9SMO2, vRr8KUuV1pxu)
if h3AXonO0BtP6:
for vRr8KUuV1pxu in h3AXonO0BtP6[iDnl4Uy9SMO2]:
HiTf0i0_tInu(zMZvj8Nrus8P, h3AXonO0BtP6[iDnl4Uy9SMO2][vRr8KUuV1pxu], iDnl4Uy9SMO2, vRr8KUuV1pxu)
|
quantopian/zipline
|
zipline/pipeline/loaders/earnings_estimates.py
|
PreviousSplitAdjustedEarningsEstimatesLoader.collect_split_adjustments
|
def collect_split_adjustments(self,
adjustments_for_sid,
requested_qtr_data,
dates,
sid,
sid_idx,
sid_estimates,
split_adjusted_asof_idx,
pre_adjustments,
post_adjustments,
requested_split_adjusted_columns):
"""
Collect split adjustments for previous quarters and apply them to the
given dictionary of splits for the given sid. Since overwrites just
replace all estimates before the new quarter with NaN, we don't need to
worry about re-applying split adjustments.
Parameters
----------
adjustments_for_sid : dict[str -> dict[int -> list]]
The dictionary of adjustments to which splits need to be added.
Initially it contains only overwrites.
requested_qtr_data : pd.DataFrame
The requested quarter data for each calendar date per sid.
dates : pd.DatetimeIndex
The calendar dates for which estimates data is requested.
sid : int
The sid for which adjustments need to be collected.
sid_idx : int
The index of `sid` in the adjusted array.
sid_estimates : pd.DataFrame
The raw estimates data for the given sid.
split_adjusted_asof_idx : int
The index in `dates` as-of which the data is split adjusted.
pre_adjustments : tuple(list(float), list(int), pd.DatetimeIndex)
The adjustment values and indexes in `dates` for
adjustments that happened before the split-asof-date.
post_adjustments : tuple(list(float), list(int), pd.DatetimeIndex)
The adjustment values, indexes in `dates`, and timestamps for
adjustments that happened after the split-asof-date.
requested_split_adjusted_columns : list of str
List of requested split adjusted column names.
"""
(pre_adjustments_dict,
post_adjustments_dict) = self._collect_adjustments(
requested_qtr_data,
sid,
sid_idx,
sid_estimates,
split_adjusted_asof_idx,
pre_adjustments,
post_adjustments,
requested_split_adjusted_columns
)
self.merge_split_adjustments_with_overwrites(
pre_adjustments_dict,
post_adjustments_dict,
adjustments_for_sid,
requested_split_adjusted_columns
)
|
python
|
def collect_split_adjustments(self,
adjustments_for_sid,
requested_qtr_data,
dates,
sid,
sid_idx,
sid_estimates,
split_adjusted_asof_idx,
pre_adjustments,
post_adjustments,
requested_split_adjusted_columns):
"""
Collect split adjustments for previous quarters and apply them to the
given dictionary of splits for the given sid. Since overwrites just
replace all estimates before the new quarter with NaN, we don't need to
worry about re-applying split adjustments.
Parameters
----------
adjustments_for_sid : dict[str -> dict[int -> list]]
The dictionary of adjustments to which splits need to be added.
Initially it contains only overwrites.
requested_qtr_data : pd.DataFrame
The requested quarter data for each calendar date per sid.
dates : pd.DatetimeIndex
The calendar dates for which estimates data is requested.
sid : int
The sid for which adjustments need to be collected.
sid_idx : int
The index of `sid` in the adjusted array.
sid_estimates : pd.DataFrame
The raw estimates data for the given sid.
split_adjusted_asof_idx : int
The index in `dates` as-of which the data is split adjusted.
pre_adjustments : tuple(list(float), list(int), pd.DatetimeIndex)
The adjustment values and indexes in `dates` for
adjustments that happened before the split-asof-date.
post_adjustments : tuple(list(float), list(int), pd.DatetimeIndex)
The adjustment values, indexes in `dates`, and timestamps for
adjustments that happened after the split-asof-date.
requested_split_adjusted_columns : list of str
List of requested split adjusted column names.
"""
(pre_adjustments_dict,
post_adjustments_dict) = self._collect_adjustments(
requested_qtr_data,
sid,
sid_idx,
sid_estimates,
split_adjusted_asof_idx,
pre_adjustments,
post_adjustments,
requested_split_adjusted_columns
)
self.merge_split_adjustments_with_overwrites(
pre_adjustments_dict,
post_adjustments_dict,
adjustments_for_sid,
requested_split_adjusted_columns
)
|
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"pre_adjustments_dict",
",",
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",",
"adjustments_for_sid",
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"requested_split_adjusted_columns",
")"
] |
Collect split adjustments for previous quarters and apply them to the
given dictionary of splits for the given sid. Since overwrites just
replace all estimates before the new quarter with NaN, we don't need to
worry about re-applying split adjustments.
Parameters
----------
adjustments_for_sid : dict[str -> dict[int -> list]]
The dictionary of adjustments to which splits need to be added.
Initially it contains only overwrites.
requested_qtr_data : pd.DataFrame
The requested quarter data for each calendar date per sid.
dates : pd.DatetimeIndex
The calendar dates for which estimates data is requested.
sid : int
The sid for which adjustments need to be collected.
sid_idx : int
The index of `sid` in the adjusted array.
sid_estimates : pd.DataFrame
The raw estimates data for the given sid.
split_adjusted_asof_idx : int
The index in `dates` as-of which the data is split adjusted.
pre_adjustments : tuple(list(float), list(int), pd.DatetimeIndex)
The adjustment values and indexes in `dates` for
adjustments that happened before the split-asof-date.
post_adjustments : tuple(list(float), list(int), pd.DatetimeIndex)
The adjustment values, indexes in `dates`, and timestamps for
adjustments that happened after the split-asof-date.
requested_split_adjusted_columns : list of str
List of requested split adjusted column names.
|
[
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] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/pipeline/loaders/earnings_estimates.py#L1342-L1401
|
train
|
Collect split adjustments for previous quarters and apply them to the given dictionary of splits.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9('\060' + '\x6f' + '\x35' + chr(0b110011), 56455 - 56447), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(0b110001) + chr(1339 - 1286) + chr(0b10001 + 0o42), ord("\x08")), ehT0Px3KOsy9('\x30' + chr(0b1010000 + 0o37) + chr(0b101010 + 0o11) + '\060' + chr(0b110100), 0b1000), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(51) + chr(0b110110) + chr(1078 - 1029), ord("\x08")), ehT0Px3KOsy9(chr(0b11000 + 0o30) + '\157' + chr(53), 56538 - 56530), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + '\x31', ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(0b1010010 + 0o35) + chr(0b110001) + '\x35' + '\061', 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(0b110001 + 0o76) + chr(1114 - 1064) + chr(0b101110 + 0o7) + '\060', 0b1000), ehT0Px3KOsy9(chr(1803 - 1755) + '\x6f' + chr(642 - 593) + chr(2191 - 2139) + chr(0b110101 + 0o2), 0o10), ehT0Px3KOsy9(chr(48) + '\157' + chr(0b10000 + 0o42) + chr(1490 - 1439), 0b1000), ehT0Px3KOsy9('\060' + '\x6f' + '\x33' + chr(534 - 482) + chr(0b11 + 0o60), ord("\x08")), ehT0Px3KOsy9(chr(840 - 792) + chr(7371 - 7260) + '\061' + chr(140 - 89) + chr(0b1001 + 0o52), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + '\157' + '\x31' + chr(1452 - 1404) + '\066', 0b1000), ehT0Px3KOsy9(chr(48) + '\157' + '\062', 0b1000), ehT0Px3KOsy9(chr(0b110 + 0o52) + chr(111) + '\x33' + '\060', 16734 - 16726), ehT0Px3KOsy9('\x30' + chr(0b111111 + 0o60) + '\x35' + '\x36', 0o10), ehT0Px3KOsy9(chr(1520 - 1472) + '\x6f' + chr(1624 - 1571) + '\062', 6721 - 6713), ehT0Px3KOsy9('\060' + chr(111) + chr(51) + '\x34' + '\062', 6287 - 6279), ehT0Px3KOsy9('\060' + chr(111) + chr(1960 - 1911) + '\064' + chr(0b110110), 0o10), ehT0Px3KOsy9(chr(0b10101 + 0o33) + chr(8352 - 8241) + chr(0b1100 + 0o45) + chr(50) + chr(51), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(11481 - 11370) + chr(799 - 748) + '\x36' + chr(1884 - 1834), 42188 - 42180), ehT0Px3KOsy9(chr(2259 - 2211) + '\x6f' + chr(0b110001 + 0o0) + '\x37' + chr(0b110 + 0o55), ord("\x08")), ehT0Px3KOsy9('\x30' + '\157' + '\x33' + chr(50) + chr(0b110010 + 0o0), ord("\x08")), ehT0Px3KOsy9(chr(0b110000 + 0o0) + chr(0b1101111) + chr(0b110011) + chr(0b10101 + 0o41) + '\x35', 0o10), ehT0Px3KOsy9(chr(48) + '\x6f' + chr(51) + chr(0b110101) + chr(0b110010), 0b1000), ehT0Px3KOsy9('\060' + '\157' + chr(51) + '\x31' + '\066', 0o10), ehT0Px3KOsy9('\x30' + chr(11071 - 10960) + chr(739 - 689) + '\060' + '\060', ord("\x08")), ehT0Px3KOsy9('\060' + chr(0b1101110 + 0o1) + chr(0b1110 + 0o43) + chr(49), ord("\x08")), ehT0Px3KOsy9(chr(48) + '\157' + '\x32' + chr(0b110000) + chr(52), 36102 - 36094), ehT0Px3KOsy9('\x30' + '\x6f' + chr(0b110101), 8), ehT0Px3KOsy9('\060' + chr(111) + chr(0b110010) + '\x36' + chr(53), 0b1000), ehT0Px3KOsy9('\x30' + '\157' + '\062' + chr(869 - 818) + chr(0b110010), 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(0b1110 + 0o141) + '\062' + chr(0b11001 + 0o27), 0b1000), ehT0Px3KOsy9('\060' + chr(3079 - 2968) + chr(540 - 491) + chr(2599 - 2547) + '\x34', 0o10), ehT0Px3KOsy9(chr(48) + '\x6f' + chr(186 - 136) + chr(51) + chr(0b110010), 8), ehT0Px3KOsy9(chr(0b110000) + chr(0b1011110 + 0o21) + chr(49) + chr(0b110010) + chr(0b1111 + 0o44), 8), ehT0Px3KOsy9('\060' + chr(0b1100010 + 0o15) + chr(53) + chr(55), 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(0b1001010 + 0o45) + chr(0b110001) + '\060' + chr(0b110011), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + '\157' + '\063' + '\060' + chr(1756 - 1703), 0o10), ehT0Px3KOsy9('\060' + chr(0b1101111) + '\061' + chr(53) + '\061', 8)][WVxHKyX45z_L % ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(845 - 792) + chr(584 - 536), 0b1000)] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'\x05'), chr(100) + chr(0b1100101) + chr(7489 - 7390) + chr(0b1101111) + chr(0b1100100) + chr(0b111010 + 0o53))(chr(3647 - 3530) + chr(0b1 + 0o163) + chr(102) + '\x2d' + chr(56)) + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def NAeZ4L0YySh6(oVre8I6UXc3b, nNp_I8VGPLcI, NHVd95Fi8_DG, SLiSZu5nk7Kn, Cli4Sf5HnGOS, UMjNgIPKJpqW, zpkTotLFZZEV, WUf1MtNLz687, whAC8aWCqLnl, zRLeKgIcnLNY, ttOl5JLvANIp):
(V6R4AWOM5EiI, Uz7raO7rDI4K) = oVre8I6UXc3b._collect_adjustments(NHVd95Fi8_DG, Cli4Sf5HnGOS, UMjNgIPKJpqW, zpkTotLFZZEV, WUf1MtNLz687, whAC8aWCqLnl, zRLeKgIcnLNY, ttOl5JLvANIp)
xafqLlk3kkUe(oVre8I6UXc3b, xafqLlk3kkUe(SXOLrMavuUCe(b"F\x0e\xb6\x96`^\x1a\xd8\x0bz\x97\x04'fr[Y\x96\x0b6\x9c\x0f\xa1\xaa\x9d\xa7\xf4a\xdbj\xc3\xffb\x13\xe8:[&\xb6"), chr(2500 - 2400) + chr(0b1100101) + '\143' + '\x6f' + chr(0b1100100) + chr(3330 - 3229))('\x75' + '\164' + chr(102) + chr(0b11010 + 0o23) + chr(56)))(V6R4AWOM5EiI, Uz7raO7rDI4K, nNp_I8VGPLcI, ttOl5JLvANIp)
|
quantopian/zipline
|
zipline/pipeline/loaders/earnings_estimates.py
|
NextSplitAdjustedEarningsEstimatesLoader.collect_split_adjustments
|
def collect_split_adjustments(self,
adjustments_for_sid,
requested_qtr_data,
dates,
sid,
sid_idx,
sid_estimates,
split_adjusted_asof_idx,
pre_adjustments,
post_adjustments,
requested_split_adjusted_columns):
"""
Collect split adjustments for future quarters. Re-apply adjustments
that would be overwritten by overwrites. Merge split adjustments with
overwrites into the given dictionary of splits for the given sid.
Parameters
----------
adjustments_for_sid : dict[str -> dict[int -> list]]
The dictionary of adjustments to which splits need to be added.
Initially it contains only overwrites.
requested_qtr_data : pd.DataFrame
The requested quarter data for each calendar date per sid.
dates : pd.DatetimeIndex
The calendar dates for which estimates data is requested.
sid : int
The sid for which adjustments need to be collected.
sid_idx : int
The index of `sid` in the adjusted array.
sid_estimates : pd.DataFrame
The raw estimates data for the given sid.
split_adjusted_asof_idx : int
The index in `dates` as-of which the data is split adjusted.
pre_adjustments : tuple(list(float), list(int), pd.DatetimeIndex)
The adjustment values and indexes in `dates` for
adjustments that happened before the split-asof-date.
post_adjustments : tuple(list(float), list(int), pd.DatetimeIndex)
The adjustment values, indexes in `dates`, and timestamps for
adjustments that happened after the split-asof-date.
requested_split_adjusted_columns : list of str
List of requested split adjusted column names.
"""
(pre_adjustments_dict,
post_adjustments_dict) = self._collect_adjustments(
requested_qtr_data,
sid,
sid_idx,
sid_estimates,
split_adjusted_asof_idx,
pre_adjustments,
post_adjustments,
requested_split_adjusted_columns,
)
for column_name in requested_split_adjusted_columns:
for overwrite_ts in adjustments_for_sid[column_name]:
# We need to cumulatively re-apply all adjustments up to the
# split-adjusted-asof-date. We might not have any
# pre-adjustments, so we should check for that.
if overwrite_ts <= split_adjusted_asof_idx \
and pre_adjustments_dict:
for split_ts in pre_adjustments_dict[column_name]:
# The split has to have occurred during the span of
# the overwrite.
if split_ts < overwrite_ts:
# Create new adjustments here so that we can
# re-apply all applicable adjustments to ONLY
# the dates being overwritten.
adjustments_for_sid[
column_name
][overwrite_ts].extend([
Float64Multiply(
0,
overwrite_ts - 1,
sid_idx,
sid_idx,
adjustment.value
)
for adjustment
in pre_adjustments_dict[
column_name
][split_ts]
])
# After the split-adjusted-asof-date, we need to re-apply all
# adjustments that occur after that date and within the
# bounds of the overwrite. They need to be applied starting
# from the first date and until an end date. The end date is
# the date of the newest information we get about
# `requested_quarter` that is >= `split_ts`, or if there is no
# new knowledge before `overwrite_ts`, then it is the date
# before `overwrite_ts`.
else:
# Overwrites happen at the first index of a new quarter,
# so determine here which quarter that is.
requested_quarter = requested_qtr_data[
SHIFTED_NORMALIZED_QTRS, sid
].iloc[overwrite_ts]
for adjustment_value, date_index, timestamp in zip(
*post_adjustments
):
if split_adjusted_asof_idx < date_index < overwrite_ts:
# Assume the entire overwrite contains stale data
upper_bound = overwrite_ts - 1
end_idx = self.determine_end_idx_for_adjustment(
timestamp,
dates,
upper_bound,
requested_quarter,
sid_estimates
)
adjustments_for_sid[
column_name
][overwrite_ts].append(
Float64Multiply(
0,
end_idx,
sid_idx,
sid_idx,
adjustment_value
)
)
self.merge_split_adjustments_with_overwrites(
pre_adjustments_dict,
post_adjustments_dict,
adjustments_for_sid,
requested_split_adjusted_columns
)
|
python
|
def collect_split_adjustments(self,
adjustments_for_sid,
requested_qtr_data,
dates,
sid,
sid_idx,
sid_estimates,
split_adjusted_asof_idx,
pre_adjustments,
post_adjustments,
requested_split_adjusted_columns):
"""
Collect split adjustments for future quarters. Re-apply adjustments
that would be overwritten by overwrites. Merge split adjustments with
overwrites into the given dictionary of splits for the given sid.
Parameters
----------
adjustments_for_sid : dict[str -> dict[int -> list]]
The dictionary of adjustments to which splits need to be added.
Initially it contains only overwrites.
requested_qtr_data : pd.DataFrame
The requested quarter data for each calendar date per sid.
dates : pd.DatetimeIndex
The calendar dates for which estimates data is requested.
sid : int
The sid for which adjustments need to be collected.
sid_idx : int
The index of `sid` in the adjusted array.
sid_estimates : pd.DataFrame
The raw estimates data for the given sid.
split_adjusted_asof_idx : int
The index in `dates` as-of which the data is split adjusted.
pre_adjustments : tuple(list(float), list(int), pd.DatetimeIndex)
The adjustment values and indexes in `dates` for
adjustments that happened before the split-asof-date.
post_adjustments : tuple(list(float), list(int), pd.DatetimeIndex)
The adjustment values, indexes in `dates`, and timestamps for
adjustments that happened after the split-asof-date.
requested_split_adjusted_columns : list of str
List of requested split adjusted column names.
"""
(pre_adjustments_dict,
post_adjustments_dict) = self._collect_adjustments(
requested_qtr_data,
sid,
sid_idx,
sid_estimates,
split_adjusted_asof_idx,
pre_adjustments,
post_adjustments,
requested_split_adjusted_columns,
)
for column_name in requested_split_adjusted_columns:
for overwrite_ts in adjustments_for_sid[column_name]:
# We need to cumulatively re-apply all adjustments up to the
# split-adjusted-asof-date. We might not have any
# pre-adjustments, so we should check for that.
if overwrite_ts <= split_adjusted_asof_idx \
and pre_adjustments_dict:
for split_ts in pre_adjustments_dict[column_name]:
# The split has to have occurred during the span of
# the overwrite.
if split_ts < overwrite_ts:
# Create new adjustments here so that we can
# re-apply all applicable adjustments to ONLY
# the dates being overwritten.
adjustments_for_sid[
column_name
][overwrite_ts].extend([
Float64Multiply(
0,
overwrite_ts - 1,
sid_idx,
sid_idx,
adjustment.value
)
for adjustment
in pre_adjustments_dict[
column_name
][split_ts]
])
# After the split-adjusted-asof-date, we need to re-apply all
# adjustments that occur after that date and within the
# bounds of the overwrite. They need to be applied starting
# from the first date and until an end date. The end date is
# the date of the newest information we get about
# `requested_quarter` that is >= `split_ts`, or if there is no
# new knowledge before `overwrite_ts`, then it is the date
# before `overwrite_ts`.
else:
# Overwrites happen at the first index of a new quarter,
# so determine here which quarter that is.
requested_quarter = requested_qtr_data[
SHIFTED_NORMALIZED_QTRS, sid
].iloc[overwrite_ts]
for adjustment_value, date_index, timestamp in zip(
*post_adjustments
):
if split_adjusted_asof_idx < date_index < overwrite_ts:
# Assume the entire overwrite contains stale data
upper_bound = overwrite_ts - 1
end_idx = self.determine_end_idx_for_adjustment(
timestamp,
dates,
upper_bound,
requested_quarter,
sid_estimates
)
adjustments_for_sid[
column_name
][overwrite_ts].append(
Float64Multiply(
0,
end_idx,
sid_idx,
sid_idx,
adjustment_value
)
)
self.merge_split_adjustments_with_overwrites(
pre_adjustments_dict,
post_adjustments_dict,
adjustments_for_sid,
requested_split_adjusted_columns
)
|
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] |
Collect split adjustments for future quarters. Re-apply adjustments
that would be overwritten by overwrites. Merge split adjustments with
overwrites into the given dictionary of splits for the given sid.
Parameters
----------
adjustments_for_sid : dict[str -> dict[int -> list]]
The dictionary of adjustments to which splits need to be added.
Initially it contains only overwrites.
requested_qtr_data : pd.DataFrame
The requested quarter data for each calendar date per sid.
dates : pd.DatetimeIndex
The calendar dates for which estimates data is requested.
sid : int
The sid for which adjustments need to be collected.
sid_idx : int
The index of `sid` in the adjusted array.
sid_estimates : pd.DataFrame
The raw estimates data for the given sid.
split_adjusted_asof_idx : int
The index in `dates` as-of which the data is split adjusted.
pre_adjustments : tuple(list(float), list(int), pd.DatetimeIndex)
The adjustment values and indexes in `dates` for
adjustments that happened before the split-asof-date.
post_adjustments : tuple(list(float), list(int), pd.DatetimeIndex)
The adjustment values, indexes in `dates`, and timestamps for
adjustments that happened after the split-asof-date.
requested_split_adjusted_columns : list of str
List of requested split adjusted column names.
|
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] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/pipeline/loaders/earnings_estimates.py#L1407-L1534
|
train
|
Collect split adjustments for future quarters.
|
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SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9(chr(48) + chr(10701 - 10590) + '\x31' + '\065' + '\064', 18463 - 18455), ehT0Px3KOsy9('\x30' + '\x6f' + chr(1231 - 1180) + chr(0b110100) + chr(0b110110), 0b1000), ehT0Px3KOsy9(chr(0b11000 + 0o30) + chr(0b1101111 + 0o0) + '\061' + '\060' + '\062', ord("\x08")), ehT0Px3KOsy9(chr(0b10011 + 0o35) + chr(0b1101111) + '\062' + chr(0b110100) + chr(2336 - 2282), 44719 - 44711), ehT0Px3KOsy9(chr(0b101000 + 0o10) + '\157' + '\062' + '\x32' + '\064', 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + '\x32' + '\065' + '\x36', ord("\x08")), ehT0Px3KOsy9('\x30' + chr(12058 - 11947) + '\x33' + chr(0b110010) + chr(1262 - 1209), 18539 - 18531), ehT0Px3KOsy9('\x30' + chr(0b1000 + 0o147) + chr(0b101011 + 0o7) + chr(0b110 + 0o53) + chr(1770 - 1721), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(0b1011011 + 0o24) + chr(51) + chr(0b1011 + 0o46), 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(0b1001 + 0o146) + '\x34' + chr(48), 17618 - 17610), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(0b110010) + chr(0b110111) + chr(0b101000 + 0o16), 0b1000), ehT0Px3KOsy9(chr(48) + chr(0b1011001 + 0o26) + chr(0b111 + 0o53) + chr(48) + chr(152 - 104), 0o10), ehT0Px3KOsy9(chr(0b10001 + 0o37) + chr(0b1010011 + 0o34) + chr(0b11101 + 0o24) + chr(212 - 161) + '\x35', 0b1000), ehT0Px3KOsy9(chr(48) + '\x6f' + '\065' + chr(0b110001), 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(1213 - 1162) + chr(53) + chr(1118 - 1066), 0o10), ehT0Px3KOsy9('\x30' + chr(0b1101111) + chr(0b1010 + 0o51) + '\x35' + chr(0b110000), 0o10), ehT0Px3KOsy9('\060' + '\x6f' + chr(1772 - 1721) + '\064' + chr(0b110010), 25539 - 25531), ehT0Px3KOsy9(chr(48) + chr(111) + chr(0b101100 + 0o5) + '\x36' + '\063', 43446 - 43438), ehT0Px3KOsy9('\x30' + chr(10617 - 10506) + '\066', 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(0b1111 + 0o140) + chr(0b110011) + chr(0b110010) + chr(2639 - 2586), 8), ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(2253 - 2204) + chr(0b10000 + 0o40) + chr(0b110100), 0o10), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(245 - 194) + chr(0b111 + 0o54) + '\x35', 0o10), ehT0Px3KOsy9(chr(0b11001 + 0o27) + chr(0b101110 + 0o101) + chr(0b101 + 0o55) + chr(0b100101 + 0o13) + chr(2018 - 1970), 8), ehT0Px3KOsy9(chr(48) + chr(0b11010 + 0o125) + chr(49) + '\x36' + '\x34', ord("\x08")), ehT0Px3KOsy9(chr(62 - 14) + chr(0b1001101 + 0o42) + chr(892 - 842) + chr(52) + '\064', 13588 - 13580), ehT0Px3KOsy9(chr(1131 - 1083) + chr(0b1101111) + chr(49) + chr(0b110100) + '\066', 4724 - 4716), ehT0Px3KOsy9('\x30' + chr(6280 - 6169) + chr(0b110011) + '\x36' + chr(48), 0o10), ehT0Px3KOsy9(chr(1693 - 1645) + '\x6f' + chr(55) + '\x33', 0o10), ehT0Px3KOsy9('\x30' + '\x6f' + '\063' + chr(50) + '\x31', 0b1000), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(0b110010) + '\060', ord("\x08")), ehT0Px3KOsy9(chr(0b11011 + 0o25) + chr(6916 - 6805) + chr(0b110001) + chr(0b110011) + chr(0b110110), 0o10), ehT0Px3KOsy9(chr(0b101100 + 0o4) + '\157' + '\062' + chr(52) + '\x30', 55269 - 55261), ehT0Px3KOsy9(chr(0b110000) + '\157' + '\x32' + chr(1434 - 1380), 0o10), ehT0Px3KOsy9(chr(0b101001 + 0o7) + chr(0b1010111 + 0o30) + chr(0b101 + 0o55) + '\065' + '\x31', 42263 - 42255), ehT0Px3KOsy9(chr(48) + '\157' + chr(1218 - 1168) + '\x30', 8), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(1732 - 1683) + chr(53) + '\061', ord("\x08")), ehT0Px3KOsy9(chr(0b101001 + 0o7) + chr(0b1101111) + chr(0b110001) + chr(150 - 96) + chr(48), 0o10), ehT0Px3KOsy9('\060' + '\157' + chr(0b110001) + chr(2035 - 1981) + chr(55), ord("\x08")), ehT0Px3KOsy9('\060' + chr(2677 - 2566) + chr(0b100100 + 0o17) + chr(1176 - 1123) + chr(49), 58773 - 58765), ehT0Px3KOsy9(chr(298 - 250) + chr(111) + chr(54) + '\065', 0o10)][WVxHKyX45z_L % ehT0Px3KOsy9('\060' + chr(5607 - 5496) + '\065' + chr(0b101110 + 0o2), 0b1000)] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'B'), '\x64' + chr(7482 - 7381) + chr(99) + '\157' + '\x64' + '\145')(chr(0b1110101) + '\164' + chr(0b1001 + 0o135) + chr(0b101101) + '\x38') + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def NAeZ4L0YySh6(oVre8I6UXc3b, nNp_I8VGPLcI, NHVd95Fi8_DG, SLiSZu5nk7Kn, Cli4Sf5HnGOS, UMjNgIPKJpqW, zpkTotLFZZEV, WUf1MtNLz687, whAC8aWCqLnl, zRLeKgIcnLNY, ttOl5JLvANIp):
(V6R4AWOM5EiI, Uz7raO7rDI4K) = oVre8I6UXc3b._collect_adjustments(NHVd95Fi8_DG, Cli4Sf5HnGOS, UMjNgIPKJpqW, zpkTotLFZZEV, WUf1MtNLz687, whAC8aWCqLnl, zRLeKgIcnLNY, ttOl5JLvANIp)
for iDnl4Uy9SMO2 in ttOl5JLvANIp:
for KjL78AsOoqro in nNp_I8VGPLcI[iDnl4Uy9SMO2]:
if KjL78AsOoqro <= WUf1MtNLz687 and V6R4AWOM5EiI:
for IARuVzss0sNW in V6R4AWOM5EiI[iDnl4Uy9SMO2]:
if IARuVzss0sNW < KjL78AsOoqro:
xafqLlk3kkUe(nNp_I8VGPLcI[iDnl4Uy9SMO2][KjL78AsOoqro], xafqLlk3kkUe(SXOLrMavuUCe(b'\t\x9e6\xc3\xfa\xca'), chr(0b1100100) + chr(101) + chr(99) + '\157' + '\144' + '\145')(chr(0b1011001 + 0o34) + chr(0b1110100) + chr(102) + chr(664 - 619) + '\070'))([Nff6Sv7WnHos(ehT0Px3KOsy9(chr(48) + '\x6f' + '\x30', ord("\x08")), KjL78AsOoqro - ehT0Px3KOsy9('\060' + chr(111) + chr(49), 0b1000), UMjNgIPKJpqW, UMjNgIPKJpqW, xafqLlk3kkUe(XKIeRpwaVL4K, xafqLlk3kkUe(SXOLrMavuUCe(b'=\x8b/\xc1\xc3\xfb\x97\xb8*v\xfd\xca'), chr(0b10111 + 0o115) + '\145' + '\x63' + chr(0b1101111) + chr(0b10101 + 0o117) + chr(0b11001 + 0o114))(chr(117) + chr(0b1110100) + chr(3828 - 3726) + chr(0b101100 + 0o1) + chr(1819 - 1763)))) for XKIeRpwaVL4K in V6R4AWOM5EiI[iDnl4Uy9SMO2][IARuVzss0sNW]])
else:
IaL_kFGxXZrH = NHVd95Fi8_DG[W1xEV1vVWN01, Cli4Sf5HnGOS].j91vOdIHACRC[KjL78AsOoqro]
for (fk36oD90gpjw, TjcF76xb5Cd0, SgRbwnqVfFz7) in pZ0NK2y6HRbn(*zRLeKgIcnLNY):
if WUf1MtNLz687 < TjcF76xb5Cd0 < KjL78AsOoqro:
xn0BuD7VQYrb = KjL78AsOoqro - ehT0Px3KOsy9(chr(48) + chr(0b1110 + 0o141) + chr(0b1111 + 0o42), 8)
p6zNIQAtD3F5 = oVre8I6UXc3b.determine_end_idx_for_adjustment(SgRbwnqVfFz7, SLiSZu5nk7Kn, xn0BuD7VQYrb, IaL_kFGxXZrH, zpkTotLFZZEV)
xafqLlk3kkUe(nNp_I8VGPLcI[iDnl4Uy9SMO2][KjL78AsOoqro], xafqLlk3kkUe(SXOLrMavuUCe(b'\r\x962\xc3\xfa\xca'), '\144' + '\145' + '\143' + '\157' + chr(0b110111 + 0o55) + '\145')(chr(0b1110101) + '\164' + chr(0b1100110) + chr(0b101101) + chr(0b111000)))(Nff6Sv7WnHos(ehT0Px3KOsy9(chr(0b101101 + 0o3) + chr(987 - 876) + chr(1133 - 1085), 8), p6zNIQAtD3F5, UMjNgIPKJpqW, UMjNgIPKJpqW, fk36oD90gpjw))
xafqLlk3kkUe(oVre8I6UXc3b, xafqLlk3kkUe(SXOLrMavuUCe(b'\x01\x830\xc1\xf1\xf1\xa6\xf9uI\xca\xdf<M\x86\x9d\x91\x07k\xb0*\xa9\xf3+\xd3\x0f\x84S\x8e\x7f(\xc5d\xdeb\x00\x04\x12\x9a'), chr(0b1100100) + chr(3177 - 3076) + '\143' + '\x6f' + chr(1630 - 1530) + '\x65')('\165' + '\164' + chr(0b111101 + 0o51) + chr(589 - 544) + chr(0b111000)))(V6R4AWOM5EiI, Uz7raO7rDI4K, nNp_I8VGPLcI, ttOl5JLvANIp)
|
quantopian/zipline
|
zipline/pipeline/factors/basic.py
|
_ExponentialWeightedFactor.from_span
|
def from_span(cls, inputs, window_length, span, **kwargs):
"""
Convenience constructor for passing `decay_rate` in terms of `span`.
Forwards `decay_rate` as `1 - (2.0 / (1 + span))`. This provides the
behavior equivalent to passing `span` to pandas.ewma.
Examples
--------
.. code-block:: python
# Equivalent to:
# my_ewma = EWMA(
# inputs=[EquityPricing.close],
# window_length=30,
# decay_rate=(1 - (2.0 / (1 + 15.0))),
# )
my_ewma = EWMA.from_span(
inputs=[EquityPricing.close],
window_length=30,
span=15,
)
Notes
-----
This classmethod is provided by both
:class:`ExponentialWeightedMovingAverage` and
:class:`ExponentialWeightedMovingStdDev`.
"""
if span <= 1:
raise ValueError(
"`span` must be a positive number. %s was passed." % span
)
decay_rate = (1.0 - (2.0 / (1.0 + span)))
assert 0.0 < decay_rate <= 1.0
return cls(
inputs=inputs,
window_length=window_length,
decay_rate=decay_rate,
**kwargs
)
|
python
|
def from_span(cls, inputs, window_length, span, **kwargs):
"""
Convenience constructor for passing `decay_rate` in terms of `span`.
Forwards `decay_rate` as `1 - (2.0 / (1 + span))`. This provides the
behavior equivalent to passing `span` to pandas.ewma.
Examples
--------
.. code-block:: python
# Equivalent to:
# my_ewma = EWMA(
# inputs=[EquityPricing.close],
# window_length=30,
# decay_rate=(1 - (2.0 / (1 + 15.0))),
# )
my_ewma = EWMA.from_span(
inputs=[EquityPricing.close],
window_length=30,
span=15,
)
Notes
-----
This classmethod is provided by both
:class:`ExponentialWeightedMovingAverage` and
:class:`ExponentialWeightedMovingStdDev`.
"""
if span <= 1:
raise ValueError(
"`span` must be a positive number. %s was passed." % span
)
decay_rate = (1.0 - (2.0 / (1.0 + span)))
assert 0.0 < decay_rate <= 1.0
return cls(
inputs=inputs,
window_length=window_length,
decay_rate=decay_rate,
**kwargs
)
|
[
"def",
"from_span",
"(",
"cls",
",",
"inputs",
",",
"window_length",
",",
"span",
",",
"*",
"*",
"kwargs",
")",
":",
"if",
"span",
"<=",
"1",
":",
"raise",
"ValueError",
"(",
"\"`span` must be a positive number. %s was passed.\"",
"%",
"span",
")",
"decay_rate",
"=",
"(",
"1.0",
"-",
"(",
"2.0",
"/",
"(",
"1.0",
"+",
"span",
")",
")",
")",
"assert",
"0.0",
"<",
"decay_rate",
"<=",
"1.0",
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"(",
"inputs",
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"inputs",
",",
"window_length",
"=",
"window_length",
",",
"decay_rate",
"=",
"decay_rate",
",",
"*",
"*",
"kwargs",
")"
] |
Convenience constructor for passing `decay_rate` in terms of `span`.
Forwards `decay_rate` as `1 - (2.0 / (1 + span))`. This provides the
behavior equivalent to passing `span` to pandas.ewma.
Examples
--------
.. code-block:: python
# Equivalent to:
# my_ewma = EWMA(
# inputs=[EquityPricing.close],
# window_length=30,
# decay_rate=(1 - (2.0 / (1 + 15.0))),
# )
my_ewma = EWMA.from_span(
inputs=[EquityPricing.close],
window_length=30,
span=15,
)
Notes
-----
This classmethod is provided by both
:class:`ExponentialWeightedMovingAverage` and
:class:`ExponentialWeightedMovingStdDev`.
|
[
"Convenience",
"constructor",
"for",
"passing",
"decay_rate",
"in",
"terms",
"of",
"span",
"."
] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/pipeline/factors/basic.py#L198-L240
|
train
|
Convenience constructor for passing decay_rate in terms of span.
|
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SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9(chr(0b1 + 0o57) + '\157' + chr(50) + '\x35' + chr(0b110111), ord("\x08")), ehT0Px3KOsy9(chr(2113 - 2065) + '\157' + chr(398 - 347) + chr(0b101011 + 0o14), 16006 - 15998), ehT0Px3KOsy9(chr(0b110000) + chr(0b11100 + 0o123) + chr(1679 - 1630) + chr(1729 - 1681) + chr(986 - 935), 0o10), ehT0Px3KOsy9(chr(1408 - 1360) + '\x6f' + chr(50) + chr(0b100110 + 0o12) + '\x37', 9262 - 9254), ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(0b110010) + '\x34', 0b1000), ehT0Px3KOsy9('\060' + '\x6f' + chr(51) + '\x35' + chr(2568 - 2514), 0o10), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(0b110001) + chr(51) + chr(51), 0b1000), ehT0Px3KOsy9(chr(48) + chr(111) + '\063' + chr(596 - 547) + chr(2363 - 2310), 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(0b111 + 0o150) + '\x34' + '\063', 0o10), ehT0Px3KOsy9(chr(2289 - 2241) + '\x6f' + '\061' + chr(0b101001 + 0o16) + '\061', 0b1000), ehT0Px3KOsy9('\x30' + chr(111) + chr(0b110011) + '\065' + chr(55), 13696 - 13688), ehT0Px3KOsy9(chr(48) + '\157' + '\063' + '\x30' + chr(0b10001 + 0o45), 0o10), ehT0Px3KOsy9(chr(48) + '\157' + '\061' + chr(0b110011) + '\x35', ord("\x08")), ehT0Px3KOsy9(chr(0b1001 + 0o47) + chr(12096 - 11985) + chr(0b101011 + 0o13), 34083 - 34075), ehT0Px3KOsy9(chr(0b110000) + chr(0b1010110 + 0o31) + chr(1554 - 1504) + '\x31' + chr(2401 - 2351), 31963 - 31955), ehT0Px3KOsy9(chr(0b110000) + chr(111) + '\061' + chr(0b101110 + 0o4) + '\x33', 0o10), ehT0Px3KOsy9(chr(48) + chr(111) + '\063' + chr(0b110111) + chr(1326 - 1275), ord("\x08")), ehT0Px3KOsy9('\060' + chr(0b1101111) + chr(51) + '\061' + '\x37', 18739 - 18731), ehT0Px3KOsy9('\x30' + '\x6f' + '\x31' + '\x31' + chr(0b10100 + 0o43), 32993 - 32985), ehT0Px3KOsy9('\x30' + chr(0b110000 + 0o77) + chr(0b10 + 0o60) + '\062' + chr(0b110010 + 0o5), 0b1000), ehT0Px3KOsy9(chr(48) + chr(0b1101000 + 0o7) + chr(50) + '\x30' + chr(51), 0b1000), ehT0Px3KOsy9('\x30' + '\157' + chr(0b110010), 0o10), ehT0Px3KOsy9('\060' + chr(0b1101111) + '\062' + chr(0b110010) + chr(1015 - 960), 8), ehT0Px3KOsy9('\060' + '\x6f' + chr(2195 - 2144) + '\x31' + chr(55), 8), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101000 + 0o7) + chr(49) + chr(0b110001) + chr(0b110111), 8), ehT0Px3KOsy9('\060' + chr(0b11001 + 0o126) + chr(603 - 553) + chr(0b110111) + '\x34', 0b1000), ehT0Px3KOsy9(chr(1004 - 956) + chr(3947 - 3836) + chr(49) + chr(0b110 + 0o60) + '\062', 0o10), ehT0Px3KOsy9('\x30' + chr(0b1101111) + chr(421 - 370) + chr(53) + chr(1618 - 1564), 8), ehT0Px3KOsy9('\x30' + '\x6f' + '\061' + chr(0b110100 + 0o2) + chr(0b11000 + 0o37), ord("\x08")), ehT0Px3KOsy9(chr(0b10000 + 0o40) + chr(111) + chr(0b1011 + 0o47) + '\x34' + '\x35', 0b1000), ehT0Px3KOsy9(chr(1177 - 1129) + chr(111) + chr(0b10 + 0o60) + chr(51) + chr(0b0 + 0o67), 0b1000), ehT0Px3KOsy9('\060' + '\x6f' + chr(54) + '\063', 0o10), ehT0Px3KOsy9(chr(0b110000) + '\157' + '\063' + chr(0b11110 + 0o22) + chr(0b1010 + 0o53), 26192 - 26184), ehT0Px3KOsy9(chr(227 - 179) + '\x6f' + chr(0b101100 + 0o6) + chr(0b101010 + 0o12) + '\x35', 8), ehT0Px3KOsy9('\060' + '\x6f' + '\x31' + chr(0b110101) + '\x37', 31048 - 31040), ehT0Px3KOsy9(chr(2099 - 2051) + '\x6f' + chr(0b11011 + 0o30) + chr(2002 - 1947) + chr(55), ord("\x08")), ehT0Px3KOsy9(chr(1332 - 1284) + '\x6f' + chr(49) + chr(0b110000) + chr(1866 - 1815), 8), ehT0Px3KOsy9(chr(48) + chr(0b110011 + 0o74) + chr(0b101011 + 0o6) + chr(48) + chr(48), 0o10), ehT0Px3KOsy9('\x30' + chr(111) + chr(0b110010) + chr(52) + chr(48), 0b1000), ehT0Px3KOsy9(chr(0b11 + 0o55) + chr(0b1101111) + chr(0b110011) + '\064' + '\x36', 240 - 232)][WVxHKyX45z_L % ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(0b101 + 0o60) + chr(0b11010 + 0o26), ord("\x08"))] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'\x81'), chr(5427 - 5327) + chr(0b1100101) + chr(9236 - 9137) + '\x6f' + '\144' + chr(101))(chr(117) + chr(0b1101010 + 0o12) + chr(0b1100110) + chr(0b101101) + '\x38') + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def fj4hj09qP7vZ(NSstowUUZlxS, vXoupepMtCXU, uIUHNEHOeEMG, cM7fEShWxtgh, **M8EIoTs2GJXE):
if cM7fEShWxtgh <= ehT0Px3KOsy9(chr(0b110000) + chr(0b1001101 + 0o42) + chr(0b0 + 0o61), ord("\x08")):
raise q1QCh3W88sgk(xafqLlk3kkUe(SXOLrMavuUCe(b'\xcfl3\xe6z\x8e{\xa0V\n\x9b\xe6?c\xaa2\xdb\xbf \xe4\xeav\xfe\xb9*\x9c\x1c\x9b\x1a\xc7\xfaA\xeb\x85J\x8cc7\xc1\x95\x8fo"\xf4g\x8b?\xe3'), '\144' + '\145' + '\143' + chr(111) + chr(0b111100 + 0o50) + chr(8168 - 8067))(chr(0b1001001 + 0o54) + '\x74' + chr(9563 - 9461) + '\x2d' + chr(0b111000)) % cM7fEShWxtgh)
ysg2zuLaUZLS = 1.0 - 2.0 / (1.0 + cM7fEShWxtgh)
assert 0.0 < ysg2zuLaUZLS <= 1.0
return NSstowUUZlxS(inputs=vXoupepMtCXU, window_length=uIUHNEHOeEMG, decay_rate=ysg2zuLaUZLS, **M8EIoTs2GJXE)
|
quantopian/zipline
|
zipline/pipeline/factors/basic.py
|
_ExponentialWeightedFactor.from_halflife
|
def from_halflife(cls, inputs, window_length, halflife, **kwargs):
"""
Convenience constructor for passing ``decay_rate`` in terms of half
life.
Forwards ``decay_rate`` as ``exp(log(.5) / halflife)``. This provides
the behavior equivalent to passing `halflife` to pandas.ewma.
Examples
--------
.. code-block:: python
# Equivalent to:
# my_ewma = EWMA(
# inputs=[EquityPricing.close],
# window_length=30,
# decay_rate=np.exp(np.log(0.5) / 15),
# )
my_ewma = EWMA.from_halflife(
inputs=[EquityPricing.close],
window_length=30,
halflife=15,
)
Notes
-----
This classmethod is provided by both
:class:`ExponentialWeightedMovingAverage` and
:class:`ExponentialWeightedMovingStdDev`.
"""
if halflife <= 0:
raise ValueError(
"`span` must be a positive number. %s was passed." % halflife
)
decay_rate = exp(log(.5) / halflife)
assert 0.0 < decay_rate <= 1.0
return cls(
inputs=inputs,
window_length=window_length,
decay_rate=decay_rate,
**kwargs
)
|
python
|
def from_halflife(cls, inputs, window_length, halflife, **kwargs):
"""
Convenience constructor for passing ``decay_rate`` in terms of half
life.
Forwards ``decay_rate`` as ``exp(log(.5) / halflife)``. This provides
the behavior equivalent to passing `halflife` to pandas.ewma.
Examples
--------
.. code-block:: python
# Equivalent to:
# my_ewma = EWMA(
# inputs=[EquityPricing.close],
# window_length=30,
# decay_rate=np.exp(np.log(0.5) / 15),
# )
my_ewma = EWMA.from_halflife(
inputs=[EquityPricing.close],
window_length=30,
halflife=15,
)
Notes
-----
This classmethod is provided by both
:class:`ExponentialWeightedMovingAverage` and
:class:`ExponentialWeightedMovingStdDev`.
"""
if halflife <= 0:
raise ValueError(
"`span` must be a positive number. %s was passed." % halflife
)
decay_rate = exp(log(.5) / halflife)
assert 0.0 < decay_rate <= 1.0
return cls(
inputs=inputs,
window_length=window_length,
decay_rate=decay_rate,
**kwargs
)
|
[
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"=",
"window_length",
",",
"decay_rate",
"=",
"decay_rate",
",",
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"*",
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")"
] |
Convenience constructor for passing ``decay_rate`` in terms of half
life.
Forwards ``decay_rate`` as ``exp(log(.5) / halflife)``. This provides
the behavior equivalent to passing `halflife` to pandas.ewma.
Examples
--------
.. code-block:: python
# Equivalent to:
# my_ewma = EWMA(
# inputs=[EquityPricing.close],
# window_length=30,
# decay_rate=np.exp(np.log(0.5) / 15),
# )
my_ewma = EWMA.from_halflife(
inputs=[EquityPricing.close],
window_length=30,
halflife=15,
)
Notes
-----
This classmethod is provided by both
:class:`ExponentialWeightedMovingAverage` and
:class:`ExponentialWeightedMovingStdDev`.
|
[
"Convenience",
"constructor",
"for",
"passing",
"decay_rate",
"in",
"terms",
"of",
"half",
"life",
"."
] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/pipeline/factors/basic.py#L244-L286
|
train
|
This constructor creates a new instance of the class from the given input and window length and halflife.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9('\x30' + '\x6f' + chr(49) + '\062' + chr(0b10010 + 0o43), 0o10), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(0b100001 + 0o21) + '\065' + chr(49), 0o10), ehT0Px3KOsy9(chr(1727 - 1679) + chr(111) + chr(0b110001) + chr(0b11011 + 0o33) + chr(1874 - 1823), 0o10), ehT0Px3KOsy9(chr(0b101001 + 0o7) + chr(4819 - 4708) + '\061' + chr(0b110110) + chr(0b100 + 0o57), 8), ehT0Px3KOsy9(chr(288 - 240) + '\157' + chr(0b110010) + '\067' + chr(49), 10756 - 10748), ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(0b110011) + '\064' + chr(48), 0b1000), ehT0Px3KOsy9(chr(1459 - 1411) + chr(0b1011100 + 0o23) + chr(2119 - 2070) + chr(0b110000) + '\061', 23345 - 23337), ehT0Px3KOsy9(chr(48) + '\x6f' + chr(0b10001 + 0o41) + chr(2014 - 1965) + chr(0b110100), ord("\x08")), ehT0Px3KOsy9('\060' + '\x6f' + chr(0b10001 + 0o40) + '\x37' + chr(54), 0o10), ehT0Px3KOsy9('\060' + chr(111) + chr(0b1100 + 0o45) + '\060' + chr(0b110010), 0b1000), ehT0Px3KOsy9(chr(1679 - 1631) + chr(111) + chr(2128 - 2078) + chr(0b110111) + '\063', 0b1000), ehT0Px3KOsy9('\060' + chr(1761 - 1650) + '\x32' + chr(0b110010) + chr(50), 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(1954 - 1904) + '\x31' + chr(141 - 93), 0o10), ehT0Px3KOsy9('\x30' + chr(111) + '\061' + chr(0b110110) + chr(0b110110), ord("\x08")), ehT0Px3KOsy9('\x30' + '\x6f' + chr(50) + chr(0b110100) + chr(51), 0b1000), ehT0Px3KOsy9(chr(0b1110 + 0o42) + '\x6f' + '\063' + chr(0b110000) + chr(653 - 601), 0b1000), ehT0Px3KOsy9('\x30' + chr(0b1101111) + '\064' + chr(173 - 118), 0b1000), ehT0Px3KOsy9(chr(670 - 622) + chr(0b1101111) + chr(210 - 160) + chr(1372 - 1321) + '\063', 15025 - 15017), ehT0Px3KOsy9(chr(0b101000 + 0o10) + chr(111) + chr(51) + chr(0b110000), 0b1000), ehT0Px3KOsy9(chr(48) + '\157' + chr(0b100100 + 0o23) + chr(0b110010), 0b1000), ehT0Px3KOsy9('\060' + chr(0b11101 + 0o122) + '\x32' + chr(0b110111), 0b1000), ehT0Px3KOsy9('\060' + chr(111) + chr(2168 - 2114) + '\x37', ord("\x08")), ehT0Px3KOsy9(chr(0b101111 + 0o1) + chr(0b1101111) + chr(139 - 90) + '\066' + '\062', 0o10), ehT0Px3KOsy9('\060' + chr(4352 - 4241) + chr(0b110010) + chr(0b10000 + 0o42) + chr(0b100010 + 0o20), 8), ehT0Px3KOsy9('\x30' + chr(0b1100001 + 0o16) + chr(0b110001) + chr(0b1000 + 0o57), 0b1000), ehT0Px3KOsy9(chr(0b101110 + 0o2) + '\x6f' + chr(0b110011) + chr(0b110110) + chr(0b1100 + 0o53), 0b1000), ehT0Px3KOsy9('\x30' + chr(0b1101111) + chr(0b11000 + 0o33) + '\x30' + chr(0b110011), 20277 - 20269), ehT0Px3KOsy9(chr(992 - 944) + chr(11469 - 11358) + chr(2993 - 2938) + '\062', 8), ehT0Px3KOsy9(chr(0b1 + 0o57) + chr(111) + chr(0b110010) + chr(1511 - 1463) + chr(2620 - 2567), 39033 - 39025), ehT0Px3KOsy9('\x30' + '\157' + chr(1376 - 1326) + chr(0b1101 + 0o44) + chr(0b1100 + 0o45), 4543 - 4535), ehT0Px3KOsy9(chr(48) + chr(8152 - 8041) + '\x33' + chr(0b110100) + chr(0b110000), 8), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + '\066' + chr(51), 60960 - 60952), ehT0Px3KOsy9('\x30' + chr(0b1101111) + '\061' + chr(0b1101 + 0o45) + chr(49), ord("\x08")), ehT0Px3KOsy9(chr(426 - 378) + chr(0b1101000 + 0o7) + chr(50) + chr(0b101011 + 0o14) + '\064', 0b1000), ehT0Px3KOsy9(chr(1453 - 1405) + chr(0b111 + 0o150) + chr(0b100110 + 0o14) + chr(880 - 826) + chr(48), ord("\x08")), ehT0Px3KOsy9(chr(0b100110 + 0o12) + '\x6f' + chr(0b110000 + 0o2) + chr(0b110001) + chr(2126 - 2072), 36754 - 36746), ehT0Px3KOsy9(chr(970 - 922) + chr(10393 - 10282) + chr(178 - 129) + '\x31' + chr(52), 0o10), ehT0Px3KOsy9('\x30' + chr(10181 - 10070) + '\062' + chr(0b110100) + chr(0b110111), 0b1000), ehT0Px3KOsy9(chr(909 - 861) + chr(111) + chr(992 - 941) + chr(1208 - 1160), 8), ehT0Px3KOsy9('\x30' + '\x6f' + chr(0b10111 + 0o40) + '\x36', 0b1000)][WVxHKyX45z_L % ehT0Px3KOsy9(chr(372 - 324) + chr(111) + '\x35' + '\x30', 55248 - 55240)] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'{'), chr(8840 - 8740) + chr(101) + '\143' + '\x6f' + chr(3741 - 3641) + chr(1782 - 1681))(chr(2946 - 2829) + '\164' + '\146' + chr(1279 - 1234) + '\x38') + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def OcZVstDGDOow(NSstowUUZlxS, vXoupepMtCXU, uIUHNEHOeEMG, qvcI3N4kUawJ, **M8EIoTs2GJXE):
if qvcI3N4kUawJ <= ehT0Px3KOsy9(chr(0b10111 + 0o31) + chr(0b101101 + 0o102) + chr(48), 54391 - 54383):
raise q1QCh3W88sgk(xafqLlk3kkUe(SXOLrMavuUCe(b'5\xda\x03\x12\xd7\x80a\xe1\x0b1\xcf\xb2\xea\x13\x83\xa5\x07\xebwI~C\x1b\xe4j\xd7\xadO\xe8\xeb\x85A\x7f\x9c\x95\xfdl\xd0yMu\xd9\x12\x00\xca\x85%\xa2'), chr(0b1100100) + '\145' + chr(99) + chr(11040 - 10929) + '\x64' + chr(101))(chr(117) + chr(0b1110100) + chr(0b11001 + 0o115) + '\x2d' + '\x38') % qvcI3N4kUawJ)
ysg2zuLaUZLS = quvessij56om(WHAFymdp8Jcy(0.5) / qvcI3N4kUawJ)
assert 0.0 < ysg2zuLaUZLS <= 1.0
return NSstowUUZlxS(inputs=vXoupepMtCXU, window_length=uIUHNEHOeEMG, decay_rate=ysg2zuLaUZLS, **M8EIoTs2GJXE)
|
quantopian/zipline
|
zipline/pipeline/factors/basic.py
|
_ExponentialWeightedFactor.from_center_of_mass
|
def from_center_of_mass(cls,
inputs,
window_length,
center_of_mass,
**kwargs):
"""
Convenience constructor for passing `decay_rate` in terms of center of
mass.
Forwards `decay_rate` as `1 - (1 / 1 + center_of_mass)`. This provides
behavior equivalent to passing `center_of_mass` to pandas.ewma.
Examples
--------
.. code-block:: python
# Equivalent to:
# my_ewma = EWMA(
# inputs=[EquityPricing.close],
# window_length=30,
# decay_rate=(1 - (1 / 15.0)),
# )
my_ewma = EWMA.from_center_of_mass(
inputs=[EquityPricing.close],
window_length=30,
center_of_mass=15,
)
Notes
-----
This classmethod is provided by both
:class:`ExponentialWeightedMovingAverage` and
:class:`ExponentialWeightedMovingStdDev`.
"""
return cls(
inputs=inputs,
window_length=window_length,
decay_rate=(1.0 - (1.0 / (1.0 + center_of_mass))),
**kwargs
)
|
python
|
def from_center_of_mass(cls,
inputs,
window_length,
center_of_mass,
**kwargs):
"""
Convenience constructor for passing `decay_rate` in terms of center of
mass.
Forwards `decay_rate` as `1 - (1 / 1 + center_of_mass)`. This provides
behavior equivalent to passing `center_of_mass` to pandas.ewma.
Examples
--------
.. code-block:: python
# Equivalent to:
# my_ewma = EWMA(
# inputs=[EquityPricing.close],
# window_length=30,
# decay_rate=(1 - (1 / 15.0)),
# )
my_ewma = EWMA.from_center_of_mass(
inputs=[EquityPricing.close],
window_length=30,
center_of_mass=15,
)
Notes
-----
This classmethod is provided by both
:class:`ExponentialWeightedMovingAverage` and
:class:`ExponentialWeightedMovingStdDev`.
"""
return cls(
inputs=inputs,
window_length=window_length,
decay_rate=(1.0 - (1.0 / (1.0 + center_of_mass))),
**kwargs
)
|
[
"def",
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",",
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",",
"window_length",
",",
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",",
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"*",
"kwargs",
")",
":",
"return",
"cls",
"(",
"inputs",
"=",
"inputs",
",",
"window_length",
"=",
"window_length",
",",
"decay_rate",
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"/",
"(",
"1.0",
"+",
"center_of_mass",
")",
")",
")",
",",
"*",
"*",
"kwargs",
")"
] |
Convenience constructor for passing `decay_rate` in terms of center of
mass.
Forwards `decay_rate` as `1 - (1 / 1 + center_of_mass)`. This provides
behavior equivalent to passing `center_of_mass` to pandas.ewma.
Examples
--------
.. code-block:: python
# Equivalent to:
# my_ewma = EWMA(
# inputs=[EquityPricing.close],
# window_length=30,
# decay_rate=(1 - (1 / 15.0)),
# )
my_ewma = EWMA.from_center_of_mass(
inputs=[EquityPricing.close],
window_length=30,
center_of_mass=15,
)
Notes
-----
This classmethod is provided by both
:class:`ExponentialWeightedMovingAverage` and
:class:`ExponentialWeightedMovingStdDev`.
|
[
"Convenience",
"constructor",
"for",
"passing",
"decay_rate",
"in",
"terms",
"of",
"center",
"of",
"mass",
"."
] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/pipeline/factors/basic.py#L289-L328
|
train
|
This is a convenience constructor for passing decay_rate in terms of center of mass.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9('\060' + '\157' + '\x34', 0b1000), ehT0Px3KOsy9('\x30' + '\157' + chr(0b110010) + chr(0b110110) + chr(0b110111), 0b1000), ehT0Px3KOsy9(chr(1504 - 1456) + chr(7709 - 7598) + chr(0b101001 + 0o10) + chr(0b110110), 44392 - 44384), ehT0Px3KOsy9('\060' + chr(111) + chr(55) + '\064', 0o10), ehT0Px3KOsy9('\060' + chr(0b1101111) + chr(0b110001) + '\061' + chr(0b110 + 0o60), ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(111) + '\061' + chr(0b110101), 15507 - 15499), ehT0Px3KOsy9(chr(48) + '\x6f' + '\061' + chr(969 - 918) + chr(2644 - 2589), 0o10), ehT0Px3KOsy9(chr(48) + chr(1984 - 1873) + '\x32' + '\x36' + chr(1451 - 1400), ord("\x08")), ehT0Px3KOsy9('\060' + '\x6f' + chr(0b10110 + 0o35) + '\x32', ord("\x08")), ehT0Px3KOsy9(chr(623 - 575) + '\x6f' + '\062' + chr(2431 - 2378) + chr(54), 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(111) + '\065' + '\x37', 0o10), ehT0Px3KOsy9('\060' + chr(111) + '\x31' + chr(55) + chr(49), 0b1000), ehT0Px3KOsy9(chr(48) + '\157' + '\x31' + chr(49) + '\x35', 0b1000), ehT0Px3KOsy9(chr(691 - 643) + chr(0b1101011 + 0o4) + chr(0b1001 + 0o52) + '\x30' + '\066', 0b1000), ehT0Px3KOsy9('\x30' + '\x6f' + chr(0b110011) + '\063' + '\x32', ord("\x08")), ehT0Px3KOsy9('\x30' + chr(0b1001101 + 0o42) + chr(51) + chr(2181 - 2131) + chr(0b101100 + 0o7), 0b1000), ehT0Px3KOsy9('\x30' + chr(0b1101111) + '\x32' + chr(0b110111) + chr(315 - 264), 0b1000), ehT0Px3KOsy9('\x30' + chr(0b1101111) + '\x32' + chr(0b100 + 0o56), 43583 - 43575), ehT0Px3KOsy9(chr(48) + chr(2495 - 2384) + chr(0b101111 + 0o3) + '\x35' + chr(0b110011), 0o10), ehT0Px3KOsy9('\060' + chr(0b1101111) + '\x32' + chr(0b110101), 0b1000), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(1146 - 1095) + '\x33' + chr(865 - 812), ord("\x08")), ehT0Px3KOsy9('\x30' + chr(0b1101111) + chr(0b101100 + 0o5) + '\062' + chr(0b101101 + 0o5), 0o10), ehT0Px3KOsy9('\060' + '\x6f' + '\x31' + chr(1344 - 1289) + chr(49), 8), ehT0Px3KOsy9(chr(48) + '\x6f' + chr(721 - 670) + '\x37', 0o10), ehT0Px3KOsy9(chr(1185 - 1137) + chr(0b1011 + 0o144) + chr(50) + chr(0b111 + 0o57), 0b1000), ehT0Px3KOsy9(chr(48) + '\x6f' + chr(0b110011) + '\x30' + chr(0b110110), 8), ehT0Px3KOsy9(chr(2022 - 1974) + chr(0b1010010 + 0o35) + chr(54) + chr(0b101001 + 0o10), ord("\x08")), ehT0Px3KOsy9('\060' + '\x6f' + chr(0b110011) + chr(0b110010) + chr(51), 8), ehT0Px3KOsy9(chr(48) + chr(111) + chr(50) + chr(0b101111 + 0o1), 0b1000), ehT0Px3KOsy9(chr(0b110000) + '\157' + '\062' + chr(0b110100) + chr(0b101011 + 0o14), ord("\x08")), ehT0Px3KOsy9('\x30' + '\x6f' + chr(0b110000), 0b1000), ehT0Px3KOsy9('\060' + chr(0b1101111) + '\x33' + chr(0b110010) + chr(0b110010), ord("\x08")), ehT0Px3KOsy9('\x30' + chr(111) + chr(2061 - 2012) + chr(49) + chr(49), 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(210 - 159) + chr(630 - 581) + '\x35', 0o10), ehT0Px3KOsy9('\060' + chr(3110 - 2999) + chr(49) + '\x30' + chr(53), 0b1000), ehT0Px3KOsy9(chr(364 - 316) + chr(12283 - 12172) + '\x31' + chr(55) + chr(0b110100), 0b1000), ehT0Px3KOsy9('\060' + chr(111) + chr(0b110011) + chr(813 - 760) + '\x31', 0o10), ehT0Px3KOsy9('\060' + chr(111) + '\062' + '\x34' + chr(853 - 801), 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(50) + '\060' + chr(196 - 142), ord("\x08")), ehT0Px3KOsy9('\x30' + '\157' + chr(0b11110 + 0o23) + chr(0b110100) + chr(0b1100 + 0o44), 0b1000)][WVxHKyX45z_L % ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(0b110101) + chr(0b110000), 0b1000)] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'*'), '\144' + chr(1936 - 1835) + '\x63' + chr(111) + chr(8837 - 8737) + '\145')(chr(0b1110101) + chr(0b1110100) + chr(0b1100110) + chr(45) + '\x38') + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def V2IYFDTTzpSz(NSstowUUZlxS, vXoupepMtCXU, uIUHNEHOeEMG, IDa9UZo7faUe, **M8EIoTs2GJXE):
return NSstowUUZlxS(inputs=vXoupepMtCXU, window_length=uIUHNEHOeEMG, decay_rate=1.0 - 1.0 / (1.0 + IDa9UZo7faUe), **M8EIoTs2GJXE)
|
quantopian/zipline
|
zipline/utils/math_utils.py
|
tolerant_equals
|
def tolerant_equals(a, b, atol=10e-7, rtol=10e-7, equal_nan=False):
"""Check if a and b are equal with some tolerance.
Parameters
----------
a, b : float
The floats to check for equality.
atol : float, optional
The absolute tolerance.
rtol : float, optional
The relative tolerance.
equal_nan : bool, optional
Should NaN compare equal?
See Also
--------
numpy.isclose
Notes
-----
This function is just a scalar version of numpy.isclose for performance.
See the docstring of ``isclose`` for more information about ``atol`` and
``rtol``.
"""
if equal_nan and isnan(a) and isnan(b):
return True
return math.fabs(a - b) <= (atol + rtol * math.fabs(b))
|
python
|
def tolerant_equals(a, b, atol=10e-7, rtol=10e-7, equal_nan=False):
"""Check if a and b are equal with some tolerance.
Parameters
----------
a, b : float
The floats to check for equality.
atol : float, optional
The absolute tolerance.
rtol : float, optional
The relative tolerance.
equal_nan : bool, optional
Should NaN compare equal?
See Also
--------
numpy.isclose
Notes
-----
This function is just a scalar version of numpy.isclose for performance.
See the docstring of ``isclose`` for more information about ``atol`` and
``rtol``.
"""
if equal_nan and isnan(a) and isnan(b):
return True
return math.fabs(a - b) <= (atol + rtol * math.fabs(b))
|
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] |
Check if a and b are equal with some tolerance.
Parameters
----------
a, b : float
The floats to check for equality.
atol : float, optional
The absolute tolerance.
rtol : float, optional
The relative tolerance.
equal_nan : bool, optional
Should NaN compare equal?
See Also
--------
numpy.isclose
Notes
-----
This function is just a scalar version of numpy.isclose for performance.
See the docstring of ``isclose`` for more information about ``atol`` and
``rtol``.
|
[
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] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/utils/math_utils.py#L21-L47
|
train
|
Check if two numbers are equal with some tolerance.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9('\060' + '\x6f' + chr(0b110011 + 0o0) + chr(0b110010 + 0o0) + chr(52), ord("\x08")), ehT0Px3KOsy9('\060' + chr(0b1101111) + chr(0b110101) + chr(0b110100), ord("\x08")), ehT0Px3KOsy9(chr(48 - 0) + chr(8662 - 8551) + chr(0b110 + 0o55) + '\x33', 0o10), ehT0Px3KOsy9(chr(1062 - 1014) + chr(111) + chr(51) + chr(0b110011) + chr(52), 0o10), ehT0Px3KOsy9(chr(1624 - 1576) + '\x6f' + '\x32' + '\064' + '\064', 1900 - 1892), ehT0Px3KOsy9('\060' + chr(3632 - 3521) + '\061' + '\x34' + chr(0b10000 + 0o40), 41581 - 41573), ehT0Px3KOsy9(chr(1052 - 1004) + chr(0b1101111) + chr(0b100 + 0o56) + chr(0b101110 + 0o3) + chr(49), 0b1000), ehT0Px3KOsy9('\x30' + '\157' + chr(1241 - 1192) + chr(0b11010 + 0o34) + '\062', ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(0b110111) + '\061', ord("\x08")), ehT0Px3KOsy9(chr(0b10011 + 0o35) + '\x6f' + chr(50) + chr(1230 - 1180) + chr(50), 43671 - 43663), ehT0Px3KOsy9('\x30' + chr(111) + chr(1116 - 1066) + '\x33' + chr(0b110000 + 0o0), 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(10586 - 10475) + '\x33' + '\x36', ord("\x08")), ehT0Px3KOsy9(chr(0b100000 + 0o20) + chr(111) + '\x32' + '\061' + chr(0b11110 + 0o23), 8), ehT0Px3KOsy9('\060' + chr(0b1101111) + chr(579 - 527) + '\060', ord("\x08")), ehT0Px3KOsy9(chr(0b101110 + 0o2) + chr(0b1101111) + chr(191 - 142) + '\064' + chr(50), ord("\x08")), ehT0Px3KOsy9('\060' + chr(111) + chr(1174 - 1125) + chr(0b110101) + chr(1261 - 1212), 0o10), ehT0Px3KOsy9(chr(48) + '\157' + chr(1728 - 1678) + '\062' + '\x32', 8), ehT0Px3KOsy9('\x30' + chr(12171 - 12060) + '\062', 47522 - 47514), ehT0Px3KOsy9('\060' + '\x6f' + chr(0b110111) + chr(55), 0b1000), ehT0Px3KOsy9(chr(1352 - 1304) + '\157' + chr(2111 - 2062) + chr(54) + chr(348 - 295), 0o10), ehT0Px3KOsy9(chr(48) + chr(0b1001100 + 0o43) + chr(0b110011) + chr(0b1110 + 0o46) + chr(50), 17755 - 17747), ehT0Px3KOsy9('\060' + chr(0b1011100 + 0o23) + chr(1790 - 1741) + '\x33' + chr(51), 0b1000), ehT0Px3KOsy9(chr(0b100011 + 0o15) + chr(0b1101111) + chr(0b110001) + chr(0b110110) + '\062', 8), ehT0Px3KOsy9(chr(0b1010 + 0o46) + chr(111) + chr(51) + '\064', 0b1000), ehT0Px3KOsy9('\x30' + '\157' + '\x36', 0b1000), ehT0Px3KOsy9(chr(0b11100 + 0o24) + chr(0b1101111) + '\061' + chr(0b101 + 0o54) + chr(52), 0b1000), ehT0Px3KOsy9(chr(0b100110 + 0o12) + '\x6f' + '\062' + chr(55) + '\063', 0o10), ehT0Px3KOsy9(chr(0b100001 + 0o17) + '\x6f' + '\061' + '\063' + '\x31', 0b1000), ehT0Px3KOsy9('\060' + chr(0b1101111) + '\061' + chr(53) + chr(0b110101), 0b1000), ehT0Px3KOsy9('\060' + chr(111) + chr(0b110010 + 0o4) + chr(1728 - 1678), 0b1000), ehT0Px3KOsy9(chr(1103 - 1055) + chr(0b1011001 + 0o26) + chr(0b110001) + chr(55) + '\060', ord("\x08")), ehT0Px3KOsy9('\x30' + chr(0b1011011 + 0o24) + '\062' + '\065' + chr(2340 - 2287), 29155 - 29147), ehT0Px3KOsy9(chr(48) + chr(1112 - 1001) + chr(0b11000 + 0o33) + chr(52) + chr(1811 - 1759), 40979 - 40971), ehT0Px3KOsy9(chr(0b110000) + chr(0b101000 + 0o107) + '\063' + '\x35' + chr(0b11111 + 0o26), 0o10), ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(0b110100) + chr(0b110100), 0o10), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + '\067' + chr(118 - 68), 0o10), ehT0Px3KOsy9('\060' + '\157' + '\061' + chr(2082 - 2031), 47842 - 47834), ehT0Px3KOsy9(chr(1889 - 1841) + chr(111) + '\063' + chr(48) + chr(0b110 + 0o56), 45108 - 45100), ehT0Px3KOsy9(chr(354 - 306) + chr(1305 - 1194) + '\x32' + chr(0b101 + 0o53) + '\060', 0b1000), ehT0Px3KOsy9('\x30' + chr(5551 - 5440) + '\x32' + chr(0b1 + 0o61) + chr(0b101100 + 0o11), 34498 - 34490)][WVxHKyX45z_L % ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(0b10000 + 0o45) + '\x30', 56494 - 56486)] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'\xfa'), chr(6324 - 6224) + '\x65' + '\143' + chr(0b1101101 + 0o2) + chr(100) + '\145')(chr(2584 - 2467) + chr(116) + chr(0b10000 + 0o126) + chr(0b1001 + 0o44) + '\070') + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def bQgnA8J45JHq(XPh1qbAgrPgG, wmN3dvez4qzC, v2xGgKdrWD8V=1e-06, wiBOoz4NwoTZ=1e-06, ggNlzmG0rwwX=ehT0Px3KOsy9(chr(1185 - 1137) + chr(0b10010 + 0o135) + chr(0b110000), 0b1000)):
if ggNlzmG0rwwX and wN4RVZAxJEhp(XPh1qbAgrPgG) and wN4RVZAxJEhp(wmN3dvez4qzC):
return ehT0Px3KOsy9(chr(0b101010 + 0o6) + '\157' + chr(255 - 206), 53666 - 53658)
return xafqLlk3kkUe(yhiZVkosCjBm, xafqLlk3kkUe(SXOLrMavuUCe(b'\xb2My\xaf'), '\144' + chr(4107 - 4006) + chr(99) + '\157' + chr(0b1100010 + 0o2) + chr(0b1101 + 0o130))(chr(0b1011010 + 0o33) + chr(0b11000 + 0o134) + chr(0b1000011 + 0o43) + '\055' + chr(0b111000)))(XPh1qbAgrPgG - wmN3dvez4qzC) <= v2xGgKdrWD8V + wiBOoz4NwoTZ * xafqLlk3kkUe(yhiZVkosCjBm, xafqLlk3kkUe(SXOLrMavuUCe(b'\xb2My\xaf'), chr(0b1100100) + chr(0b1100101) + chr(0b100001 + 0o102) + '\157' + chr(0b1100100) + '\145')(chr(0b1110101 + 0o0) + chr(0b1101010 + 0o12) + chr(0b1100110) + chr(45) + chr(0b111000)))(wmN3dvez4qzC)
|
quantopian/zipline
|
zipline/utils/math_utils.py
|
round_if_near_integer
|
def round_if_near_integer(a, epsilon=1e-4):
"""
Round a to the nearest integer if that integer is within an epsilon
of a.
"""
if abs(a - round(a)) <= epsilon:
return round(a)
else:
return a
|
python
|
def round_if_near_integer(a, epsilon=1e-4):
"""
Round a to the nearest integer if that integer is within an epsilon
of a.
"""
if abs(a - round(a)) <= epsilon:
return round(a)
else:
return a
|
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")",
"<=",
"epsilon",
":",
"return",
"round",
"(",
"a",
")",
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":",
"return",
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] |
Round a to the nearest integer if that integer is within an epsilon
of a.
|
[
"Round",
"a",
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] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/utils/math_utils.py#L72-L80
|
train
|
Round a to the nearest integer if that integer is within epsilon.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9('\x30' + '\157' + '\062' + chr(0b100000 + 0o25) + '\x30', 0o10), ehT0Px3KOsy9(chr(0b10 + 0o56) + chr(0b110 + 0o151) + chr(0b110010 + 0o1) + chr(55) + '\060', 0b1000), ehT0Px3KOsy9(chr(48) + '\x6f' + chr(0b110011) + chr(0b110001) + '\x36', ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(2033 - 1984) + chr(0b110110) + chr(0b1111 + 0o50), 48630 - 48622), ehT0Px3KOsy9('\x30' + '\157' + '\x32' + '\065' + chr(684 - 634), 6907 - 6899), ehT0Px3KOsy9(chr(0b1110 + 0o42) + chr(0b1101111) + chr(0b110001) + chr(0b110 + 0o60) + chr(55), 8), ehT0Px3KOsy9(chr(48) + chr(111) + chr(0b11011 + 0o33) + chr(2446 - 2395), 0b1000), ehT0Px3KOsy9('\x30' + chr(0b1101111) + chr(0b110011) + chr(2216 - 2165) + chr(0b100111 + 0o14), ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(0b1000101 + 0o52) + chr(0b110010) + '\066' + '\x32', 54137 - 54129), ehT0Px3KOsy9(chr(620 - 572) + chr(0b11 + 0o154) + chr(0b11100 + 0o25) + chr(683 - 634) + '\067', ord("\x08")), ehT0Px3KOsy9(chr(0b1111 + 0o41) + '\157' + chr(830 - 781) + '\061' + chr(0b110000 + 0o4), 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(0b10100 + 0o133) + chr(0b1100 + 0o45) + '\063' + chr(0b101001 + 0o7), ord("\x08")), ehT0Px3KOsy9(chr(1060 - 1012) + chr(111) + chr(0b110001) + '\067' + chr(0b110110), 4430 - 4422), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + '\x33' + chr(0b110001) + '\060', 64718 - 64710), ehT0Px3KOsy9(chr(48) + chr(0b100011 + 0o114) + '\x31' + chr(1729 - 1676) + chr(0b10110 + 0o36), 5637 - 5629), ehT0Px3KOsy9(chr(556 - 508) + chr(5250 - 5139) + chr(1085 - 1034) + chr(0b110001) + '\063', ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(111) + chr(0b110001) + chr(53) + '\x32', 46155 - 46147), ehT0Px3KOsy9(chr(0b101010 + 0o6) + '\157' + chr(0b100011 + 0o17) + '\x31' + chr(50), 0o10), ehT0Px3KOsy9(chr(1061 - 1013) + '\157' + '\063' + chr(0b10000 + 0o47) + chr(0b110110), 32430 - 32422), ehT0Px3KOsy9(chr(0b11101 + 0o23) + '\157' + chr(50) + '\063' + chr(2874 - 2820), ord("\x08")), ehT0Px3KOsy9(chr(1541 - 1493) + chr(0b10001 + 0o136) + chr(0b110010) + chr(0b110100), 0o10), ehT0Px3KOsy9(chr(252 - 204) + '\x6f' + '\x32' + chr(48) + '\067', ord("\x08")), ehT0Px3KOsy9(chr(48) + '\x6f' + chr(0b110010) + chr(49) + '\067', 0o10), ehT0Px3KOsy9('\x30' + chr(0b111 + 0o150) + chr(0b110011), ord("\x08")), ehT0Px3KOsy9(chr(1482 - 1434) + '\x6f' + '\x31' + chr(0b1101 + 0o50) + '\066', 0b1000), ehT0Px3KOsy9(chr(0b110000) + '\157' + '\062' + chr(794 - 742) + chr(0b11001 + 0o27), 0o10), ehT0Px3KOsy9('\x30' + chr(0b1010100 + 0o33) + chr(927 - 877) + chr(0b110101) + chr(52), 29174 - 29166), ehT0Px3KOsy9(chr(1174 - 1126) + '\157' + chr(1473 - 1422) + chr(0b110100) + chr(1193 - 1138), 0o10), ehT0Px3KOsy9(chr(0b110000 + 0o0) + '\157' + chr(0b11001 + 0o35) + '\065', 33163 - 33155), ehT0Px3KOsy9(chr(0b11001 + 0o27) + '\157' + '\x32' + '\x35' + chr(2236 - 2183), 0b1000), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(878 - 828) + chr(0b110110) + chr(0b110011), 0o10), ehT0Px3KOsy9('\060' + '\157' + '\062' + '\062' + '\x30', 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(111) + '\062' + chr(0b110111) + chr(0b0 + 0o60), 0o10), ehT0Px3KOsy9(chr(0b11100 + 0o24) + '\157' + chr(871 - 821) + '\x32' + chr(0b10100 + 0o37), 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(2327 - 2216) + '\x32' + '\063' + chr(753 - 699), 8), ehT0Px3KOsy9(chr(1046 - 998) + chr(0b1010 + 0o145) + chr(49) + chr(0b1101 + 0o46) + '\067', 25898 - 25890), ehT0Px3KOsy9(chr(0b110000) + chr(0b1011110 + 0o21) + '\064' + chr(0b110010), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(1151 - 1040) + chr(50) + chr(54) + '\064', 0o10), ehT0Px3KOsy9('\x30' + chr(111) + '\061' + chr(0b101101 + 0o3) + chr(48), 1060 - 1052), ehT0Px3KOsy9('\x30' + chr(4621 - 4510) + chr(0b11111 + 0o24) + '\060' + chr(0b110110), 21542 - 21534)][WVxHKyX45z_L % ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(53) + chr(0b1101 + 0o43), 22123 - 22115)] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'\x86'), '\x64' + chr(0b1100101) + '\143' + chr(1027 - 916) + chr(100) + chr(101))(chr(0b100010 + 0o123) + chr(2914 - 2798) + '\x66' + chr(0b101101) + chr(56)) + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def LwGRLLuDljm0(XPh1qbAgrPgG, Xtig2zAKpR0T=0.0001):
if Lt3jp3Wjtj_1(XPh1qbAgrPgG - jB_HdqgHmVpI(XPh1qbAgrPgG)) <= Xtig2zAKpR0T:
return jB_HdqgHmVpI(XPh1qbAgrPgG)
else:
return XPh1qbAgrPgG
|
quantopian/zipline
|
zipline/pipeline/factors/factor.py
|
coerce_numbers_to_my_dtype
|
def coerce_numbers_to_my_dtype(f):
"""
A decorator for methods whose signature is f(self, other) that coerces
``other`` to ``self.dtype``.
This is used to make comparison operations between numbers and `Factor`
instances work independently of whether the user supplies a float or
integer literal.
For example, if I write::
my_filter = my_factor > 3
my_factor probably has dtype float64, but 3 is an int, so we want to coerce
to float64 before doing the comparison.
"""
@wraps(f)
def method(self, other):
if isinstance(other, Number):
other = coerce_to_dtype(self.dtype, other)
return f(self, other)
return method
|
python
|
def coerce_numbers_to_my_dtype(f):
"""
A decorator for methods whose signature is f(self, other) that coerces
``other`` to ``self.dtype``.
This is used to make comparison operations between numbers and `Factor`
instances work independently of whether the user supplies a float or
integer literal.
For example, if I write::
my_filter = my_factor > 3
my_factor probably has dtype float64, but 3 is an int, so we want to coerce
to float64 before doing the comparison.
"""
@wraps(f)
def method(self, other):
if isinstance(other, Number):
other = coerce_to_dtype(self.dtype, other)
return f(self, other)
return method
|
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"f",
"(",
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",",
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] |
A decorator for methods whose signature is f(self, other) that coerces
``other`` to ``self.dtype``.
This is used to make comparison operations between numbers and `Factor`
instances work independently of whether the user supplies a float or
integer literal.
For example, if I write::
my_filter = my_factor > 3
my_factor probably has dtype float64, but 3 is an int, so we want to coerce
to float64 before doing the comparison.
|
[
"A",
"decorator",
"for",
"methods",
"whose",
"signature",
"is",
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"self",
"other",
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] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/pipeline/factors/factor.py#L70-L91
|
train
|
A decorator for methods that coerces numbers to my dtype.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9(chr(154 - 106) + '\x6f' + chr(1007 - 953) + chr(0b110011), ord("\x08")), ehT0Px3KOsy9('\x30' + '\x6f' + chr(324 - 275) + '\063' + chr(0b110001), 0o10), ehT0Px3KOsy9(chr(231 - 183) + '\x6f' + chr(2283 - 2233) + chr(54) + chr(0b110011), 13452 - 13444), ehT0Px3KOsy9(chr(0b101100 + 0o4) + chr(8317 - 8206) + chr(2383 - 2334) + chr(2092 - 2041) + chr(0b101010 + 0o14), 0o10), ehT0Px3KOsy9('\x30' + chr(0b1001011 + 0o44) + '\x31' + chr(0b110011) + '\x31', 8), ehT0Px3KOsy9(chr(48) + chr(111) + chr(0b10000 + 0o43) + chr(0b110010) + chr(1749 - 1700), 0o10), ehT0Px3KOsy9('\060' + chr(111) + chr(0b110011) + chr(1926 - 1873) + chr(2285 - 2231), 0b1000), ehT0Px3KOsy9(chr(978 - 930) + '\157' + chr(50) + chr(48) + chr(0b110101), 55107 - 55099), ehT0Px3KOsy9('\060' + chr(111) + chr(49) + chr(2436 - 2381) + '\065', 0o10), ehT0Px3KOsy9(chr(48) + chr(0b10011 + 0o134) + chr(0b10111 + 0o32) + chr(0b101001 + 0o11) + chr(0b110001), 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(6846 - 6735) + chr(0b11011 + 0o26) + chr(0b110000 + 0o6) + '\x37', ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(0b100000 + 0o117) + chr(0b110001) + '\x32' + chr(2297 - 2243), 0o10), ehT0Px3KOsy9(chr(0b11100 + 0o24) + chr(0b1011000 + 0o27) + chr(0b110011) + '\x30' + '\065', ord("\x08")), ehT0Px3KOsy9('\060' + chr(111) + chr(2653 - 2600) + chr(51), 23467 - 23459), ehT0Px3KOsy9(chr(48) + '\x6f' + '\061' + '\063' + '\x36', 8), ehT0Px3KOsy9(chr(0b1110 + 0o42) + chr(0b100110 + 0o111) + '\062' + chr(0b110100) + '\x34', 0b1000), ehT0Px3KOsy9('\060' + chr(8827 - 8716) + chr(51) + chr(0b110110) + chr(48), 0o10), ehT0Px3KOsy9(chr(0b1000 + 0o50) + '\157' + '\063' + chr(0b110010) + chr(53), 0b1000), ehT0Px3KOsy9('\x30' + '\x6f' + chr(0b110 + 0o55) + '\x30', 0b1000), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + '\062' + '\060' + '\x35', 8), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(0b110011) + chr(55) + '\064', 0o10), ehT0Px3KOsy9('\x30' + chr(12207 - 12096) + '\067' + '\x30', 0o10), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(0b110011) + chr(0b11 + 0o56), 63591 - 63583), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(0b110010) + chr(0b100111 + 0o17), 0o10), ehT0Px3KOsy9(chr(945 - 897) + '\157' + chr(0b110011) + chr(2319 - 2264) + chr(0b100011 + 0o23), 0b1000), ehT0Px3KOsy9('\060' + chr(11393 - 11282) + '\063' + '\061' + chr(48), 0b1000), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(467 - 416) + '\067' + chr(2652 - 2599), 53671 - 53663), ehT0Px3KOsy9(chr(0b101 + 0o53) + chr(3070 - 2959) + '\x32' + chr(53) + chr(0b110001), 0o10), ehT0Px3KOsy9(chr(117 - 69) + chr(111) + chr(0b101011 + 0o10) + '\061' + '\x35', 0b1000), ehT0Px3KOsy9(chr(1501 - 1453) + '\x6f' + chr(0b10 + 0o61) + chr(0b10111 + 0o37) + '\x31', ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(0b1001101 + 0o42) + chr(0b11100 + 0o31) + chr(0b110000), 0b1000), ehT0Px3KOsy9('\x30' + chr(12252 - 12141) + chr(0b110010) + chr(0b110001 + 0o3) + chr(48), 0o10), ehT0Px3KOsy9(chr(48) + chr(0b0 + 0o157) + chr(0b110001) + '\063', 0o10), ehT0Px3KOsy9(chr(0b101110 + 0o2) + chr(111) + chr(0b10110 + 0o41) + chr(0b10111 + 0o36), 30833 - 30825), ehT0Px3KOsy9('\060' + chr(0b1101111) + chr(148 - 99) + chr(0b110111) + chr(0b1100 + 0o53), 23942 - 23934), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(0b110001) + chr(0b110011 + 0o0) + chr(0b11111 + 0o30), 7781 - 7773), ehT0Px3KOsy9(chr(48) + '\x6f' + chr(0b110001) + chr(53) + chr(0b110101), 48702 - 48694), ehT0Px3KOsy9('\x30' + chr(5702 - 5591) + chr(0b101010 + 0o10) + '\x35' + chr(671 - 617), 0b1000), ehT0Px3KOsy9('\060' + '\157' + chr(0b110011) + chr(50) + chr(0b101 + 0o57), 0b1000), ehT0Px3KOsy9(chr(0b11000 + 0o30) + chr(0b1101111) + '\x33' + chr(0b101111 + 0o10) + chr(53), 8)][WVxHKyX45z_L % ehT0Px3KOsy9('\x30' + chr(0b1001100 + 0o43) + '\x35' + '\060', 8)] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'\x1d'), chr(7379 - 7279) + chr(0b1100101) + chr(3991 - 3892) + '\x6f' + chr(0b11010 + 0o112) + '\x65')(chr(0b1011111 + 0o26) + chr(0b1110100) + chr(3030 - 2928) + chr(0b101101) + '\x38') + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def e1iVrWoIZ7rg(EGyt1xfPT1P6):
@cUOaMZfY2Ho1(EGyt1xfPT1P6)
def CVRCXTcnOnH6(oVre8I6UXc3b, KK0ERS7DqYrY):
if PlSM16l2KDPD(KK0ERS7DqYrY, RdGQCEqKm_Wb):
KK0ERS7DqYrY = V4P6ACojlUhD(oVre8I6UXc3b.jSV9IKnemH7K, KK0ERS7DqYrY)
return EGyt1xfPT1P6(oVre8I6UXc3b, KK0ERS7DqYrY)
return CVRCXTcnOnH6
|
quantopian/zipline
|
zipline/pipeline/factors/factor.py
|
binop_return_dtype
|
def binop_return_dtype(op, left, right):
"""
Compute the expected return dtype for the given binary operator.
Parameters
----------
op : str
Operator symbol, (e.g. '+', '-', ...).
left : numpy.dtype
Dtype of left hand side.
right : numpy.dtype
Dtype of right hand side.
Returns
-------
outdtype : numpy.dtype
The dtype of the result of `left <op> right`.
"""
if is_comparison(op):
if left != right:
raise TypeError(
"Don't know how to compute {left} {op} {right}.\n"
"Comparisons are only supported between Factors of equal "
"dtypes.".format(left=left, op=op, right=right)
)
return bool_dtype
elif left != float64_dtype or right != float64_dtype:
raise TypeError(
"Don't know how to compute {left} {op} {right}.\n"
"Arithmetic operators are only supported between Factors of "
"dtype 'float64'.".format(
left=left.name,
op=op,
right=right.name,
)
)
return float64_dtype
|
python
|
def binop_return_dtype(op, left, right):
"""
Compute the expected return dtype for the given binary operator.
Parameters
----------
op : str
Operator symbol, (e.g. '+', '-', ...).
left : numpy.dtype
Dtype of left hand side.
right : numpy.dtype
Dtype of right hand side.
Returns
-------
outdtype : numpy.dtype
The dtype of the result of `left <op> right`.
"""
if is_comparison(op):
if left != right:
raise TypeError(
"Don't know how to compute {left} {op} {right}.\n"
"Comparisons are only supported between Factors of equal "
"dtypes.".format(left=left, op=op, right=right)
)
return bool_dtype
elif left != float64_dtype or right != float64_dtype:
raise TypeError(
"Don't know how to compute {left} {op} {right}.\n"
"Arithmetic operators are only supported between Factors of "
"dtype 'float64'.".format(
left=left.name,
op=op,
right=right.name,
)
)
return float64_dtype
|
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] |
Compute the expected return dtype for the given binary operator.
Parameters
----------
op : str
Operator symbol, (e.g. '+', '-', ...).
left : numpy.dtype
Dtype of left hand side.
right : numpy.dtype
Dtype of right hand side.
Returns
-------
outdtype : numpy.dtype
The dtype of the result of `left <op> right`.
|
[
"Compute",
"the",
"expected",
"return",
"dtype",
"for",
"the",
"given",
"binary",
"operator",
"."
] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/pipeline/factors/factor.py#L101-L138
|
train
|
Compute the expected return dtype for the given binary operator.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9(chr(1236 - 1188) + chr(111) + '\x37' + chr(0b110101), 40764 - 40756), ehT0Px3KOsy9(chr(48) + chr(111) + '\x33' + chr(0b110101) + chr(0b110000), 0b1000), ehT0Px3KOsy9(chr(48) + chr(111) + '\x33' + chr(711 - 657) + chr(0b11001 + 0o33), 0o10), ehT0Px3KOsy9('\060' + chr(0b1101111) + chr(457 - 402) + chr(0b110110), 0b1000), ehT0Px3KOsy9('\060' + chr(111) + chr(0b1000 + 0o55) + '\x34', 0o10), ehT0Px3KOsy9(chr(48) + '\x6f' + '\x36' + chr(0b110 + 0o52), ord("\x08")), ehT0Px3KOsy9(chr(0b10100 + 0o34) + chr(9894 - 9783) + '\x33' + chr(0b110110) + '\061', ord("\x08")), ehT0Px3KOsy9('\060' + chr(0b1101111) + '\067' + chr(0b110011), ord("\x08")), ehT0Px3KOsy9('\060' + chr(0b1101111) + chr(51) + chr(0b110111) + '\x32', ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(111) + chr(0b110010) + chr(0b1010 + 0o50) + chr(0b11011 + 0o34), 43794 - 43786), ehT0Px3KOsy9(chr(48) + '\157' + chr(0b110010) + chr(77 - 25) + '\065', 0b1000), ehT0Px3KOsy9(chr(537 - 489) + chr(8460 - 8349) + chr(50) + chr(49) + chr(0b110010), 0b1000), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(1267 - 1217) + chr(0b110100) + chr(0b100101 + 0o20), 8), ehT0Px3KOsy9('\060' + chr(111) + chr(0b101110 + 0o4) + '\060' + chr(0b110000), 0o10), ehT0Px3KOsy9(chr(0b11111 + 0o21) + chr(111) + chr(122 - 73) + '\x36' + '\x35', ord("\x08")), ehT0Px3KOsy9(chr(1609 - 1561) + chr(7579 - 7468) + chr(0b110011) + '\x34' + chr(49), 0b1000), ehT0Px3KOsy9(chr(385 - 337) + '\157' + chr(579 - 530) + '\061' + chr(0b110110), 0b1000), ehT0Px3KOsy9(chr(1365 - 1317) + '\x6f' + '\x34', 0o10), ehT0Px3KOsy9(chr(0b101001 + 0o7) + '\157' + '\x31' + chr(49) + '\064', 0o10), ehT0Px3KOsy9(chr(48) + chr(111) + chr(50) + chr(0b110101), 0o10), ehT0Px3KOsy9('\060' + chr(111) + chr(932 - 882) + '\061' + chr(661 - 606), 0o10), ehT0Px3KOsy9('\060' + chr(0b1101111) + chr(51) + chr(0b101011 + 0o6) + chr(0b110111), 0b1000), ehT0Px3KOsy9('\x30' + '\x6f' + chr(0b1111 + 0o42) + '\x37' + chr(55), 0b1000), ehT0Px3KOsy9(chr(658 - 610) + '\157' + chr(50) + chr(53) + chr(0b10110 + 0o40), ord("\x08")), ehT0Px3KOsy9(chr(48) + '\157' + '\063' + chr(134 - 81) + '\x32', 0o10), ehT0Px3KOsy9('\x30' + chr(111) + chr(0b110001) + chr(0b110101), 18657 - 18649), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(0b110010) + chr(0b110101) + chr(0b110011), 0b1000), ehT0Px3KOsy9(chr(0b110000) + '\157' + '\062' + chr(54) + '\x33', 65220 - 65212), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(2347 - 2296) + chr(49) + '\x36', 56834 - 56826), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + '\061' + chr(0b110110) + chr(0b110001), 0b1000), ehT0Px3KOsy9('\x30' + chr(0b1101100 + 0o3) + '\062' + chr(0b11011 + 0o34) + '\x30', 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(12227 - 12116) + chr(0b11010 + 0o31) + '\x33' + '\062', ord("\x08")), ehT0Px3KOsy9(chr(884 - 836) + chr(0b1011010 + 0o25) + '\x33' + chr(51) + chr(0b100 + 0o57), 51858 - 51850), ehT0Px3KOsy9(chr(48) + '\157' + chr(55) + '\066', 8), ehT0Px3KOsy9(chr(48) + chr(0b1000001 + 0o56) + chr(49) + '\066', 53993 - 53985), ehT0Px3KOsy9(chr(48) + chr(6020 - 5909) + '\061' + chr(0b1 + 0o64), 8), ehT0Px3KOsy9('\x30' + chr(0b1101111) + chr(2472 - 2421) + chr(49) + chr(0b101011 + 0o13), 8), ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(2002 - 1952) + '\065' + chr(0b100010 + 0o17), ord("\x08")), ehT0Px3KOsy9('\060' + '\157' + '\x32' + '\067' + chr(0b110101), 57935 - 57927), ehT0Px3KOsy9('\060' + chr(111) + '\x32' + chr(0b110010) + chr(0b110001 + 0o6), 8)][WVxHKyX45z_L % ehT0Px3KOsy9(chr(1586 - 1538) + '\157' + '\065' + chr(1762 - 1714), 57043 - 57035)] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'\x13'), chr(0b1000011 + 0o41) + chr(0b11011 + 0o112) + '\x63' + '\x6f' + '\144' + '\145')(chr(13591 - 13474) + '\164' + chr(0b1100110) + chr(0b101101) + chr(536 - 480)) + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def XreA97FhdMk_(C8dAr6Ujq2Tn, mtX6HPOlWiYu, isOYmsUx1jxa):
if UW6a6w49n0IL(C8dAr6Ujq2Tn):
if mtX6HPOlWiYu != isOYmsUx1jxa:
raise sznFqDbNBHlx(xafqLlk3kkUe(xafqLlk3kkUe(SXOLrMavuUCe(b'y\x87\x9a\x19X\x10\x9aU\x95\xe0\x85\xe2\xca\xf7U\x95!$/z\xe2\xbf\n\xda\x8f-\xd0\xdf\xab\x17\xcc\xa7\xfbEa}\xb3\x89\xc6\xe5T\x8f\x9cJQ\x1e\xfbx\x95\xfa\xd5\xeb\xd7\xe9\x06\x8e wlt\xfd\xaa_\xc1\x84a\xd2\x93\xbd\x04\xc8\xaa\xb4Lzh\xaa\x89\xdf\xf2I\x9f\x91[B\x10\xb7Z\x99\xe3\xca\xf8\xd6\xa0\x1a\x87na=`\xee\xa3_\xca\x9et\xdb\xd6\xbd_'), chr(9311 - 9211) + '\x65' + '\x63' + '\157' + chr(0b1010001 + 0o23) + chr(0b100101 + 0o100))('\x75' + '\164' + '\146' + chr(45) + '\x38'), xafqLlk3kkUe(SXOLrMavuUCe(b'k\xdc\x86QdQ\xa2\x08\xaa\xe7\xc0\xe0'), '\144' + chr(0b1110 + 0o127) + '\x63' + chr(111) + chr(0b110111 + 0o55) + '\145')(chr(0b10111 + 0o136) + chr(0b1110100) + chr(0b100000 + 0o106) + chr(45) + chr(0b101110 + 0o12)))(left=mtX6HPOlWiYu, op=C8dAr6Ujq2Tn, right=isOYmsUx1jxa))
return RxCWrR7Zbq1B
elif mtX6HPOlWiYu != rZ1BN3UDHnco or isOYmsUx1jxa != rZ1BN3UDHnco:
raise sznFqDbNBHlx(xafqLlk3kkUe(xafqLlk3kkUe(SXOLrMavuUCe(b'y\x87\x9a\x19X\x10\x9aU\x95\xe0\x85\xe2\xca\xf7U\x95!$/z\xe2\xbf\n\xda\x8f-\xd0\xdf\xab\x17\xcc\xa7\xfbEa}\xb3\x89\xc6\xe5T\x8f\x9cJQ\x1e\xfbz\x88\xfe\xd1\xe2\xc8\xe5\x01\x88-$#e\xea\xbd\x1e\xda\x85\x7f\xd8\x93\xaf\x03\xdd\xfa\xb4Pbt\xee\xda\xc8\xe7M\x87\x86JIT\xd1Y\x9f\xe3\xd2\xef\xc0\xeeU\xa7/g8z\xfd\xbc_\xc1\x8c-\xcf\xc7\xb7\x01\xdd\xfa\xfcXbb\xaf\xdd\x8b\xa3\x1a\xc6'), '\x64' + chr(0b100010 + 0o103) + chr(99) + '\x6f' + chr(0b1000011 + 0o41) + '\145')(chr(0b1000010 + 0o63) + chr(0b1110100) + chr(0b1100110) + chr(0b10001 + 0o34) + '\x38'), xafqLlk3kkUe(SXOLrMavuUCe(b'k\xdc\x86QdQ\xa2\x08\xaa\xe7\xc0\xe0'), chr(9721 - 9621) + chr(5265 - 5164) + chr(99) + chr(0b111011 + 0o64) + chr(100) + '\145')(chr(12223 - 12106) + chr(116) + '\146' + chr(45) + '\x38'))(left=xafqLlk3kkUe(mtX6HPOlWiYu, xafqLlk3kkUe(SXOLrMavuUCe(b'|\xa1\x82t~J\xbd_\xbe\xf1\xc2\xcc'), chr(4907 - 4807) + '\145' + chr(1292 - 1193) + '\157' + '\x64' + chr(0b1100101))(chr(0b10 + 0o163) + chr(3748 - 3632) + chr(102) + chr(0b101101) + '\x38')), op=C8dAr6Ujq2Tn, right=xafqLlk3kkUe(isOYmsUx1jxa, xafqLlk3kkUe(SXOLrMavuUCe(b'|\xa1\x82t~J\xbd_\xbe\xf1\xc2\xcc'), chr(0b111010 + 0o52) + chr(101) + chr(99) + chr(111) + chr(4030 - 3930) + '\145')(chr(12851 - 12734) + chr(0b100111 + 0o115) + '\x66' + chr(1671 - 1626) + '\070'))))
return rZ1BN3UDHnco
|
quantopian/zipline
|
zipline/pipeline/factors/factor.py
|
binary_operator
|
def binary_operator(op):
"""
Factory function for making binary operator methods on a Factor subclass.
Returns a function, "binary_operator" suitable for implementing functions
like __add__.
"""
# When combining a Factor with a NumericalExpression, we use this
# attrgetter instance to defer to the commuted implementation of the
# NumericalExpression operator.
commuted_method_getter = attrgetter(method_name_for_op(op, commute=True))
@with_doc("Binary Operator: '%s'" % op)
@with_name(method_name_for_op(op))
@coerce_numbers_to_my_dtype
def binary_operator(self, other):
# This can't be hoisted up a scope because the types returned by
# binop_return_type aren't defined when the top-level function is
# invoked in the class body of Factor.
return_type = binop_return_type(op)
if isinstance(self, NumExprFactor):
self_expr, other_expr, new_inputs = self.build_binary_op(
op, other,
)
return return_type(
"({left}) {op} ({right})".format(
left=self_expr,
op=op,
right=other_expr,
),
new_inputs,
dtype=binop_return_dtype(op, self.dtype, other.dtype),
)
elif isinstance(other, NumExprFactor):
# NumericalExpression overrides ops to correctly handle merging of
# inputs. Look up and call the appropriate reflected operator with
# ourself as the input.
return commuted_method_getter(other)(self)
elif isinstance(other, Term):
if self is other:
return return_type(
"x_0 {op} x_0".format(op=op),
(self,),
dtype=binop_return_dtype(op, self.dtype, other.dtype),
)
return return_type(
"x_0 {op} x_1".format(op=op),
(self, other),
dtype=binop_return_dtype(op, self.dtype, other.dtype),
)
elif isinstance(other, Number):
return return_type(
"x_0 {op} ({constant})".format(op=op, constant=other),
binds=(self,),
# .dtype access is safe here because coerce_numbers_to_my_dtype
# will convert any input numbers to numpy equivalents.
dtype=binop_return_dtype(op, self.dtype, other.dtype)
)
raise BadBinaryOperator(op, self, other)
return binary_operator
|
python
|
def binary_operator(op):
"""
Factory function for making binary operator methods on a Factor subclass.
Returns a function, "binary_operator" suitable for implementing functions
like __add__.
"""
# When combining a Factor with a NumericalExpression, we use this
# attrgetter instance to defer to the commuted implementation of the
# NumericalExpression operator.
commuted_method_getter = attrgetter(method_name_for_op(op, commute=True))
@with_doc("Binary Operator: '%s'" % op)
@with_name(method_name_for_op(op))
@coerce_numbers_to_my_dtype
def binary_operator(self, other):
# This can't be hoisted up a scope because the types returned by
# binop_return_type aren't defined when the top-level function is
# invoked in the class body of Factor.
return_type = binop_return_type(op)
if isinstance(self, NumExprFactor):
self_expr, other_expr, new_inputs = self.build_binary_op(
op, other,
)
return return_type(
"({left}) {op} ({right})".format(
left=self_expr,
op=op,
right=other_expr,
),
new_inputs,
dtype=binop_return_dtype(op, self.dtype, other.dtype),
)
elif isinstance(other, NumExprFactor):
# NumericalExpression overrides ops to correctly handle merging of
# inputs. Look up and call the appropriate reflected operator with
# ourself as the input.
return commuted_method_getter(other)(self)
elif isinstance(other, Term):
if self is other:
return return_type(
"x_0 {op} x_0".format(op=op),
(self,),
dtype=binop_return_dtype(op, self.dtype, other.dtype),
)
return return_type(
"x_0 {op} x_1".format(op=op),
(self, other),
dtype=binop_return_dtype(op, self.dtype, other.dtype),
)
elif isinstance(other, Number):
return return_type(
"x_0 {op} ({constant})".format(op=op, constant=other),
binds=(self,),
# .dtype access is safe here because coerce_numbers_to_my_dtype
# will convert any input numbers to numpy equivalents.
dtype=binop_return_dtype(op, self.dtype, other.dtype)
)
raise BadBinaryOperator(op, self, other)
return binary_operator
|
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] |
Factory function for making binary operator methods on a Factor subclass.
Returns a function, "binary_operator" suitable for implementing functions
like __add__.
|
[
"Factory",
"function",
"for",
"making",
"binary",
"operator",
"methods",
"on",
"a",
"Factor",
"subclass",
"."
] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/pipeline/factors/factor.py#L141-L201
|
train
|
Returns a function that can be used to make a binary operator on a Factor subclass.
|
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SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9(chr(0b110000) + chr(0b1010001 + 0o36) + chr(49) + chr(0b110011) + chr(0b1110 + 0o51), 50851 - 50843), ehT0Px3KOsy9(chr(48) + '\x6f' + chr(0b100000 + 0o21) + chr(2323 - 2268) + '\064', ord("\x08")), ehT0Px3KOsy9(chr(1651 - 1603) + chr(111) + chr(1625 - 1576) + chr(2075 - 2021) + '\062', 0o10), ehT0Px3KOsy9('\x30' + '\x6f' + chr(49) + chr(52) + '\061', 56891 - 56883), ehT0Px3KOsy9('\060' + '\157' + chr(51) + '\x33' + '\x36', 0b1000), ehT0Px3KOsy9(chr(48) + chr(111) + '\061' + '\063' + chr(0b1110 + 0o45), ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + '\x36' + chr(0b101100 + 0o12), 38444 - 38436), ehT0Px3KOsy9(chr(0b110000) + chr(10403 - 10292) + chr(1485 - 1434) + chr(53), ord("\x08")), ehT0Px3KOsy9(chr(66 - 18) + chr(0b101000 + 0o107) + chr(53) + chr(0b110111), 0o10), ehT0Px3KOsy9(chr(48) + chr(0b10000 + 0o137) + chr(1652 - 1603) + chr(49) + chr(0b110101), 16792 - 16784), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + '\062' + chr(657 - 602) + '\x30', ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(111) + '\061' + chr(55) + chr(0b110000), 35197 - 35189), ehT0Px3KOsy9('\060' + chr(0b1101111) + '\062', 0b1000), ehT0Px3KOsy9(chr(1224 - 1176) + chr(0b1101111) + chr(51) + '\065' + '\066', 0o10), ehT0Px3KOsy9(chr(1432 - 1384) + '\x6f' + chr(0b10000 + 0o43) + '\x36' + chr(0b110100 + 0o2), 0o10), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(0b110111) + '\067', 0o10), ehT0Px3KOsy9(chr(409 - 361) + chr(0b1101111) + '\066' + chr(2557 - 2505), ord("\x08")), ehT0Px3KOsy9('\x30' + chr(0b1000010 + 0o55) + chr(0b100001 + 0o22) + chr(0b110100) + chr(51), 0o10), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(1088 - 1037) + chr(962 - 911) + chr(54), 8), ehT0Px3KOsy9(chr(48) + chr(111) + chr(0b1110 + 0o44) + chr(2630 - 2575) + chr(0b110011), 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(0b10011 + 0o44) + chr(143 - 95), ord("\x08")), ehT0Px3KOsy9('\060' + chr(0b1101111) + chr(106 - 56) + '\062' + '\065', 0b1000), ehT0Px3KOsy9('\060' + chr(0b1101111) + '\063', 0b1000), ehT0Px3KOsy9(chr(0b10100 + 0o34) + '\157' + '\063' + chr(0b10001 + 0o44) + chr(0b110101), 0b1000), ehT0Px3KOsy9(chr(48) + '\157' + '\x33' + chr(0b110001) + '\x33', 1046 - 1038), ehT0Px3KOsy9('\060' + '\157' + '\x33' + chr(0b1 + 0o60) + chr(48), 0b1000), ehT0Px3KOsy9(chr(1176 - 1128) + '\x6f' + '\063' + chr(0b101 + 0o53) + chr(49), 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(0b110000 + 0o3) + '\x31' + chr(48), 8), ehT0Px3KOsy9(chr(100 - 52) + chr(0b1011101 + 0o22) + chr(0b110011) + '\x34' + chr(1232 - 1183), 0o10), ehT0Px3KOsy9(chr(48) + chr(3905 - 3794) + chr(0b101010 + 0o10) + chr(48) + chr(0b110001), ord("\x08")), ehT0Px3KOsy9('\060' + chr(0b1000101 + 0o52) + '\061' + '\060', 0b1000), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(0b110011) + chr(1443 - 1391) + chr(0b110011), 8), ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(0b100100 + 0o16) + '\067' + chr(48), 8), ehT0Px3KOsy9('\060' + chr(0b1101111) + chr(1368 - 1319) + '\064' + '\064', 0o10), ehT0Px3KOsy9('\x30' + '\x6f' + chr(1191 - 1141) + '\x33' + '\060', 0o10), ehT0Px3KOsy9(chr(135 - 87) + chr(0b1011000 + 0o27) + chr(0b110101) + chr(1352 - 1304), 0b1000), ehT0Px3KOsy9('\x30' + chr(0b1101111) + chr(2220 - 2169) + chr(0b110110), ord("\x08")), ehT0Px3KOsy9(chr(1301 - 1253) + chr(0b1101111) + chr(0b100 + 0o57) + '\x37' + '\x30', 0o10), ehT0Px3KOsy9(chr(48) + chr(12182 - 12071) + chr(0b101001 + 0o11) + chr(51) + chr(2021 - 1972), ord("\x08")), ehT0Px3KOsy9('\060' + chr(0b101100 + 0o103) + chr(1393 - 1344) + chr(0b110001) + '\062', 50145 - 50137)][WVxHKyX45z_L % ehT0Px3KOsy9('\x30' + chr(1811 - 1700) + chr(1390 - 1337) + '\x30', 8)] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'q'), '\x64' + '\145' + chr(0b1001100 + 0o27) + chr(0b1101111) + '\x64' + chr(0b1100101))('\165' + chr(0b1110100) + chr(4163 - 4061) + chr(0b101101) + chr(0b11011 + 0o35)) + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def CUzngcSXFl8v(C8dAr6Ujq2Tn):
fxpAmr6Wdbgl = rlJwIST4CBV1(AndnJZGtKuQi(C8dAr6Ujq2Tn, commute=ehT0Px3KOsy9(chr(0b1111 + 0o41) + chr(111) + '\x31', 0b1000)))
@wi_6JDV4IUWJ(xafqLlk3kkUe(SXOLrMavuUCe(b'\x1d\x15\x1c\x00\xac"\x16R_(\xca\x19v\x81\x84\x05\x14\xc4\xfb\xc8\x1f'), chr(0b1000001 + 0o43) + chr(0b110100 + 0o61) + chr(99) + chr(0b1100110 + 0o11) + '\144' + '\145')(chr(0b11100 + 0o131) + chr(0b1110100) + chr(1253 - 1151) + chr(0b100011 + 0o12) + chr(56)) % C8dAr6Ujq2Tn)
@x1LswTf8Ltgr(AndnJZGtKuQi(C8dAr6Ujq2Tn))
@e1iVrWoIZ7rg
def CUzngcSXFl8v(oVre8I6UXc3b, KK0ERS7DqYrY):
ELL59KGwZKj3 = XJBHWl_yQwhZ(C8dAr6Ujq2Tn)
if PlSM16l2KDPD(oVre8I6UXc3b, dAD4kyrvgpBh):
(kNhlqnMhYXCB, _zY3sbqLHto9, _kVftqoKhv4s) = oVre8I6UXc3b.build_binary_op(C8dAr6Ujq2Tn, KK0ERS7DqYrY)
return ELL59KGwZKj3(xafqLlk3kkUe(xafqLlk3kkUe(SXOLrMavuUCe(b'w\x07\x1e\x04\xb8/K4\x0f6\xd7\x08\x7f\xce\xdeDF\x8a\xb9\xd3L\xe8*'), chr(0b1100100) + chr(0b111110 + 0o47) + chr(0b111110 + 0o45) + chr(111) + '\144' + chr(0b1100101))(chr(117) + chr(0b1011100 + 0o30) + chr(0b1100110 + 0o0) + chr(0b101101) + chr(1833 - 1777)), xafqLlk3kkUe(SXOLrMavuUCe(b'\tH\x00\x0e\x96:e.\x7f=\xdd\x12'), chr(3273 - 3173) + '\x65' + chr(9786 - 9687) + chr(0b1010000 + 0o37) + chr(0b1100100) + chr(0b101010 + 0o73))(chr(272 - 155) + chr(0b1110100) + chr(102) + chr(0b1101 + 0o40) + '\x38'))(left=kNhlqnMhYXCB, op=C8dAr6Ujq2Tn, right=_zY3sbqLHto9), _kVftqoKhv4s, dtype=XreA97FhdMk_(C8dAr6Ujq2Tn, xafqLlk3kkUe(oVre8I6UXc3b, xafqLlk3kkUe(SXOLrMavuUCe(b'5/$X\x97\x10XxB\x05\x8f3'), chr(100) + '\x65' + chr(0b1100011) + chr(0b110001 + 0o76) + chr(100) + chr(101))(chr(0b1100111 + 0o16) + chr(0b11001 + 0o133) + chr(0b100111 + 0o77) + '\055' + chr(1882 - 1826))), xafqLlk3kkUe(KK0ERS7DqYrY, xafqLlk3kkUe(SXOLrMavuUCe(b'5/$X\x97\x10XxB\x05\x8f3'), '\144' + chr(1513 - 1412) + '\143' + '\x6f' + chr(100) + chr(0b111000 + 0o55))(chr(0b1001000 + 0o55) + chr(116) + '\x66' + chr(45) + '\070'))))
elif PlSM16l2KDPD(KK0ERS7DqYrY, dAD4kyrvgpBh):
return fxpAmr6Wdbgl(KK0ERS7DqYrY)(oVre8I6UXc3b)
elif PlSM16l2KDPD(KK0ERS7DqYrY, FYcYjPCXGlKG):
if oVre8I6UXc3b is KK0ERS7DqYrY:
return ELL59KGwZKj3(xafqLlk3kkUe(xafqLlk3kkUe(SXOLrMavuUCe(b"'#BA\xa54F`\x0f5\xe7H"), chr(0b1100100) + '\145' + chr(0b101111 + 0o64) + chr(111) + '\144' + chr(0b1100101))(chr(0b1110101) + chr(0b1100111 + 0o15) + chr(0b1001 + 0o135) + chr(0b101101) + chr(56)), xafqLlk3kkUe(SXOLrMavuUCe(b'\tH\x00\x0e\x96:e.\x7f=\xdd\x12'), chr(0b1000001 + 0o43) + chr(7408 - 7307) + chr(0b10100 + 0o117) + '\157' + chr(0b1100100) + '\145')('\x75' + chr(0b11010 + 0o132) + '\x66' + chr(0b101101) + chr(0b100100 + 0o24)))(op=C8dAr6Ujq2Tn), (oVre8I6UXc3b,), dtype=XreA97FhdMk_(C8dAr6Ujq2Tn, xafqLlk3kkUe(oVre8I6UXc3b, xafqLlk3kkUe(SXOLrMavuUCe(b'5/$X\x97\x10XxB\x05\x8f3'), '\x64' + chr(101) + chr(0b10100 + 0o117) + '\x6f' + chr(7945 - 7845) + chr(101))(chr(117) + chr(116) + chr(0b1100110) + '\055' + '\070')), xafqLlk3kkUe(KK0ERS7DqYrY, xafqLlk3kkUe(SXOLrMavuUCe(b'5/$X\x97\x10XxB\x05\x8f3'), chr(0b1100100) + chr(101) + '\x63' + '\x6f' + chr(0b1100100) + chr(101))(chr(0b1110101) + '\164' + '\x66' + '\055' + '\070'))))
return ELL59KGwZKj3(xafqLlk3kkUe(xafqLlk3kkUe(SXOLrMavuUCe(b"'#BA\xa54F`\x0f5\xe7I"), chr(3673 - 3573) + chr(0b11 + 0o142) + chr(0b1001010 + 0o31) + chr(111) + chr(0b1100100) + '\145')(chr(0b111000 + 0o75) + '\x74' + '\146' + '\x2d' + chr(0b111000)), xafqLlk3kkUe(SXOLrMavuUCe(b'\tH\x00\x0e\x96:e.\x7f=\xdd\x12'), '\x64' + chr(0b1100101) + chr(0b100011 + 0o100) + chr(111) + chr(1001 - 901) + chr(101))(chr(0b1110101) + chr(0b1110100) + chr(0b1001100 + 0o32) + chr(45) + chr(0b111000)))(op=C8dAr6Ujq2Tn), (oVre8I6UXc3b, KK0ERS7DqYrY), dtype=XreA97FhdMk_(C8dAr6Ujq2Tn, xafqLlk3kkUe(oVre8I6UXc3b, xafqLlk3kkUe(SXOLrMavuUCe(b'5/$X\x97\x10XxB\x05\x8f3'), chr(0b1001010 + 0o32) + chr(0b1100101) + chr(0b1001110 + 0o25) + chr(6267 - 6156) + '\144' + '\x65')(chr(3082 - 2965) + '\x74' + chr(9362 - 9260) + chr(1119 - 1074) + chr(56))), xafqLlk3kkUe(KK0ERS7DqYrY, xafqLlk3kkUe(SXOLrMavuUCe(b'5/$X\x97\x10XxB\x05\x8f3'), chr(100) + chr(5369 - 5268) + '\143' + '\x6f' + '\144' + '\x65')(chr(0b1100000 + 0o25) + chr(0b100110 + 0o116) + chr(102) + chr(45) + chr(56)))))
elif PlSM16l2KDPD(KK0ERS7DqYrY, RdGQCEqKm_Wb):
return ELL59KGwZKj3(xafqLlk3kkUe(xafqLlk3kkUe(SXOLrMavuUCe(b"'#BA\xa54F`\x0fe\xc3\x1bm\x80\x85KU\x8d\xaa\xc6\x11"), chr(0b1100100) + chr(0b1100101) + chr(0b100001 + 0o102) + chr(0b11 + 0o154) + '\144' + '\x65')(chr(0b1110101) + chr(0b1110100) + chr(0b1000000 + 0o46) + chr(45) + chr(56)), xafqLlk3kkUe(SXOLrMavuUCe(b'\tH\x00\x0e\x96:e.\x7f=\xdd\x12'), chr(0b1011000 + 0o14) + '\145' + chr(99) + chr(0b100111 + 0o110) + chr(100) + '\x65')('\x75' + chr(0b1100011 + 0o21) + chr(3982 - 3880) + '\055' + '\x38'))(op=C8dAr6Ujq2Tn, constant=KK0ERS7DqYrY), binds=(oVre8I6UXc3b,), dtype=XreA97FhdMk_(C8dAr6Ujq2Tn, xafqLlk3kkUe(oVre8I6UXc3b, xafqLlk3kkUe(SXOLrMavuUCe(b'5/$X\x97\x10XxB\x05\x8f3'), '\x64' + chr(101) + '\143' + chr(0b1101111) + '\x64' + chr(0b11011 + 0o112))(chr(5798 - 5681) + chr(0b101111 + 0o105) + chr(0b1001000 + 0o36) + chr(0b101011 + 0o2) + chr(0b100011 + 0o25))), xafqLlk3kkUe(KK0ERS7DqYrY, xafqLlk3kkUe(SXOLrMavuUCe(b'5/$X\x97\x10XxB\x05\x8f3'), chr(7200 - 7100) + chr(6146 - 6045) + chr(0b1100011) + '\157' + chr(0b110100 + 0o60) + chr(101))('\x75' + chr(116) + chr(0b1010001 + 0o25) + chr(0b11111 + 0o16) + chr(56)))))
raise g_OwtHWi2Aiy(C8dAr6Ujq2Tn, oVre8I6UXc3b, KK0ERS7DqYrY)
return CUzngcSXFl8v
|
quantopian/zipline
|
zipline/pipeline/factors/factor.py
|
reflected_binary_operator
|
def reflected_binary_operator(op):
"""
Factory function for making binary operator methods on a Factor.
Returns a function, "reflected_binary_operator" suitable for implementing
functions like __radd__.
"""
assert not is_comparison(op)
@with_name(method_name_for_op(op, commute=True))
@coerce_numbers_to_my_dtype
def reflected_binary_operator(self, other):
if isinstance(self, NumericalExpression):
self_expr, other_expr, new_inputs = self.build_binary_op(
op, other
)
return NumExprFactor(
"({left}) {op} ({right})".format(
left=other_expr,
right=self_expr,
op=op,
),
new_inputs,
dtype=binop_return_dtype(op, other.dtype, self.dtype)
)
# Only have to handle the numeric case because in all other valid cases
# the corresponding left-binding method will be called.
elif isinstance(other, Number):
return NumExprFactor(
"{constant} {op} x_0".format(op=op, constant=other),
binds=(self,),
dtype=binop_return_dtype(op, other.dtype, self.dtype),
)
raise BadBinaryOperator(op, other, self)
return reflected_binary_operator
|
python
|
def reflected_binary_operator(op):
"""
Factory function for making binary operator methods on a Factor.
Returns a function, "reflected_binary_operator" suitable for implementing
functions like __radd__.
"""
assert not is_comparison(op)
@with_name(method_name_for_op(op, commute=True))
@coerce_numbers_to_my_dtype
def reflected_binary_operator(self, other):
if isinstance(self, NumericalExpression):
self_expr, other_expr, new_inputs = self.build_binary_op(
op, other
)
return NumExprFactor(
"({left}) {op} ({right})".format(
left=other_expr,
right=self_expr,
op=op,
),
new_inputs,
dtype=binop_return_dtype(op, other.dtype, self.dtype)
)
# Only have to handle the numeric case because in all other valid cases
# the corresponding left-binding method will be called.
elif isinstance(other, Number):
return NumExprFactor(
"{constant} {op} x_0".format(op=op, constant=other),
binds=(self,),
dtype=binop_return_dtype(op, other.dtype, self.dtype),
)
raise BadBinaryOperator(op, other, self)
return reflected_binary_operator
|
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] |
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|
[
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] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/pipeline/factors/factor.py#L204-L240
|
train
|
Returns a factory function for making binary operator methods on a Factor.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9(chr(48) + chr(111) + chr(0b11001 + 0o30) + chr(0b111 + 0o52) + '\061', 0b1000), ehT0Px3KOsy9('\060' + chr(111) + '\062' + chr(1025 - 970) + chr(0b100000 + 0o23), 0b1000), ehT0Px3KOsy9(chr(0b1110 + 0o42) + '\x6f' + chr(935 - 885), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(0b101011 + 0o104) + chr(2166 - 2115) + chr(0b111 + 0o60) + chr(0b110011), 53366 - 53358), ehT0Px3KOsy9('\x30' + chr(0b1001111 + 0o40) + chr(0b110010) + chr(0b11000 + 0o36) + chr(0b110100), 0o10), ehT0Px3KOsy9('\x30' + '\x6f' + '\061' + chr(48) + '\063', 0b1000), ehT0Px3KOsy9('\x30' + '\x6f' + '\x35' + chr(186 - 134), ord("\x08")), ehT0Px3KOsy9(chr(0b11011 + 0o25) + chr(0b1101111) + '\061' + chr(0b110000 + 0o3) + chr(0b110001), 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(111) + '\064' + chr(0b110111), ord("\x08")), ehT0Px3KOsy9('\060' + chr(0b10111 + 0o130) + chr(718 - 669) + chr(49), 0o10), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(50) + '\065' + chr(1392 - 1341), 0o10), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + '\063' + chr(53) + chr(54), ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(111) + '\x33' + '\064' + chr(52), 25559 - 25551), ehT0Px3KOsy9('\060' + chr(0b1101101 + 0o2) + chr(55) + chr(2341 - 2289), ord("\x08")), ehT0Px3KOsy9('\060' + '\157' + '\062' + chr(251 - 202) + chr(0b110110), 0b1000), ehT0Px3KOsy9('\x30' + chr(0b1101111) + '\061' + chr(1999 - 1947) + '\066', 0b1000), ehT0Px3KOsy9(chr(0b1001 + 0o47) + '\x6f' + '\x32' + '\065' + chr(308 - 257), 8), ehT0Px3KOsy9(chr(48) + '\157' + chr(1051 - 1000) + chr(0b101000 + 0o14) + chr(0b110000), 0o10), ehT0Px3KOsy9(chr(48) + '\157' + '\063' + chr(0b10000 + 0o45) + chr(0b110110), 8), ehT0Px3KOsy9('\x30' + chr(0b101101 + 0o102) + chr(50) + chr(0b110111) + '\x31', 47498 - 47490), ehT0Px3KOsy9(chr(1214 - 1166) + chr(0b1101111) + chr(0b110001) + chr(1565 - 1514) + chr(50), 0b1000), ehT0Px3KOsy9('\x30' + chr(0b1101111) + chr(0b110110) + chr(532 - 482), 0b1000), ehT0Px3KOsy9(chr(48) + chr(2515 - 2404) + chr(1545 - 1495) + chr(0b101 + 0o62) + '\066', 30665 - 30657), ehT0Px3KOsy9('\060' + chr(0b1101 + 0o142) + '\067' + chr(54), 0b1000), ehT0Px3KOsy9(chr(1007 - 959) + chr(0b1001 + 0o146) + '\063' + chr(48) + '\062', ord("\x08")), ehT0Px3KOsy9(chr(832 - 784) + chr(0b1101111) + chr(2212 - 2161) + chr(0b11100 + 0o24) + '\x36', ord("\x08")), ehT0Px3KOsy9('\060' + chr(0b1101001 + 0o6) + chr(51) + chr(50), 0b1000), ehT0Px3KOsy9(chr(48) + chr(11200 - 11089) + chr(2480 - 2429) + '\066' + chr(0b1000 + 0o55), 25271 - 25263), ehT0Px3KOsy9(chr(1131 - 1083) + chr(1792 - 1681) + chr(0b10110 + 0o41) + '\x37', 0o10), ehT0Px3KOsy9('\x30' + chr(0b1101111) + chr(262 - 208) + chr(1290 - 1235), 23274 - 23266), ehT0Px3KOsy9('\060' + '\157' + chr(2174 - 2126), 0b1000), ehT0Px3KOsy9(chr(48) + chr(0b0 + 0o157) + chr(50) + chr(0b1111 + 0o45), 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(0b101 + 0o54) + chr(0b110100 + 0o0) + '\x33', 0b1000), ehT0Px3KOsy9(chr(0b100011 + 0o15) + chr(0b1101111) + chr(1237 - 1187) + chr(1497 - 1449) + '\064', 0b1000), ehT0Px3KOsy9('\x30' + chr(7142 - 7031) + chr(426 - 377) + chr(0b110100) + chr(0b11110 + 0o31), 0b1000), ehT0Px3KOsy9(chr(0b0 + 0o60) + chr(0b1101111) + chr(0b110010) + chr(53) + '\x34', 0o10), ehT0Px3KOsy9(chr(0b101001 + 0o7) + chr(111) + '\x32' + chr(0b101010 + 0o11) + chr(2243 - 2190), 13291 - 13283), ehT0Px3KOsy9(chr(48) + chr(11421 - 11310) + '\061' + chr(48) + '\062', ord("\x08")), ehT0Px3KOsy9('\060' + chr(4864 - 4753) + '\x31' + chr(50) + chr(55), ord("\x08")), ehT0Px3KOsy9('\060' + chr(7062 - 6951) + chr(49) + '\062' + chr(0b11111 + 0o25), 41442 - 41434)][WVxHKyX45z_L % ehT0Px3KOsy9('\x30' + chr(6798 - 6687) + chr(0b101111 + 0o6) + '\060', 0b1000)] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'g'), chr(100) + chr(0b1100101) + chr(99) + '\x6f' + chr(1026 - 926) + chr(0b1001110 + 0o27))(chr(0b1110100 + 0o1) + chr(0b1101101 + 0o7) + chr(0b1100110) + chr(45) + chr(2315 - 2259)) + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def ABGwmxXNRFOq(C8dAr6Ujq2Tn):
assert not UW6a6w49n0IL(C8dAr6Ujq2Tn)
@x1LswTf8Ltgr(AndnJZGtKuQi(C8dAr6Ujq2Tn, commute=ehT0Px3KOsy9('\060' + chr(0b1101111) + chr(49), ord("\x08"))))
@e1iVrWoIZ7rg
def ABGwmxXNRFOq(oVre8I6UXc3b, KK0ERS7DqYrY):
if PlSM16l2KDPD(oVre8I6UXc3b, dgwXlm5cakKw):
(kNhlqnMhYXCB, _zY3sbqLHto9, _kVftqoKhv4s) = oVre8I6UXc3b.build_binary_op(C8dAr6Ujq2Tn, KK0ERS7DqYrY)
return dAD4kyrvgpBh(xafqLlk3kkUe(xafqLlk3kkUe(SXOLrMavuUCe(b'a\xc0n\x9e\xd27Qp\x07r\xc4\x9e\x99\x1c\xa6\x1d\xd9\x89\x89\xd1.O\x97'), '\x64' + '\145' + chr(0b1011010 + 0o11) + chr(111) + '\x64' + chr(7024 - 6923))('\165' + '\164' + chr(0b110101 + 0o61) + chr(45) + chr(1617 - 1561)), xafqLlk3kkUe(SXOLrMavuUCe(b'\x1f\x8fp\x94\xfc"\x7fjwy\xce\x84'), chr(0b1100100) + chr(0b1100101) + '\143' + '\x6f' + '\144' + chr(101))(chr(4271 - 4154) + chr(116) + '\x66' + '\055' + chr(0b111000)))(left=_zY3sbqLHto9, right=kNhlqnMhYXCB, op=C8dAr6Ujq2Tn), _kVftqoKhv4s, dtype=XreA97FhdMk_(C8dAr6Ujq2Tn, xafqLlk3kkUe(KK0ERS7DqYrY, xafqLlk3kkUe(SXOLrMavuUCe(b'#\xe8T\xc2\xfd\x08B<JA\x9c\xa5'), '\144' + chr(0b1100101) + chr(99) + '\x6f' + '\144' + chr(101))(chr(117) + chr(116) + chr(0b1100110) + chr(0b101101) + chr(2438 - 2382))), xafqLlk3kkUe(oVre8I6UXc3b, xafqLlk3kkUe(SXOLrMavuUCe(b'#\xe8T\xc2\xfd\x08B<JA\x9c\xa5'), '\x64' + '\145' + chr(5149 - 5050) + '\157' + chr(0b1100100) + chr(101))('\165' + chr(2007 - 1891) + chr(0b1011000 + 0o16) + '\055' + chr(2439 - 2383)))))
elif PlSM16l2KDPD(KK0ERS7DqYrY, RdGQCEqKm_Wb):
return dAD4kyrvgpBh(xafqLlk3kkUe(xafqLlk3kkUe(SXOLrMavuUCe(b'2\xd8m\x95\xc77M7St\x8b\x95\x8bL\xf3F\xd3\xbf\xde'), '\144' + chr(0b1100101) + '\143' + chr(0b1101011 + 0o4) + chr(2772 - 2672) + chr(0b1000111 + 0o36))(chr(5040 - 4923) + chr(116) + chr(0b1100110) + chr(1106 - 1061) + chr(0b100010 + 0o26)), xafqLlk3kkUe(SXOLrMavuUCe(b'\x1f\x8fp\x94\xfc"\x7fjwy\xce\x84'), '\x64' + chr(0b1100101) + '\143' + chr(0b1101111) + chr(100) + chr(0b10 + 0o143))(chr(10430 - 10313) + chr(0b1101101 + 0o7) + '\146' + '\x2d' + '\070'))(op=C8dAr6Ujq2Tn, constant=KK0ERS7DqYrY), binds=(oVre8I6UXc3b,), dtype=XreA97FhdMk_(C8dAr6Ujq2Tn, xafqLlk3kkUe(KK0ERS7DqYrY, xafqLlk3kkUe(SXOLrMavuUCe(b'#\xe8T\xc2\xfd\x08B<JA\x9c\xa5'), chr(4141 - 4041) + chr(101) + chr(0b1000011 + 0o40) + chr(0b1101111) + chr(100) + '\145')('\x75' + chr(8245 - 8129) + '\x66' + chr(170 - 125) + '\070')), xafqLlk3kkUe(oVre8I6UXc3b, xafqLlk3kkUe(SXOLrMavuUCe(b'#\xe8T\xc2\xfd\x08B<JA\x9c\xa5'), chr(0b1100100) + chr(1128 - 1027) + chr(4699 - 4600) + '\x6f' + chr(0b1100100) + chr(101))(chr(0b1010101 + 0o40) + chr(116) + chr(0b1100110) + chr(0b1100 + 0o41) + chr(1522 - 1466)))))
raise g_OwtHWi2Aiy(C8dAr6Ujq2Tn, KK0ERS7DqYrY, oVre8I6UXc3b)
return ABGwmxXNRFOq
|
quantopian/zipline
|
zipline/pipeline/factors/factor.py
|
unary_operator
|
def unary_operator(op):
"""
Factory function for making unary operator methods for Factors.
"""
# Only negate is currently supported.
valid_ops = {'-'}
if op not in valid_ops:
raise ValueError("Invalid unary operator %s." % op)
@with_doc("Unary Operator: '%s'" % op)
@with_name(unary_op_name(op))
def unary_operator(self):
if self.dtype != float64_dtype:
raise TypeError(
"Can't apply unary operator {op!r} to instance of "
"{typename!r} with dtype {dtypename!r}.\n"
"{op!r} is only supported for Factors of dtype "
"'float64'.".format(
op=op,
typename=type(self).__name__,
dtypename=self.dtype.name,
)
)
# This can't be hoisted up a scope because the types returned by
# unary_op_return_type aren't defined when the top-level function is
# invoked.
if isinstance(self, NumericalExpression):
return NumExprFactor(
"{op}({expr})".format(op=op, expr=self._expr),
self.inputs,
dtype=float64_dtype,
)
else:
return NumExprFactor(
"{op}x_0".format(op=op),
(self,),
dtype=float64_dtype,
)
return unary_operator
|
python
|
def unary_operator(op):
"""
Factory function for making unary operator methods for Factors.
"""
# Only negate is currently supported.
valid_ops = {'-'}
if op not in valid_ops:
raise ValueError("Invalid unary operator %s." % op)
@with_doc("Unary Operator: '%s'" % op)
@with_name(unary_op_name(op))
def unary_operator(self):
if self.dtype != float64_dtype:
raise TypeError(
"Can't apply unary operator {op!r} to instance of "
"{typename!r} with dtype {dtypename!r}.\n"
"{op!r} is only supported for Factors of dtype "
"'float64'.".format(
op=op,
typename=type(self).__name__,
dtypename=self.dtype.name,
)
)
# This can't be hoisted up a scope because the types returned by
# unary_op_return_type aren't defined when the top-level function is
# invoked.
if isinstance(self, NumericalExpression):
return NumExprFactor(
"{op}({expr})".format(op=op, expr=self._expr),
self.inputs,
dtype=float64_dtype,
)
else:
return NumExprFactor(
"{op}x_0".format(op=op),
(self,),
dtype=float64_dtype,
)
return unary_operator
|
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",",
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] |
Factory function for making unary operator methods for Factors.
|
[
"Factory",
"function",
"for",
"making",
"unary",
"operator",
"methods",
"for",
"Factors",
"."
] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/pipeline/factors/factor.py#L243-L282
|
train
|
Returns a factory function for making unary operator methods for Factors.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9(chr(1075 - 1027) + chr(111) + chr(55) + chr(0b110111), 50075 - 50067), ehT0Px3KOsy9(chr(0b100110 + 0o12) + '\157' + chr(49) + '\064' + chr(0b110011), 49726 - 49718), ehT0Px3KOsy9(chr(48) + chr(111) + '\061' + chr(0b110000), 0b1000), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(0b101000 + 0o13) + '\060', 37158 - 37150), ehT0Px3KOsy9('\x30' + chr(111) + chr(0b110011) + chr(0b110 + 0o61) + chr(0b110 + 0o53), ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(111) + chr(0b110001) + chr(50) + chr(52), 0b1000), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + '\062' + '\060' + chr(52), 0b1000), ehT0Px3KOsy9(chr(0b101000 + 0o10) + chr(2432 - 2321) + '\x31' + '\064', 0o10), ehT0Px3KOsy9('\x30' + '\157' + '\061' + chr(50) + '\065', 0b1000), ehT0Px3KOsy9(chr(0b110 + 0o52) + chr(0b1101111) + chr(205 - 154) + chr(0b100011 + 0o20) + chr(0b110011), 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(11975 - 11864) + chr(1859 - 1809) + chr(0b11 + 0o63) + '\x34', 2079 - 2071), ehT0Px3KOsy9(chr(0b10101 + 0o33) + '\x6f' + chr(0b110011) + chr(48) + '\060', 0o10), ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(1974 - 1924) + '\062', 14197 - 14189), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(49) + chr(53) + chr(0b100100 + 0o15), 0o10), ehT0Px3KOsy9(chr(48) + chr(111) + chr(49) + '\x34' + chr(0b110110), 0b1000), ehT0Px3KOsy9('\060' + chr(0b111101 + 0o62) + chr(0b11000 + 0o32) + chr(444 - 394), 8), ehT0Px3KOsy9('\x30' + chr(111) + chr(523 - 474) + chr(0b110100) + chr(0b1100 + 0o47), 8), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(546 - 491) + chr(48), ord("\x08")), ehT0Px3KOsy9(chr(343 - 295) + chr(11790 - 11679) + chr(2400 - 2350) + '\x32' + chr(1592 - 1543), 0b1000), ehT0Px3KOsy9(chr(0b11100 + 0o24) + '\x6f' + chr(280 - 230) + chr(0b10000 + 0o44) + chr(0b11 + 0o56), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + '\062' + chr(1073 - 1024) + chr(0b110111), 0b1000), ehT0Px3KOsy9('\060' + chr(2552 - 2441) + chr(0b1110 + 0o44) + chr(2299 - 2246) + chr(980 - 925), 0o10), ehT0Px3KOsy9('\060' + chr(2833 - 2722) + chr(49) + chr(48) + chr(50), 0b1000), ehT0Px3KOsy9('\060' + chr(111) + chr(0b110010) + chr(0b10100 + 0o40) + chr(48), 59831 - 59823), ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(1965 - 1916) + chr(54) + chr(50), 0b1000), ehT0Px3KOsy9(chr(0b100101 + 0o13) + chr(0b1101111) + '\063' + chr(51) + chr(0b110111), 47926 - 47918), ehT0Px3KOsy9('\x30' + '\x6f' + chr(0b100100 + 0o22) + '\x30', ord("\x08")), ehT0Px3KOsy9(chr(0b1110 + 0o42) + chr(12222 - 12111) + chr(0b11 + 0o56) + '\061' + '\x32', 0b1000), ehT0Px3KOsy9(chr(48) + '\x6f' + chr(0b100000 + 0o21) + chr(0b110011 + 0o2), 0b1000), ehT0Px3KOsy9('\x30' + chr(0b11011 + 0o124) + '\061' + chr(0b110101) + '\060', 0o10), ehT0Px3KOsy9(chr(2263 - 2215) + '\x6f' + '\x32' + '\062' + chr(871 - 819), 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(111) + '\x34' + '\062', 0b1000), ehT0Px3KOsy9(chr(1424 - 1376) + chr(111) + chr(0b1 + 0o61) + '\060' + '\x35', 0b1000), ehT0Px3KOsy9(chr(0b11010 + 0o26) + '\x6f' + '\x36' + chr(0b110001), 0b1000), ehT0Px3KOsy9(chr(0b101110 + 0o2) + '\x6f' + chr(0b1 + 0o61) + chr(52), 0b1000), ehT0Px3KOsy9(chr(0b10110 + 0o32) + chr(0b1101111) + '\x33' + '\x30' + chr(50), ord("\x08")), ehT0Px3KOsy9(chr(799 - 751) + chr(0b101011 + 0o104) + chr(0b110001) + chr(0b110100), 8), ehT0Px3KOsy9('\x30' + '\x6f' + chr(0b100111 + 0o12) + chr(0b100110 + 0o15) + chr(52), 0b1000), ehT0Px3KOsy9(chr(940 - 892) + chr(0b1011110 + 0o21) + chr(0b1111 + 0o44) + '\x31' + chr(0b10100 + 0o42), 0b1000), ehT0Px3KOsy9('\x30' + chr(111) + '\x36' + chr(0b110101), 50259 - 50251)][WVxHKyX45z_L % ehT0Px3KOsy9(chr(48) + '\157' + chr(0b11101 + 0o30) + '\060', 14406 - 14398)] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'\x11'), chr(100) + chr(0b100101 + 0o100) + chr(0b1100011) + chr(0b1101111) + chr(3629 - 3529) + '\x65')('\x75' + '\164' + '\146' + '\055' + '\070') + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def wyqWKv7PreE9(C8dAr6Ujq2Tn):
ORlJCFRv6Nqd = {xafqLlk3kkUe(SXOLrMavuUCe(b'\x12'), chr(0b1000111 + 0o35) + '\145' + chr(0b1100011) + chr(4350 - 4239) + chr(7708 - 7608) + chr(0b111010 + 0o53))(chr(117) + '\x74' + '\146' + chr(45) + chr(385 - 329))}
if C8dAr6Ujq2Tn not in ORlJCFRv6Nqd:
raise q1QCh3W88sgk(xafqLlk3kkUe(SXOLrMavuUCe(b'v\r~y\x95=\xe0, \xb5\xd5\xb2kI\tb\x06J\xf0\xd5\xe0\xddb\x85\x01\xf1'), chr(100) + chr(0b1011010 + 0o13) + chr(0b1100011) + chr(0b1101111) + chr(100) + '\145')(chr(11317 - 11200) + chr(0b1110100) + chr(7654 - 7552) + chr(45) + chr(1888 - 1832)) % C8dAr6Ujq2Tn)
@wi_6JDV4IUWJ(xafqLlk3kkUe(SXOLrMavuUCe(b'j\rij\x80t\xcb|0\xa9\xd5\xb4}\x1b\\2D\x1d\xe2\x86'), '\x64' + '\x65' + '\143' + chr(2619 - 2508) + chr(100) + chr(0b1100101))(chr(9748 - 9631) + '\x74' + '\146' + chr(335 - 290) + chr(56)) % C8dAr6Ujq2Tn)
@x1LswTf8Ltgr(ikfOvZiha_Ut(C8dAr6Ujq2Tn))
def wyqWKv7PreE9(oVre8I6UXc3b):
if xafqLlk3kkUe(oVre8I6UXc3b, xafqLlk3kkUe(SXOLrMavuUCe(b'U0^!\xb0\x1f\xeai8\x93\x83\x8b'), '\144' + chr(0b100110 + 0o77) + '\x63' + '\157' + '\144' + chr(2978 - 2877))('\x75' + chr(0b110 + 0o156) + '\146' + chr(0b11 + 0o52) + chr(2094 - 2038))) != rZ1BN3UDHnco:
raise sznFqDbNBHlx(xafqLlk3kkUe(xafqLlk3kkUe(SXOLrMavuUCe(b'|\x02f?\x8dt\xe5|%\xb7\xcd\xe0g\x07\x07`\x1a\x18\xfe\xd1\xea\xdd#\xd4\x1d\xad\x101b\x18\xb5P\xf8\x11`\xad,5\xa0FK\x02f{\x9ct\xebju\xa0\xc0\xb9b\x0c\x08s\x0e]\xb0\xd3\xf2\x8f5\xc9\x06\xb7\x10.y\x11\xe4G\xa5Jp\xb6u,\xab[^\x0em9\x8b)\xaa\x06.\xb4\xc4\xe1`\x14F{\x10\x18\xfe\xcf\xe3\xd6b\xd3\x07\xaf@%\x7f\x1c\xf1F\xa5W{\xb0,\x1a\xafVK\x0czk\xd9;\xe2,1\xaf\xcd\xb0wIAt\x0fW\xf0\xd5\xb9\x9be\x8e'), '\144' + chr(101) + chr(0b1100011) + chr(0b1101111) + chr(100) + chr(0b1100101))(chr(11521 - 11404) + '\x74' + chr(0b1100110) + '\055' + chr(0b10 + 0o66)), xafqLlk3kkUe(SXOLrMavuUCe(b'iWzw\xb15\xd7?\x05\xab\xd1\xaa'), chr(6021 - 5921) + chr(101) + '\x63' + chr(111) + chr(6307 - 6207) + chr(0b1100101))('\165' + '\x74' + chr(9654 - 9552) + chr(0b101101) + chr(0b111000)))(op=C8dAr6Ujq2Tn, typename=xafqLlk3kkUe(wmQmyeWBmUpv(oVre8I6UXc3b), xafqLlk3kkUe(SXOLrMavuUCe(b'x\x01mr\xcd;\xde}\x1e\x97\xf5\xf6'), chr(0b11011 + 0o111) + chr(101) + '\143' + '\x6f' + chr(9023 - 8923) + chr(6378 - 6277))('\165' + chr(0b1010010 + 0o42) + chr(0b1100110) + '\x2d' + chr(56))), dtypename=xafqLlk3kkUe(oVre8I6UXc3b.dtype, xafqLlk3kkUe(SXOLrMavuUCe(b'~*~R\xab.\xc8h\x11\xbd\xd3\x86'), chr(100) + '\x65' + chr(99) + '\x6f' + '\144' + chr(0b1100101))(chr(117) + chr(834 - 718) + '\x66' + '\055' + chr(229 - 173)))))
if PlSM16l2KDPD(oVre8I6UXc3b, dgwXlm5cakKw):
return dAD4kyrvgpBh(xafqLlk3kkUe(xafqLlk3kkUe(SXOLrMavuUCe(b'D\x0cxe\xd1/\xe1t%\xa9\xc9\xe9'), chr(7418 - 7318) + chr(0b1100101) + chr(0b1100011) + chr(0b1101111) + '\144' + chr(0b1100101))('\x75' + chr(116) + '\x66' + chr(0b11001 + 0o24) + '\070'), xafqLlk3kkUe(SXOLrMavuUCe(b'iWzw\xb15\xd7?\x05\xab\xd1\xaa'), chr(100) + '\x65' + chr(0b1001111 + 0o24) + chr(1492 - 1381) + '\x64' + '\145')('\165' + chr(8742 - 8626) + chr(6848 - 6746) + '\x2d' + chr(56)))(op=C8dAr6Ujq2Tn, expr=xafqLlk3kkUe(oVre8I6UXc3b, xafqLlk3kkUe(SXOLrMavuUCe(b'`\x06ph\x8b'), '\x64' + '\145' + chr(0b1100011) + '\x6f' + '\x64' + chr(10019 - 9918))(chr(0b1110101) + chr(116) + chr(5500 - 5398) + chr(45) + chr(2355 - 2299)))), xafqLlk3kkUe(oVre8I6UXc3b, xafqLlk3kkUe(SXOLrMavuUCe(b'I;gm\x891\xf4A!\x98\xec\x95'), chr(0b1100100) + chr(0b1100101) + chr(0b1100011) + '\157' + '\144' + '\x65')(chr(4153 - 4036) + '\x74' + '\x66' + '\055' + '\070')), dtype=rZ1BN3UDHnco)
else:
return dAD4kyrvgpBh(xafqLlk3kkUe(xafqLlk3kkUe(SXOLrMavuUCe(b'D\x0cxe\x81\x0b\xb4'), chr(0b110011 + 0o61) + chr(7408 - 7307) + '\143' + chr(0b1101111) + '\x64' + chr(0b1001000 + 0o35))(chr(117) + chr(650 - 534) + chr(0b11011 + 0o113) + '\055' + chr(0b10110 + 0o42)), xafqLlk3kkUe(SXOLrMavuUCe(b'iWzw\xb15\xd7?\x05\xab\xd1\xaa'), chr(0b1100100) + '\145' + chr(8605 - 8506) + chr(111) + '\144' + chr(0b1100101))('\165' + chr(116) + chr(0b1100110 + 0o0) + '\055' + chr(0b110000 + 0o10)))(op=C8dAr6Ujq2Tn), (oVre8I6UXc3b,), dtype=rZ1BN3UDHnco)
return wyqWKv7PreE9
|
quantopian/zipline
|
zipline/pipeline/factors/factor.py
|
function_application
|
def function_application(func):
"""
Factory function for producing function application methods for Factor
subclasses.
"""
if func not in NUMEXPR_MATH_FUNCS:
raise ValueError("Unsupported mathematical function '%s'" % func)
@with_doc(func)
@with_name(func)
def mathfunc(self):
if isinstance(self, NumericalExpression):
return NumExprFactor(
"{func}({expr})".format(func=func, expr=self._expr),
self.inputs,
dtype=float64_dtype,
)
else:
return NumExprFactor(
"{func}(x_0)".format(func=func),
(self,),
dtype=float64_dtype,
)
return mathfunc
|
python
|
def function_application(func):
"""
Factory function for producing function application methods for Factor
subclasses.
"""
if func not in NUMEXPR_MATH_FUNCS:
raise ValueError("Unsupported mathematical function '%s'" % func)
@with_doc(func)
@with_name(func)
def mathfunc(self):
if isinstance(self, NumericalExpression):
return NumExprFactor(
"{func}({expr})".format(func=func, expr=self._expr),
self.inputs,
dtype=float64_dtype,
)
else:
return NumExprFactor(
"{func}(x_0)".format(func=func),
(self,),
dtype=float64_dtype,
)
return mathfunc
|
[
"def",
"function_application",
"(",
"func",
")",
":",
"if",
"func",
"not",
"in",
"NUMEXPR_MATH_FUNCS",
":",
"raise",
"ValueError",
"(",
"\"Unsupported mathematical function '%s'\"",
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"NumExprFactor",
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",",
")",
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":",
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",",
"(",
"self",
",",
")",
",",
"dtype",
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"float64_dtype",
",",
")",
"return",
"mathfunc"
] |
Factory function for producing function application methods for Factor
subclasses.
|
[
"Factory",
"function",
"for",
"producing",
"function",
"application",
"methods",
"for",
"Factor",
"subclasses",
"."
] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/pipeline/factors/factor.py#L285-L308
|
train
|
Returns a factory function for producing function application methods for Factor
subclasses.
|
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SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9(chr(743 - 695) + chr(0b1101111) + chr(147 - 98) + chr(0b110111) + '\x30', ord("\x08")), ehT0Px3KOsy9(chr(0b11001 + 0o27) + chr(0b1101111) + chr(0b101110 + 0o5) + chr(0b110000) + chr(2181 - 2126), ord("\x08")), ehT0Px3KOsy9(chr(0b11111 + 0o21) + chr(0b100111 + 0o110) + '\062' + '\x31' + chr(0b110100), ord("\x08")), ehT0Px3KOsy9(chr(0b100110 + 0o12) + '\157' + chr(1362 - 1312) + chr(0b11000 + 0o35) + chr(50), 7597 - 7589), ehT0Px3KOsy9(chr(0b11011 + 0o25) + chr(0b1101111) + chr(0b110010) + chr(53) + chr(0b1000 + 0o54), 0o10), ehT0Px3KOsy9('\060' + chr(6621 - 6510) + '\x34' + '\065', 17366 - 17358), ehT0Px3KOsy9(chr(0b11010 + 0o26) + chr(111) + chr(49) + chr(1767 - 1719), 0o10), ehT0Px3KOsy9('\x30' + chr(0b1101111) + '\x32' + '\062' + chr(48), 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(1038 - 989) + chr(0b110010) + chr(1543 - 1495), 0b1000), ehT0Px3KOsy9(chr(1732 - 1684) + '\x6f' + chr(0b110001) + '\x35' + chr(0b1111 + 0o45), ord("\x08")), ehT0Px3KOsy9(chr(0b1011 + 0o45) + '\157' + '\062' + chr(0b110110) + chr(1283 - 1234), 0b1000), ehT0Px3KOsy9('\060' + chr(111) + chr(50) + '\066' + '\x31', 8), ehT0Px3KOsy9('\060' + '\157' + '\062' + chr(395 - 340) + '\067', 0o10), ehT0Px3KOsy9(chr(2018 - 1970) + chr(0b1101111) + '\x33' + '\x36' + chr(0b10001 + 0o44), ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(0b101000 + 0o107) + chr(50) + '\066', ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(9765 - 9654) + chr(49) + chr(2442 - 2390) + '\x37', 0o10), ehT0Px3KOsy9(chr(0b11010 + 0o26) + chr(111) + chr(0b100111 + 0o14) + chr(2299 - 2249) + chr(417 - 369), 0o10), ehT0Px3KOsy9(chr(1137 - 1089) + chr(5407 - 5296) + chr(0b1010 + 0o52), ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(51) + chr(0b11100 + 0o24) + chr(55), 8), ehT0Px3KOsy9('\060' + '\157' + '\x33' + chr(2347 - 2297) + '\x32', 27510 - 27502), ehT0Px3KOsy9(chr(0b110000) + chr(0b1010000 + 0o37) + chr(1774 - 1724) + chr(49) + '\x31', 0b1000), ehT0Px3KOsy9(chr(0b10100 + 0o34) + '\157' + '\063' + chr(0b110100) + chr(0b100100 + 0o16), 62720 - 62712), ehT0Px3KOsy9('\x30' + '\157' + chr(0b100010 + 0o20) + chr(0b110001 + 0o4) + '\x32', 8), ehT0Px3KOsy9(chr(0b100000 + 0o20) + chr(12060 - 11949) + chr(52) + chr(55), 0b1000), ehT0Px3KOsy9('\060' + chr(6217 - 6106) + chr(0b110010 + 0o1) + chr(0b101101 + 0o11), ord("\x08")), ehT0Px3KOsy9('\x30' + chr(0b1101111) + chr(0b110001) + '\x34', 0o10), ehT0Px3KOsy9('\x30' + '\x6f' + '\061' + chr(0b100110 + 0o14) + chr(49), 20474 - 20466), ehT0Px3KOsy9(chr(2042 - 1994) + chr(0b10111 + 0o130) + '\x31' + '\x36', 58718 - 58710), ehT0Px3KOsy9('\060' + chr(11616 - 11505) + chr(50) + chr(298 - 247) + '\x32', 9190 - 9182), ehT0Px3KOsy9('\x30' + chr(0b10011 + 0o134) + chr(0b11 + 0o57) + '\x30' + chr(53), 0b1000), ehT0Px3KOsy9(chr(48) + chr(1064 - 953) + '\x31' + '\x37', ord("\x08")), ehT0Px3KOsy9('\x30' + chr(4636 - 4525) + chr(0b110011) + chr(0b110011) + chr(1708 - 1657), 0o10), ehT0Px3KOsy9(chr(801 - 753) + '\x6f' + chr(51) + '\x37', 0b1000), ehT0Px3KOsy9('\060' + '\157' + chr(54) + '\x37', ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(0b110010 + 0o0) + chr(0b101010 + 0o15) + chr(0b10000 + 0o41), 0b1000), ehT0Px3KOsy9('\x30' + '\157' + chr(55), 0b1000), ehT0Px3KOsy9('\060' + chr(0b101001 + 0o106) + chr(49) + chr(48) + chr(0b110000), 53864 - 53856), ehT0Px3KOsy9(chr(0b110000) + chr(613 - 502) + chr(51) + '\060' + chr(0b100001 + 0o17), 0o10), ehT0Px3KOsy9(chr(48) + '\157' + chr(1737 - 1686) + chr(0b111 + 0o55) + chr(0b110000 + 0o4), 0b1000), ehT0Px3KOsy9(chr(48) + chr(8043 - 7932) + chr(2109 - 2060) + chr(994 - 946) + chr(0b11001 + 0o36), 27411 - 27403)][WVxHKyX45z_L % ehT0Px3KOsy9(chr(48) + chr(0b10000 + 0o137) + '\x35' + chr(0b101000 + 0o10), 61143 - 61135)] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'V'), '\x64' + chr(101) + '\143' + chr(111) + chr(100) + '\145')(chr(0b1110101) + '\x74' + '\146' + chr(0b101101) + '\x38') + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def NXJuj8syXv5o(EzOtJ3kbK5x4):
if EzOtJ3kbK5x4 not in R8Ca80XgOVCB:
raise q1QCh3W88sgk(xafqLlk3kkUe(SXOLrMavuUCe(b'-\xa9\xff\xdf\xdcUg\xe2$\t\xd5\x91\xd2\x94b\x0f\xb5i\xa6\xa6\xe0\x81\xcbK>j$`\xf9\xf1f\xb4q\x17\x9e"3\xe7'), '\x64' + chr(101) + '\143' + '\x6f' + chr(3523 - 3423) + chr(2683 - 2582))(chr(0b110000 + 0o105) + '\x74' + '\146' + chr(597 - 552) + '\070') % EzOtJ3kbK5x4)
@wi_6JDV4IUWJ(EzOtJ3kbK5x4)
@x1LswTf8Ltgr(EzOtJ3kbK5x4)
def jEQp9qP8hm9A(oVre8I6UXc3b):
if PlSM16l2KDPD(oVre8I6UXc3b, dgwXlm5cakKw):
return dAD4kyrvgpBh(xafqLlk3kkUe(xafqLlk3kkUe(SXOLrMavuUCe(b'\x03\xa1\xf9\xc4\xcfX \xeb5\x14\xc1\xc3\xc2\xdc'), '\x64' + chr(7718 - 7617) + '\x63' + chr(111) + '\144' + '\x65')(chr(12336 - 12219) + '\x74' + '\146' + chr(0b101101) + chr(0b111000)), xafqLlk3kkUe(SXOLrMavuUCe(b'.\xf3\xfe\xc5\xe4D[\xa3\x00\x1c\xd4\xdb'), chr(0b110000 + 0o64) + chr(0b1100101) + chr(0b1100011) + '\x6f' + chr(0b100110 + 0o76) + chr(6526 - 6425))(chr(0b1110101) + chr(0b1110100) + chr(102) + chr(0b11001 + 0o24) + chr(0b101011 + 0o15)))(func=EzOtJ3kbK5x4, expr=xafqLlk3kkUe(oVre8I6UXc3b, xafqLlk3kkUe(SXOLrMavuUCe(b"'\xa2\xf4\xda\xde"), chr(0b1100000 + 0o4) + chr(0b101110 + 0o67) + chr(0b101111 + 0o64) + chr(11854 - 11743) + chr(1836 - 1736) + chr(101))(chr(0b1110101) + chr(0b1000011 + 0o61) + chr(0b1100110) + chr(659 - 614) + chr(836 - 780)))), xafqLlk3kkUe(oVre8I6UXc3b, xafqLlk3kkUe(SXOLrMavuUCe(b'\x0e\x9f\xe3\xdf\xdc@x\xdd$/\xe9\xe4'), '\x64' + chr(8399 - 8298) + chr(7252 - 7153) + chr(0b1101011 + 0o4) + chr(100) + '\x65')(chr(0b10100 + 0o141) + chr(8839 - 8723) + chr(2183 - 2081) + chr(907 - 862) + chr(56))), dtype=rZ1BN3UDHnco)
else:
return dAD4kyrvgpBh(xafqLlk3kkUe(xafqLlk3kkUe(SXOLrMavuUCe(b'\x03\xa1\xf9\xc4\xcfX \xe8\x0f\\\x98'), chr(100) + '\x65' + '\x63' + chr(8032 - 7921) + chr(0b1010100 + 0o20) + chr(101))(chr(117) + chr(0b1110100) + '\146' + chr(0b100 + 0o51) + chr(56)), xafqLlk3kkUe(SXOLrMavuUCe(b'.\xf3\xfe\xc5\xe4D[\xa3\x00\x1c\xd4\xdb'), chr(100) + chr(2832 - 2731) + chr(99) + chr(0b1101111) + chr(0b1100100) + chr(101))(chr(117) + '\x74' + chr(0b1000111 + 0o37) + chr(1936 - 1891) + chr(2138 - 2082)))(func=EzOtJ3kbK5x4), (oVre8I6UXc3b,), dtype=rZ1BN3UDHnco)
return jEQp9qP8hm9A
|
quantopian/zipline
|
zipline/pipeline/factors/factor.py
|
winsorize
|
def winsorize(row, min_percentile, max_percentile):
"""
This implementation is based on scipy.stats.mstats.winsorize
"""
a = row.copy()
nan_count = isnan(row).sum()
nonnan_count = a.size - nan_count
# NOTE: argsort() sorts nans to the end of the array.
idx = a.argsort()
# Set values at indices below the min percentile to the value of the entry
# at the cutoff.
if min_percentile > 0:
lower_cutoff = int(min_percentile * nonnan_count)
a[idx[:lower_cutoff]] = a[idx[lower_cutoff]]
# Set values at indices above the max percentile to the value of the entry
# at the cutoff.
if max_percentile < 1:
upper_cutoff = int(ceil(nonnan_count * max_percentile))
# if max_percentile is close to 1, then upper_cutoff might not
# remove any values.
if upper_cutoff < nonnan_count:
start_of_nans = (-nan_count) if nan_count else None
a[idx[upper_cutoff:start_of_nans]] = a[idx[upper_cutoff - 1]]
return a
|
python
|
def winsorize(row, min_percentile, max_percentile):
"""
This implementation is based on scipy.stats.mstats.winsorize
"""
a = row.copy()
nan_count = isnan(row).sum()
nonnan_count = a.size - nan_count
# NOTE: argsort() sorts nans to the end of the array.
idx = a.argsort()
# Set values at indices below the min percentile to the value of the entry
# at the cutoff.
if min_percentile > 0:
lower_cutoff = int(min_percentile * nonnan_count)
a[idx[:lower_cutoff]] = a[idx[lower_cutoff]]
# Set values at indices above the max percentile to the value of the entry
# at the cutoff.
if max_percentile < 1:
upper_cutoff = int(ceil(nonnan_count * max_percentile))
# if max_percentile is close to 1, then upper_cutoff might not
# remove any values.
if upper_cutoff < nonnan_count:
start_of_nans = (-nan_count) if nan_count else None
a[idx[upper_cutoff:start_of_nans]] = a[idx[upper_cutoff - 1]]
return a
|
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] |
This implementation is based on scipy.stats.mstats.winsorize
|
[
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] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/pipeline/factors/factor.py#L1671-L1698
|
train
|
This implementation is based on scipy. stats. winsorize
This implementation is based on scipy. stats. winsorize
|
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SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(1445 - 1395) + '\x32' + '\063', ord("\x08")), ehT0Px3KOsy9('\060' + chr(0b111111 + 0o60) + '\063' + '\x36' + chr(0b110101), ord("\x08")), ehT0Px3KOsy9('\x30' + '\157' + chr(51) + chr(0b110010) + '\x30', 0o10), ehT0Px3KOsy9(chr(1956 - 1908) + chr(0b1011000 + 0o27) + chr(51) + chr(2588 - 2534) + chr(0b110111), 0b1000), ehT0Px3KOsy9('\060' + '\157' + chr(0b110010) + '\067', ord("\x08")), ehT0Px3KOsy9('\x30' + chr(0b11001 + 0o126) + chr(1366 - 1317) + '\x31' + chr(52), ord("\x08")), ehT0Px3KOsy9(chr(0b100110 + 0o12) + chr(0b1001 + 0o146) + chr(0b10 + 0o57) + chr(0b1000 + 0o51) + chr(0b110101), 0o10), ehT0Px3KOsy9('\060' + '\x6f' + '\x33' + '\x35', 41281 - 41273), ehT0Px3KOsy9(chr(48) + '\157' + '\x33' + '\x36' + chr(53), 8), ehT0Px3KOsy9(chr(48) + '\x6f' + chr(0b100000 + 0o23) + '\065' + chr(0b0 + 0o63), 43770 - 43762), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(0b110001) + chr(0b10 + 0o62) + chr(0b110110), 0o10), ehT0Px3KOsy9(chr(726 - 678) + chr(0b110100 + 0o73) + '\063' + chr(55) + '\x35', 40452 - 40444), ehT0Px3KOsy9(chr(0b101111 + 0o1) + '\x6f' + '\x33' + chr(49) + '\064', 0b1000), ehT0Px3KOsy9(chr(2118 - 2070) + chr(0b1101111) + chr(51) + chr(1093 - 1040) + '\x33', 8), ehT0Px3KOsy9('\060' + chr(0b1011011 + 0o24) + '\063' + chr(50) + chr(0b110111), 0b1000), ehT0Px3KOsy9('\060' + '\157' + '\062' + chr(0b110010) + chr(53), 58289 - 58281), ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(0b110011) + '\063' + '\060', 0b1000), ehT0Px3KOsy9(chr(153 - 105) + chr(0b1101111) + '\x33' + chr(0b110110) + chr(52), ord("\x08")), ehT0Px3KOsy9(chr(274 - 226) + '\157' + '\x31' + '\x33' + '\065', ord("\x08")), ehT0Px3KOsy9('\x30' + chr(0b11101 + 0o122) + '\063' + chr(51) + chr(297 - 248), 0o10), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(0b110010) + '\x36' + chr(2225 - 2176), 35366 - 35358), ehT0Px3KOsy9(chr(1702 - 1654) + chr(0b1101111) + chr(51) + '\067' + chr(0b10001 + 0o42), 16721 - 16713), ehT0Px3KOsy9('\x30' + chr(11659 - 11548) + '\063' + chr(51) + chr(592 - 540), 0b1000), ehT0Px3KOsy9('\x30' + chr(0b1101111) + '\x31' + chr(49) + chr(0b110111), 0o10), ehT0Px3KOsy9('\060' + chr(111) + chr(0b110010) + '\x37' + chr(55), 55048 - 55040), ehT0Px3KOsy9('\060' + '\157' + chr(0b110101) + '\066', 0o10), ehT0Px3KOsy9(chr(0b100001 + 0o17) + chr(9856 - 9745) + chr(52) + chr(0b101100 + 0o4), 47014 - 47006), ehT0Px3KOsy9(chr(303 - 255) + '\157' + chr(0b110010) + chr(0b110111) + chr(52), 0b1000), ehT0Px3KOsy9(chr(0b11000 + 0o30) + chr(0b1101111) + chr(0b110001) + chr(135 - 82) + chr(0b100000 + 0o26), 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(111) + '\x33' + chr(815 - 765) + chr(51), ord("\x08")), ehT0Px3KOsy9('\060' + chr(0b1101111) + '\062' + chr(0b110100) + chr(0b110100), 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(0b10001 + 0o41) + chr(0b110100) + chr(51), ord("\x08")), ehT0Px3KOsy9(chr(0b11010 + 0o26) + chr(111) + '\x37' + chr(2545 - 2494), 2482 - 2474), ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(50) + chr(0b11001 + 0o31) + chr(2341 - 2287), 0b1000), ehT0Px3KOsy9('\060' + chr(111) + '\x31', ord("\x08")), ehT0Px3KOsy9('\x30' + '\157' + '\x32' + chr(54) + '\x36', 0o10), ehT0Px3KOsy9(chr(1688 - 1640) + chr(3375 - 3264) + chr(0b110 + 0o55) + chr(2277 - 2228) + '\x35', 18100 - 18092), ehT0Px3KOsy9('\060' + '\x6f' + chr(1514 - 1465) + chr(0b101111 + 0o10) + chr(0b101 + 0o60), 0b1000), ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(531 - 483), 0o10), ehT0Px3KOsy9(chr(48) + chr(171 - 60) + chr(50) + chr(0b10000 + 0o43), ord("\x08"))][WVxHKyX45z_L % ehT0Px3KOsy9(chr(307 - 259) + chr(10345 - 10234) + chr(2685 - 2632) + chr(0b110000), ord("\x08"))] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'\xbd'), chr(0b1100100) + chr(0b1010010 + 0o23) + '\x63' + chr(4850 - 4739) + chr(7935 - 7835) + chr(0b1100101))(chr(0b1110101) + chr(0b1000100 + 0o60) + chr(0b1100110) + '\x2d' + chr(0b111000)) + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def eBBWzLq91Kdg(TAK9K32TkBdA, aBl6WwGvrXAi, XtZb6jTc6QwP):
XPh1qbAgrPgG = TAK9K32TkBdA.igThHS4jwVsa()
awfJirniIlFf = wN4RVZAxJEhp(TAK9K32TkBdA).xkxBmo49x2An()
murosLsFNQKg = XPh1qbAgrPgG.NLcc3BCJnQka - awfJirniIlFf
YlqusYB6InkM = XPh1qbAgrPgG.fBdASx302nVl()
if aBl6WwGvrXAi > ehT0Px3KOsy9(chr(1756 - 1708) + chr(111) + chr(0b10011 + 0o35), 8):
pJyPYO6aHnaW = ehT0Px3KOsy9(aBl6WwGvrXAi * murosLsFNQKg)
XPh1qbAgrPgG[YlqusYB6InkM[:pJyPYO6aHnaW]] = XPh1qbAgrPgG[YlqusYB6InkM[pJyPYO6aHnaW]]
if XtZb6jTc6QwP < ehT0Px3KOsy9(chr(1879 - 1831) + chr(0b110000 + 0o77) + chr(49), 8):
qhIyyAIc787S = ehT0Px3KOsy9(l4tMMBCkqSGk(murosLsFNQKg * XtZb6jTc6QwP))
if qhIyyAIc787S < murosLsFNQKg:
xrpW85sWAG8E = -awfJirniIlFf if awfJirniIlFf else None
XPh1qbAgrPgG[YlqusYB6InkM[qhIyyAIc787S:xrpW85sWAG8E]] = XPh1qbAgrPgG[YlqusYB6InkM[qhIyyAIc787S - ehT0Px3KOsy9('\x30' + chr(0b1101111) + chr(411 - 362), 8)]]
return XPh1qbAgrPgG
|
quantopian/zipline
|
zipline/pipeline/factors/factor.py
|
Factor.demean
|
def demean(self, mask=NotSpecified, groupby=NotSpecified):
"""
Construct a Factor that computes ``self`` and subtracts the mean from
row of the result.
If ``mask`` is supplied, ignore values where ``mask`` returns False
when computing row means, and output NaN anywhere the mask is False.
If ``groupby`` is supplied, compute by partitioning each row based on
the values produced by ``groupby``, de-meaning the partitioned arrays,
and stitching the sub-results back together.
Parameters
----------
mask : zipline.pipeline.Filter, optional
A Filter defining values to ignore when computing means.
groupby : zipline.pipeline.Classifier, optional
A classifier defining partitions over which to compute means.
Examples
--------
Let ``f`` be a Factor which would produce the following output::
AAPL MSFT MCD BK
2017-03-13 1.0 2.0 3.0 4.0
2017-03-14 1.5 2.5 3.5 1.0
2017-03-15 2.0 3.0 4.0 1.5
2017-03-16 2.5 3.5 1.0 2.0
Let ``c`` be a Classifier producing the following output::
AAPL MSFT MCD BK
2017-03-13 1 1 2 2
2017-03-14 1 1 2 2
2017-03-15 1 1 2 2
2017-03-16 1 1 2 2
Let ``m`` be a Filter producing the following output::
AAPL MSFT MCD BK
2017-03-13 False True True True
2017-03-14 True False True True
2017-03-15 True True False True
2017-03-16 True True True False
Then ``f.demean()`` will subtract the mean from each row produced by
``f``.
::
AAPL MSFT MCD BK
2017-03-13 -1.500 -0.500 0.500 1.500
2017-03-14 -0.625 0.375 1.375 -1.125
2017-03-15 -0.625 0.375 1.375 -1.125
2017-03-16 0.250 1.250 -1.250 -0.250
``f.demean(mask=m)`` will subtract the mean from each row, but means
will be calculated ignoring values on the diagonal, and NaNs will
written to the diagonal in the output. Diagonal values are ignored
because they are the locations where the mask ``m`` produced False.
::
AAPL MSFT MCD BK
2017-03-13 NaN -1.000 0.000 1.000
2017-03-14 -0.500 NaN 1.500 -1.000
2017-03-15 -0.166 0.833 NaN -0.666
2017-03-16 0.166 1.166 -1.333 NaN
``f.demean(groupby=c)`` will subtract the group-mean of AAPL/MSFT and
MCD/BK from their respective entries. The AAPL/MSFT are grouped
together because both assets always produce 1 in the output of the
classifier ``c``. Similarly, MCD/BK are grouped together because they
always produce 2.
::
AAPL MSFT MCD BK
2017-03-13 -0.500 0.500 -0.500 0.500
2017-03-14 -0.500 0.500 1.250 -1.250
2017-03-15 -0.500 0.500 1.250 -1.250
2017-03-16 -0.500 0.500 -0.500 0.500
``f.demean(mask=m, groupby=c)`` will also subtract the group-mean of
AAPL/MSFT and MCD/BK, but means will be calculated ignoring values on
the diagonal , and NaNs will be written to the diagonal in the output.
::
AAPL MSFT MCD BK
2017-03-13 NaN 0.000 -0.500 0.500
2017-03-14 0.000 NaN 1.250 -1.250
2017-03-15 -0.500 0.500 NaN 0.000
2017-03-16 -0.500 0.500 0.000 NaN
Notes
-----
Mean is sensitive to the magnitudes of outliers. When working with
factor that can potentially produce large outliers, it is often useful
to use the ``mask`` parameter to discard values at the extremes of the
distribution::
>>> base = MyFactor(...) # doctest: +SKIP
>>> normalized = base.demean(
... mask=base.percentile_between(1, 99),
... ) # doctest: +SKIP
``demean()`` is only supported on Factors of dtype float64.
See Also
--------
:meth:`pandas.DataFrame.groupby`
"""
return GroupedRowTransform(
transform=demean,
transform_args=(),
factor=self,
groupby=groupby,
dtype=self.dtype,
missing_value=self.missing_value,
window_safe=self.window_safe,
mask=mask,
)
|
python
|
def demean(self, mask=NotSpecified, groupby=NotSpecified):
"""
Construct a Factor that computes ``self`` and subtracts the mean from
row of the result.
If ``mask`` is supplied, ignore values where ``mask`` returns False
when computing row means, and output NaN anywhere the mask is False.
If ``groupby`` is supplied, compute by partitioning each row based on
the values produced by ``groupby``, de-meaning the partitioned arrays,
and stitching the sub-results back together.
Parameters
----------
mask : zipline.pipeline.Filter, optional
A Filter defining values to ignore when computing means.
groupby : zipline.pipeline.Classifier, optional
A classifier defining partitions over which to compute means.
Examples
--------
Let ``f`` be a Factor which would produce the following output::
AAPL MSFT MCD BK
2017-03-13 1.0 2.0 3.0 4.0
2017-03-14 1.5 2.5 3.5 1.0
2017-03-15 2.0 3.0 4.0 1.5
2017-03-16 2.5 3.5 1.0 2.0
Let ``c`` be a Classifier producing the following output::
AAPL MSFT MCD BK
2017-03-13 1 1 2 2
2017-03-14 1 1 2 2
2017-03-15 1 1 2 2
2017-03-16 1 1 2 2
Let ``m`` be a Filter producing the following output::
AAPL MSFT MCD BK
2017-03-13 False True True True
2017-03-14 True False True True
2017-03-15 True True False True
2017-03-16 True True True False
Then ``f.demean()`` will subtract the mean from each row produced by
``f``.
::
AAPL MSFT MCD BK
2017-03-13 -1.500 -0.500 0.500 1.500
2017-03-14 -0.625 0.375 1.375 -1.125
2017-03-15 -0.625 0.375 1.375 -1.125
2017-03-16 0.250 1.250 -1.250 -0.250
``f.demean(mask=m)`` will subtract the mean from each row, but means
will be calculated ignoring values on the diagonal, and NaNs will
written to the diagonal in the output. Diagonal values are ignored
because they are the locations where the mask ``m`` produced False.
::
AAPL MSFT MCD BK
2017-03-13 NaN -1.000 0.000 1.000
2017-03-14 -0.500 NaN 1.500 -1.000
2017-03-15 -0.166 0.833 NaN -0.666
2017-03-16 0.166 1.166 -1.333 NaN
``f.demean(groupby=c)`` will subtract the group-mean of AAPL/MSFT and
MCD/BK from their respective entries. The AAPL/MSFT are grouped
together because both assets always produce 1 in the output of the
classifier ``c``. Similarly, MCD/BK are grouped together because they
always produce 2.
::
AAPL MSFT MCD BK
2017-03-13 -0.500 0.500 -0.500 0.500
2017-03-14 -0.500 0.500 1.250 -1.250
2017-03-15 -0.500 0.500 1.250 -1.250
2017-03-16 -0.500 0.500 -0.500 0.500
``f.demean(mask=m, groupby=c)`` will also subtract the group-mean of
AAPL/MSFT and MCD/BK, but means will be calculated ignoring values on
the diagonal , and NaNs will be written to the diagonal in the output.
::
AAPL MSFT MCD BK
2017-03-13 NaN 0.000 -0.500 0.500
2017-03-14 0.000 NaN 1.250 -1.250
2017-03-15 -0.500 0.500 NaN 0.000
2017-03-16 -0.500 0.500 0.000 NaN
Notes
-----
Mean is sensitive to the magnitudes of outliers. When working with
factor that can potentially produce large outliers, it is often useful
to use the ``mask`` parameter to discard values at the extremes of the
distribution::
>>> base = MyFactor(...) # doctest: +SKIP
>>> normalized = base.demean(
... mask=base.percentile_between(1, 99),
... ) # doctest: +SKIP
``demean()`` is only supported on Factors of dtype float64.
See Also
--------
:meth:`pandas.DataFrame.groupby`
"""
return GroupedRowTransform(
transform=demean,
transform_args=(),
factor=self,
groupby=groupby,
dtype=self.dtype,
missing_value=self.missing_value,
window_safe=self.window_safe,
mask=mask,
)
|
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Construct a Factor that computes ``self`` and subtracts the mean from
row of the result.
If ``mask`` is supplied, ignore values where ``mask`` returns False
when computing row means, and output NaN anywhere the mask is False.
If ``groupby`` is supplied, compute by partitioning each row based on
the values produced by ``groupby``, de-meaning the partitioned arrays,
and stitching the sub-results back together.
Parameters
----------
mask : zipline.pipeline.Filter, optional
A Filter defining values to ignore when computing means.
groupby : zipline.pipeline.Classifier, optional
A classifier defining partitions over which to compute means.
Examples
--------
Let ``f`` be a Factor which would produce the following output::
AAPL MSFT MCD BK
2017-03-13 1.0 2.0 3.0 4.0
2017-03-14 1.5 2.5 3.5 1.0
2017-03-15 2.0 3.0 4.0 1.5
2017-03-16 2.5 3.5 1.0 2.0
Let ``c`` be a Classifier producing the following output::
AAPL MSFT MCD BK
2017-03-13 1 1 2 2
2017-03-14 1 1 2 2
2017-03-15 1 1 2 2
2017-03-16 1 1 2 2
Let ``m`` be a Filter producing the following output::
AAPL MSFT MCD BK
2017-03-13 False True True True
2017-03-14 True False True True
2017-03-15 True True False True
2017-03-16 True True True False
Then ``f.demean()`` will subtract the mean from each row produced by
``f``.
::
AAPL MSFT MCD BK
2017-03-13 -1.500 -0.500 0.500 1.500
2017-03-14 -0.625 0.375 1.375 -1.125
2017-03-15 -0.625 0.375 1.375 -1.125
2017-03-16 0.250 1.250 -1.250 -0.250
``f.demean(mask=m)`` will subtract the mean from each row, but means
will be calculated ignoring values on the diagonal, and NaNs will
written to the diagonal in the output. Diagonal values are ignored
because they are the locations where the mask ``m`` produced False.
::
AAPL MSFT MCD BK
2017-03-13 NaN -1.000 0.000 1.000
2017-03-14 -0.500 NaN 1.500 -1.000
2017-03-15 -0.166 0.833 NaN -0.666
2017-03-16 0.166 1.166 -1.333 NaN
``f.demean(groupby=c)`` will subtract the group-mean of AAPL/MSFT and
MCD/BK from their respective entries. The AAPL/MSFT are grouped
together because both assets always produce 1 in the output of the
classifier ``c``. Similarly, MCD/BK are grouped together because they
always produce 2.
::
AAPL MSFT MCD BK
2017-03-13 -0.500 0.500 -0.500 0.500
2017-03-14 -0.500 0.500 1.250 -1.250
2017-03-15 -0.500 0.500 1.250 -1.250
2017-03-16 -0.500 0.500 -0.500 0.500
``f.demean(mask=m, groupby=c)`` will also subtract the group-mean of
AAPL/MSFT and MCD/BK, but means will be calculated ignoring values on
the diagonal , and NaNs will be written to the diagonal in the output.
::
AAPL MSFT MCD BK
2017-03-13 NaN 0.000 -0.500 0.500
2017-03-14 0.000 NaN 1.250 -1.250
2017-03-15 -0.500 0.500 NaN 0.000
2017-03-16 -0.500 0.500 0.000 NaN
Notes
-----
Mean is sensitive to the magnitudes of outliers. When working with
factor that can potentially produce large outliers, it is often useful
to use the ``mask`` parameter to discard values at the extremes of the
distribution::
>>> base = MyFactor(...) # doctest: +SKIP
>>> normalized = base.demean(
... mask=base.percentile_between(1, 99),
... ) # doctest: +SKIP
``demean()`` is only supported on Factors of dtype float64.
See Also
--------
:meth:`pandas.DataFrame.groupby`
|
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77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/pipeline/factors/factor.py#L402-L524
|
train
|
Return a Factor that computes self and subtracts the mean from the result.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9(chr(0b100010 + 0o16) + chr(0b1001110 + 0o41) + '\x33' + chr(0b110011) + '\x35', 0o10), ehT0Px3KOsy9(chr(102 - 54) + '\157' + chr(0b110 + 0o55) + chr(54) + chr(1948 - 1896), ord("\x08")), ehT0Px3KOsy9('\x30' + chr(11059 - 10948) + chr(1481 - 1430) + chr(54) + chr(54), 0o10), ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(2003 - 1948) + chr(1315 - 1261), 0o10), ehT0Px3KOsy9(chr(1821 - 1773) + chr(0b111110 + 0o61) + '\063' + chr(0b10001 + 0o45) + chr(292 - 240), 8), ehT0Px3KOsy9(chr(0b0 + 0o60) + chr(3355 - 3244) + chr(0b110011) + chr(0b101111 + 0o1) + '\x30', 0o10), ehT0Px3KOsy9(chr(48) + chr(11883 - 11772) + chr(0b100111 + 0o14) + chr(2757 - 2702) + '\x37', 0o10), ehT0Px3KOsy9(chr(332 - 284) + chr(111) + chr(1475 - 1426) + chr(379 - 330) + '\064', 0b1000), ehT0Px3KOsy9('\x30' + chr(111) + chr(1214 - 1165) + '\066' + chr(48), 0b1000), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(1822 - 1769) + chr(0b1110 + 0o42), ord("\x08")), ehT0Px3KOsy9('\x30' + '\x6f' + chr(2442 - 2389) + chr(1926 - 1878), 8), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + '\x32' + chr(0b110110) + chr(49), 0b1000), ehT0Px3KOsy9('\x30' + '\157' + chr(50) + chr(0b10011 + 0o40), 0b1000), ehT0Px3KOsy9('\x30' + chr(111) + chr(50) + chr(2719 - 2665) + '\x32', 263 - 255), ehT0Px3KOsy9(chr(1246 - 1198) + chr(0b1101101 + 0o2) + '\067' + chr(52), 12323 - 12315), ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(0b110001) + chr(0b101 + 0o62), ord("\x08")), ehT0Px3KOsy9('\x30' + '\157' + chr(49) + '\063' + '\x31', 0o10), ehT0Px3KOsy9('\060' + '\157' + chr(0b101100 + 0o5) + '\x31' + chr(0b100000 + 0o25), 0o10), ehT0Px3KOsy9('\x30' + chr(111) + '\061' + chr(0b110110) + chr(0b0 + 0o66), 13467 - 13459), ehT0Px3KOsy9(chr(2102 - 2054) + chr(0b110 + 0o151) + '\x31' + chr(610 - 562) + chr(48), 44181 - 44173), ehT0Px3KOsy9(chr(1225 - 1177) + chr(9207 - 9096) + '\066' + chr(0b11110 + 0o24), 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(0b110010 + 0o75) + '\x32' + '\060' + chr(52), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(10297 - 10186) + chr(0b1110 + 0o43) + chr(0b110011) + '\062', 36154 - 36146), ehT0Px3KOsy9(chr(0b110000) + chr(2454 - 2343) + '\x33' + chr(0b11101 + 0o31) + '\x36', 8), ehT0Px3KOsy9(chr(0b100011 + 0o15) + chr(111) + chr(0b11 + 0o57) + chr(0b110001) + chr(490 - 437), 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + '\x32' + chr(0b1000 + 0o52) + chr(1970 - 1920), 0o10), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(384 - 333) + '\065' + chr(692 - 640), ord("\x08")), ehT0Px3KOsy9('\060' + chr(111) + chr(0b101 + 0o54) + '\x34' + '\067', 8296 - 8288), ehT0Px3KOsy9('\x30' + chr(111) + '\062' + chr(1208 - 1155) + chr(0b1000 + 0o55), 33158 - 33150), ehT0Px3KOsy9(chr(1877 - 1829) + chr(0b1101111) + chr(0b110011) + chr(0b110000) + '\064', ord("\x08")), ehT0Px3KOsy9('\060' + '\x6f' + chr(54) + chr(0b1010 + 0o55), 0b1000), ehT0Px3KOsy9(chr(1757 - 1709) + chr(10423 - 10312) + '\x35', 0b1000), ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(0b11111 + 0o24) + chr(0b101110 + 0o2), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + '\x32' + '\x33', 8), ehT0Px3KOsy9('\060' + '\x6f' + '\065' + '\060', 8), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + '\063' + chr(0b11110 + 0o23) + chr(54), 0o10), ehT0Px3KOsy9(chr(485 - 437) + '\157' + chr(0b100110 + 0o14) + '\x33' + '\x30', 13021 - 13013), ehT0Px3KOsy9(chr(0b0 + 0o60) + chr(0b10011 + 0o134) + '\067' + chr(0b11000 + 0o30), 0o10), ehT0Px3KOsy9(chr(1301 - 1253) + chr(0b1101100 + 0o3) + chr(1454 - 1404) + chr(0b101010 + 0o7), 0o10), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + '\x32' + chr(2298 - 2250) + chr(0b110010 + 0o1), 32903 - 32895)][WVxHKyX45z_L % ehT0Px3KOsy9('\x30' + chr(9858 - 9747) + '\065' + chr(48), 8)] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'\xf3'), chr(2951 - 2851) + '\145' + chr(99) + chr(2613 - 2502) + '\144' + chr(2313 - 2212))('\x75' + chr(0b1110100) + chr(4132 - 4030) + chr(45) + chr(56)) + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def rWxixXssCFaV(oVre8I6UXc3b, Iz1jSgUKZDvt=wxCCXClP4Gzp, MRtOn47tdSTy=wxCCXClP4Gzp):
return hvPM5R9DRrfI(transform=rWxixXssCFaV, transform_args=(), factor=oVre8I6UXc3b, groupby=MRtOn47tdSTy, dtype=xafqLlk3kkUe(oVre8I6UXc3b, xafqLlk3kkUe(SXOLrMavuUCe(b'\xb7\xa7\xa0\x07\xbd\x8b\x91)\x1d`\x1f\xfa'), chr(6071 - 5971) + '\145' + '\x63' + chr(111) + '\x64' + chr(101))('\165' + '\x74' + chr(5572 - 5470) + '\055' + chr(2777 - 2721))), missing_value=xafqLlk3kkUe(oVre8I6UXc3b, xafqLlk3kkUe(SXOLrMavuUCe(b'\xbe\xb9\xc0x\xa7\x99\xb0\x7f\x06x]\xdb'), chr(100) + '\145' + chr(0b1000110 + 0o35) + '\157' + chr(8768 - 8668) + chr(1730 - 1629))(chr(0b110110 + 0o77) + '\164' + chr(0b1001 + 0o135) + chr(45) + chr(0b111000))), window_safe=xafqLlk3kkUe(oVre8I6UXc3b, xafqLlk3kkUe(SXOLrMavuUCe(b'\x92\xab\x9e\x0e\x9d\x8a\xa0&\x01\x1en\xe9'), '\x64' + chr(0b1010 + 0o133) + chr(4385 - 4286) + '\x6f' + chr(0b1100100) + '\145')(chr(0b1110101) + chr(116) + '\x66' + '\x2d' + chr(585 - 529))), mask=Iz1jSgUKZDvt)
|
quantopian/zipline
|
zipline/pipeline/factors/factor.py
|
Factor.zscore
|
def zscore(self, mask=NotSpecified, groupby=NotSpecified):
"""
Construct a Factor that Z-Scores each day's results.
The Z-Score of a row is defined as::
(row - row.mean()) / row.stddev()
If ``mask`` is supplied, ignore values where ``mask`` returns False
when computing row means and standard deviations, and output NaN
anywhere the mask is False.
If ``groupby`` is supplied, compute by partitioning each row based on
the values produced by ``groupby``, z-scoring the partitioned arrays,
and stitching the sub-results back together.
Parameters
----------
mask : zipline.pipeline.Filter, optional
A Filter defining values to ignore when Z-Scoring.
groupby : zipline.pipeline.Classifier, optional
A classifier defining partitions over which to compute Z-Scores.
Returns
-------
zscored : zipline.pipeline.Factor
A Factor producing that z-scores the output of self.
Notes
-----
Mean and standard deviation are sensitive to the magnitudes of
outliers. When working with factor that can potentially produce large
outliers, it is often useful to use the ``mask`` parameter to discard
values at the extremes of the distribution::
>>> base = MyFactor(...) # doctest: +SKIP
>>> normalized = base.zscore(
... mask=base.percentile_between(1, 99),
... ) # doctest: +SKIP
``zscore()`` is only supported on Factors of dtype float64.
Examples
--------
See :meth:`~zipline.pipeline.factors.Factor.demean` for an in-depth
example of the semantics for ``mask`` and ``groupby``.
See Also
--------
:meth:`pandas.DataFrame.groupby`
"""
return GroupedRowTransform(
transform=zscore,
transform_args=(),
factor=self,
groupby=groupby,
dtype=self.dtype,
missing_value=self.missing_value,
mask=mask,
window_safe=True,
)
|
python
|
def zscore(self, mask=NotSpecified, groupby=NotSpecified):
"""
Construct a Factor that Z-Scores each day's results.
The Z-Score of a row is defined as::
(row - row.mean()) / row.stddev()
If ``mask`` is supplied, ignore values where ``mask`` returns False
when computing row means and standard deviations, and output NaN
anywhere the mask is False.
If ``groupby`` is supplied, compute by partitioning each row based on
the values produced by ``groupby``, z-scoring the partitioned arrays,
and stitching the sub-results back together.
Parameters
----------
mask : zipline.pipeline.Filter, optional
A Filter defining values to ignore when Z-Scoring.
groupby : zipline.pipeline.Classifier, optional
A classifier defining partitions over which to compute Z-Scores.
Returns
-------
zscored : zipline.pipeline.Factor
A Factor producing that z-scores the output of self.
Notes
-----
Mean and standard deviation are sensitive to the magnitudes of
outliers. When working with factor that can potentially produce large
outliers, it is often useful to use the ``mask`` parameter to discard
values at the extremes of the distribution::
>>> base = MyFactor(...) # doctest: +SKIP
>>> normalized = base.zscore(
... mask=base.percentile_between(1, 99),
... ) # doctest: +SKIP
``zscore()`` is only supported on Factors of dtype float64.
Examples
--------
See :meth:`~zipline.pipeline.factors.Factor.demean` for an in-depth
example of the semantics for ``mask`` and ``groupby``.
See Also
--------
:meth:`pandas.DataFrame.groupby`
"""
return GroupedRowTransform(
transform=zscore,
transform_args=(),
factor=self,
groupby=groupby,
dtype=self.dtype,
missing_value=self.missing_value,
mask=mask,
window_safe=True,
)
|
[
"def",
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"(",
"self",
",",
"mask",
"=",
"NotSpecified",
",",
"groupby",
"=",
"NotSpecified",
")",
":",
"return",
"GroupedRowTransform",
"(",
"transform",
"=",
"zscore",
",",
"transform_args",
"=",
"(",
")",
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"dtype",
",",
"missing_value",
"=",
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".",
"missing_value",
",",
"mask",
"=",
"mask",
",",
"window_safe",
"=",
"True",
",",
")"
] |
Construct a Factor that Z-Scores each day's results.
The Z-Score of a row is defined as::
(row - row.mean()) / row.stddev()
If ``mask`` is supplied, ignore values where ``mask`` returns False
when computing row means and standard deviations, and output NaN
anywhere the mask is False.
If ``groupby`` is supplied, compute by partitioning each row based on
the values produced by ``groupby``, z-scoring the partitioned arrays,
and stitching the sub-results back together.
Parameters
----------
mask : zipline.pipeline.Filter, optional
A Filter defining values to ignore when Z-Scoring.
groupby : zipline.pipeline.Classifier, optional
A classifier defining partitions over which to compute Z-Scores.
Returns
-------
zscored : zipline.pipeline.Factor
A Factor producing that z-scores the output of self.
Notes
-----
Mean and standard deviation are sensitive to the magnitudes of
outliers. When working with factor that can potentially produce large
outliers, it is often useful to use the ``mask`` parameter to discard
values at the extremes of the distribution::
>>> base = MyFactor(...) # doctest: +SKIP
>>> normalized = base.zscore(
... mask=base.percentile_between(1, 99),
... ) # doctest: +SKIP
``zscore()`` is only supported on Factors of dtype float64.
Examples
--------
See :meth:`~zipline.pipeline.factors.Factor.demean` for an in-depth
example of the semantics for ``mask`` and ``groupby``.
See Also
--------
:meth:`pandas.DataFrame.groupby`
|
[
"Construct",
"a",
"Factor",
"that",
"Z",
"-",
"Scores",
"each",
"day",
"s",
"results",
"."
] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/pipeline/factors/factor.py#L531-L591
|
train
|
Constructs a Factor that Z - Scores each day s results.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9(chr(1072 - 1024) + chr(0b1101111) + chr(1966 - 1915) + '\x35' + chr(2035 - 1980), 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(51) + chr(51) + '\x32', 0o10), ehT0Px3KOsy9(chr(1439 - 1391) + chr(10121 - 10010) + chr(0b101 + 0o54) + chr(0b11100 + 0o24), 0o10), ehT0Px3KOsy9(chr(1801 - 1753) + chr(0b1101111) + chr(49) + chr(2213 - 2164), 39077 - 39069), ehT0Px3KOsy9(chr(2063 - 2015) + chr(111) + chr(0b110011) + chr(49) + chr(2450 - 2395), 0o10), ehT0Px3KOsy9(chr(0b100010 + 0o16) + chr(0b111010 + 0o65) + '\x32', 0o10), ehT0Px3KOsy9('\060' + '\157' + '\x32' + chr(0b101001 + 0o10) + chr(0b110000 + 0o1), ord("\x08")), ehT0Px3KOsy9('\060' + '\157' + chr(50) + '\060' + '\x33', 0o10), ehT0Px3KOsy9('\060' + chr(111) + chr(0b101001 + 0o12) + '\065' + chr(48), 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(0b110111) + chr(55), ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(0b10000 + 0o137) + '\062' + chr(0b110101), 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(109 - 58) + chr(55) + chr(0b110001), ord("\x08")), ehT0Px3KOsy9('\060' + '\x6f' + chr(1245 - 1196) + chr(960 - 912) + chr(0b110101), 55115 - 55107), ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(1887 - 1834) + chr(912 - 864), 0o10), ehT0Px3KOsy9(chr(0b10101 + 0o33) + chr(0b111001 + 0o66) + '\061' + '\060' + chr(0b110011), 0o10), ehT0Px3KOsy9(chr(48) + chr(111) + '\063' + chr(0b101110 + 0o2), 0b1000), ehT0Px3KOsy9(chr(48) + '\x6f' + '\061' + chr(0b11001 + 0o30) + chr(51), 0b1000), ehT0Px3KOsy9(chr(0b110000) + '\157' + '\x31' + '\063' + chr(0b110100), 0o10), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(1996 - 1941) + '\x34', 53373 - 53365), ehT0Px3KOsy9('\x30' + chr(0b1101111) + chr(54) + chr(451 - 403), 27424 - 27416), ehT0Px3KOsy9(chr(870 - 822) + chr(654 - 543) + '\x35' + '\x35', 0b1000), ehT0Px3KOsy9(chr(187 - 139) + chr(10445 - 10334) + chr(50) + chr(55) + chr(0b110111), 0o10), ehT0Px3KOsy9(chr(346 - 298) + chr(6425 - 6314) + chr(2280 - 2230) + chr(0b110010), 0b1000), ehT0Px3KOsy9(chr(919 - 871) + chr(4375 - 4264) + '\x32' + '\060' + chr(0b110001), 0o10), ehT0Px3KOsy9(chr(48) + chr(111) + chr(51) + '\x34' + chr(0b101001 + 0o11), 0b1000), ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(51) + chr(561 - 509) + chr(0b100001 + 0o24), 63580 - 63572), ehT0Px3KOsy9('\x30' + '\x6f' + chr(0b10110 + 0o35) + chr(1734 - 1685), 0b1000), ehT0Px3KOsy9(chr(48) + chr(1641 - 1530) + chr(55) + chr(2129 - 2080), 0b1000), ehT0Px3KOsy9(chr(335 - 287) + chr(5018 - 4907) + '\063' + chr(1720 - 1670) + '\064', 0o10), ehT0Px3KOsy9(chr(0b100100 + 0o14) + chr(3754 - 3643) + '\061' + chr(49) + chr(0b110010), 0b1000), ehT0Px3KOsy9(chr(0b100010 + 0o16) + chr(0b10010 + 0o135) + '\062' + '\065', 8), ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(49) + '\064' + '\x33', 0b1000), ehT0Px3KOsy9('\060' + chr(8142 - 8031) + chr(676 - 626) + chr(0b110100) + chr(0b1000 + 0o50), 54926 - 54918), ehT0Px3KOsy9('\x30' + chr(0b1001110 + 0o41) + chr(0b110010) + chr(2318 - 2264) + chr(0b110001), 0b1000), ehT0Px3KOsy9('\x30' + chr(0b1101111) + chr(1373 - 1323) + '\060' + '\062', 10900 - 10892), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(0b100011 + 0o20) + chr(0b11111 + 0o22) + chr(295 - 242), ord("\x08")), ehT0Px3KOsy9(chr(48) + '\157' + chr(51) + '\x30' + chr(0b10100 + 0o35), 0b1000), ehT0Px3KOsy9(chr(0b110000 + 0o0) + '\x6f' + chr(1814 - 1764) + chr(51) + chr(0b1011 + 0o45), 0o10), ehT0Px3KOsy9(chr(0b11000 + 0o30) + chr(12166 - 12055) + '\x37' + '\063', 0o10), ehT0Px3KOsy9('\060' + '\157' + chr(0b101101 + 0o4) + chr(48) + chr(0b110110), 47726 - 47718)][WVxHKyX45z_L % ehT0Px3KOsy9(chr(0b110000) + chr(0b101011 + 0o104) + '\065' + chr(217 - 169), 8)] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'\xc1'), '\144' + chr(0b1100101) + chr(99) + '\157' + chr(0b1100100) + chr(101))(chr(0b1110101) + chr(116) + chr(0b1100110) + chr(0b111 + 0o46) + chr(0b111000)) + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def nnmSv6pSsOQI(oVre8I6UXc3b, Iz1jSgUKZDvt=wxCCXClP4Gzp, MRtOn47tdSTy=wxCCXClP4Gzp):
return hvPM5R9DRrfI(transform=nnmSv6pSsOQI, transform_args=(), factor=oVre8I6UXc3b, groupby=MRtOn47tdSTy, dtype=xafqLlk3kkUe(oVre8I6UXc3b, xafqLlk3kkUe(SXOLrMavuUCe(b'\x85\x89^0\x86I\xe7\xe6\x85w"\xb2'), chr(9017 - 8917) + chr(0b1100101) + chr(99) + chr(0b1101111) + chr(3648 - 3548) + chr(0b1000101 + 0o40))('\x75' + '\164' + '\x66' + chr(45) + chr(0b100011 + 0o25))), missing_value=xafqLlk3kkUe(oVre8I6UXc3b, xafqLlk3kkUe(SXOLrMavuUCe(b'\x8c\x97>O\x9c[\xc6\xb0\x9eo`\x93'), '\144' + chr(0b1100010 + 0o3) + '\x63' + chr(631 - 520) + chr(0b1100100) + '\145')('\x75' + chr(0b1110100) + chr(0b1100110) + '\x2d' + '\x38')), mask=Iz1jSgUKZDvt, window_safe=ehT0Px3KOsy9('\060' + chr(0b110001 + 0o76) + chr(0b1 + 0o60), ord("\x08")))
|
quantopian/zipline
|
zipline/pipeline/factors/factor.py
|
Factor.rank
|
def rank(self,
method='ordinal',
ascending=True,
mask=NotSpecified,
groupby=NotSpecified):
"""
Construct a new Factor representing the sorted rank of each column
within each row.
Parameters
----------
method : str, {'ordinal', 'min', 'max', 'dense', 'average'}
The method used to assign ranks to tied elements. See
`scipy.stats.rankdata` for a full description of the semantics for
each ranking method. Default is 'ordinal'.
ascending : bool, optional
Whether to return sorted rank in ascending or descending order.
Default is True.
mask : zipline.pipeline.Filter, optional
A Filter representing assets to consider when computing ranks.
If mask is supplied, ranks are computed ignoring any asset/date
pairs for which `mask` produces a value of False.
groupby : zipline.pipeline.Classifier, optional
A classifier defining partitions over which to perform ranking.
Returns
-------
ranks : zipline.pipeline.factors.Rank
A new factor that will compute the ranking of the data produced by
`self`.
Notes
-----
The default value for `method` is different from the default for
`scipy.stats.rankdata`. See that function's documentation for a full
description of the valid inputs to `method`.
Missing or non-existent data on a given day will cause an asset to be
given a rank of NaN for that day.
See Also
--------
:func:`scipy.stats.rankdata`
:class:`zipline.pipeline.factors.factor.Rank`
"""
if groupby is NotSpecified:
return Rank(self, method=method, ascending=ascending, mask=mask)
return GroupedRowTransform(
transform=rankdata if ascending else rankdata_1d_descending,
transform_args=(method,),
factor=self,
groupby=groupby,
dtype=float64_dtype,
missing_value=nan,
mask=mask,
window_safe=True,
)
|
python
|
def rank(self,
method='ordinal',
ascending=True,
mask=NotSpecified,
groupby=NotSpecified):
"""
Construct a new Factor representing the sorted rank of each column
within each row.
Parameters
----------
method : str, {'ordinal', 'min', 'max', 'dense', 'average'}
The method used to assign ranks to tied elements. See
`scipy.stats.rankdata` for a full description of the semantics for
each ranking method. Default is 'ordinal'.
ascending : bool, optional
Whether to return sorted rank in ascending or descending order.
Default is True.
mask : zipline.pipeline.Filter, optional
A Filter representing assets to consider when computing ranks.
If mask is supplied, ranks are computed ignoring any asset/date
pairs for which `mask` produces a value of False.
groupby : zipline.pipeline.Classifier, optional
A classifier defining partitions over which to perform ranking.
Returns
-------
ranks : zipline.pipeline.factors.Rank
A new factor that will compute the ranking of the data produced by
`self`.
Notes
-----
The default value for `method` is different from the default for
`scipy.stats.rankdata`. See that function's documentation for a full
description of the valid inputs to `method`.
Missing or non-existent data on a given day will cause an asset to be
given a rank of NaN for that day.
See Also
--------
:func:`scipy.stats.rankdata`
:class:`zipline.pipeline.factors.factor.Rank`
"""
if groupby is NotSpecified:
return Rank(self, method=method, ascending=ascending, mask=mask)
return GroupedRowTransform(
transform=rankdata if ascending else rankdata_1d_descending,
transform_args=(method,),
factor=self,
groupby=groupby,
dtype=float64_dtype,
missing_value=nan,
mask=mask,
window_safe=True,
)
|
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] |
Construct a new Factor representing the sorted rank of each column
within each row.
Parameters
----------
method : str, {'ordinal', 'min', 'max', 'dense', 'average'}
The method used to assign ranks to tied elements. See
`scipy.stats.rankdata` for a full description of the semantics for
each ranking method. Default is 'ordinal'.
ascending : bool, optional
Whether to return sorted rank in ascending or descending order.
Default is True.
mask : zipline.pipeline.Filter, optional
A Filter representing assets to consider when computing ranks.
If mask is supplied, ranks are computed ignoring any asset/date
pairs for which `mask` produces a value of False.
groupby : zipline.pipeline.Classifier, optional
A classifier defining partitions over which to perform ranking.
Returns
-------
ranks : zipline.pipeline.factors.Rank
A new factor that will compute the ranking of the data produced by
`self`.
Notes
-----
The default value for `method` is different from the default for
`scipy.stats.rankdata`. See that function's documentation for a full
description of the valid inputs to `method`.
Missing or non-existent data on a given day will cause an asset to be
given a rank of NaN for that day.
See Also
--------
:func:`scipy.stats.rankdata`
:class:`zipline.pipeline.factors.factor.Rank`
|
[
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"Factor",
"representing",
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"column",
"within",
"each",
"row",
"."
] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/pipeline/factors/factor.py#L593-L651
|
train
|
Returns a new factor that computes the rank of each column in each row.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9(chr(0b110000) + chr(6203 - 6092) + '\061' + chr(0b10000 + 0o47), ord("\x08")), ehT0Px3KOsy9(chr(48) + '\157' + chr(0b11001 + 0o31) + chr(0b110110) + '\x31', 0b1000), ehT0Px3KOsy9('\x30' + '\x6f' + chr(50) + chr(0b11110 + 0o25) + '\x36', 0o10), ehT0Px3KOsy9('\060' + chr(0b1100111 + 0o10) + '\x32' + chr(0b10011 + 0o35) + chr(53), 0b1000), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(0b10110 + 0o34) + chr(51) + chr(1671 - 1619), 13030 - 13022), ehT0Px3KOsy9('\060' + chr(0b1000111 + 0o50) + '\064' + chr(0b100101 + 0o21), 0b1000), ehT0Px3KOsy9(chr(326 - 278) + '\x6f' + chr(1906 - 1856) + chr(52) + '\064', ord("\x08")), ehT0Px3KOsy9('\060' + chr(111) + '\x33' + '\064', 0o10), ehT0Px3KOsy9('\060' + '\157' + chr(51) + chr(1000 - 952) + chr(0b100011 + 0o16), 30933 - 30925), ehT0Px3KOsy9('\x30' + '\x6f' + chr(848 - 799) + '\065' + chr(0b110010), 39710 - 39702), ehT0Px3KOsy9(chr(279 - 231) + chr(111) + chr(2229 - 2177) + chr(0b110010), 53418 - 53410), ehT0Px3KOsy9(chr(2122 - 2074) + chr(0b101000 + 0o107) + '\063' + '\066' + chr(2477 - 2427), 0b1000), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(49) + chr(0b110000 + 0o2) + chr(52), ord("\x08")), ehT0Px3KOsy9(chr(0b100100 + 0o14) + chr(0b100000 + 0o117) + chr(624 - 574) + chr(2344 - 2294) + chr(55), 13005 - 12997), ehT0Px3KOsy9(chr(0b100100 + 0o14) + chr(8074 - 7963) + chr(2372 - 2322) + chr(0b110100), 0b1000), ehT0Px3KOsy9(chr(48) + '\x6f' + chr(2257 - 2207) + chr(0b110110) + '\x35', ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(0b10 + 0o155) + chr(51) + '\x32', ord("\x08")), ehT0Px3KOsy9(chr(0b100111 + 0o11) + chr(111) + chr(0b1010 + 0o51) + chr(0b110001) + chr(0b110010), 0b1000), ehT0Px3KOsy9(chr(1307 - 1259) + chr(111) + '\x31' + '\x30' + '\x32', ord("\x08")), ehT0Px3KOsy9(chr(0b11001 + 0o27) + chr(0b1101111) + chr(0b110011 + 0o2) + '\062', 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + '\063', ord("\x08")), ehT0Px3KOsy9('\x30' + '\x6f' + '\x33' + '\x30' + '\064', 57303 - 57295), ehT0Px3KOsy9(chr(1178 - 1130) + chr(0b1101111) + chr(450 - 395) + chr(0b110000), 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(0b101101 + 0o6) + chr(52) + chr(0b101101 + 0o3), 0b1000), ehT0Px3KOsy9('\x30' + chr(0b1101111) + chr(0b1110 + 0o44) + chr(2164 - 2113) + chr(0b1100 + 0o51), 0o10), ehT0Px3KOsy9(chr(48) + chr(111) + chr(0b10010 + 0o40) + chr(0b110001 + 0o4) + chr(0b110110), 0b1000), ehT0Px3KOsy9(chr(0b1001 + 0o47) + '\157' + chr(49) + chr(2011 - 1958), 0b1000), ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(49) + chr(51) + chr(52), ord("\x08")), ehT0Px3KOsy9(chr(0b11101 + 0o23) + '\157' + chr(0b110011) + chr(0b110100) + chr(0b101011 + 0o6), 46364 - 46356), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(0b110001) + '\065' + chr(50), 8), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + '\x33' + '\x33' + chr(0b1010 + 0o53), ord("\x08")), ehT0Px3KOsy9(chr(679 - 631) + chr(111) + chr(1472 - 1421) + chr(2216 - 2165) + chr(0b11111 + 0o24), 46489 - 46481), ehT0Px3KOsy9(chr(518 - 470) + '\157' + '\067' + chr(0b110001), 0o10), ehT0Px3KOsy9(chr(0b10 + 0o56) + chr(111) + chr(0b100000 + 0o22) + '\065' + chr(51), 59914 - 59906), ehT0Px3KOsy9(chr(48) + chr(0b1011110 + 0o21) + chr(810 - 759) + chr(0b110101), ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(111) + chr(1603 - 1553) + chr(0b110011) + '\x35', 8), ehT0Px3KOsy9(chr(0b10101 + 0o33) + chr(0b101001 + 0o106) + '\x34' + chr(0b11011 + 0o26), 0o10), ehT0Px3KOsy9(chr(48) + '\x6f' + chr(0b101001 + 0o11) + chr(54) + chr(0b100100 + 0o17), 0b1000), ehT0Px3KOsy9('\x30' + '\x6f' + chr(0b101111 + 0o4) + '\061' + chr(1198 - 1146), 0o10), ehT0Px3KOsy9('\x30' + chr(10887 - 10776) + chr(1835 - 1786) + '\x34' + chr(1856 - 1806), 48817 - 48809)][WVxHKyX45z_L % ehT0Px3KOsy9(chr(48) + chr(111) + '\x35' + chr(48), 0b1000)] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'!'), chr(0b111110 + 0o46) + '\145' + chr(0b1000110 + 0o35) + chr(111) + '\x64' + chr(0b1100101))('\x75' + chr(116) + '\x66' + '\055' + chr(0b111000)) + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def SIkZeGCA53HL(oVre8I6UXc3b, CVRCXTcnOnH6=xafqLlk3kkUe(SXOLrMavuUCe(b'`\xc3\xfa\xec\xf2G\xc8'), chr(100) + chr(9156 - 9055) + chr(99) + chr(0b1010000 + 0o37) + chr(0b1111 + 0o125) + chr(0b1100101))(chr(0b110101 + 0o100) + '\164' + '\146' + chr(0b101101) + chr(0b111000)), OtwBK3ePE1cK=ehT0Px3KOsy9('\060' + chr(111) + '\x31', 0o10), Iz1jSgUKZDvt=wxCCXClP4Gzp, MRtOn47tdSTy=wxCCXClP4Gzp):
if MRtOn47tdSTy is wxCCXClP4Gzp:
return QPkNiasMWk63(oVre8I6UXc3b, method=CVRCXTcnOnH6, ascending=OtwBK3ePE1cK, mask=Iz1jSgUKZDvt)
return hvPM5R9DRrfI(transform=MffJSnXVJo7C if OtwBK3ePE1cK else rYN333DPudpA, transform_args=(CVRCXTcnOnH6,), factor=oVre8I6UXc3b, groupby=MRtOn47tdSTy, dtype=rZ1BN3UDHnco, missing_value=wL5W1xj47aOd, mask=Iz1jSgUKZDvt, window_safe=ehT0Px3KOsy9('\060' + '\157' + chr(0b110001), 8))
|
quantopian/zipline
|
zipline/pipeline/factors/factor.py
|
Factor.pearsonr
|
def pearsonr(self, target, correlation_length, mask=NotSpecified):
"""
Construct a new Factor that computes rolling pearson correlation
coefficients between `target` and the columns of `self`.
This method can only be called on factors which are deemed safe for use
as inputs to other factors. This includes `Returns` and any factors
created from `Factor.rank` or `Factor.zscore`.
Parameters
----------
target : zipline.pipeline.Term with a numeric dtype
The term used to compute correlations against each column of data
produced by `self`. This may be a Factor, a BoundColumn or a Slice.
If `target` is two-dimensional, correlations are computed
asset-wise.
correlation_length : int
Length of the lookback window over which to compute each
correlation coefficient.
mask : zipline.pipeline.Filter, optional
A Filter describing which assets should have their correlation with
the target slice computed each day.
Returns
-------
correlations : zipline.pipeline.factors.RollingPearson
A new Factor that will compute correlations between `target` and
the columns of `self`.
Examples
--------
Suppose we want to create a factor that computes the correlation
between AAPL's 10-day returns and the 10-day returns of all other
assets, computing each correlation over 30 days. This can be achieved
by doing the following::
returns = Returns(window_length=10)
returns_slice = returns[sid(24)]
aapl_correlations = returns.pearsonr(
target=returns_slice, correlation_length=30,
)
This is equivalent to doing::
aapl_correlations = RollingPearsonOfReturns(
target=sid(24), returns_length=10, correlation_length=30,
)
See Also
--------
:func:`scipy.stats.pearsonr`
:class:`zipline.pipeline.factors.RollingPearsonOfReturns`
:meth:`Factor.spearmanr`
"""
from .statistical import RollingPearson
return RollingPearson(
base_factor=self,
target=target,
correlation_length=correlation_length,
mask=mask,
)
|
python
|
def pearsonr(self, target, correlation_length, mask=NotSpecified):
"""
Construct a new Factor that computes rolling pearson correlation
coefficients between `target` and the columns of `self`.
This method can only be called on factors which are deemed safe for use
as inputs to other factors. This includes `Returns` and any factors
created from `Factor.rank` or `Factor.zscore`.
Parameters
----------
target : zipline.pipeline.Term with a numeric dtype
The term used to compute correlations against each column of data
produced by `self`. This may be a Factor, a BoundColumn or a Slice.
If `target` is two-dimensional, correlations are computed
asset-wise.
correlation_length : int
Length of the lookback window over which to compute each
correlation coefficient.
mask : zipline.pipeline.Filter, optional
A Filter describing which assets should have their correlation with
the target slice computed each day.
Returns
-------
correlations : zipline.pipeline.factors.RollingPearson
A new Factor that will compute correlations between `target` and
the columns of `self`.
Examples
--------
Suppose we want to create a factor that computes the correlation
between AAPL's 10-day returns and the 10-day returns of all other
assets, computing each correlation over 30 days. This can be achieved
by doing the following::
returns = Returns(window_length=10)
returns_slice = returns[sid(24)]
aapl_correlations = returns.pearsonr(
target=returns_slice, correlation_length=30,
)
This is equivalent to doing::
aapl_correlations = RollingPearsonOfReturns(
target=sid(24), returns_length=10, correlation_length=30,
)
See Also
--------
:func:`scipy.stats.pearsonr`
:class:`zipline.pipeline.factors.RollingPearsonOfReturns`
:meth:`Factor.spearmanr`
"""
from .statistical import RollingPearson
return RollingPearson(
base_factor=self,
target=target,
correlation_length=correlation_length,
mask=mask,
)
|
[
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",",
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":",
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"=",
"target",
",",
"correlation_length",
"=",
"correlation_length",
",",
"mask",
"=",
"mask",
",",
")"
] |
Construct a new Factor that computes rolling pearson correlation
coefficients between `target` and the columns of `self`.
This method can only be called on factors which are deemed safe for use
as inputs to other factors. This includes `Returns` and any factors
created from `Factor.rank` or `Factor.zscore`.
Parameters
----------
target : zipline.pipeline.Term with a numeric dtype
The term used to compute correlations against each column of data
produced by `self`. This may be a Factor, a BoundColumn or a Slice.
If `target` is two-dimensional, correlations are computed
asset-wise.
correlation_length : int
Length of the lookback window over which to compute each
correlation coefficient.
mask : zipline.pipeline.Filter, optional
A Filter describing which assets should have their correlation with
the target slice computed each day.
Returns
-------
correlations : zipline.pipeline.factors.RollingPearson
A new Factor that will compute correlations between `target` and
the columns of `self`.
Examples
--------
Suppose we want to create a factor that computes the correlation
between AAPL's 10-day returns and the 10-day returns of all other
assets, computing each correlation over 30 days. This can be achieved
by doing the following::
returns = Returns(window_length=10)
returns_slice = returns[sid(24)]
aapl_correlations = returns.pearsonr(
target=returns_slice, correlation_length=30,
)
This is equivalent to doing::
aapl_correlations = RollingPearsonOfReturns(
target=sid(24), returns_length=10, correlation_length=30,
)
See Also
--------
:func:`scipy.stats.pearsonr`
:class:`zipline.pipeline.factors.RollingPearsonOfReturns`
:meth:`Factor.spearmanr`
|
[
"Construct",
"a",
"new",
"Factor",
"that",
"computes",
"rolling",
"pearson",
"correlation",
"coefficients",
"between",
"target",
"and",
"the",
"columns",
"of",
"self",
"."
] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/pipeline/factors/factor.py#L656-L716
|
train
|
Constructs a Factor that computes the rolling pearson correlation between the target and the columns of self.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9('\060' + chr(6365 - 6254) + chr(303 - 253) + chr(0b11011 + 0o31) + chr(1656 - 1606), 40105 - 40097), ehT0Px3KOsy9(chr(0b1101 + 0o43) + chr(0b1101111) + '\x35' + '\066', 0b1000), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(0b1100 + 0o45) + '\064' + '\065', 39059 - 39051), ehT0Px3KOsy9('\x30' + chr(111) + chr(656 - 605) + chr(0b110010) + chr(0b110000), 0o10), ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(0b100000 + 0o22) + chr(55), 0b1000), ehT0Px3KOsy9(chr(1602 - 1554) + chr(12292 - 12181) + chr(0b110001) + '\066' + '\064', ord("\x08")), ehT0Px3KOsy9('\060' + '\157' + chr(1117 - 1067) + chr(0b110111) + chr(0b100010 + 0o17), 0o10), ehT0Px3KOsy9('\060' + chr(0b1101111) + chr(631 - 581) + '\065' + chr(0b110001 + 0o3), 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(0b1010110 + 0o31) + '\061' + chr(1288 - 1236) + chr(55), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(815 - 765) + '\067' + chr(0b110100), 53665 - 53657), ehT0Px3KOsy9(chr(48) + chr(0b1001111 + 0o40) + chr(49) + chr(1126 - 1073) + chr(50), 0o10), ehT0Px3KOsy9('\060' + chr(0b1101111) + chr(0b110010) + chr(806 - 757) + chr(0b110101), 37672 - 37664), ehT0Px3KOsy9(chr(0b11 + 0o55) + chr(0b100111 + 0o110) + chr(0b110011) + chr(0b1010 + 0o51) + chr(51), 20492 - 20484), ehT0Px3KOsy9('\060' + chr(2689 - 2578) + chr(1694 - 1644) + '\x33', 24546 - 24538), ehT0Px3KOsy9(chr(48) + chr(0b11010 + 0o125) + chr(50) + chr(0b10 + 0o60) + '\067', 0b1000), ehT0Px3KOsy9(chr(48) + chr(0b111 + 0o150) + chr(0b101101 + 0o5) + chr(851 - 802) + chr(0b100010 + 0o17), 0b1000), ehT0Px3KOsy9(chr(256 - 208) + chr(1550 - 1439) + '\063' + '\062' + chr(53), 0b1000), ehT0Px3KOsy9(chr(0b10110 + 0o32) + chr(7903 - 7792) + chr(668 - 617) + '\063' + chr(0b110010), ord("\x08")), ehT0Px3KOsy9('\060' + '\157' + chr(0b110001) + '\x36', 47458 - 47450), ehT0Px3KOsy9(chr(0b1111 + 0o41) + chr(0b1101111) + chr(0b110011) + chr(48) + chr(0b110001), 0o10), ehT0Px3KOsy9(chr(0b1010 + 0o46) + chr(111) + chr(50) + chr(48) + chr(0b110110), 0o10), ehT0Px3KOsy9(chr(0b100 + 0o54) + '\x6f' + chr(0b111 + 0o55) + '\061', 0b1000), ehT0Px3KOsy9(chr(0b11111 + 0o21) + chr(0b110111 + 0o70) + chr(0b110011) + '\065' + chr(48), 59173 - 59165), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(1161 - 1111) + chr(1233 - 1181) + chr(0b110000 + 0o5), 32102 - 32094), ehT0Px3KOsy9(chr(0b110000) + chr(111) + '\x32' + chr(0b100100 + 0o14) + '\064', 0b1000), ehT0Px3KOsy9(chr(0b100000 + 0o20) + chr(0b1101111) + chr(2099 - 2048) + chr(48) + chr(0b1 + 0o63), 0o10), ehT0Px3KOsy9(chr(48) + '\157' + chr(0b110100) + chr(0b110111), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(1112 - 1061) + chr(48) + '\063', ord("\x08")), ehT0Px3KOsy9('\060' + chr(0b100110 + 0o111) + '\061' + chr(51) + chr(0b11001 + 0o35), ord("\x08")), ehT0Px3KOsy9('\060' + chr(917 - 806) + chr(0b110001) + chr(1951 - 1896), 38918 - 38910), ehT0Px3KOsy9(chr(2127 - 2079) + chr(111) + '\061' + chr(987 - 933) + '\x33', ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(0b1101 + 0o44) + '\x35' + '\x31', ord("\x08")), ehT0Px3KOsy9('\x30' + chr(0b1100011 + 0o14) + '\x33' + chr(0b110010) + chr(0b110101), 8), ehT0Px3KOsy9(chr(48) + chr(0b100 + 0o153) + chr(0b110 + 0o55) + '\063' + '\x37', ord("\x08")), ehT0Px3KOsy9(chr(0b100011 + 0o15) + chr(7467 - 7356) + chr(51) + chr(1572 - 1522) + chr(0b11101 + 0o32), 7213 - 7205), ehT0Px3KOsy9('\x30' + '\x6f' + '\061' + chr(52) + chr(1993 - 1938), 8), ehT0Px3KOsy9('\060' + '\x6f' + chr(590 - 539) + chr(50) + chr(0b101 + 0o56), 3529 - 3521), ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(49) + '\x34', 0o10), ehT0Px3KOsy9(chr(1674 - 1626) + '\157' + '\062' + chr(0b110110) + '\x31', 0o10), ehT0Px3KOsy9('\060' + '\x6f' + chr(1093 - 1042) + chr(556 - 505) + chr(766 - 715), 8)][WVxHKyX45z_L % ehT0Px3KOsy9(chr(1217 - 1169) + chr(0b1101111) + chr(0b100101 + 0o20) + chr(48), 0b1000)] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'\x8c'), chr(0b1100100) + chr(0b1010010 + 0o23) + chr(0b101 + 0o136) + chr(0b100111 + 0o110) + chr(100) + '\145')(chr(10922 - 10805) + '\x74' + '\x66' + chr(0b101101 + 0o0) + '\070') + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def TdKvEiWGtp0p(oVre8I6UXc3b, GR1581dR5rDS, FihGZH3Xnm2P, Iz1jSgUKZDvt=wxCCXClP4Gzp):
(SdllF2l0wtFJ,) = (xafqLlk3kkUe(NPPHb59961Bv(xafqLlk3kkUe(SXOLrMavuUCe(b'\xd1Z\x04\xa4~\x07\xcd\xc5\x04\xdd\x06'), chr(6456 - 6356) + '\x65' + '\143' + '\x6f' + chr(8883 - 8783) + chr(0b1100101))(chr(117) + chr(116) + '\146' + chr(0b101101) + chr(0b110111 + 0o1)), xafqLlk3kkUe(SXOLrMavuUCe(b'\xf0A\t\xbc~\x1a\xde\xfc\x02\xdd\x18\xfe\xb4}'), chr(100) + '\145' + chr(0b1001001 + 0o32) + '\157' + '\x64' + chr(0b1100101))(chr(0b1110101) + chr(0b1110100) + chr(0b1000011 + 0o43) + chr(45) + chr(1000 - 944))), xafqLlk3kkUe(SXOLrMavuUCe(b'\xf0A\t\xbc~\x1a\xde\xfc\x02\xdd\x18\xfe\xb4}'), '\144' + '\x65' + '\143' + '\157' + '\144' + chr(0b1100101))(chr(0b1101010 + 0o13) + chr(0b1110100) + '\x66' + chr(0b101101) + chr(56))),)
return SdllF2l0wtFJ(base_factor=oVre8I6UXc3b, target=GR1581dR5rDS, correlation_length=FihGZH3Xnm2P, mask=Iz1jSgUKZDvt)
|
quantopian/zipline
|
zipline/pipeline/factors/factor.py
|
Factor.spearmanr
|
def spearmanr(self, target, correlation_length, mask=NotSpecified):
"""
Construct a new Factor that computes rolling spearman rank correlation
coefficients between `target` and the columns of `self`.
This method can only be called on factors which are deemed safe for use
as inputs to other factors. This includes `Returns` and any factors
created from `Factor.rank` or `Factor.zscore`.
Parameters
----------
target : zipline.pipeline.Term with a numeric dtype
The term used to compute correlations against each column of data
produced by `self`. This may be a Factor, a BoundColumn or a Slice.
If `target` is two-dimensional, correlations are computed
asset-wise.
correlation_length : int
Length of the lookback window over which to compute each
correlation coefficient.
mask : zipline.pipeline.Filter, optional
A Filter describing which assets should have their correlation with
the target slice computed each day.
Returns
-------
correlations : zipline.pipeline.factors.RollingSpearman
A new Factor that will compute correlations between `target` and
the columns of `self`.
Examples
--------
Suppose we want to create a factor that computes the correlation
between AAPL's 10-day returns and the 10-day returns of all other
assets, computing each correlation over 30 days. This can be achieved
by doing the following::
returns = Returns(window_length=10)
returns_slice = returns[sid(24)]
aapl_correlations = returns.spearmanr(
target=returns_slice, correlation_length=30,
)
This is equivalent to doing::
aapl_correlations = RollingSpearmanOfReturns(
target=sid(24), returns_length=10, correlation_length=30,
)
See Also
--------
:func:`scipy.stats.spearmanr`
:class:`zipline.pipeline.factors.RollingSpearmanOfReturns`
:meth:`Factor.pearsonr`
"""
from .statistical import RollingSpearman
return RollingSpearman(
base_factor=self,
target=target,
correlation_length=correlation_length,
mask=mask,
)
|
python
|
def spearmanr(self, target, correlation_length, mask=NotSpecified):
"""
Construct a new Factor that computes rolling spearman rank correlation
coefficients between `target` and the columns of `self`.
This method can only be called on factors which are deemed safe for use
as inputs to other factors. This includes `Returns` and any factors
created from `Factor.rank` or `Factor.zscore`.
Parameters
----------
target : zipline.pipeline.Term with a numeric dtype
The term used to compute correlations against each column of data
produced by `self`. This may be a Factor, a BoundColumn or a Slice.
If `target` is two-dimensional, correlations are computed
asset-wise.
correlation_length : int
Length of the lookback window over which to compute each
correlation coefficient.
mask : zipline.pipeline.Filter, optional
A Filter describing which assets should have their correlation with
the target slice computed each day.
Returns
-------
correlations : zipline.pipeline.factors.RollingSpearman
A new Factor that will compute correlations between `target` and
the columns of `self`.
Examples
--------
Suppose we want to create a factor that computes the correlation
between AAPL's 10-day returns and the 10-day returns of all other
assets, computing each correlation over 30 days. This can be achieved
by doing the following::
returns = Returns(window_length=10)
returns_slice = returns[sid(24)]
aapl_correlations = returns.spearmanr(
target=returns_slice, correlation_length=30,
)
This is equivalent to doing::
aapl_correlations = RollingSpearmanOfReturns(
target=sid(24), returns_length=10, correlation_length=30,
)
See Also
--------
:func:`scipy.stats.spearmanr`
:class:`zipline.pipeline.factors.RollingSpearmanOfReturns`
:meth:`Factor.pearsonr`
"""
from .statistical import RollingSpearman
return RollingSpearman(
base_factor=self,
target=target,
correlation_length=correlation_length,
mask=mask,
)
|
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"correlation_length",
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",",
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"=",
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",",
")"
] |
Construct a new Factor that computes rolling spearman rank correlation
coefficients between `target` and the columns of `self`.
This method can only be called on factors which are deemed safe for use
as inputs to other factors. This includes `Returns` and any factors
created from `Factor.rank` or `Factor.zscore`.
Parameters
----------
target : zipline.pipeline.Term with a numeric dtype
The term used to compute correlations against each column of data
produced by `self`. This may be a Factor, a BoundColumn or a Slice.
If `target` is two-dimensional, correlations are computed
asset-wise.
correlation_length : int
Length of the lookback window over which to compute each
correlation coefficient.
mask : zipline.pipeline.Filter, optional
A Filter describing which assets should have their correlation with
the target slice computed each day.
Returns
-------
correlations : zipline.pipeline.factors.RollingSpearman
A new Factor that will compute correlations between `target` and
the columns of `self`.
Examples
--------
Suppose we want to create a factor that computes the correlation
between AAPL's 10-day returns and the 10-day returns of all other
assets, computing each correlation over 30 days. This can be achieved
by doing the following::
returns = Returns(window_length=10)
returns_slice = returns[sid(24)]
aapl_correlations = returns.spearmanr(
target=returns_slice, correlation_length=30,
)
This is equivalent to doing::
aapl_correlations = RollingSpearmanOfReturns(
target=sid(24), returns_length=10, correlation_length=30,
)
See Also
--------
:func:`scipy.stats.spearmanr`
:class:`zipline.pipeline.factors.RollingSpearmanOfReturns`
:meth:`Factor.pearsonr`
|
[
"Construct",
"a",
"new",
"Factor",
"that",
"computes",
"rolling",
"spearman",
"rank",
"correlation",
"coefficients",
"between",
"target",
"and",
"the",
"columns",
"of",
"self",
"."
] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/pipeline/factors/factor.py#L721-L781
|
train
|
Constructs a Factor that computes the rolling spearman rank correlation between target and the columns of self.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9('\060' + '\x6f' + chr(1928 - 1878) + chr(324 - 271), 50978 - 50970), ehT0Px3KOsy9('\060' + chr(111) + '\x35' + chr(0b110010), 62047 - 62039), ehT0Px3KOsy9(chr(0b101010 + 0o6) + chr(10554 - 10443) + '\067' + '\x30', 0o10), ehT0Px3KOsy9('\060' + chr(0b1101111) + '\x33', 0b1000), ehT0Px3KOsy9('\x30' + chr(12212 - 12101) + chr(49) + '\061' + '\065', 0o10), ehT0Px3KOsy9(chr(2258 - 2210) + '\157' + chr(49) + chr(0b110111) + '\063', 0o10), ehT0Px3KOsy9('\x30' + chr(11276 - 11165) + chr(0b110001) + chr(53) + chr(2084 - 2032), 0o10), ehT0Px3KOsy9('\060' + chr(111) + chr(0b110100) + chr(51), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(0b110011) + chr(245 - 190) + chr(0b100110 + 0o12), 0b1000), ehT0Px3KOsy9('\060' + chr(0b11010 + 0o125) + chr(0b101000 + 0o13) + chr(53) + '\067', ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(0b10001 + 0o40) + chr(0b110111) + chr(2354 - 2299), 0b1000), ehT0Px3KOsy9(chr(0b100011 + 0o15) + chr(111) + chr(273 - 223) + '\067' + chr(48), 16364 - 16356), ehT0Px3KOsy9(chr(0b11110 + 0o22) + chr(2813 - 2702) + '\063' + '\062' + '\x33', 0o10), ehT0Px3KOsy9(chr(2229 - 2181) + chr(111) + '\x33' + '\x33' + chr(0b110100), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(0b100011 + 0o17) + chr(0b10 + 0o63) + '\062', ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(0b110011 + 0o74) + chr(0b110010) + chr(53) + chr(49), 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(111) + '\063' + chr(1562 - 1513) + chr(0b1100 + 0o51), 0b1000), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(0b101 + 0o56) + chr(0b11100 + 0o26) + chr(699 - 646), ord("\x08")), ehT0Px3KOsy9(chr(48) + '\157' + chr(0b110100) + chr(0b110111), ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(111) + chr(51) + '\060' + '\x37', 38253 - 38245), ehT0Px3KOsy9(chr(0b1 + 0o57) + chr(0b1101111) + chr(50) + '\x31' + '\x36', ord("\x08")), ehT0Px3KOsy9('\060' + chr(111) + '\x35' + chr(2160 - 2112), 31800 - 31792), ehT0Px3KOsy9(chr(1276 - 1228) + chr(10189 - 10078) + '\x33' + chr(0b110010) + chr(1301 - 1253), 61969 - 61961), ehT0Px3KOsy9('\x30' + '\157' + chr(1454 - 1403) + chr(0b100011 + 0o17) + chr(1740 - 1689), 8), ehT0Px3KOsy9(chr(860 - 812) + chr(111) + chr(0b101111 + 0o2) + chr(0b100000 + 0o20) + chr(1866 - 1815), 44188 - 44180), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(49) + '\x30' + '\x36', ord("\x08")), ehT0Px3KOsy9(chr(710 - 662) + '\x6f' + chr(1373 - 1321) + chr(0b101010 + 0o11), 8), ehT0Px3KOsy9(chr(238 - 190) + chr(111) + chr(0b110011) + chr(51) + chr(1890 - 1836), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(0b110010) + '\x37', ord("\x08")), ehT0Px3KOsy9(chr(0b1001 + 0o47) + '\x6f' + chr(51) + '\066' + '\x35', 28827 - 28819), ehT0Px3KOsy9('\060' + chr(0b1101111) + chr(50) + '\x36' + chr(0b101111 + 0o5), 33606 - 33598), ehT0Px3KOsy9(chr(0b11100 + 0o24) + '\x6f' + chr(0b110001) + '\061' + chr(1091 - 1042), ord("\x08")), ehT0Px3KOsy9('\060' + chr(111) + '\063' + chr(0b110000) + chr(1443 - 1389), ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(0b110 + 0o151) + chr(0b110011) + chr(1024 - 970) + chr(0b100011 + 0o15), 15881 - 15873), ehT0Px3KOsy9(chr(0b101011 + 0o5) + '\x6f' + chr(0b10111 + 0o37) + chr(0b110111), 0b1000), ehT0Px3KOsy9('\060' + '\x6f' + chr(1626 - 1576) + chr(51) + '\062', 0b1000), ehT0Px3KOsy9(chr(629 - 581) + chr(0b1101111) + chr(0b110001) + chr(0b10010 + 0o44) + chr(0b110 + 0o53), ord("\x08")), ehT0Px3KOsy9('\x30' + chr(111) + chr(51) + chr(54) + chr(0b10101 + 0o40), 8), ehT0Px3KOsy9(chr(0b100010 + 0o16) + chr(0b1101111) + chr(0b1010 + 0o51) + chr(57 - 6) + '\062', 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(0b111 + 0o150) + chr(981 - 931) + chr(53) + chr(0b110011), 0b1000)][WVxHKyX45z_L % ehT0Px3KOsy9('\x30' + chr(0b1101111) + chr(0b1110 + 0o47) + chr(2005 - 1957), 8)] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b';'), '\x64' + chr(0b1100101) + '\143' + chr(0b1101111) + '\x64' + chr(0b1100101))('\x75' + chr(3875 - 3759) + chr(102) + chr(45) + chr(1421 - 1365)) + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def YFnpSFjvcSZA(oVre8I6UXc3b, GR1581dR5rDS, FihGZH3Xnm2P, Iz1jSgUKZDvt=wxCCXClP4Gzp):
(UuxwN7O9gMeu,) = (xafqLlk3kkUe(NPPHb59961Bv(xafqLlk3kkUe(SXOLrMavuUCe(b'f^Yw$\x08\x18J\x9b\x8e\x13'), '\x64' + chr(101) + '\143' + chr(7430 - 7319) + chr(100) + chr(0b10011 + 0o122))(chr(0b1110101) + '\164' + '\x66' + '\055' + chr(56)), xafqLlk3kkUe(SXOLrMavuUCe(b'GETo$\x15\x0bp\x88\x8a\x1e\xca\xbe\xbd\xc4'), chr(100) + chr(0b111111 + 0o46) + chr(0b1100011) + '\x6f' + chr(9092 - 8992) + chr(0b1100101))(chr(0b1110101) + '\164' + chr(0b1100110) + chr(0b101101) + '\x38')), xafqLlk3kkUe(SXOLrMavuUCe(b'GETo$\x15\x0bp\x88\x8a\x1e\xca\xbe\xbd\xc4'), chr(100) + '\145' + chr(0b1001111 + 0o24) + '\157' + chr(0b1000110 + 0o36) + '\145')(chr(1929 - 1812) + chr(0b0 + 0o164) + chr(0b1100110) + chr(0b100011 + 0o12) + chr(56))),)
return UuxwN7O9gMeu(base_factor=oVre8I6UXc3b, target=GR1581dR5rDS, correlation_length=FihGZH3Xnm2P, mask=Iz1jSgUKZDvt)
|
quantopian/zipline
|
zipline/pipeline/factors/factor.py
|
Factor.linear_regression
|
def linear_regression(self, target, regression_length, mask=NotSpecified):
"""
Construct a new Factor that performs an ordinary least-squares
regression predicting the columns of `self` from `target`.
This method can only be called on factors which are deemed safe for use
as inputs to other factors. This includes `Returns` and any factors
created from `Factor.rank` or `Factor.zscore`.
Parameters
----------
target : zipline.pipeline.Term with a numeric dtype
The term to use as the predictor/independent variable in each
regression. This may be a Factor, a BoundColumn or a Slice. If
`target` is two-dimensional, regressions are computed asset-wise.
regression_length : int
Length of the lookback window over which to compute each
regression.
mask : zipline.pipeline.Filter, optional
A Filter describing which assets should be regressed with the
target slice each day.
Returns
-------
regressions : zipline.pipeline.factors.RollingLinearRegression
A new Factor that will compute linear regressions of `target`
against the columns of `self`.
Examples
--------
Suppose we want to create a factor that regresses AAPL's 10-day returns
against the 10-day returns of all other assets, computing each
regression over 30 days. This can be achieved by doing the following::
returns = Returns(window_length=10)
returns_slice = returns[sid(24)]
aapl_regressions = returns.linear_regression(
target=returns_slice, regression_length=30,
)
This is equivalent to doing::
aapl_regressions = RollingLinearRegressionOfReturns(
target=sid(24), returns_length=10, regression_length=30,
)
See Also
--------
:func:`scipy.stats.linregress`
:class:`zipline.pipeline.factors.RollingLinearRegressionOfReturns`
"""
from .statistical import RollingLinearRegression
return RollingLinearRegression(
dependent=self,
independent=target,
regression_length=regression_length,
mask=mask,
)
|
python
|
def linear_regression(self, target, regression_length, mask=NotSpecified):
"""
Construct a new Factor that performs an ordinary least-squares
regression predicting the columns of `self` from `target`.
This method can only be called on factors which are deemed safe for use
as inputs to other factors. This includes `Returns` and any factors
created from `Factor.rank` or `Factor.zscore`.
Parameters
----------
target : zipline.pipeline.Term with a numeric dtype
The term to use as the predictor/independent variable in each
regression. This may be a Factor, a BoundColumn or a Slice. If
`target` is two-dimensional, regressions are computed asset-wise.
regression_length : int
Length of the lookback window over which to compute each
regression.
mask : zipline.pipeline.Filter, optional
A Filter describing which assets should be regressed with the
target slice each day.
Returns
-------
regressions : zipline.pipeline.factors.RollingLinearRegression
A new Factor that will compute linear regressions of `target`
against the columns of `self`.
Examples
--------
Suppose we want to create a factor that regresses AAPL's 10-day returns
against the 10-day returns of all other assets, computing each
regression over 30 days. This can be achieved by doing the following::
returns = Returns(window_length=10)
returns_slice = returns[sid(24)]
aapl_regressions = returns.linear_regression(
target=returns_slice, regression_length=30,
)
This is equivalent to doing::
aapl_regressions = RollingLinearRegressionOfReturns(
target=sid(24), returns_length=10, regression_length=30,
)
See Also
--------
:func:`scipy.stats.linregress`
:class:`zipline.pipeline.factors.RollingLinearRegressionOfReturns`
"""
from .statistical import RollingLinearRegression
return RollingLinearRegression(
dependent=self,
independent=target,
regression_length=regression_length,
mask=mask,
)
|
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"target",
",",
"regression_length",
"=",
"regression_length",
",",
"mask",
"=",
"mask",
",",
")"
] |
Construct a new Factor that performs an ordinary least-squares
regression predicting the columns of `self` from `target`.
This method can only be called on factors which are deemed safe for use
as inputs to other factors. This includes `Returns` and any factors
created from `Factor.rank` or `Factor.zscore`.
Parameters
----------
target : zipline.pipeline.Term with a numeric dtype
The term to use as the predictor/independent variable in each
regression. This may be a Factor, a BoundColumn or a Slice. If
`target` is two-dimensional, regressions are computed asset-wise.
regression_length : int
Length of the lookback window over which to compute each
regression.
mask : zipline.pipeline.Filter, optional
A Filter describing which assets should be regressed with the
target slice each day.
Returns
-------
regressions : zipline.pipeline.factors.RollingLinearRegression
A new Factor that will compute linear regressions of `target`
against the columns of `self`.
Examples
--------
Suppose we want to create a factor that regresses AAPL's 10-day returns
against the 10-day returns of all other assets, computing each
regression over 30 days. This can be achieved by doing the following::
returns = Returns(window_length=10)
returns_slice = returns[sid(24)]
aapl_regressions = returns.linear_regression(
target=returns_slice, regression_length=30,
)
This is equivalent to doing::
aapl_regressions = RollingLinearRegressionOfReturns(
target=sid(24), returns_length=10, regression_length=30,
)
See Also
--------
:func:`scipy.stats.linregress`
:class:`zipline.pipeline.factors.RollingLinearRegressionOfReturns`
|
[
"Construct",
"a",
"new",
"Factor",
"that",
"performs",
"an",
"ordinary",
"least",
"-",
"squares",
"regression",
"predicting",
"the",
"columns",
"of",
"self",
"from",
"target",
"."
] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/pipeline/factors/factor.py#L786-L843
|
train
|
Construct a Factor that performs a linear regression predicting the columns of self from target.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9(chr(2216 - 2168) + chr(0b1100 + 0o143) + chr(50) + chr(55) + chr(1328 - 1277), 62573 - 62565), ehT0Px3KOsy9(chr(794 - 746) + chr(0b110001 + 0o76) + '\x31' + chr(0b110110) + chr(766 - 718), 31653 - 31645), ehT0Px3KOsy9(chr(48) + chr(111) + chr(0b110011) + '\x33', 47386 - 47378), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(725 - 676) + '\060' + '\x35', 0b1000), ehT0Px3KOsy9('\060' + chr(111) + chr(0b100001 + 0o20) + chr(0b110100) + '\x34', 0o10), ehT0Px3KOsy9(chr(757 - 709) + chr(0b101001 + 0o106) + '\065' + chr(0b110110), ord("\x08")), ehT0Px3KOsy9(chr(138 - 90) + '\157' + chr(51), 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(0b100010 + 0o115) + chr(1399 - 1348) + chr(48) + chr(0b101100 + 0o6), 46118 - 46110), ehT0Px3KOsy9(chr(772 - 724) + '\x6f' + chr(1473 - 1424) + chr(53) + '\x33', ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(2557 - 2506) + '\062' + chr(51), 0b1000), ehT0Px3KOsy9(chr(48) + chr(111) + chr(0b11110 + 0o23) + chr(0b1110 + 0o43) + chr(1081 - 1026), ord("\x08")), ehT0Px3KOsy9(chr(170 - 122) + '\157' + '\x31' + chr(0b110101), ord("\x08")), ehT0Px3KOsy9('\x30' + '\x6f' + chr(0b110011) + '\067' + '\x33', 54278 - 54270), ehT0Px3KOsy9(chr(0b110000) + chr(9935 - 9824) + chr(0b11110 + 0o26) + chr(48), 0b1000), ehT0Px3KOsy9(chr(48) + '\x6f' + chr(0b110001) + '\x36' + chr(0b110010), 0b1000), ehT0Px3KOsy9(chr(48) + chr(0b1100000 + 0o17) + chr(433 - 382) + chr(1082 - 1031) + chr(49), 0o10), ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(473 - 422) + '\x37' + chr(53), 34769 - 34761), ehT0Px3KOsy9('\060' + '\x6f' + '\062' + '\060' + chr(0b110000), 40960 - 40952), ehT0Px3KOsy9('\060' + chr(4078 - 3967) + '\062' + chr(0b110101) + '\x34', 0o10), ehT0Px3KOsy9('\060' + '\157' + '\064' + chr(0b1 + 0o64), 9593 - 9585), ehT0Px3KOsy9(chr(0b0 + 0o60) + chr(111) + '\x33' + chr(0b110111) + '\066', 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(0b110011) + '\062' + chr(0b110110), ord("\x08")), ehT0Px3KOsy9(chr(48) + '\x6f' + chr(0b110001) + '\x34' + chr(400 - 350), 0o10), ehT0Px3KOsy9(chr(2264 - 2216) + '\157' + chr(1954 - 1903) + '\x33' + chr(50), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(1104 - 1053) + chr(49) + chr(0b110110), 45168 - 45160), ehT0Px3KOsy9(chr(48) + '\157' + chr(0b110001) + chr(48) + '\x35', 8), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + '\062' + chr(0b110001) + '\065', 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(111) + '\061' + '\064' + chr(1177 - 1128), ord("\x08")), ehT0Px3KOsy9('\060' + chr(8949 - 8838) + '\x31' + chr(50) + chr(0b11 + 0o57), ord("\x08")), ehT0Px3KOsy9(chr(0b100111 + 0o11) + chr(0b1100011 + 0o14) + chr(50) + '\067' + chr(0b110010), 30372 - 30364), ehT0Px3KOsy9('\060' + chr(0b1 + 0o156) + '\x31' + chr(54) + '\x36', ord("\x08")), ehT0Px3KOsy9(chr(2019 - 1971) + chr(111) + chr(0b110011) + chr(53) + chr(0b101111 + 0o4), 38959 - 38951), ehT0Px3KOsy9('\060' + chr(0b1101111) + '\066' + '\060', 50975 - 50967), ehT0Px3KOsy9('\060' + chr(111) + chr(2324 - 2275) + '\x30' + '\063', 45792 - 45784), ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(0b110111) + '\065', 26660 - 26652), ehT0Px3KOsy9('\x30' + '\157' + '\063' + chr(0b11111 + 0o23) + chr(50), ord("\x08")), ehT0Px3KOsy9('\060' + chr(0b1001100 + 0o43) + chr(0b110111) + chr(1047 - 996), 0b1000), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + '\063' + chr(48) + chr(2074 - 2023), 0b1000), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + '\063' + '\x37' + chr(0b1001 + 0o56), ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(0b101010 + 0o105) + chr(1348 - 1298) + chr(0b110110) + '\x35', 12048 - 12040)][WVxHKyX45z_L % ehT0Px3KOsy9('\x30' + chr(0b1011110 + 0o21) + '\x35' + chr(2171 - 2123), 36895 - 36887)] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'\x95'), chr(100) + chr(0b1100101) + chr(6448 - 6349) + '\x6f' + chr(0b1100100) + '\145')(chr(0b1110101) + chr(0b1110 + 0o146) + chr(102) + chr(0b101101) + chr(0b10011 + 0o45)) + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def jdeMVXKA6GHc(oVre8I6UXc3b, GR1581dR5rDS, OrV86cMCupie, Iz1jSgUKZDvt=wxCCXClP4Gzp):
(NcMyZhE2WnAT,) = (xafqLlk3kkUe(NPPHb59961Bv(xafqLlk3kkUe(SXOLrMavuUCe(b'\xc8\x04z1\r]w\xab\x08\xb2#'), '\144' + chr(0b1100 + 0o131) + '\143' + '\x6f' + chr(7750 - 7650) + '\x65')(chr(11932 - 11815) + chr(7045 - 6929) + chr(621 - 519) + chr(245 - 200) + '\070'), xafqLlk3kkUe(SXOLrMavuUCe(b'\xe9\x1fw)\r@d\x8e\x02\xbd*l\x89r\x17\xbe\x8f\xe5\xdfV\x97\xb9\x0c'), chr(5767 - 5667) + chr(101) + chr(0b1100001 + 0o2) + '\157' + chr(0b11000 + 0o114) + chr(0b110001 + 0o64))('\x75' + chr(6828 - 6712) + chr(0b11 + 0o143) + chr(1171 - 1126) + chr(56))), xafqLlk3kkUe(SXOLrMavuUCe(b'\xe9\x1fw)\r@d\x8e\x02\xbd*l\x89r\x17\xbe\x8f\xe5\xdfV\x97\xb9\x0c'), chr(100) + chr(101) + chr(0b1100011) + chr(4896 - 4785) + '\x64' + '\x65')('\165' + '\164' + chr(0b1100110) + chr(0b10110 + 0o27) + '\x38')),)
return NcMyZhE2WnAT(dependent=oVre8I6UXc3b, independent=GR1581dR5rDS, regression_length=OrV86cMCupie, mask=Iz1jSgUKZDvt)
|
quantopian/zipline
|
zipline/pipeline/factors/factor.py
|
Factor.winsorize
|
def winsorize(self,
min_percentile,
max_percentile,
mask=NotSpecified,
groupby=NotSpecified):
"""
Construct a new factor that winsorizes the result of this factor.
Winsorizing changes values ranked less than the minimum percentile to
the value at the minimum percentile. Similarly, values ranking above
the maximum percentile are changed to the value at the maximum
percentile.
Winsorizing is useful for limiting the impact of extreme data points
without completely removing those points.
If ``mask`` is supplied, ignore values where ``mask`` returns False
when computing percentile cutoffs, and output NaN anywhere the mask is
False.
If ``groupby`` is supplied, winsorization is applied separately
separately to each group defined by ``groupby``.
Parameters
----------
min_percentile: float, int
Entries with values at or below this percentile will be replaced
with the (len(input) * min_percentile)th lowest value. If low
values should not be clipped, use 0.
max_percentile: float, int
Entries with values at or above this percentile will be replaced
with the (len(input) * max_percentile)th lowest value. If high
values should not be clipped, use 1.
mask : zipline.pipeline.Filter, optional
A Filter defining values to ignore when winsorizing.
groupby : zipline.pipeline.Classifier, optional
A classifier defining partitions over which to winsorize.
Returns
-------
winsorized : zipline.pipeline.Factor
A Factor producing a winsorized version of self.
Examples
--------
.. code-block:: python
price = USEquityPricing.close.latest
columns={
'PRICE': price,
'WINSOR_1: price.winsorize(
min_percentile=0.25, max_percentile=0.75
),
'WINSOR_2': price.winsorize(
min_percentile=0.50, max_percentile=1.0
),
'WINSOR_3': price.winsorize(
min_percentile=0.0, max_percentile=0.5
),
}
Given a pipeline with columns, defined above, the result for a
given day could look like:
::
'PRICE' 'WINSOR_1' 'WINSOR_2' 'WINSOR_3'
Asset_1 1 2 4 3
Asset_2 2 2 4 3
Asset_3 3 3 4 3
Asset_4 4 4 4 4
Asset_5 5 5 5 4
Asset_6 6 5 5 4
See Also
--------
:func:`scipy.stats.mstats.winsorize`
:meth:`pandas.DataFrame.groupby`
"""
if not 0.0 <= min_percentile < max_percentile <= 1.0:
raise BadPercentileBounds(
min_percentile=min_percentile,
max_percentile=max_percentile,
upper_bound=1.0,
)
return GroupedRowTransform(
transform=winsorize,
transform_args=(min_percentile, max_percentile),
factor=self,
groupby=groupby,
dtype=self.dtype,
missing_value=self.missing_value,
mask=mask,
window_safe=self.window_safe,
)
|
python
|
def winsorize(self,
min_percentile,
max_percentile,
mask=NotSpecified,
groupby=NotSpecified):
"""
Construct a new factor that winsorizes the result of this factor.
Winsorizing changes values ranked less than the minimum percentile to
the value at the minimum percentile. Similarly, values ranking above
the maximum percentile are changed to the value at the maximum
percentile.
Winsorizing is useful for limiting the impact of extreme data points
without completely removing those points.
If ``mask`` is supplied, ignore values where ``mask`` returns False
when computing percentile cutoffs, and output NaN anywhere the mask is
False.
If ``groupby`` is supplied, winsorization is applied separately
separately to each group defined by ``groupby``.
Parameters
----------
min_percentile: float, int
Entries with values at or below this percentile will be replaced
with the (len(input) * min_percentile)th lowest value. If low
values should not be clipped, use 0.
max_percentile: float, int
Entries with values at or above this percentile will be replaced
with the (len(input) * max_percentile)th lowest value. If high
values should not be clipped, use 1.
mask : zipline.pipeline.Filter, optional
A Filter defining values to ignore when winsorizing.
groupby : zipline.pipeline.Classifier, optional
A classifier defining partitions over which to winsorize.
Returns
-------
winsorized : zipline.pipeline.Factor
A Factor producing a winsorized version of self.
Examples
--------
.. code-block:: python
price = USEquityPricing.close.latest
columns={
'PRICE': price,
'WINSOR_1: price.winsorize(
min_percentile=0.25, max_percentile=0.75
),
'WINSOR_2': price.winsorize(
min_percentile=0.50, max_percentile=1.0
),
'WINSOR_3': price.winsorize(
min_percentile=0.0, max_percentile=0.5
),
}
Given a pipeline with columns, defined above, the result for a
given day could look like:
::
'PRICE' 'WINSOR_1' 'WINSOR_2' 'WINSOR_3'
Asset_1 1 2 4 3
Asset_2 2 2 4 3
Asset_3 3 3 4 3
Asset_4 4 4 4 4
Asset_5 5 5 5 4
Asset_6 6 5 5 4
See Also
--------
:func:`scipy.stats.mstats.winsorize`
:meth:`pandas.DataFrame.groupby`
"""
if not 0.0 <= min_percentile < max_percentile <= 1.0:
raise BadPercentileBounds(
min_percentile=min_percentile,
max_percentile=max_percentile,
upper_bound=1.0,
)
return GroupedRowTransform(
transform=winsorize,
transform_args=(min_percentile, max_percentile),
factor=self,
groupby=groupby,
dtype=self.dtype,
missing_value=self.missing_value,
mask=mask,
window_safe=self.window_safe,
)
|
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] |
Construct a new factor that winsorizes the result of this factor.
Winsorizing changes values ranked less than the minimum percentile to
the value at the minimum percentile. Similarly, values ranking above
the maximum percentile are changed to the value at the maximum
percentile.
Winsorizing is useful for limiting the impact of extreme data points
without completely removing those points.
If ``mask`` is supplied, ignore values where ``mask`` returns False
when computing percentile cutoffs, and output NaN anywhere the mask is
False.
If ``groupby`` is supplied, winsorization is applied separately
separately to each group defined by ``groupby``.
Parameters
----------
min_percentile: float, int
Entries with values at or below this percentile will be replaced
with the (len(input) * min_percentile)th lowest value. If low
values should not be clipped, use 0.
max_percentile: float, int
Entries with values at or above this percentile will be replaced
with the (len(input) * max_percentile)th lowest value. If high
values should not be clipped, use 1.
mask : zipline.pipeline.Filter, optional
A Filter defining values to ignore when winsorizing.
groupby : zipline.pipeline.Classifier, optional
A classifier defining partitions over which to winsorize.
Returns
-------
winsorized : zipline.pipeline.Factor
A Factor producing a winsorized version of self.
Examples
--------
.. code-block:: python
price = USEquityPricing.close.latest
columns={
'PRICE': price,
'WINSOR_1: price.winsorize(
min_percentile=0.25, max_percentile=0.75
),
'WINSOR_2': price.winsorize(
min_percentile=0.50, max_percentile=1.0
),
'WINSOR_3': price.winsorize(
min_percentile=0.0, max_percentile=0.5
),
}
Given a pipeline with columns, defined above, the result for a
given day could look like:
::
'PRICE' 'WINSOR_1' 'WINSOR_2' 'WINSOR_3'
Asset_1 1 2 4 3
Asset_2 2 2 4 3
Asset_3 3 3 4 3
Asset_4 4 4 4 4
Asset_5 5 5 5 4
Asset_6 6 5 5 4
See Also
--------
:func:`scipy.stats.mstats.winsorize`
:meth:`pandas.DataFrame.groupby`
|
[
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"new",
"factor",
"that",
"winsorizes",
"the",
"result",
"of",
"this",
"factor",
"."
] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/pipeline/factors/factor.py#L852-L947
|
train
|
Returns a new factor that winsorizes the result of this factor.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9(chr(48) + chr(0b1001110 + 0o41) + chr(50) + chr(0b110110), 24179 - 24171), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(51) + chr(0b111 + 0o60) + chr(52), 0o10), ehT0Px3KOsy9(chr(48) + '\157' + chr(55) + chr(0b110101), ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(0b1011011 + 0o24) + chr(0b110010 + 0o3) + chr(50), ord("\x08")), ehT0Px3KOsy9(chr(1086 - 1038) + chr(0b100110 + 0o111) + '\062' + chr(0b11001 + 0o35) + chr(1436 - 1381), 0b1000), ehT0Px3KOsy9('\x30' + chr(1379 - 1268) + '\x32' + '\x34' + chr(2274 - 2221), 0o10), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + '\063' + chr(1455 - 1407) + chr(320 - 268), 0o10), ehT0Px3KOsy9('\060' + chr(0b1101111) + chr(1079 - 1030) + '\x31' + chr(980 - 926), 34968 - 34960), ehT0Px3KOsy9(chr(48) + '\157' + chr(0b110010) + chr(0b110010) + chr(781 - 730), 13196 - 13188), ehT0Px3KOsy9('\x30' + '\157' + chr(51) + '\064', 0o10), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(0b100110 + 0o14) + chr(0b110111) + chr(1519 - 1470), 0b1000), ehT0Px3KOsy9(chr(729 - 681) + '\x6f' + chr(2100 - 2046) + chr(49), 17672 - 17664), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + '\063' + chr(49) + chr(48), 0b1000), ehT0Px3KOsy9(chr(0b11000 + 0o30) + chr(0b1010110 + 0o31) + '\x33' + '\062' + chr(1462 - 1413), ord("\x08")), ehT0Px3KOsy9('\060' + chr(2112 - 2001) + chr(0b110001) + '\066' + chr(168 - 119), ord("\x08")), ehT0Px3KOsy9(chr(1929 - 1881) + '\157' + chr(50) + '\061' + chr(0b110000), 0b1000), ehT0Px3KOsy9('\x30' + '\157' + '\061' + chr(0b100001 + 0o25) + chr(0b110100), 61828 - 61820), ehT0Px3KOsy9(chr(1589 - 1541) + chr(0b10000 + 0o137) + chr(0b100100 + 0o16) + chr(0b110001) + chr(0b110010), 0b1000), ehT0Px3KOsy9('\x30' + chr(9442 - 9331) + chr(2419 - 2366) + chr(51), 0b1000), ehT0Px3KOsy9(chr(48) + '\157' + chr(1443 - 1393) + '\x36' + chr(2285 - 2230), 8), ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(49) + chr(0b1110 + 0o47) + chr(0b110010), 0o10), ehT0Px3KOsy9(chr(0b11000 + 0o30) + chr(0b1001 + 0o146) + chr(53) + chr(53), 16452 - 16444), ehT0Px3KOsy9(chr(0b10011 + 0o35) + chr(0b101110 + 0o101) + '\061' + '\x34' + chr(0b110100), 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(0b101111 + 0o100) + chr(0b110011) + chr(51), ord("\x08")), ehT0Px3KOsy9(chr(717 - 669) + chr(0b1101001 + 0o6) + chr(51) + chr(53), ord("\x08")), ehT0Px3KOsy9('\x30' + '\x6f' + chr(353 - 303) + '\063' + '\067', 12663 - 12655), ehT0Px3KOsy9(chr(1880 - 1832) + chr(111) + chr(0b10000 + 0o43) + chr(54) + '\066', ord("\x08")), ehT0Px3KOsy9('\060' + chr(111) + chr(49) + '\x35' + chr(54), 37270 - 37262), ehT0Px3KOsy9('\060' + '\x6f' + '\x32' + chr(0b110000) + chr(0b110011), 3734 - 3726), ehT0Px3KOsy9(chr(48) + '\x6f' + chr(0b101111 + 0o2) + chr(50), ord("\x08")), ehT0Px3KOsy9('\060' + chr(111) + chr(1731 - 1676) + '\x30', 56393 - 56385), ehT0Px3KOsy9('\x30' + chr(111) + '\x35' + chr(0b110100), 0b1000), ehT0Px3KOsy9(chr(0b11010 + 0o26) + chr(0b10100 + 0o133) + chr(49) + chr(0b110010), 8), ehT0Px3KOsy9(chr(183 - 135) + chr(0b1101111) + chr(49) + chr(50) + chr(0b100011 + 0o24), 30177 - 30169), ehT0Px3KOsy9('\x30' + chr(0b1101111) + chr(53) + chr(0b110100 + 0o0), 8), ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(0b110101) + chr(0b10111 + 0o40), 0b1000), ehT0Px3KOsy9('\x30' + chr(111) + chr(0b110001) + chr(0b100011 + 0o22) + chr(0b111 + 0o53), 8), ehT0Px3KOsy9(chr(796 - 748) + chr(111) + chr(0b110011) + '\064' + chr(960 - 905), ord("\x08")), ehT0Px3KOsy9('\x30' + '\x6f' + chr(1163 - 1112) + chr(53) + chr(2340 - 2288), 0o10), ehT0Px3KOsy9('\x30' + chr(111) + chr(0b1011 + 0o50) + chr(49) + '\x34', 0b1000)][WVxHKyX45z_L % ehT0Px3KOsy9('\x30' + chr(111) + chr(0b110101) + chr(0b100110 + 0o12), ord("\x08"))] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'8'), chr(100) + '\x65' + chr(99) + chr(0b1001110 + 0o41) + '\144' + chr(730 - 629))(chr(7059 - 6942) + '\x74' + chr(102) + chr(0b11000 + 0o25) + chr(56)) + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def eBBWzLq91Kdg(oVre8I6UXc3b, aBl6WwGvrXAi, XtZb6jTc6QwP, Iz1jSgUKZDvt=wxCCXClP4Gzp, MRtOn47tdSTy=wxCCXClP4Gzp):
if not 0.0 <= aBl6WwGvrXAi < XtZb6jTc6QwP <= 1.0:
raise Xw0jWJH4Z3As(min_percentile=aBl6WwGvrXAi, max_percentile=XtZb6jTc6QwP, upper_bound=1.0)
return hvPM5R9DRrfI(transform=eBBWzLq91Kdg, transform_args=(aBl6WwGvrXAi, XtZb6jTc6QwP), factor=oVre8I6UXc3b, groupby=MRtOn47tdSTy, dtype=xafqLlk3kkUe(oVre8I6UXc3b, xafqLlk3kkUe(SXOLrMavuUCe(b'|\xafk\x13\xfe\xee\xaa+\xfeT\x8ez'), chr(100) + chr(101) + chr(99) + chr(111) + '\144' + '\x65')(chr(117) + chr(0b1011010 + 0o32) + chr(2223 - 2121) + chr(45) + '\070')), missing_value=xafqLlk3kkUe(oVre8I6UXc3b, xafqLlk3kkUe(SXOLrMavuUCe(b'u\xb1\x0bl\xe4\xfc\x8b}\xe5L\xcc['), '\x64' + chr(1290 - 1189) + '\x63' + '\157' + chr(237 - 137) + chr(0b1010011 + 0o22))('\165' + '\x74' + chr(0b1100110) + chr(0b101101) + chr(0b111000))), mask=Iz1jSgUKZDvt, window_safe=xafqLlk3kkUe(oVre8I6UXc3b, xafqLlk3kkUe(SXOLrMavuUCe(b'Y\xa3U\x1a\xde\xef\x9b$\xe2*\xffi'), chr(7217 - 7117) + chr(9132 - 9031) + chr(1216 - 1117) + '\157' + '\144' + '\x65')(chr(0b1000111 + 0o56) + '\164' + chr(102) + chr(45) + chr(0b100110 + 0o22))))
|
quantopian/zipline
|
zipline/pipeline/factors/factor.py
|
Factor.quantiles
|
def quantiles(self, bins, mask=NotSpecified):
"""
Construct a Classifier computing quantiles of the output of ``self``.
Every non-NaN data point the output is labelled with an integer value
from 0 to (bins - 1). NaNs are labelled with -1.
If ``mask`` is supplied, ignore data points in locations for which
``mask`` produces False, and emit a label of -1 at those locations.
Parameters
----------
bins : int
Number of bins labels to compute.
mask : zipline.pipeline.Filter, optional
Mask of values to ignore when computing quantiles.
Returns
-------
quantiles : zipline.pipeline.classifiers.Quantiles
A Classifier producing integer labels ranging from 0 to (bins - 1).
"""
if mask is NotSpecified:
mask = self.mask
return Quantiles(inputs=(self,), bins=bins, mask=mask)
|
python
|
def quantiles(self, bins, mask=NotSpecified):
"""
Construct a Classifier computing quantiles of the output of ``self``.
Every non-NaN data point the output is labelled with an integer value
from 0 to (bins - 1). NaNs are labelled with -1.
If ``mask`` is supplied, ignore data points in locations for which
``mask`` produces False, and emit a label of -1 at those locations.
Parameters
----------
bins : int
Number of bins labels to compute.
mask : zipline.pipeline.Filter, optional
Mask of values to ignore when computing quantiles.
Returns
-------
quantiles : zipline.pipeline.classifiers.Quantiles
A Classifier producing integer labels ranging from 0 to (bins - 1).
"""
if mask is NotSpecified:
mask = self.mask
return Quantiles(inputs=(self,), bins=bins, mask=mask)
|
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"return",
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"(",
"self",
",",
")",
",",
"bins",
"=",
"bins",
",",
"mask",
"=",
"mask",
")"
] |
Construct a Classifier computing quantiles of the output of ``self``.
Every non-NaN data point the output is labelled with an integer value
from 0 to (bins - 1). NaNs are labelled with -1.
If ``mask`` is supplied, ignore data points in locations for which
``mask`` produces False, and emit a label of -1 at those locations.
Parameters
----------
bins : int
Number of bins labels to compute.
mask : zipline.pipeline.Filter, optional
Mask of values to ignore when computing quantiles.
Returns
-------
quantiles : zipline.pipeline.classifiers.Quantiles
A Classifier producing integer labels ranging from 0 to (bins - 1).
|
[
"Construct",
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"Classifier",
"computing",
"quantiles",
"of",
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"output",
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"self",
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] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/pipeline/factors/factor.py#L950-L974
|
train
|
Constructs a Quantiles object which computes the quantiles of the output of this object.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9('\x30' + '\x6f' + '\x33' + '\064' + chr(1814 - 1760), ord("\x08")), ehT0Px3KOsy9(chr(0b101 + 0o53) + chr(12173 - 12062) + '\063' + chr(1991 - 1937) + chr(52), 46638 - 46630), ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(0b110011) + '\x35' + chr(1564 - 1514), 0b1000), ehT0Px3KOsy9(chr(1972 - 1924) + '\x6f' + chr(347 - 298) + chr(0b11111 + 0o21) + chr(0b110101), 0b1000), ehT0Px3KOsy9(chr(1189 - 1141) + chr(0b1101111) + '\x32' + '\x36' + chr(49), 0o10), ehT0Px3KOsy9('\060' + '\157' + chr(49) + chr(0b110011 + 0o4) + '\066', 31803 - 31795), ehT0Px3KOsy9(chr(0b10101 + 0o33) + '\x6f' + chr(51) + '\x31' + '\066', 5516 - 5508), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(785 - 735) + '\x35' + '\x37', ord("\x08")), ehT0Px3KOsy9(chr(2068 - 2020) + chr(111) + chr(0b110010) + '\067' + '\065', 0o10), ehT0Px3KOsy9(chr(0b101 + 0o53) + chr(0b1000100 + 0o53) + chr(49) + '\x30' + '\065', 8), ehT0Px3KOsy9(chr(48) + chr(0b111110 + 0o61) + chr(1388 - 1333) + chr(0b10101 + 0o40), 1102 - 1094), ehT0Px3KOsy9(chr(0b110000) + chr(7339 - 7228) + chr(0b1000 + 0o52) + chr(0b110010) + chr(0b1001 + 0o56), 29770 - 29762), ehT0Px3KOsy9(chr(0b110000) + '\157' + '\x31' + chr(0b110010) + chr(51), ord("\x08")), ehT0Px3KOsy9(chr(0b0 + 0o60) + chr(0b1101111) + '\063' + chr(2276 - 2223) + chr(0b1101 + 0o44), 29758 - 29750), ehT0Px3KOsy9('\x30' + chr(111) + '\x33' + '\x37' + chr(2356 - 2302), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(477 - 366) + chr(0b110000 + 0o3) + chr(0b110100) + chr(0b110011), 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(2203 - 2151) + '\064', 0o10), ehT0Px3KOsy9(chr(0b11111 + 0o21) + chr(0b111000 + 0o67) + '\062' + chr(1151 - 1099) + chr(0b110111), 0o10), ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(0b110011) + chr(0b100100 + 0o14) + '\x33', 0o10), ehT0Px3KOsy9('\060' + chr(0b101100 + 0o103) + chr(50) + '\x31' + chr(430 - 379), 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(10388 - 10277) + chr(1090 - 1040) + chr(54) + chr(0b101111 + 0o7), 0b1000), ehT0Px3KOsy9('\060' + chr(0b1000011 + 0o54) + chr(0b10110 + 0o35) + chr(0b110100) + '\060', 63299 - 63291), ehT0Px3KOsy9(chr(1174 - 1126) + chr(0b1101111) + '\x32' + chr(0b1011 + 0o47) + chr(0b1 + 0o62), 0o10), ehT0Px3KOsy9('\060' + chr(111) + chr(0b110111) + '\067', ord("\x08")), ehT0Px3KOsy9(chr(0b10010 + 0o36) + '\157' + chr(0b10101 + 0o34) + '\x31' + chr(51), 0b1000), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(50) + chr(55), 3607 - 3599), ehT0Px3KOsy9(chr(0b101010 + 0o6) + chr(0b1101111) + '\063' + chr(0b10010 + 0o36) + chr(75 - 27), 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(0b101001 + 0o106) + chr(0b110001) + chr(1682 - 1628) + chr(52), ord("\x08")), ehT0Px3KOsy9(chr(0b11111 + 0o21) + chr(0b1101111) + chr(50) + chr(0b11111 + 0o23) + chr(52), 0b1000), ehT0Px3KOsy9('\x30' + chr(111) + chr(1007 - 956) + chr(53) + chr(2673 - 2620), 16529 - 16521), ehT0Px3KOsy9('\x30' + chr(0b1101111) + chr(50) + chr(0b110100) + chr(1347 - 1298), 0b1000), ehT0Px3KOsy9('\x30' + '\157' + '\x33' + chr(50) + chr(0b101010 + 0o10), 60660 - 60652), ehT0Px3KOsy9(chr(1536 - 1488) + chr(111) + '\x34' + chr(0b11001 + 0o34), 0b1000), ehT0Px3KOsy9(chr(768 - 720) + chr(0b1101111) + chr(2471 - 2420) + chr(54) + chr(1639 - 1587), 8), ehT0Px3KOsy9(chr(48) + '\157' + chr(50) + '\062' + chr(0b101101 + 0o7), 8), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(2276 - 2227) + '\x31' + chr(0b101100 + 0o7), 8), ehT0Px3KOsy9(chr(1311 - 1263) + chr(7609 - 7498) + '\x32' + '\064' + chr(0b110001), 8), ehT0Px3KOsy9(chr(0b101011 + 0o5) + chr(0b1000011 + 0o54) + chr(51) + chr(48) + chr(53), 0b1000), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + '\x34' + chr(492 - 439), 8), ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(544 - 494) + chr(0b110100) + '\x30', ord("\x08"))][WVxHKyX45z_L % ehT0Px3KOsy9('\x30' + chr(111) + chr(1464 - 1411) + '\060', 35122 - 35114)] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'\xc8'), '\144' + chr(0b1100101) + '\x63' + chr(111) + '\x64' + chr(2015 - 1914))(chr(0b1110101) + chr(0b1110100) + '\x66' + '\x2d' + chr(0b111000)) + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def zOokg13L4ZBh(oVre8I6UXc3b, KQ4BDFoY4RVo, Iz1jSgUKZDvt=wxCCXClP4Gzp):
if Iz1jSgUKZDvt is wxCCXClP4Gzp:
Iz1jSgUKZDvt = oVre8I6UXc3b.Iz1jSgUKZDvt
return yaBt8M0xe_x8(inputs=(oVre8I6UXc3b,), bins=KQ4BDFoY4RVo, mask=Iz1jSgUKZDvt)
|
quantopian/zipline
|
zipline/pipeline/factors/factor.py
|
Factor.top
|
def top(self, N, mask=NotSpecified, groupby=NotSpecified):
"""
Construct a Filter matching the top N asset values of self each day.
If ``groupby`` is supplied, returns a Filter matching the top N asset
values for each group.
Parameters
----------
N : int
Number of assets passing the returned filter each day.
mask : zipline.pipeline.Filter, optional
A Filter representing assets to consider when computing ranks.
If mask is supplied, top values are computed ignoring any
asset/date pairs for which `mask` produces a value of False.
groupby : zipline.pipeline.Classifier, optional
A classifier defining partitions over which to perform ranking.
Returns
-------
filter : zipline.pipeline.filters.Filter
"""
if N == 1:
# Special case: if N == 1, we can avoid doing a full sort on every
# group, which is a big win.
return self._maximum(mask=mask, groupby=groupby)
return self.rank(ascending=False, mask=mask, groupby=groupby) <= N
|
python
|
def top(self, N, mask=NotSpecified, groupby=NotSpecified):
"""
Construct a Filter matching the top N asset values of self each day.
If ``groupby`` is supplied, returns a Filter matching the top N asset
values for each group.
Parameters
----------
N : int
Number of assets passing the returned filter each day.
mask : zipline.pipeline.Filter, optional
A Filter representing assets to consider when computing ranks.
If mask is supplied, top values are computed ignoring any
asset/date pairs for which `mask` produces a value of False.
groupby : zipline.pipeline.Classifier, optional
A classifier defining partitions over which to perform ranking.
Returns
-------
filter : zipline.pipeline.filters.Filter
"""
if N == 1:
# Special case: if N == 1, we can avoid doing a full sort on every
# group, which is a big win.
return self._maximum(mask=mask, groupby=groupby)
return self.rank(ascending=False, mask=mask, groupby=groupby) <= N
|
[
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"self",
",",
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",",
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"=",
"NotSpecified",
")",
":",
"if",
"N",
"==",
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":",
"# Special case: if N == 1, we can avoid doing a full sort on every",
"# group, which is a big win.",
"return",
"self",
".",
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"(",
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"False",
",",
"mask",
"=",
"mask",
",",
"groupby",
"=",
"groupby",
")",
"<=",
"N"
] |
Construct a Filter matching the top N asset values of self each day.
If ``groupby`` is supplied, returns a Filter matching the top N asset
values for each group.
Parameters
----------
N : int
Number of assets passing the returned filter each day.
mask : zipline.pipeline.Filter, optional
A Filter representing assets to consider when computing ranks.
If mask is supplied, top values are computed ignoring any
asset/date pairs for which `mask` produces a value of False.
groupby : zipline.pipeline.Classifier, optional
A classifier defining partitions over which to perform ranking.
Returns
-------
filter : zipline.pipeline.filters.Filter
|
[
"Construct",
"a",
"Filter",
"matching",
"the",
"top",
"N",
"asset",
"values",
"of",
"self",
"each",
"day",
"."
] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/pipeline/factors/factor.py#L1048-L1074
|
train
|
Construct a Filter matching the top N asset values of self each day.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9(chr(0b110000) + chr(0b11000 + 0o127) + chr(0b11000 + 0o32) + chr(0b110101) + '\065', 0o10), ehT0Px3KOsy9('\x30' + chr(0b1101111) + chr(51) + chr(0b1001 + 0o51) + chr(0b100011 + 0o23), 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(0b10100 + 0o133) + chr(1314 - 1264) + chr(0b110111) + chr(49), 0o10), ehT0Px3KOsy9(chr(0b11010 + 0o26) + chr(0b1000000 + 0o57) + chr(0b101000 + 0o11) + chr(541 - 486) + '\x34', 0b1000), ehT0Px3KOsy9(chr(909 - 861) + '\157' + chr(0b110101) + chr(0b101001 + 0o11), 9295 - 9287), ehT0Px3KOsy9(chr(380 - 332) + '\157' + chr(0b11111 + 0o22) + chr(0b110110), 0b1000), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + '\062' + '\066' + chr(0b11101 + 0o31), 21806 - 21798), ehT0Px3KOsy9(chr(0b1 + 0o57) + '\157' + chr(630 - 581) + chr(1366 - 1318), ord("\x08")), ehT0Px3KOsy9(chr(1281 - 1233) + chr(111) + chr(50) + '\x31' + chr(830 - 779), 1383 - 1375), ehT0Px3KOsy9(chr(0b11111 + 0o21) + chr(0b1101111) + chr(0b110010), 0b1000), ehT0Px3KOsy9('\x30' + chr(11715 - 11604) + chr(50) + chr(0b110010 + 0o5) + chr(0b110100), 0o10), ehT0Px3KOsy9('\060' + chr(0b11011 + 0o124) + chr(0b110011) + chr(0b110000) + chr(1654 - 1606), 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(51) + chr(1057 - 1004), 0o10), ehT0Px3KOsy9(chr(0b100111 + 0o11) + chr(0b1101111) + chr(2024 - 1971) + chr(0b11101 + 0o30), 0o10), ehT0Px3KOsy9('\x30' + '\157' + '\x33' + '\x34' + chr(0b1010 + 0o54), ord("\x08")), ehT0Px3KOsy9(chr(0b101000 + 0o10) + chr(0b1000010 + 0o55) + chr(1708 - 1657) + chr(0b110111), ord("\x08")), ehT0Px3KOsy9('\060' + chr(0b1101111) + chr(0b110100) + '\x36', 1650 - 1642), ehT0Px3KOsy9(chr(48) + chr(111) + '\066' + '\x35', 61229 - 61221), ehT0Px3KOsy9('\x30' + chr(0b1101111) + chr(502 - 453) + chr(0b1110 + 0o43) + chr(0b110011), 0o10), ehT0Px3KOsy9('\x30' + chr(0b1101111) + chr(1680 - 1631) + chr(1924 - 1876) + chr(51), ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(0b1000110 + 0o51) + chr(49) + chr(0b110100) + chr(998 - 947), 0o10), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(0b100011 + 0o17) + chr(0b110011) + '\x37', 0b1000), ehT0Px3KOsy9('\x30' + chr(8002 - 7891) + chr(0b110011) + chr(2437 - 2385) + '\x37', 0o10), ehT0Px3KOsy9('\x30' + chr(0b1101111) + chr(2654 - 2602) + chr(2324 - 2274), 18981 - 18973), ehT0Px3KOsy9('\060' + chr(111) + chr(1874 - 1823) + chr(53) + chr(54), 0o10), ehT0Px3KOsy9(chr(48) + '\157' + chr(0b110 + 0o54) + chr(0b110100) + '\064', 110 - 102), ehT0Px3KOsy9('\x30' + chr(111) + '\061' + chr(2898 - 2844) + '\062', 2415 - 2407), ehT0Px3KOsy9(chr(0b100001 + 0o17) + '\157' + chr(0b110001) + chr(0b110111) + chr(0b1110 + 0o43), 0o10), ehT0Px3KOsy9('\060' + '\x6f' + '\061' + '\066' + chr(48), ord("\x08")), ehT0Px3KOsy9(chr(2301 - 2253) + chr(0b1101111) + '\062' + '\x33', 0o10), ehT0Px3KOsy9(chr(48) + chr(111) + chr(0b110110) + '\x32', 61978 - 61970), ehT0Px3KOsy9(chr(0b110000) + chr(12310 - 12199) + chr(0b110011) + chr(52) + chr(742 - 693), 0b1000), ehT0Px3KOsy9(chr(48) + chr(111) + chr(51) + chr(54) + '\062', 13122 - 13114), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(1475 - 1425) + chr(0b1010 + 0o50) + chr(53), 0o10), ehT0Px3KOsy9('\060' + chr(0b1100010 + 0o15) + '\x34' + chr(711 - 658), 46512 - 46504), ehT0Px3KOsy9('\x30' + chr(111) + '\061' + '\x34' + '\063', 8), ehT0Px3KOsy9('\060' + chr(4637 - 4526) + chr(2100 - 2049) + chr(2354 - 2302) + chr(0b1001 + 0o50), 8), ehT0Px3KOsy9('\060' + '\x6f' + chr(0b110011) + '\x30' + chr(1647 - 1596), 41167 - 41159), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(0b110011) + chr(0b110111) + chr(0b110111), 3223 - 3215), ehT0Px3KOsy9(chr(48) + chr(0b1011100 + 0o23) + chr(0b110001) + chr(55) + '\x31', 8)][WVxHKyX45z_L % ehT0Px3KOsy9('\060' + chr(0b1101111) + chr(0b110101) + chr(0b11101 + 0o23), ord("\x08"))] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'\x83'), '\x64' + chr(0b1100101) + '\143' + chr(0b1010111 + 0o30) + chr(0b1100100) + chr(7031 - 6930))(chr(117) + chr(11398 - 11282) + chr(636 - 534) + chr(1138 - 1093) + '\070') + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def qxrVBjeryNEZ(oVre8I6UXc3b, vn4sOrFiSB4c, Iz1jSgUKZDvt=wxCCXClP4Gzp, MRtOn47tdSTy=wxCCXClP4Gzp):
if vn4sOrFiSB4c == ehT0Px3KOsy9(chr(48) + '\157' + chr(2192 - 2143), 0o10):
return xafqLlk3kkUe(oVre8I6UXc3b, xafqLlk3kkUe(SXOLrMavuUCe(b'\xf2\xbb\xd8\x04Cc\xc3e'), '\x64' + chr(0b1100101) + chr(9079 - 8980) + '\157' + '\144' + '\145')(chr(117) + '\x74' + chr(102) + chr(0b11101 + 0o20) + chr(56)))(mask=Iz1jSgUKZDvt, groupby=MRtOn47tdSTy)
return xafqLlk3kkUe(oVre8I6UXc3b, xafqLlk3kkUe(SXOLrMavuUCe(b'\xdf\xb7\xd7\x17'), chr(0b1100100) + chr(0b1100101) + '\x63' + '\157' + chr(0b1011110 + 0o6) + chr(0b110010 + 0o63))('\x75' + '\164' + chr(5165 - 5063) + '\055' + chr(2376 - 2320)))(ascending=ehT0Px3KOsy9('\x30' + '\157' + chr(838 - 790), ord("\x08")), mask=Iz1jSgUKZDvt, groupby=MRtOn47tdSTy) <= vn4sOrFiSB4c
|
quantopian/zipline
|
zipline/pipeline/factors/factor.py
|
Factor.bottom
|
def bottom(self, N, mask=NotSpecified, groupby=NotSpecified):
"""
Construct a Filter matching the bottom N asset values of self each day.
If ``groupby`` is supplied, returns a Filter matching the bottom N
asset values for each group.
Parameters
----------
N : int
Number of assets passing the returned filter each day.
mask : zipline.pipeline.Filter, optional
A Filter representing assets to consider when computing ranks.
If mask is supplied, bottom values are computed ignoring any
asset/date pairs for which `mask` produces a value of False.
groupby : zipline.pipeline.Classifier, optional
A classifier defining partitions over which to perform ranking.
Returns
-------
filter : zipline.pipeline.Filter
"""
return self.rank(ascending=True, mask=mask, groupby=groupby) <= N
|
python
|
def bottom(self, N, mask=NotSpecified, groupby=NotSpecified):
"""
Construct a Filter matching the bottom N asset values of self each day.
If ``groupby`` is supplied, returns a Filter matching the bottom N
asset values for each group.
Parameters
----------
N : int
Number of assets passing the returned filter each day.
mask : zipline.pipeline.Filter, optional
A Filter representing assets to consider when computing ranks.
If mask is supplied, bottom values are computed ignoring any
asset/date pairs for which `mask` produces a value of False.
groupby : zipline.pipeline.Classifier, optional
A classifier defining partitions over which to perform ranking.
Returns
-------
filter : zipline.pipeline.Filter
"""
return self.rank(ascending=True, mask=mask, groupby=groupby) <= N
|
[
"def",
"bottom",
"(",
"self",
",",
"N",
",",
"mask",
"=",
"NotSpecified",
",",
"groupby",
"=",
"NotSpecified",
")",
":",
"return",
"self",
".",
"rank",
"(",
"ascending",
"=",
"True",
",",
"mask",
"=",
"mask",
",",
"groupby",
"=",
"groupby",
")",
"<=",
"N"
] |
Construct a Filter matching the bottom N asset values of self each day.
If ``groupby`` is supplied, returns a Filter matching the bottom N
asset values for each group.
Parameters
----------
N : int
Number of assets passing the returned filter each day.
mask : zipline.pipeline.Filter, optional
A Filter representing assets to consider when computing ranks.
If mask is supplied, bottom values are computed ignoring any
asset/date pairs for which `mask` produces a value of False.
groupby : zipline.pipeline.Classifier, optional
A classifier defining partitions over which to perform ranking.
Returns
-------
filter : zipline.pipeline.Filter
|
[
"Construct",
"a",
"Filter",
"matching",
"the",
"bottom",
"N",
"asset",
"values",
"of",
"self",
"each",
"day",
"."
] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/pipeline/factors/factor.py#L1076-L1098
|
train
|
Construct a Filter matching the bottom N asset values of self each day.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9('\060' + chr(5621 - 5510) + chr(2389 - 2340) + chr(0b101010 + 0o7) + '\x32', 0b1000), ehT0Px3KOsy9(chr(48) + '\x6f' + chr(53), ord("\x08")), ehT0Px3KOsy9('\060' + chr(0b1101111) + chr(0b110010) + chr(0b110100) + '\x32', ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(726 - 677) + '\062', 0o10), ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(478 - 429) + chr(52), 30577 - 30569), ehT0Px3KOsy9('\060' + chr(6257 - 6146) + chr(0b110001) + chr(0b10011 + 0o35) + '\x32', 63859 - 63851), ehT0Px3KOsy9(chr(0b11 + 0o55) + chr(2297 - 2186) + '\x35', 8), ehT0Px3KOsy9(chr(0b110000) + '\157' + '\063' + chr(0b110000) + chr(52), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(0b110001) + chr(55) + chr(2597 - 2545), ord("\x08")), ehT0Px3KOsy9('\x30' + '\157' + chr(0b101111 + 0o1), 0o10), ehT0Px3KOsy9('\060' + '\157' + '\063' + chr(0b110100) + chr(1904 - 1852), 20266 - 20258), ehT0Px3KOsy9('\060' + chr(111) + chr(0b110001 + 0o1) + chr(52) + '\060', 0o10), ehT0Px3KOsy9('\x30' + '\x6f' + '\065' + '\062', 0o10), ehT0Px3KOsy9(chr(1717 - 1669) + chr(7838 - 7727) + chr(51) + chr(0b110100) + chr(0b110100), 8), ehT0Px3KOsy9(chr(48) + '\x6f' + '\x31' + '\x33' + '\064', 0b1000), ehT0Px3KOsy9(chr(1734 - 1686) + '\x6f' + chr(2339 - 2289) + '\x30' + chr(0b110100), 0o10), ehT0Px3KOsy9('\060' + '\157' + '\061' + chr(52) + chr(48), ord("\x08")), ehT0Px3KOsy9(chr(0b100100 + 0o14) + '\x6f' + chr(0b110010) + chr(51) + chr(667 - 615), 0b1000), ehT0Px3KOsy9(chr(0b1010 + 0o46) + chr(9550 - 9439) + '\x32' + chr(49) + chr(0b110001), ord("\x08")), ehT0Px3KOsy9(chr(1464 - 1416) + chr(0b1000000 + 0o57) + chr(51) + '\x33' + chr(0b11000 + 0o30), 0o10), ehT0Px3KOsy9('\060' + chr(111) + chr(0b110001) + '\x31' + chr(0b110100), ord("\x08")), ehT0Px3KOsy9(chr(993 - 945) + '\157' + chr(49) + chr(0b110100) + chr(52), 0b1000), ehT0Px3KOsy9(chr(968 - 920) + chr(111) + chr(0b110001) + chr(1440 - 1387), ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(111) + chr(0b10 + 0o65) + '\x35', 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(0b1011 + 0o53) + chr(0b11000 + 0o33), ord("\x08")), ehT0Px3KOsy9(chr(0b101011 + 0o5) + chr(9460 - 9349) + chr(0b1101 + 0o45) + chr(0b100110 + 0o16) + chr(0b101111 + 0o10), 5850 - 5842), ehT0Px3KOsy9(chr(0b11100 + 0o24) + chr(10779 - 10668) + chr(0b1 + 0o61) + chr(0b100 + 0o55) + '\066', 64581 - 64573), ehT0Px3KOsy9(chr(830 - 782) + '\x6f' + '\x32' + chr(206 - 155) + chr(1639 - 1585), 0b1000), ehT0Px3KOsy9(chr(0b11 + 0o55) + '\157' + '\x31' + chr(49) + '\x34', 8), ehT0Px3KOsy9(chr(2202 - 2154) + chr(5205 - 5094) + '\063' + chr(49) + chr(0b110010), ord("\x08")), ehT0Px3KOsy9('\060' + chr(111) + chr(0b10101 + 0o36) + '\x32' + '\063', 47210 - 47202), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(0b101100 + 0o6) + chr(0b11010 + 0o35) + chr(52), 0o10), ehT0Px3KOsy9(chr(2279 - 2231) + '\157' + chr(0b110001) + chr(0b0 + 0o63) + chr(0b110000), 0b1000), ehT0Px3KOsy9(chr(48) + chr(4346 - 4235) + '\061' + '\063' + chr(49), ord("\x08")), ehT0Px3KOsy9(chr(0b10011 + 0o35) + chr(111) + chr(619 - 569) + chr(0b100100 + 0o22) + chr(0b10101 + 0o35), 0b1000), ehT0Px3KOsy9(chr(48) + chr(4084 - 3973) + '\x33' + chr(2238 - 2189) + chr(433 - 379), 0o10), ehT0Px3KOsy9(chr(0b11101 + 0o23) + chr(111) + chr(2399 - 2349) + chr(0b110010) + '\063', ord("\x08")), ehT0Px3KOsy9(chr(1724 - 1676) + chr(0b110011 + 0o74) + chr(0b110001) + chr(51) + chr(52), 8), ehT0Px3KOsy9('\x30' + chr(0b1101111) + chr(0b110001) + chr(0b110000) + '\x32', 8), ehT0Px3KOsy9(chr(0b101010 + 0o6) + chr(0b1101111) + '\x31' + chr(0b11110 + 0o24) + chr(49), 29905 - 29897)][WVxHKyX45z_L % ehT0Px3KOsy9(chr(0b110000) + chr(111) + '\x35' + chr(0b1000 + 0o50), 10168 - 10160)] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'd'), '\x64' + chr(101) + chr(99) + chr(12221 - 12110) + '\x64' + '\145')(chr(6471 - 6354) + chr(0b111100 + 0o70) + chr(1313 - 1211) + chr(0b101101) + chr(56)) + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def kXxsZxlIQUSQ(oVre8I6UXc3b, vn4sOrFiSB4c, Iz1jSgUKZDvt=wxCCXClP4Gzp, MRtOn47tdSTy=wxCCXClP4Gzp):
return xafqLlk3kkUe(oVre8I6UXc3b, xafqLlk3kkUe(SXOLrMavuUCe(b'8d\xcca'), chr(0b1011000 + 0o14) + '\145' + chr(0b10111 + 0o114) + '\157' + '\x64' + chr(9873 - 9772))(chr(117) + '\x74' + chr(0b1011001 + 0o15) + '\x2d' + '\070'))(ascending=ehT0Px3KOsy9(chr(1148 - 1100) + chr(111) + chr(0b110001), 0o10), mask=Iz1jSgUKZDvt, groupby=MRtOn47tdSTy) <= vn4sOrFiSB4c
|
quantopian/zipline
|
zipline/pipeline/factors/factor.py
|
Factor.percentile_between
|
def percentile_between(self,
min_percentile,
max_percentile,
mask=NotSpecified):
"""
Construct a new Filter representing entries from the output of this
Factor that fall within the percentile range defined by min_percentile
and max_percentile.
Parameters
----------
min_percentile : float [0.0, 100.0]
Return True for assets falling above this percentile in the data.
max_percentile : float [0.0, 100.0]
Return True for assets falling below this percentile in the data.
mask : zipline.pipeline.Filter, optional
A Filter representing assets to consider when percentile
calculating thresholds. If mask is supplied, percentile cutoffs
are computed each day using only assets for which ``mask`` returns
True. Assets for which ``mask`` produces False will produce False
in the output of this Factor as well.
Returns
-------
out : zipline.pipeline.filters.PercentileFilter
A new filter that will compute the specified percentile-range mask.
See Also
--------
zipline.pipeline.filters.filter.PercentileFilter
"""
return PercentileFilter(
self,
min_percentile=min_percentile,
max_percentile=max_percentile,
mask=mask,
)
|
python
|
def percentile_between(self,
min_percentile,
max_percentile,
mask=NotSpecified):
"""
Construct a new Filter representing entries from the output of this
Factor that fall within the percentile range defined by min_percentile
and max_percentile.
Parameters
----------
min_percentile : float [0.0, 100.0]
Return True for assets falling above this percentile in the data.
max_percentile : float [0.0, 100.0]
Return True for assets falling below this percentile in the data.
mask : zipline.pipeline.Filter, optional
A Filter representing assets to consider when percentile
calculating thresholds. If mask is supplied, percentile cutoffs
are computed each day using only assets for which ``mask`` returns
True. Assets for which ``mask`` produces False will produce False
in the output of this Factor as well.
Returns
-------
out : zipline.pipeline.filters.PercentileFilter
A new filter that will compute the specified percentile-range mask.
See Also
--------
zipline.pipeline.filters.filter.PercentileFilter
"""
return PercentileFilter(
self,
min_percentile=min_percentile,
max_percentile=max_percentile,
mask=mask,
)
|
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",",
"max_percentile",
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"max_percentile",
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"mask",
"=",
"mask",
",",
")"
] |
Construct a new Filter representing entries from the output of this
Factor that fall within the percentile range defined by min_percentile
and max_percentile.
Parameters
----------
min_percentile : float [0.0, 100.0]
Return True for assets falling above this percentile in the data.
max_percentile : float [0.0, 100.0]
Return True for assets falling below this percentile in the data.
mask : zipline.pipeline.Filter, optional
A Filter representing assets to consider when percentile
calculating thresholds. If mask is supplied, percentile cutoffs
are computed each day using only assets for which ``mask`` returns
True. Assets for which ``mask`` produces False will produce False
in the output of this Factor as well.
Returns
-------
out : zipline.pipeline.filters.PercentileFilter
A new filter that will compute the specified percentile-range mask.
See Also
--------
zipline.pipeline.filters.filter.PercentileFilter
|
[
"Construct",
"a",
"new",
"Filter",
"representing",
"entries",
"from",
"the",
"output",
"of",
"this",
"Factor",
"that",
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"within",
"the",
"percentile",
"range",
"defined",
"by",
"min_percentile",
"and",
"max_percentile",
"."
] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/pipeline/factors/factor.py#L1103-L1139
|
train
|
Returns a new Filter representing entries that fall within the specified percentile range.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(720 - 669) + '\x31', 10116 - 10108), ehT0Px3KOsy9('\x30' + '\x6f' + chr(1970 - 1920) + '\064' + '\x35', 0o10), ehT0Px3KOsy9('\060' + '\x6f' + chr(0b110010) + chr(52) + '\061', 4143 - 4135), ehT0Px3KOsy9('\060' + chr(10850 - 10739) + '\x33' + chr(167 - 118) + '\066', ord("\x08")), ehT0Px3KOsy9(chr(48) + '\x6f' + '\x32' + '\060', 0o10), ehT0Px3KOsy9('\x30' + '\157' + chr(50) + chr(54) + chr(55), 0o10), ehT0Px3KOsy9(chr(0b110 + 0o52) + chr(111) + chr(51) + chr(0b10111 + 0o32) + chr(51), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(111) + '\062' + chr(0b10110 + 0o37) + chr(51), 44050 - 44042), ehT0Px3KOsy9('\x30' + chr(11965 - 11854) + '\063' + '\x30' + chr(0b110000 + 0o7), 0b1000), ehT0Px3KOsy9('\060' + chr(0b1101110 + 0o1) + chr(0b110010) + '\x30' + chr(0b1 + 0o57), ord("\x08")), ehT0Px3KOsy9('\060' + '\x6f' + '\x36' + chr(0b1010 + 0o50), 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(11464 - 11353) + chr(0b110111) + chr(2611 - 2558), 0b1000), ehT0Px3KOsy9('\060' + chr(0b100001 + 0o116) + chr(50) + chr(2267 - 2219) + chr(570 - 521), 60926 - 60918), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(0b110010) + '\x35' + chr(0b101010 + 0o10), 0o10), ehT0Px3KOsy9(chr(0b101100 + 0o4) + '\157' + chr(0b1111 + 0o45) + chr(0b110100), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(111) + '\062' + chr(55) + chr(0b110010), 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(3750 - 3639) + chr(0b110011) + chr(1843 - 1792) + chr(54), 45265 - 45257), ehT0Px3KOsy9(chr(0b101001 + 0o7) + '\157' + '\x31' + chr(159 - 111) + chr(374 - 325), ord("\x08")), ehT0Px3KOsy9('\060' + chr(0b1101111) + '\065' + '\061', ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(10768 - 10657) + chr(50), 0o10), ehT0Px3KOsy9('\060' + '\x6f' + '\x33' + '\060' + chr(55), 8), ehT0Px3KOsy9(chr(1052 - 1004) + chr(0b1101111) + '\x32' + chr(0b101010 + 0o13), 30645 - 30637), ehT0Px3KOsy9(chr(0b1 + 0o57) + chr(0b101010 + 0o105) + chr(0b110010) + chr(0b110100), ord("\x08")), ehT0Px3KOsy9(chr(0b1011 + 0o45) + chr(0b1101111) + chr(49) + chr(2398 - 2347) + '\x34', 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(0b111011 + 0o64) + chr(0b110001 + 0o0) + chr(1157 - 1102) + '\066', 0o10), ehT0Px3KOsy9(chr(48) + chr(111) + chr(0b110011) + chr(0b110101) + chr(52), ord("\x08")), ehT0Px3KOsy9('\060' + chr(0b1010100 + 0o33) + '\061' + chr(0b100100 + 0o20) + '\063', ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(0b110011) + '\x35' + '\067', 0o10), ehT0Px3KOsy9('\x30' + chr(111) + chr(50) + chr(52) + '\x37', 0b1000), ehT0Px3KOsy9('\060' + '\x6f' + '\065' + chr(0b100 + 0o61), ord("\x08")), ehT0Px3KOsy9('\060' + chr(6816 - 6705) + '\x33' + chr(48) + '\x36', 48419 - 48411), ehT0Px3KOsy9('\x30' + '\x6f' + chr(994 - 944) + '\x36', ord("\x08")), ehT0Px3KOsy9(chr(0b0 + 0o60) + chr(0b1101111) + chr(0b110010) + '\066' + chr(0b110100), 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(841 - 791) + chr(0b110101) + chr(49), 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + '\x31' + '\x31', 0o10), ehT0Px3KOsy9(chr(0b101101 + 0o3) + '\x6f' + chr(51) + chr(0b110001 + 0o0) + chr(0b11000 + 0o30), ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(0b10111 + 0o130) + chr(0b110001) + chr(710 - 657) + '\x33', 0o10), ehT0Px3KOsy9('\060' + '\x6f' + chr(2073 - 2023) + chr(0b11001 + 0o31) + '\x31', 0b1000), ehT0Px3KOsy9(chr(48) + '\157' + '\x35' + chr(1207 - 1158), 8), ehT0Px3KOsy9('\060' + chr(111) + chr(49) + '\x31' + chr(2147 - 2098), 22050 - 22042)][WVxHKyX45z_L % ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(0b110101) + chr(0b110000), 0b1000)] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'7'), '\144' + chr(3538 - 3437) + '\x63' + chr(0b1101111) + '\144' + chr(101))(chr(0b1110101) + chr(0b1110100) + chr(0b1100110) + chr(0b100010 + 0o13) + chr(0b11001 + 0o37)) + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def zcP8L9i5TrNi(oVre8I6UXc3b, aBl6WwGvrXAi, XtZb6jTc6QwP, Iz1jSgUKZDvt=wxCCXClP4Gzp):
return tyd2kRP70T4P(oVre8I6UXc3b, min_percentile=aBl6WwGvrXAi, max_percentile=XtZb6jTc6QwP, mask=Iz1jSgUKZDvt)
|
quantopian/zipline
|
zipline/pipeline/factors/factor.py
|
Rank._validate
|
def _validate(self):
"""
Verify that the stored rank method is valid.
"""
if self._method not in _RANK_METHODS:
raise UnknownRankMethod(
method=self._method,
choices=set(_RANK_METHODS),
)
return super(Rank, self)._validate()
|
python
|
def _validate(self):
"""
Verify that the stored rank method is valid.
"""
if self._method not in _RANK_METHODS:
raise UnknownRankMethod(
method=self._method,
choices=set(_RANK_METHODS),
)
return super(Rank, self)._validate()
|
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"raise",
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",",
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"(",
"_RANK_METHODS",
")",
",",
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"(",
"Rank",
",",
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"_validate",
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] |
Verify that the stored rank method is valid.
|
[
"Verify",
"that",
"the",
"stored",
"rank",
"method",
"is",
"valid",
"."
] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/pipeline/factors/factor.py#L1382-L1391
|
train
|
Verify that the stored rank method is valid.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9('\x30' + chr(111) + '\x31' + chr(51) + chr(0b101000 + 0o10), 0o10), ehT0Px3KOsy9(chr(806 - 758) + chr(0b1011101 + 0o22) + chr(0b11100 + 0o25) + '\064' + '\x34', 23485 - 23477), ehT0Px3KOsy9('\060' + chr(111) + '\x33' + chr(48), ord("\x08")), ehT0Px3KOsy9('\x30' + chr(111) + chr(2400 - 2350) + '\x37' + chr(0b110010 + 0o0), ord("\x08")), ehT0Px3KOsy9('\x30' + chr(9929 - 9818) + '\067' + chr(130 - 78), 63849 - 63841), ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(0b110011) + chr(50) + '\x30', 0o10), ehT0Px3KOsy9(chr(0b1101 + 0o43) + '\x6f' + chr(0b1101 + 0o52) + chr(2166 - 2113), 0b1000), ehT0Px3KOsy9(chr(0b100000 + 0o20) + '\x6f' + chr(51) + '\x32' + '\x31', 25938 - 25930), ehT0Px3KOsy9(chr(48) + '\x6f' + chr(0b110010) + chr(49) + chr(1916 - 1861), 0o10), ehT0Px3KOsy9(chr(0b10011 + 0o35) + '\157' + '\x32' + chr(0b110101) + chr(49), 0b1000), ehT0Px3KOsy9(chr(48) + chr(9858 - 9747) + chr(0b11111 + 0o23) + '\066' + chr(0b110111), 7953 - 7945), ehT0Px3KOsy9(chr(0b110000) + chr(0b10 + 0o155) + chr(0b110100) + chr(0b101100 + 0o13), ord("\x08")), ehT0Px3KOsy9('\x30' + chr(858 - 747) + '\063' + '\x35' + chr(0b1011 + 0o51), 0b1000), ehT0Px3KOsy9('\x30' + '\x6f' + chr(49) + '\066' + chr(519 - 469), 9890 - 9882), ehT0Px3KOsy9('\x30' + chr(11619 - 11508) + chr(51) + chr(0b110010) + chr(49), 8), ehT0Px3KOsy9(chr(0b11100 + 0o24) + chr(0b1000000 + 0o57) + chr(54) + chr(50), 0o10), ehT0Px3KOsy9('\060' + '\x6f' + chr(50) + '\066' + chr(0b110001), 10919 - 10911), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + '\x32' + chr(784 - 735) + chr(0b110001), ord("\x08")), ehT0Px3KOsy9('\x30' + chr(0b100010 + 0o115) + chr(0b110111) + chr(0b110010), 0o10), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + '\062' + chr(0b1100 + 0o46) + chr(54), 53192 - 53184), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(49) + '\063' + '\x31', 47413 - 47405), ehT0Px3KOsy9('\060' + '\157' + chr(0b101010 + 0o13) + chr(49), 0o10), ehT0Px3KOsy9(chr(48) + '\x6f' + chr(51) + chr(51) + '\061', ord("\x08")), ehT0Px3KOsy9(chr(0b100011 + 0o15) + '\x6f' + chr(0b101010 + 0o7) + chr(132 - 82) + chr(0b110011), ord("\x08")), ehT0Px3KOsy9(chr(0b10 + 0o56) + chr(111) + '\061' + '\065' + '\060', 0b1000), ehT0Px3KOsy9('\060' + '\157' + chr(0b1011 + 0o47) + chr(0b110010) + '\060', 0o10), ehT0Px3KOsy9('\x30' + chr(8672 - 8561) + chr(49) + '\x30' + chr(89 - 36), 0o10), ehT0Px3KOsy9(chr(1308 - 1260) + '\157' + chr(0b110010) + chr(55) + '\x34', ord("\x08")), ehT0Px3KOsy9(chr(0b100101 + 0o13) + chr(0b1101111) + '\x32' + chr(1884 - 1830) + '\x31', 8), ehT0Px3KOsy9(chr(48) + chr(111) + '\063' + chr(52) + chr(50), 56201 - 56193), ehT0Px3KOsy9(chr(48) + '\x6f' + '\067' + chr(0b10111 + 0o36), 8), ehT0Px3KOsy9(chr(0b1110 + 0o42) + '\157' + chr(50) + chr(0b101110 + 0o2) + chr(48), ord("\x08")), ehT0Px3KOsy9('\x30' + '\x6f' + chr(50) + '\x33' + chr(0b11101 + 0o23), 0b1000), ehT0Px3KOsy9(chr(48) + chr(0b101001 + 0o106) + '\062' + chr(1070 - 1022) + chr(0b10 + 0o65), 0b1000), ehT0Px3KOsy9(chr(48) + '\x6f' + chr(1655 - 1605) + chr(0b10000 + 0o41) + chr(0b100010 + 0o20), 0o10), ehT0Px3KOsy9(chr(48) + chr(3639 - 3528) + '\x32' + chr(51) + '\061', 0b1000), ehT0Px3KOsy9(chr(127 - 79) + chr(0b1 + 0o156) + '\062' + chr(423 - 375) + '\x36', 24426 - 24418), ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(0b101101 + 0o5) + chr(0b110111), ord("\x08")), ehT0Px3KOsy9('\060' + chr(604 - 493) + chr(49) + '\x36' + '\x37', 0o10), ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(0b110000 + 0o1) + '\x34' + chr(0b110010), 0o10)][WVxHKyX45z_L % ehT0Px3KOsy9(chr(842 - 794) + chr(0b101010 + 0o105) + chr(0b110101) + chr(1893 - 1845), 0o10)] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'v'), chr(7241 - 7141) + '\x65' + chr(1984 - 1885) + '\x6f' + chr(0b1010010 + 0o22) + chr(4204 - 4103))('\x75' + chr(116) + chr(0b1100110) + chr(0b100101 + 0o10) + chr(303 - 247)) + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def mCArq4frRHUO(oVre8I6UXc3b):
if xafqLlk3kkUe(oVre8I6UXc3b, xafqLlk3kkUe(SXOLrMavuUCe(b'\x07\t}\xceT\xbfY'), '\144' + chr(101) + chr(0b1100011) + '\157' + chr(0b1100100) + chr(0b1100101))(chr(7430 - 7313) + chr(116) + chr(0b100010 + 0o104) + chr(927 - 882) + chr(56))) not in l9qlevp9SU2k:
raise vKcYhnqWtc5q(method=xafqLlk3kkUe(oVre8I6UXc3b, xafqLlk3kkUe(SXOLrMavuUCe(b'\x07\t}\xceT\xbfY'), chr(0b1100100) + '\145' + chr(0b100001 + 0o102) + chr(111) + chr(100) + '\x65')('\165' + chr(116) + chr(5401 - 5299) + '\055' + '\070')), choices=MVEN8G6CxlvR(l9qlevp9SU2k))
return xafqLlk3kkUe(KNx0Ujaz9UM0(QPkNiasMWk63, oVre8I6UXc3b), xafqLlk3kkUe(SXOLrMavuUCe(b'\x07\x12y\xd6U\xb4\\\xa5\xea'), chr(9150 - 9050) + '\x65' + '\x63' + chr(111) + '\x64' + '\145')(chr(0b1110101) + '\164' + chr(8383 - 8281) + chr(0b101101) + chr(56)))()
|
quantopian/zipline
|
zipline/pipeline/factors/factor.py
|
Rank._compute
|
def _compute(self, arrays, dates, assets, mask):
"""
For each row in the input, compute a like-shaped array of per-row
ranks.
"""
return masked_rankdata_2d(
arrays[0],
mask,
self.inputs[0].missing_value,
self._method,
self._ascending,
)
|
python
|
def _compute(self, arrays, dates, assets, mask):
"""
For each row in the input, compute a like-shaped array of per-row
ranks.
"""
return masked_rankdata_2d(
arrays[0],
mask,
self.inputs[0].missing_value,
self._method,
self._ascending,
)
|
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"masked_rankdata_2d",
"(",
"arrays",
"[",
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"]",
",",
"mask",
",",
"self",
".",
"inputs",
"[",
"0",
"]",
".",
"missing_value",
",",
"self",
".",
"_method",
",",
"self",
".",
"_ascending",
",",
")"
] |
For each row in the input, compute a like-shaped array of per-row
ranks.
|
[
"For",
"each",
"row",
"in",
"the",
"input",
"compute",
"a",
"like",
"-",
"shaped",
"array",
"of",
"per",
"-",
"row",
"ranks",
"."
] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/pipeline/factors/factor.py#L1393-L1404
|
train
|
Compute a like - shaped array of per - row ranks.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9(chr(48) + chr(10717 - 10606) + chr(51), 0o10), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(0b110001) + chr(802 - 752) + chr(54), 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(0b110101) + chr(52), 0o10), ehT0Px3KOsy9('\x30' + chr(0b1101111) + chr(635 - 584) + chr(50) + chr(0b110010 + 0o5), ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(9333 - 9222) + '\x33' + '\x35' + chr(0b100100 + 0o15), 0b1000), ehT0Px3KOsy9('\060' + chr(111) + chr(49) + chr(0b1011 + 0o47) + chr(0b11000 + 0o34), 0o10), ehT0Px3KOsy9('\060' + chr(111) + chr(49) + chr(54) + chr(0b110101), 0o10), ehT0Px3KOsy9(chr(48) + '\x6f' + '\x33' + '\x33' + chr(54), 0o10), ehT0Px3KOsy9(chr(0b11110 + 0o22) + chr(111) + '\063' + chr(536 - 488) + '\x30', 28789 - 28781), ehT0Px3KOsy9(chr(0b11 + 0o55) + chr(111) + chr(0b10101 + 0o40) + chr(0b11011 + 0o33), 0o10), ehT0Px3KOsy9('\x30' + chr(0b1100010 + 0o15) + chr(0b110011) + '\x30' + '\x35', 0b1000), ehT0Px3KOsy9('\060' + chr(111) + '\x32' + chr(0b101011 + 0o6) + chr(0b110001), 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(111) + '\x31' + '\x34' + chr(50), 0o10), ehT0Px3KOsy9('\060' + chr(7813 - 7702) + chr(0b100 + 0o55) + chr(55), 22661 - 22653), ehT0Px3KOsy9('\x30' + '\157' + chr(0b1111 + 0o43) + chr(1172 - 1119) + chr(55), 21054 - 21046), ehT0Px3KOsy9('\060' + chr(7351 - 7240) + '\x33' + '\x32', ord("\x08")), ehT0Px3KOsy9(chr(2169 - 2121) + chr(0b1011111 + 0o20) + chr(0b110011) + chr(0b11110 + 0o23) + '\x36', 21943 - 21935), ehT0Px3KOsy9('\060' + chr(0b11110 + 0o121) + '\x33' + '\065' + '\061', 8), ehT0Px3KOsy9(chr(48) + '\157' + chr(51) + '\063' + chr(51), 0o10), ehT0Px3KOsy9('\x30' + chr(0b1101111) + chr(1405 - 1355) + chr(0b110110) + chr(659 - 610), 15742 - 15734), ehT0Px3KOsy9('\x30' + '\x6f' + '\062' + chr(0b110101) + chr(51), ord("\x08")), ehT0Px3KOsy9(chr(2219 - 2171) + chr(0b1101111) + '\x34' + chr(0b101010 + 0o10), ord("\x08")), ehT0Px3KOsy9(chr(1948 - 1900) + chr(0b1010001 + 0o36) + chr(2687 - 2634) + chr(219 - 171), ord("\x08")), ehT0Px3KOsy9(chr(48) + '\157' + chr(0b0 + 0o61) + chr(0b110111) + chr(0b110010), 52551 - 52543), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(55) + '\060', 9315 - 9307), ehT0Px3KOsy9('\060' + chr(4297 - 4186) + '\065' + chr(0b110011), 0b1000), ehT0Px3KOsy9(chr(48) + '\x6f' + chr(50) + '\064' + chr(1788 - 1740), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(51) + chr(50) + chr(0b101101 + 0o3), 0o10), ehT0Px3KOsy9(chr(48) + chr(7727 - 7616) + chr(0b110101) + chr(49), 0o10), ehT0Px3KOsy9('\x30' + chr(4224 - 4113) + chr(503 - 452) + chr(0b101010 + 0o10) + chr(54), 0b1000), ehT0Px3KOsy9('\x30' + chr(0b1101111) + chr(0b101010 + 0o7) + '\x33' + chr(0b10100 + 0o35), ord("\x08")), ehT0Px3KOsy9('\060' + chr(0b1101111) + '\061' + chr(0b10001 + 0o44) + '\x33', ord("\x08")), ehT0Px3KOsy9('\x30' + chr(8275 - 8164) + chr(670 - 620) + '\x31' + '\x35', ord("\x08")), ehT0Px3KOsy9('\060' + chr(391 - 280) + chr(0b110001) + chr(276 - 225) + '\065', ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(0b110001) + '\x32', 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(2524 - 2469) + chr(1529 - 1477), 0o10), ehT0Px3KOsy9(chr(0b10110 + 0o32) + chr(111) + '\x33' + chr(0b1 + 0o66) + chr(672 - 623), 0b1000), ehT0Px3KOsy9(chr(48) + '\157' + '\066' + chr(0b110001), ord("\x08")), ehT0Px3KOsy9(chr(48) + '\x6f' + '\x31' + '\x31' + chr(0b110100), 51116 - 51108), ehT0Px3KOsy9(chr(0b101010 + 0o6) + chr(111) + '\062' + '\061' + chr(1734 - 1681), 8)][WVxHKyX45z_L % ehT0Px3KOsy9(chr(0b11111 + 0o21) + '\x6f' + '\065' + chr(0b101010 + 0o6), 8)] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'-'), chr(0b1100100) + '\145' + chr(99) + '\157' + '\144' + chr(0b101011 + 0o72))(chr(0b101011 + 0o112) + chr(0b111110 + 0o66) + chr(0b1100110) + '\055' + chr(2577 - 2521)) + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def PeHoGDqlkidn(oVre8I6UXc3b, lmEEfdW_XFlN, SLiSZu5nk7Kn, YGFU3oxACPcg, Iz1jSgUKZDvt):
return SbFWvKPs2iOj(lmEEfdW_XFlN[ehT0Px3KOsy9(chr(0b100001 + 0o17) + chr(111) + chr(0b110000), ord("\x08"))], Iz1jSgUKZDvt, xafqLlk3kkUe(oVre8I6UXc3b.inputs[ehT0Px3KOsy9(chr(0b101110 + 0o2) + chr(0b1111 + 0o140) + chr(513 - 465), 8)], xafqLlk3kkUe(SXOLrMavuUCe(b'`\x1b\x1a\x91\xba\r:\xed\xb6~\xb0\xe3'), chr(0b11001 + 0o113) + chr(0b11011 + 0o112) + '\143' + '\157' + chr(100) + chr(101))(chr(11943 - 11826) + chr(0b1110100) + '\x66' + chr(0b101101) + chr(1098 - 1042))), xafqLlk3kkUe(oVre8I6UXc3b, xafqLlk3kkUe(SXOLrMavuUCe(b'\\;I\xa3\x81;\x11'), '\144' + chr(9156 - 9055) + chr(99) + chr(0b1101111) + chr(100) + chr(0b1011111 + 0o6))(chr(618 - 501) + chr(4808 - 4692) + chr(0b1001001 + 0o35) + chr(45) + '\x38')), xafqLlk3kkUe(oVre8I6UXc3b, xafqLlk3kkUe(SXOLrMavuUCe(b'\\7_\xb4\x8c:\x11\xb7\xaeI'), chr(6261 - 6161) + chr(0b1100101) + '\143' + '\x6f' + chr(100) + '\x65')(chr(7567 - 7450) + chr(11921 - 11805) + chr(102) + chr(0b101101) + '\070')))
|
quantopian/zipline
|
zipline/utils/pandas_utils.py
|
_time_to_micros
|
def _time_to_micros(time):
"""Convert a time into microseconds since midnight.
Parameters
----------
time : datetime.time
The time to convert.
Returns
-------
us : int
The number of microseconds since midnight.
Notes
-----
This does not account for leap seconds or daylight savings.
"""
seconds = time.hour * 60 * 60 + time.minute * 60 + time.second
return 1000000 * seconds + time.microsecond
|
python
|
def _time_to_micros(time):
"""Convert a time into microseconds since midnight.
Parameters
----------
time : datetime.time
The time to convert.
Returns
-------
us : int
The number of microseconds since midnight.
Notes
-----
This does not account for leap seconds or daylight savings.
"""
seconds = time.hour * 60 * 60 + time.minute * 60 + time.second
return 1000000 * seconds + time.microsecond
|
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"+",
"time",
".",
"second",
"return",
"1000000",
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"seconds",
"+",
"time",
".",
"microsecond"
] |
Convert a time into microseconds since midnight.
Parameters
----------
time : datetime.time
The time to convert.
Returns
-------
us : int
The number of microseconds since midnight.
Notes
-----
This does not account for leap seconds or daylight savings.
|
[
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"."
] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/utils/pandas_utils.py#L48-L63
|
train
|
Convert a time into microseconds since midnight.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9(chr(660 - 612) + chr(111) + chr(1227 - 1177) + chr(54) + chr(51), 0b1000), ehT0Px3KOsy9('\x30' + '\157' + '\061' + chr(54) + '\067', 7961 - 7953), ehT0Px3KOsy9('\x30' + chr(0b1101111) + '\x33' + chr(49) + chr(0b1100 + 0o45), 0b1000), ehT0Px3KOsy9(chr(48) + '\x6f' + chr(0b100011 + 0o17) + chr(0b110011) + chr(52), 0o10), ehT0Px3KOsy9(chr(151 - 103) + chr(3712 - 3601) + '\064' + chr(54), ord("\x08")), ehT0Px3KOsy9(chr(1494 - 1446) + '\157' + '\063' + chr(54) + '\x32', 0b1000), ehT0Px3KOsy9(chr(48) + '\x6f' + chr(0b110100) + chr(51), 0o10), ehT0Px3KOsy9(chr(1993 - 1945) + '\x6f' + chr(0b100 + 0o55) + chr(0b110010) + chr(0b110001), 0o10), ehT0Px3KOsy9(chr(310 - 262) + chr(111) + chr(0b110011) + '\066' + chr(50), 8), ehT0Px3KOsy9('\060' + chr(111) + chr(50) + '\x30' + chr(53), 0b1000), ehT0Px3KOsy9(chr(1199 - 1151) + '\x6f' + '\x33' + chr(54) + '\x32', 8), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + '\x31' + chr(0b110111) + chr(49), 0o10), ehT0Px3KOsy9(chr(48) + chr(0b1010 + 0o145) + chr(50) + '\x35' + chr(0b1011 + 0o53), 36990 - 36982), ehT0Px3KOsy9(chr(916 - 868) + chr(0b11011 + 0o124) + chr(0b110010) + chr(0b110001) + chr(0b11 + 0o57), 0o10), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + '\x31' + chr(0b110111) + '\067', 0b1000), ehT0Px3KOsy9(chr(48) + chr(2752 - 2641) + '\066' + chr(1848 - 1793), ord("\x08")), ehT0Px3KOsy9(chr(48) + '\x6f' + chr(1612 - 1561) + chr(0b110001) + chr(342 - 293), 8), ehT0Px3KOsy9(chr(0b110000) + chr(0b1010100 + 0o33) + chr(78 - 29) + chr(0b100101 + 0o16) + chr(2233 - 2182), 0b1000), ehT0Px3KOsy9('\060' + chr(111) + chr(0b1011 + 0o50) + chr(0b110110) + chr(692 - 637), ord("\x08")), ehT0Px3KOsy9(chr(0b1011 + 0o45) + '\x6f' + '\061' + chr(1730 - 1676) + chr(246 - 192), 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + '\x33' + chr(52) + chr(0b111 + 0o55), ord("\x08")), ehT0Px3KOsy9(chr(2060 - 2012) + chr(0b11000 + 0o127) + chr(0b100011 + 0o15), 0o10), ehT0Px3KOsy9(chr(48) + '\157' + chr(50) + chr(2399 - 2349), ord("\x08")), ehT0Px3KOsy9('\x30' + '\157' + chr(52) + chr(0b110000), 0b1000), ehT0Px3KOsy9('\060' + chr(0b1101111) + '\x33' + chr(0b110111) + '\x33', 40423 - 40415), ehT0Px3KOsy9('\060' + chr(111) + '\x31' + chr(0b110011), 0o10), ehT0Px3KOsy9(chr(48) + chr(12061 - 11950) + chr(2834 - 2780) + '\x35', 19735 - 19727), ehT0Px3KOsy9(chr(1042 - 994) + chr(111) + chr(0b10110 + 0o35) + '\064' + chr(0b110101), 43492 - 43484), ehT0Px3KOsy9(chr(0b110000) + chr(0b10101 + 0o132) + '\x31' + '\066' + chr(0b10001 + 0o37), 61662 - 61654), ehT0Px3KOsy9(chr(0b110000) + '\157' + '\x31' + chr(0b110100), 0o10), ehT0Px3KOsy9('\x30' + '\x6f' + '\x33' + '\066' + chr(955 - 905), 8), ehT0Px3KOsy9('\060' + chr(111) + chr(50) + chr(0b110000) + '\x34', 0b1000), ehT0Px3KOsy9('\x30' + '\157' + chr(0b110001) + chr(1895 - 1840) + chr(0b110000), 0b1000), ehT0Px3KOsy9('\060' + chr(8652 - 8541) + '\061' + chr(0b11011 + 0o34) + '\x33', 0o10), ehT0Px3KOsy9(chr(0b11010 + 0o26) + chr(111) + '\x33' + chr(757 - 702) + chr(0b110000), 24510 - 24502), ehT0Px3KOsy9(chr(0b101 + 0o53) + chr(2336 - 2225) + '\063' + chr(53) + '\x35', 0o10), ehT0Px3KOsy9(chr(2131 - 2083) + chr(0b1101110 + 0o1) + chr(0b110001) + chr(1196 - 1143) + chr(1488 - 1433), 0o10), ehT0Px3KOsy9(chr(0b10010 + 0o36) + chr(111) + '\062' + chr(0b100001 + 0o24) + chr(0b1001 + 0o56), 54481 - 54473), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(0b11010 + 0o32), ord("\x08")), ehT0Px3KOsy9(chr(48) + '\x6f' + chr(2135 - 2080) + chr(2077 - 2029), 0o10)][WVxHKyX45z_L % ehT0Px3KOsy9(chr(0b11100 + 0o24) + chr(0b1101111) + chr(0b110101) + chr(48), 0o10)] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'\x9d'), '\144' + chr(101) + '\143' + chr(1905 - 1794) + chr(100) + chr(0b1100101))(chr(7139 - 7022) + chr(7241 - 7125) + '\x66' + chr(45) + chr(2177 - 2121)) + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def F5RVahLoIc5_(ltvhPP4VhXre):
n8shiI_5pCL9 = ltvhPP4VhXre.hour * ehT0Px3KOsy9('\x30' + chr(0b11111 + 0o120) + chr(55) + chr(52), ord("\x08")) * ehT0Px3KOsy9(chr(0b10111 + 0o31) + '\x6f' + chr(1745 - 1690) + chr(52), 8) + ltvhPP4VhXre.minute * ehT0Px3KOsy9(chr(0b110000) + chr(755 - 644) + chr(0b110111) + chr(0b100111 + 0o15), 8) + ltvhPP4VhXre.second
return ehT0Px3KOsy9(chr(0b11 + 0o55) + chr(756 - 645) + chr(51) + chr(2264 - 2210) + chr(705 - 653) + chr(49) + chr(0b100100 + 0o15) + chr(48) + '\060', ord("\x08")) * n8shiI_5pCL9 + xafqLlk3kkUe(ltvhPP4VhXre, xafqLlk3kkUe(SXOLrMavuUCe(b'\xde\x1e\xaa\xeeI\x81F2\x9d\xeb\x96'), chr(0b1100100) + chr(0b110111 + 0o56) + '\x63' + chr(0b11 + 0o154) + chr(100) + '\x65')('\x75' + chr(0b1110100) + chr(0b1001100 + 0o32) + '\x2d' + chr(0b111000)))
|
quantopian/zipline
|
zipline/utils/pandas_utils.py
|
mask_between_time
|
def mask_between_time(dts, start, end, include_start=True, include_end=True):
"""Return a mask of all of the datetimes in ``dts`` that are between
``start`` and ``end``.
Parameters
----------
dts : pd.DatetimeIndex
The index to mask.
start : time
Mask away times less than the start.
end : time
Mask away times greater than the end.
include_start : bool, optional
Inclusive on ``start``.
include_end : bool, optional
Inclusive on ``end``.
Returns
-------
mask : np.ndarray[bool]
A bool array masking ``dts``.
See Also
--------
:meth:`pandas.DatetimeIndex.indexer_between_time`
"""
# This function is adapted from
# `pandas.Datetime.Index.indexer_between_time` which was originally
# written by Wes McKinney, Chang She, and Grant Roch.
time_micros = dts._get_time_micros()
start_micros = _time_to_micros(start)
end_micros = _time_to_micros(end)
left_op, right_op, join_op = _opmap[
bool(include_start),
bool(include_end),
start_micros <= end_micros,
]
return join_op(
left_op(start_micros, time_micros),
right_op(time_micros, end_micros),
)
|
python
|
def mask_between_time(dts, start, end, include_start=True, include_end=True):
"""Return a mask of all of the datetimes in ``dts`` that are between
``start`` and ``end``.
Parameters
----------
dts : pd.DatetimeIndex
The index to mask.
start : time
Mask away times less than the start.
end : time
Mask away times greater than the end.
include_start : bool, optional
Inclusive on ``start``.
include_end : bool, optional
Inclusive on ``end``.
Returns
-------
mask : np.ndarray[bool]
A bool array masking ``dts``.
See Also
--------
:meth:`pandas.DatetimeIndex.indexer_between_time`
"""
# This function is adapted from
# `pandas.Datetime.Index.indexer_between_time` which was originally
# written by Wes McKinney, Chang She, and Grant Roch.
time_micros = dts._get_time_micros()
start_micros = _time_to_micros(start)
end_micros = _time_to_micros(end)
left_op, right_op, join_op = _opmap[
bool(include_start),
bool(include_end),
start_micros <= end_micros,
]
return join_op(
left_op(start_micros, time_micros),
right_op(time_micros, end_micros),
)
|
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Return a mask of all of the datetimes in ``dts`` that are between
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Parameters
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dts : pd.DatetimeIndex
The index to mask.
start : time
Mask away times less than the start.
end : time
Mask away times greater than the end.
include_start : bool, optional
Inclusive on ``start``.
include_end : bool, optional
Inclusive on ``end``.
Returns
-------
mask : np.ndarray[bool]
A bool array masking ``dts``.
See Also
--------
:meth:`pandas.DatetimeIndex.indexer_between_time`
|
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] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/utils/pandas_utils.py#L72-L111
|
train
|
Return a mask of all of the datetimes in dts that are between start and end.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9(chr(0b110000) + '\x6f' + '\064', 0o10), ehT0Px3KOsy9(chr(1806 - 1758) + chr(0b1101111) + '\x31' + chr(49) + chr(0b110001), 0b1000), ehT0Px3KOsy9(chr(0b0 + 0o60) + chr(111) + chr(669 - 619) + chr(2138 - 2087) + chr(51), 0o10), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(0b110010) + '\x32' + chr(0b110101), 0b1000), ehT0Px3KOsy9(chr(2175 - 2127) + '\157' + chr(49) + chr(0b10011 + 0o36), 0o10), ehT0Px3KOsy9('\060' + chr(0b111011 + 0o64) + '\063' + '\063' + chr(0b110011), ord("\x08")), ehT0Px3KOsy9('\x30' + chr(0b10101 + 0o132) + '\063' + chr(0b110111) + chr(0b101010 + 0o7), 0b1000), ehT0Px3KOsy9(chr(48) + chr(10676 - 10565) + chr(928 - 879) + chr(307 - 254) + chr(0b111 + 0o54), ord("\x08")), ehT0Px3KOsy9('\060' + chr(0b1100101 + 0o12) + chr(0b110011) + chr(0b1 + 0o66) + '\060', 0b1000), ehT0Px3KOsy9('\060' + chr(0b1101111) + chr(0b110101) + chr(53), 21412 - 21404), ehT0Px3KOsy9('\x30' + '\157' + chr(49) + '\x34' + chr(0b10001 + 0o41), 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(0b1010100 + 0o33) + chr(0b110011) + chr(51) + chr(0b110111), 0o10), ehT0Px3KOsy9(chr(1028 - 980) + chr(5206 - 5095) + chr(53) + chr(50), 42842 - 42834), ehT0Px3KOsy9(chr(48) + chr(3727 - 3616) + chr(0b110001) + '\x32' + '\x34', 38855 - 38847), ehT0Px3KOsy9('\060' + chr(11590 - 11479) + chr(1988 - 1935) + chr(1481 - 1430), ord("\x08")), ehT0Px3KOsy9('\x30' + chr(111) + chr(50) + '\x33' + chr(0b110110), 45920 - 45912), ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(0b100100 + 0o17) + chr(0b110111), 0o10), ehT0Px3KOsy9('\x30' + chr(5104 - 4993) + '\064' + chr(54), 0o10), ehT0Px3KOsy9(chr(48) + '\x6f' + '\x35' + chr(0b101100 + 0o12), 12403 - 12395), ehT0Px3KOsy9(chr(0b1010 + 0o46) + '\x6f' + chr(0b101001 + 0o11) + chr(367 - 315) + chr(51), 9384 - 9376), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(0b11100 + 0o31) + chr(1944 - 1890), 8), ehT0Px3KOsy9('\x30' + '\157' + '\x32' + chr(50), ord("\x08")), ehT0Px3KOsy9(chr(48) + '\x6f' + chr(55) + '\060', 11039 - 11031), ehT0Px3KOsy9('\x30' + chr(0b10101 + 0o132) + chr(51) + chr(2698 - 2645) + '\067', 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(879 - 829) + chr(0b10011 + 0o40), 0b1000), ehT0Px3KOsy9('\060' + '\x6f' + chr(51) + chr(49) + chr(1076 - 1023), ord("\x08")), ehT0Px3KOsy9('\060' + chr(7403 - 7292) + chr(54) + chr(0b110111), 0b1000), ehT0Px3KOsy9(chr(0b10010 + 0o36) + '\157' + chr(0b110011) + chr(0b0 + 0o60) + chr(52), 0b1000), ehT0Px3KOsy9(chr(0b11101 + 0o23) + '\157' + '\x33' + chr(0b100001 + 0o17) + '\x34', 8), ehT0Px3KOsy9('\060' + chr(111) + chr(0b110001) + chr(55) + chr(0b110101), 0o10), ehT0Px3KOsy9('\060' + '\x6f' + chr(0b110001) + chr(54) + chr(0b10100 + 0o43), 0o10), ehT0Px3KOsy9(chr(341 - 293) + chr(0b1101111) + chr(0b100110 + 0o14) + chr(0b110010) + chr(52), 0b1000), ehT0Px3KOsy9('\x30' + '\x6f' + '\x33' + '\x32' + '\x30', 0b1000), ehT0Px3KOsy9('\x30' + '\x6f' + '\x36', 2484 - 2476), ehT0Px3KOsy9(chr(48) + chr(0b1010110 + 0o31) + chr(0b110001) + '\x35' + chr(54), 0b1000), ehT0Px3KOsy9('\x30' + chr(0b1100111 + 0o10) + chr(0b111 + 0o54) + '\061' + '\x37', 74 - 66), ehT0Px3KOsy9(chr(48) + '\x6f' + chr(51) + chr(1773 - 1719) + chr(0b100111 + 0o11), ord("\x08")), ehT0Px3KOsy9('\060' + chr(111) + '\062' + '\x32' + '\065', 8), ehT0Px3KOsy9(chr(48) + '\x6f' + '\x31' + chr(0b110111) + chr(2230 - 2181), 0o10), ehT0Px3KOsy9('\x30' + chr(0b1101111) + '\x31' + chr(0b110100) + chr(0b110001), 31896 - 31888)][WVxHKyX45z_L % ehT0Px3KOsy9(chr(0b110000) + chr(7166 - 7055) + chr(53) + '\060', 0b1000)] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'*'), chr(0b1100100) + chr(101) + chr(8647 - 8548) + chr(0b100100 + 0o113) + chr(100) + chr(0b101100 + 0o71))('\x75' + '\x74' + '\x66' + '\x2d' + chr(0b11010 + 0o36)) + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def kqJZalGQXQtF(f5Ww7tOW_bKL, avRbFsnfJxQj, whWDZq5_lP01, rQ2UwSZl52Lr=ehT0Px3KOsy9('\x30' + '\157' + chr(0b110001), 21407 - 21399), ZBQnmUWDbhDL=ehT0Px3KOsy9(chr(0b100011 + 0o15) + '\157' + chr(49), 8)):
JU_gPyUGJEIJ = f5Ww7tOW_bKL._get_time_micros()
GbRoTUEbppDL = F5RVahLoIc5_(avRbFsnfJxQj)
Gd2f_U771kxH = F5RVahLoIc5_(whWDZq5_lP01)
(G31WshFrxGim, TL4y1wmEmMhI, sbVU50Wp6vzq) = pnjWLfx7lzLn[WbBjf8Y7v9VN(rQ2UwSZl52Lr), WbBjf8Y7v9VN(ZBQnmUWDbhDL), GbRoTUEbppDL <= Gd2f_U771kxH]
return sbVU50Wp6vzq(G31WshFrxGim(GbRoTUEbppDL, JU_gPyUGJEIJ), TL4y1wmEmMhI(JU_gPyUGJEIJ, Gd2f_U771kxH))
|
quantopian/zipline
|
zipline/utils/pandas_utils.py
|
find_in_sorted_index
|
def find_in_sorted_index(dts, dt):
"""
Find the index of ``dt`` in ``dts``.
This function should be used instead of `dts.get_loc(dt)` if the index is
large enough that we don't want to initialize a hash table in ``dts``. In
particular, this should always be used on minutely trading calendars.
Parameters
----------
dts : pd.DatetimeIndex
Index in which to look up ``dt``. **Must be sorted**.
dt : pd.Timestamp
``dt`` to be looked up.
Returns
-------
ix : int
Integer index such that dts[ix] == dt.
Raises
------
KeyError
If dt is not in ``dts``.
"""
ix = dts.searchsorted(dt)
if ix == len(dts) or dts[ix] != dt:
raise LookupError("{dt} is not in {dts}".format(dt=dt, dts=dts))
return ix
|
python
|
def find_in_sorted_index(dts, dt):
"""
Find the index of ``dt`` in ``dts``.
This function should be used instead of `dts.get_loc(dt)` if the index is
large enough that we don't want to initialize a hash table in ``dts``. In
particular, this should always be used on minutely trading calendars.
Parameters
----------
dts : pd.DatetimeIndex
Index in which to look up ``dt``. **Must be sorted**.
dt : pd.Timestamp
``dt`` to be looked up.
Returns
-------
ix : int
Integer index such that dts[ix] == dt.
Raises
------
KeyError
If dt is not in ``dts``.
"""
ix = dts.searchsorted(dt)
if ix == len(dts) or dts[ix] != dt:
raise LookupError("{dt} is not in {dts}".format(dt=dt, dts=dts))
return ix
|
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",",
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")",
")",
"return",
"ix"
] |
Find the index of ``dt`` in ``dts``.
This function should be used instead of `dts.get_loc(dt)` if the index is
large enough that we don't want to initialize a hash table in ``dts``. In
particular, this should always be used on minutely trading calendars.
Parameters
----------
dts : pd.DatetimeIndex
Index in which to look up ``dt``. **Must be sorted**.
dt : pd.Timestamp
``dt`` to be looked up.
Returns
-------
ix : int
Integer index such that dts[ix] == dt.
Raises
------
KeyError
If dt is not in ``dts``.
|
[
"Find",
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"dt",
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"dts",
"."
] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/utils/pandas_utils.py#L114-L142
|
train
|
Find the index of dt in dts.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9(chr(48) + '\157' + chr(1396 - 1346) + chr(0b11111 + 0o30), ord("\x08")), ehT0Px3KOsy9(chr(1048 - 1000) + '\157' + '\x32' + chr(0b1101 + 0o52) + chr(0b110011), 0o10), ehT0Px3KOsy9(chr(383 - 335) + '\157' + chr(891 - 842) + '\x36' + chr(2866 - 2812), 0b1000), ehT0Px3KOsy9('\x30' + chr(0b1000010 + 0o55) + '\x33' + chr(50) + chr(1374 - 1322), 0b1000), ehT0Px3KOsy9(chr(0b1100 + 0o44) + chr(0b1101111) + '\x37' + '\062', ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(0b100111 + 0o110) + chr(51) + chr(2368 - 2315) + '\062', 29192 - 29184), ehT0Px3KOsy9(chr(0b101110 + 0o2) + chr(111) + '\x31' + '\x32' + chr(55), 0b1000), ehT0Px3KOsy9('\060' + chr(111) + chr(49), 27707 - 27699), ehT0Px3KOsy9(chr(0b101001 + 0o7) + '\157' + chr(0b101000 + 0o13) + chr(0b101 + 0o62) + chr(633 - 579), 0b1000), ehT0Px3KOsy9('\x30' + '\x6f' + chr(0b10110 + 0o36) + '\x37', ord("\x08")), ehT0Px3KOsy9('\060' + chr(3547 - 3436) + chr(2819 - 2765), 0o10), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + '\x33' + chr(0b101111 + 0o4) + '\x31', ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(49) + '\062' + chr(0b110101), 40650 - 40642), ehT0Px3KOsy9('\060' + chr(0b101 + 0o152) + '\061' + chr(48) + '\067', ord("\x08")), ehT0Px3KOsy9(chr(910 - 862) + chr(111) + chr(0b10010 + 0o37) + chr(0b11101 + 0o24) + chr(0b110100), ord("\x08")), ehT0Px3KOsy9(chr(1539 - 1491) + chr(111) + chr(49) + chr(0b110101) + chr(1787 - 1733), 47496 - 47488), ehT0Px3KOsy9(chr(1788 - 1740) + '\157' + chr(0b101001 + 0o10) + chr(0b1011 + 0o53) + chr(0b110100), ord("\x08")), ehT0Px3KOsy9('\x30' + chr(0b1101111) + '\x31' + '\065' + '\x34', 12728 - 12720), ehT0Px3KOsy9('\060' + chr(6445 - 6334) + chr(0b110011) + chr(0b10110 + 0o40) + '\x35', ord("\x08")), ehT0Px3KOsy9('\060' + chr(111) + '\066' + chr(724 - 669), 0b1000), ehT0Px3KOsy9('\x30' + chr(111) + chr(0b1010 + 0o47) + '\067' + '\x30', 0b1000), ehT0Px3KOsy9(chr(0b100110 + 0o12) + chr(0b11 + 0o154) + '\x33' + chr(1936 - 1883) + chr(51), 0b1000), ehT0Px3KOsy9(chr(48) + chr(930 - 819) + '\062' + chr(0b110 + 0o61) + chr(0b110000), 0b1000), ehT0Px3KOsy9('\x30' + chr(0b1101111) + chr(50) + chr(0b110101) + chr(53), 0b1000), ehT0Px3KOsy9('\x30' + '\x6f' + chr(1390 - 1340) + '\061' + '\x31', ord("\x08")), ehT0Px3KOsy9(chr(885 - 837) + chr(111) + '\065' + chr(0b11 + 0o61), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(0b110011) + chr(2236 - 2184) + '\062', 22368 - 22360), ehT0Px3KOsy9('\x30' + chr(0b1101101 + 0o2) + '\x32' + chr(53) + '\x33', ord("\x08")), ehT0Px3KOsy9(chr(684 - 636) + chr(297 - 186) + chr(0b110010) + chr(55) + '\x36', 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(0b101101 + 0o102) + chr(50) + chr(0b110001) + chr(55), ord("\x08")), ehT0Px3KOsy9('\060' + chr(111) + chr(0b110010) + chr(0b110011) + chr(0b110000), 54010 - 54002), ehT0Px3KOsy9('\060' + chr(0b1010101 + 0o32) + chr(53) + '\x33', 0o10), ehT0Px3KOsy9('\x30' + '\157' + chr(740 - 691) + chr(0b110101) + chr(0b110110), 8), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(50) + chr(0b0 + 0o65) + chr(0b11011 + 0o26), 0b1000), ehT0Px3KOsy9(chr(48) + '\157' + chr(0b100001 + 0o21) + chr(0b101 + 0o60) + '\x33', 8), ehT0Px3KOsy9(chr(2061 - 2013) + chr(7752 - 7641) + '\064' + chr(55), 8), ehT0Px3KOsy9('\060' + chr(111) + chr(0b110001) + '\x36' + chr(0b11010 + 0o26), 13537 - 13529), ehT0Px3KOsy9(chr(48) + '\157' + chr(49) + chr(0b101110 + 0o6) + '\x33', 0o10), ehT0Px3KOsy9('\060' + chr(0b1101111) + '\x32' + chr(0b100111 + 0o12) + chr(50), 62807 - 62799), ehT0Px3KOsy9(chr(48) + '\x6f' + '\x32' + chr(0b110011) + chr(0b100001 + 0o25), 50905 - 50897)][WVxHKyX45z_L % ehT0Px3KOsy9(chr(0b110000) + chr(0b100000 + 0o117) + chr(1282 - 1229) + '\060', 7473 - 7465)] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'9'), chr(3767 - 3667) + chr(0b1100101) + chr(0b1100011) + '\x6f' + chr(1581 - 1481) + '\145')('\165' + '\164' + chr(0b1100110) + chr(0b10111 + 0o26) + chr(0b11111 + 0o31)) + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def sDv7l56Og5Ml(f5Ww7tOW_bKL, OmU3Un949MWT):
NhWUxmSUCcoW = f5Ww7tOW_bKL.searchsorted(OmU3Un949MWT)
if NhWUxmSUCcoW == c2A0yzQpDQB3(f5Ww7tOW_bKL) or f5Ww7tOW_bKL[NhWUxmSUCcoW] != OmU3Un949MWT:
raise jIl9qoALCRyb(xafqLlk3kkUe(xafqLlk3kkUe(SXOLrMavuUCe(b'l\xdf\x02\xa9\x1a\x83$!\x90Hr\xf9<)l\x15\x10\x18\x86J'), chr(7946 - 7846) + '\145' + chr(0b1100011) + chr(0b1101111) + chr(100) + chr(0b1111 + 0o126))(chr(117) + chr(116) + chr(0b1100110) + chr(0b10010 + 0o33) + chr(0b111000)), xafqLlk3kkUe(SXOLrMavuUCe(b'A\x8f\x04\xbbr\x8b\x042\xaeWc\xb3'), chr(5372 - 5272) + chr(101) + chr(0b111010 + 0o51) + chr(0b1000010 + 0o55) + '\x64' + '\x65')('\x75' + '\x74' + chr(0b1100110) + chr(45) + chr(0b111000)))(dt=OmU3Un949MWT, dts=f5Ww7tOW_bKL))
return NhWUxmSUCcoW
|
quantopian/zipline
|
zipline/utils/pandas_utils.py
|
nearest_unequal_elements
|
def nearest_unequal_elements(dts, dt):
"""
Find values in ``dts`` closest but not equal to ``dt``.
Returns a pair of (last_before, first_after).
When ``dt`` is less than any element in ``dts``, ``last_before`` is None.
When ``dt`` is greater any element in ``dts``, ``first_after`` is None.
``dts`` must be unique and sorted in increasing order.
Parameters
----------
dts : pd.DatetimeIndex
Dates in which to search.
dt : pd.Timestamp
Date for which to find bounds.
"""
if not dts.is_unique:
raise ValueError("dts must be unique")
if not dts.is_monotonic_increasing:
raise ValueError("dts must be sorted in increasing order")
if not len(dts):
return None, None
sortpos = dts.searchsorted(dt, side='left')
try:
sortval = dts[sortpos]
except IndexError:
# dt is greater than any value in the array.
return dts[-1], None
if dt < sortval:
lower_ix = sortpos - 1
upper_ix = sortpos
elif dt == sortval:
lower_ix = sortpos - 1
upper_ix = sortpos + 1
else:
lower_ix = sortpos
upper_ix = sortpos + 1
lower_value = dts[lower_ix] if lower_ix >= 0 else None
upper_value = dts[upper_ix] if upper_ix < len(dts) else None
return lower_value, upper_value
|
python
|
def nearest_unequal_elements(dts, dt):
"""
Find values in ``dts`` closest but not equal to ``dt``.
Returns a pair of (last_before, first_after).
When ``dt`` is less than any element in ``dts``, ``last_before`` is None.
When ``dt`` is greater any element in ``dts``, ``first_after`` is None.
``dts`` must be unique and sorted in increasing order.
Parameters
----------
dts : pd.DatetimeIndex
Dates in which to search.
dt : pd.Timestamp
Date for which to find bounds.
"""
if not dts.is_unique:
raise ValueError("dts must be unique")
if not dts.is_monotonic_increasing:
raise ValueError("dts must be sorted in increasing order")
if not len(dts):
return None, None
sortpos = dts.searchsorted(dt, side='left')
try:
sortval = dts[sortpos]
except IndexError:
# dt is greater than any value in the array.
return dts[-1], None
if dt < sortval:
lower_ix = sortpos - 1
upper_ix = sortpos
elif dt == sortval:
lower_ix = sortpos - 1
upper_ix = sortpos + 1
else:
lower_ix = sortpos
upper_ix = sortpos + 1
lower_value = dts[lower_ix] if lower_ix >= 0 else None
upper_value = dts[upper_ix] if upper_ix < len(dts) else None
return lower_value, upper_value
|
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] |
Find values in ``dts`` closest but not equal to ``dt``.
Returns a pair of (last_before, first_after).
When ``dt`` is less than any element in ``dts``, ``last_before`` is None.
When ``dt`` is greater any element in ``dts``, ``first_after`` is None.
``dts`` must be unique and sorted in increasing order.
Parameters
----------
dts : pd.DatetimeIndex
Dates in which to search.
dt : pd.Timestamp
Date for which to find bounds.
|
[
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] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/utils/pandas_utils.py#L145-L192
|
train
|
Find values in dts closest but not equal to dt.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9(chr(479 - 431) + chr(0b11 + 0o154) + chr(0b101111 + 0o2) + '\x33' + '\x32', 46254 - 46246), ehT0Px3KOsy9(chr(48) + chr(0b11010 + 0o125) + chr(0b10010 + 0o37) + chr(50), 0o10), ehT0Px3KOsy9(chr(48) + '\157' + chr(0b11010 + 0o27) + chr(2071 - 2019) + chr(0b110010), 0o10), ehT0Px3KOsy9(chr(48) + chr(111) + chr(0b110011) + chr(1284 - 1234) + chr(52), 0o10), ehT0Px3KOsy9('\060' + '\157' + '\x35' + chr(1141 - 1091), 0o10), ehT0Px3KOsy9(chr(48) + '\x6f' + '\x33' + chr(49), 0b1000), ehT0Px3KOsy9('\060' + chr(10266 - 10155) + chr(50) + chr(0b110110) + chr(0b10101 + 0o33), 14298 - 14290), ehT0Px3KOsy9(chr(0b100 + 0o54) + '\157' + chr(1708 - 1659) + chr(0b110011), 41704 - 41696), ehT0Px3KOsy9(chr(1005 - 957) + chr(0b1001101 + 0o42) + '\061' + chr(0b110010) + chr(0b100 + 0o62), 0o10), ehT0Px3KOsy9(chr(48) + '\157' + '\x36', ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(0b101111 + 0o100) + '\x31' + chr(2328 - 2278) + chr(0b1101 + 0o47), 0o10), ehT0Px3KOsy9(chr(0b10010 + 0o36) + '\x6f' + '\x32' + chr(942 - 894), 0o10), ehT0Px3KOsy9('\x30' + chr(111) + chr(0b110001) + '\x37' + chr(52), 48520 - 48512), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + '\x32' + chr(0b110000) + chr(55), 0o10), ehT0Px3KOsy9(chr(1643 - 1595) + chr(111) + chr(0b110010) + '\x36' + chr(0b110110), ord("\x08")), ehT0Px3KOsy9(chr(0b10010 + 0o36) + chr(0b1101111) + '\064' + chr(0b110011), 46248 - 46240), ehT0Px3KOsy9(chr(48) + '\157' + chr(0b110101) + chr(2224 - 2175), ord("\x08")), ehT0Px3KOsy9('\x30' + chr(111) + chr(1343 - 1294) + '\064' + chr(149 - 96), ord("\x08")), ehT0Px3KOsy9('\x30' + '\x6f' + '\x31' + '\062' + chr(2792 - 2739), ord("\x08")), ehT0Px3KOsy9(chr(0b101 + 0o53) + '\157' + '\061' + '\x36', ord("\x08")), ehT0Px3KOsy9('\060' + '\x6f' + chr(0b110011) + chr(0b1111 + 0o44) + chr(0b110011), 0o10), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(0b110011) + '\x33', 38088 - 38080), ehT0Px3KOsy9(chr(1378 - 1330) + '\x6f' + chr(0b1101 + 0o45) + chr(0b101010 + 0o13) + chr(0b110001), 10617 - 10609), ehT0Px3KOsy9('\x30' + '\x6f' + '\x33' + '\x32' + '\060', 5136 - 5128), ehT0Px3KOsy9('\060' + chr(0b1101111) + chr(1120 - 1070) + chr(48) + chr(1064 - 1014), ord("\x08")), ehT0Px3KOsy9(chr(0b1010 + 0o46) + '\157' + chr(49) + chr(2382 - 2331) + chr(1944 - 1889), 14541 - 14533), ehT0Px3KOsy9('\x30' + chr(6386 - 6275) + chr(0b110100) + '\064', 0b1000), ehT0Px3KOsy9(chr(0b1101 + 0o43) + '\x6f' + '\062' + chr(49) + chr(2141 - 2091), ord("\x08")), ehT0Px3KOsy9(chr(0b10110 + 0o32) + chr(7560 - 7449) + chr(53) + chr(55), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(51) + chr(0b110000) + '\064', 0o10), ehT0Px3KOsy9('\x30' + '\x6f' + '\x33' + chr(0b10011 + 0o36) + chr(323 - 273), ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(0b101011 + 0o104) + chr(0b100111 + 0o13) + '\063' + chr(0b11010 + 0o27), 57191 - 57183), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + '\063' + '\x31' + '\x31', 0o10), ehT0Px3KOsy9('\x30' + chr(8875 - 8764) + '\061' + chr(2884 - 2829) + '\x34', 8), ehT0Px3KOsy9('\060' + '\157' + chr(0b110010) + '\x34' + chr(54), 0b1000), ehT0Px3KOsy9('\060' + chr(9220 - 9109) + '\x33' + '\x33' + chr(0b110010 + 0o5), ord("\x08")), ehT0Px3KOsy9('\x30' + chr(0b110110 + 0o71) + '\061' + chr(52), 0o10), ehT0Px3KOsy9('\060' + '\157' + '\061' + chr(0b101101 + 0o5) + chr(0b11 + 0o64), 0o10), ehT0Px3KOsy9('\060' + chr(111) + '\x31' + chr(0b101101 + 0o10) + chr(51), 0b1000), ehT0Px3KOsy9('\060' + chr(0b1000000 + 0o57) + chr(0b101101 + 0o4) + '\x36', 8)][WVxHKyX45z_L % ehT0Px3KOsy9('\x30' + chr(0b111110 + 0o61) + chr(2608 - 2555) + '\x30', ord("\x08"))] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b't'), chr(0b1100100) + '\145' + chr(1036 - 937) + chr(2432 - 2321) + chr(0b1100100) + '\x65')(chr(117) + chr(116) + '\146' + '\055' + '\070') + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def xGd53LkmQxoZ(f5Ww7tOW_bKL, OmU3Un949MWT):
if not xafqLlk3kkUe(f5Ww7tOW_bKL, xafqLlk3kkUe(SXOLrMavuUCe(b'3y=\xa1Dp\xc1~3'), '\x64' + chr(4086 - 3985) + chr(99) + '\157' + '\144' + '\145')(chr(8812 - 8695) + chr(0b1110100) + chr(0b1100110) + chr(0b101101) + chr(56))):
raise q1QCh3W88sgk(xafqLlk3kkUe(SXOLrMavuUCe(b'>~\x11\xf4Gl\xc3\x7fvd10\t\xe9\xdfR\\\x00'), chr(4449 - 4349) + chr(0b111011 + 0o52) + chr(99) + '\157' + chr(100) + chr(0b1100101))(chr(117) + chr(6705 - 6589) + '\146' + chr(1195 - 1150) + chr(0b111000)))
if not xafqLlk3kkUe(f5Ww7tOW_bKL, xafqLlk3kkUe(SXOLrMavuUCe(b'3y=\xb9Ew\xdf\x7f9h=s#\xee\xd8@[\x004}\xb2u\xce'), chr(0b1100100) + chr(0b1100101) + chr(0b10101 + 0o116) + chr(111) + chr(3890 - 3790) + chr(4888 - 4787))(chr(117) + '\164' + chr(0b101 + 0o141) + chr(1874 - 1829) + '\070')):
raise q1QCh3W88sgk(xafqLlk3kkUe(SXOLrMavuUCe(b'>~\x11\xf4Gl\xc3\x7fvd10\x0f\xe8\xc4WL\x01ug\xb5;\xc0\xbe\xe1-A\xeb\\\xad\xa4\xfe\xe9\x13\xd4\xbbi%'), chr(0b1100100) + chr(5620 - 5519) + chr(0b1100011) + chr(111) + '\x64' + chr(4092 - 3991))('\x75' + chr(0b1110100) + chr(0b1100110) + '\x2d' + '\x38'))
if not c2A0yzQpDQB3(f5Ww7tOW_bKL):
return (None, None)
nAI4UpkJyZZd = f5Ww7tOW_bKL.searchsorted(OmU3Un949MWT, side=xafqLlk3kkUe(SXOLrMavuUCe(b'6o\x04\xa0'), '\x64' + chr(0b1100101) + chr(0b1100011) + chr(1800 - 1689) + chr(100) + chr(0b1001 + 0o134))('\165' + '\x74' + '\x66' + '\x2d' + '\x38'))
try:
SxnZcBqPXQXc = f5Ww7tOW_bKL[nAI4UpkJyZZd]
except _fsda0v2_OKU:
return (f5Ww7tOW_bKL[-ehT0Px3KOsy9(chr(237 - 189) + '\157' + chr(1562 - 1513), 0o10)], None)
if OmU3Un949MWT < SxnZcBqPXQXc:
GeGJBxxhBTgR = nAI4UpkJyZZd - ehT0Px3KOsy9(chr(0b110000) + chr(5608 - 5497) + chr(0b10011 + 0o36), 8)
FdE15V45Pp7_ = nAI4UpkJyZZd
elif OmU3Un949MWT == SxnZcBqPXQXc:
GeGJBxxhBTgR = nAI4UpkJyZZd - ehT0Px3KOsy9(chr(0b11111 + 0o21) + chr(4192 - 4081) + chr(387 - 338), 8)
FdE15V45Pp7_ = nAI4UpkJyZZd + ehT0Px3KOsy9(chr(0b110000) + chr(0b100010 + 0o115) + chr(49), 8)
else:
GeGJBxxhBTgR = nAI4UpkJyZZd
FdE15V45Pp7_ = nAI4UpkJyZZd + ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(232 - 183), 8)
tWNVltbiogrk = f5Ww7tOW_bKL[GeGJBxxhBTgR] if GeGJBxxhBTgR >= ehT0Px3KOsy9(chr(0b11000 + 0o30) + '\x6f' + '\060', 45676 - 45668) else None
QMMQqTDmQaG3 = f5Ww7tOW_bKL[FdE15V45Pp7_] if FdE15V45Pp7_ < c2A0yzQpDQB3(f5Ww7tOW_bKL) else None
return (tWNVltbiogrk, QMMQqTDmQaG3)
|
quantopian/zipline
|
zipline/utils/pandas_utils.py
|
categorical_df_concat
|
def categorical_df_concat(df_list, inplace=False):
"""
Prepare list of pandas DataFrames to be used as input to pd.concat.
Ensure any columns of type 'category' have the same categories across each
dataframe.
Parameters
----------
df_list : list
List of dataframes with same columns.
inplace : bool
True if input list can be modified. Default is False.
Returns
-------
concatenated : df
Dataframe of concatenated list.
"""
if not inplace:
df_list = deepcopy(df_list)
# Assert each dataframe has the same columns/dtypes
df = df_list[0]
if not all([(df.dtypes.equals(df_i.dtypes)) for df_i in df_list[1:]]):
raise ValueError("Input DataFrames must have the same columns/dtypes.")
categorical_columns = df.columns[df.dtypes == 'category']
for col in categorical_columns:
new_categories = sorted(
set().union(
*(frame[col].cat.categories for frame in df_list)
)
)
with ignore_pandas_nan_categorical_warning():
for df in df_list:
df[col].cat.set_categories(new_categories, inplace=True)
return pd.concat(df_list)
|
python
|
def categorical_df_concat(df_list, inplace=False):
"""
Prepare list of pandas DataFrames to be used as input to pd.concat.
Ensure any columns of type 'category' have the same categories across each
dataframe.
Parameters
----------
df_list : list
List of dataframes with same columns.
inplace : bool
True if input list can be modified. Default is False.
Returns
-------
concatenated : df
Dataframe of concatenated list.
"""
if not inplace:
df_list = deepcopy(df_list)
# Assert each dataframe has the same columns/dtypes
df = df_list[0]
if not all([(df.dtypes.equals(df_i.dtypes)) for df_i in df_list[1:]]):
raise ValueError("Input DataFrames must have the same columns/dtypes.")
categorical_columns = df.columns[df.dtypes == 'category']
for col in categorical_columns:
new_categories = sorted(
set().union(
*(frame[col].cat.categories for frame in df_list)
)
)
with ignore_pandas_nan_categorical_warning():
for df in df_list:
df[col].cat.set_categories(new_categories, inplace=True)
return pd.concat(df_list)
|
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] |
Prepare list of pandas DataFrames to be used as input to pd.concat.
Ensure any columns of type 'category' have the same categories across each
dataframe.
Parameters
----------
df_list : list
List of dataframes with same columns.
inplace : bool
True if input list can be modified. Default is False.
Returns
-------
concatenated : df
Dataframe of concatenated list.
|
[
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] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/utils/pandas_utils.py#L247-L287
|
train
|
Concatenate a list of pandas DataFrames with categorical columns.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9(chr(315 - 267) + '\157' + chr(0b11101 + 0o24) + chr(0b10010 + 0o43) + chr(53), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(1213 - 1159) + '\x37', 50596 - 50588), ehT0Px3KOsy9(chr(0b100 + 0o54) + chr(0b1101111) + chr(0b110001) + chr(0b110101) + chr(0b110010), 21198 - 21190), ehT0Px3KOsy9('\x30' + chr(0b101011 + 0o104) + '\062' + chr(52), ord("\x08")), ehT0Px3KOsy9('\x30' + chr(265 - 154) + chr(49) + chr(2153 - 2102) + chr(0b110011), ord("\x08")), ehT0Px3KOsy9(chr(0b101111 + 0o1) + '\x6f' + '\063' + '\x37' + chr(0b11111 + 0o27), ord("\x08")), ehT0Px3KOsy9('\060' + '\x6f' + '\x32' + chr(55) + chr(0b11100 + 0o27), 45762 - 45754), ehT0Px3KOsy9(chr(1476 - 1428) + '\157' + chr(0b110000 + 0o1) + '\061' + chr(49), ord("\x08")), ehT0Px3KOsy9(chr(48) + '\x6f' + '\061' + chr(49) + chr(0b110011), 34640 - 34632), ehT0Px3KOsy9(chr(48) + '\x6f' + chr(52) + chr(53), 6570 - 6562), ehT0Px3KOsy9('\060' + chr(6252 - 6141) + chr(49) + '\065' + chr(53), 8), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(0b1111 + 0o43) + chr(105 - 53) + '\x30', 27943 - 27935), ehT0Px3KOsy9(chr(0b10 + 0o56) + chr(0b1011100 + 0o23) + '\061' + chr(53) + chr(1572 - 1523), 0o10), ehT0Px3KOsy9('\x30' + chr(6802 - 6691) + chr(0b1110 + 0o45) + chr(0b0 + 0o67) + chr(50), 35783 - 35775), ehT0Px3KOsy9(chr(48) + chr(111) + chr(1734 - 1685) + chr(0b110000) + chr(0b11111 + 0o30), 0b1000), ehT0Px3KOsy9(chr(0b100111 + 0o11) + chr(0b1101011 + 0o4) + chr(0b101101 + 0o6) + chr(48) + '\062', 50711 - 50703), ehT0Px3KOsy9(chr(0b110000) + chr(2530 - 2419) + '\x33' + '\x32', ord("\x08")), ehT0Px3KOsy9(chr(816 - 768) + '\157' + chr(1092 - 1041) + chr(55) + chr(54), 8), ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(2197 - 2145) + chr(1014 - 960), 0b1000), ehT0Px3KOsy9(chr(1131 - 1083) + '\157' + chr(0b100010 + 0o20) + chr(0b110101) + chr(0b110101), 0b1000), ehT0Px3KOsy9(chr(158 - 110) + '\157' + chr(51) + chr(765 - 716) + chr(1074 - 1021), 0b1000), ehT0Px3KOsy9('\x30' + chr(0b1010101 + 0o32) + '\x31', 41478 - 41470), ehT0Px3KOsy9(chr(0b10000 + 0o40) + chr(0b1100100 + 0o13) + '\x32' + chr(61 - 10) + '\067', ord("\x08")), ehT0Px3KOsy9(chr(1856 - 1808) + chr(0b1101111) + chr(872 - 821) + chr(0b110011) + chr(55), 0o10), ehT0Px3KOsy9(chr(2184 - 2136) + chr(0b1001010 + 0o45) + '\061' + chr(586 - 534) + chr(52), ord("\x08")), ehT0Px3KOsy9(chr(1964 - 1916) + '\157' + '\061' + '\x30' + chr(272 - 221), 10518 - 10510), ehT0Px3KOsy9('\x30' + chr(3509 - 3398) + chr(1953 - 1902) + '\066' + chr(0b110110), 10412 - 10404), ehT0Px3KOsy9('\060' + chr(7553 - 7442) + '\x33' + chr(0b100 + 0o54) + chr(0b100100 + 0o17), 17861 - 17853), ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(0b110011) + chr(2539 - 2486) + chr(1940 - 1891), 0o10), ehT0Px3KOsy9('\060' + chr(0b1001110 + 0o41) + '\062' + chr(0b1010 + 0o47), ord("\x08")), ehT0Px3KOsy9(chr(48) + '\157' + '\061' + chr(0b100011 + 0o16) + chr(49), 8), ehT0Px3KOsy9('\060' + '\157' + '\x32' + chr(55) + chr(0b110110), 0o10), ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(0b111 + 0o52) + chr(0b110011) + chr(50), 0o10), ehT0Px3KOsy9(chr(491 - 443) + chr(0b111001 + 0o66) + chr(2087 - 2037) + chr(0b110001) + chr(0b110011), 62413 - 62405), ehT0Px3KOsy9('\060' + chr(2133 - 2022) + '\x31' + '\067' + chr(0b110110), ord("\x08")), ehT0Px3KOsy9(chr(0b1110 + 0o42) + chr(111) + chr(0b10011 + 0o36) + chr(2639 - 2586) + chr(0b11 + 0o60), 0o10), ehT0Px3KOsy9('\060' + chr(1317 - 1206) + '\x33' + '\x36' + chr(0b110001), 0o10), ehT0Px3KOsy9('\060' + '\x6f' + chr(50) + chr(52) + chr(0b110100), 0b1000), ehT0Px3KOsy9(chr(48) + '\157' + '\x33' + '\067' + chr(2159 - 2109), 8), ehT0Px3KOsy9(chr(842 - 794) + chr(12235 - 12124) + '\x33' + chr(51) + chr(779 - 729), 0b1000)][WVxHKyX45z_L % ehT0Px3KOsy9(chr(0b10 + 0o56) + chr(0b1101111) + chr(0b110001 + 0o4) + '\x30', 0b1000)] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'C'), chr(0b1010101 + 0o17) + chr(0b1100101) + '\x63' + '\157' + chr(1037 - 937) + '\145')('\165' + chr(116) + chr(0b1100110) + '\055' + chr(56)) + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def pPePn3tfRvbw(Ap5Ts1nna41y, KhzrMpzISODo=ehT0Px3KOsy9(chr(48 - 0) + chr(0b1000000 + 0o57) + '\x30', 0o10)):
if not KhzrMpzISODo:
Ap5Ts1nna41y = GUxGQElCEOAD(Ap5Ts1nna41y)
aVhM9WzaWXU5 = Ap5Ts1nna41y[ehT0Px3KOsy9(chr(0b110000) + chr(0b100101 + 0o112) + '\x30', 8)]
if not Dl48nj1rbi23([xafqLlk3kkUe(aVhM9WzaWXU5.dtypes, xafqLlk3kkUe(SXOLrMavuUCe(b'\x08F\x1fu7\x8d'), chr(0b1100100) + chr(101) + '\143' + '\157' + chr(0b1100100) + chr(0b111010 + 0o53))(chr(117) + chr(116) + chr(0b1101 + 0o131) + chr(45) + chr(0b111000)))(xafqLlk3kkUe(lNyX5dlzJ27O, xafqLlk3kkUe(SXOLrMavuUCe(b'\tC\x13d>\x8d'), '\144' + chr(0b1011110 + 0o7) + chr(5601 - 5502) + chr(0b1101111) + chr(100) + '\x65')('\x75' + '\x74' + '\146' + chr(0b101101) + chr(0b111000)))) for lNyX5dlzJ27O in Ap5Ts1nna41y[ehT0Px3KOsy9('\x30' + chr(111) + chr(2169 - 2120), 8):]]):
raise q1QCh3W88sgk(xafqLlk3kkUe(SXOLrMavuUCe(b'$Y\x1aa/\xde\xff(?D+\xd2\x08\x97"\xb1:\x93S\xde\xb9!\xf7\xbe\x12&\xd6\xb7\x81ti\xcd;\xe6\x1bK\x92\xcb\x96\xaf\x00Y\x19;?\x8a\xc29.VC'), chr(0b1000010 + 0o42) + chr(0b1100101) + '\x63' + '\x6f' + chr(0b1100100) + chr(0b1110 + 0o127))(chr(11281 - 11164) + chr(116) + chr(0b1100100 + 0o2) + '\055' + chr(56)))
olB8asKya53Y = aVhM9WzaWXU5.qKlXBtn3PKy4[aVhM9WzaWXU5.dtypes == xafqLlk3kkUe(SXOLrMavuUCe(b'\x0eV\x1eq<\x91\xc90'), chr(0b1100100) + chr(0b1001111 + 0o26) + chr(4918 - 4819) + chr(3315 - 3204) + chr(0b1100100) + '\145')(chr(0b1101111 + 0o6) + '\x74' + '\146' + '\055' + chr(0b11010 + 0o36))]
for Qa2uSJqQPT3w in olB8asKya53Y:
QVK8u7RnAnpO = vUlqIvNSaRMa(MVEN8G6CxlvR().ImVX4ET3vKwG(*(C4IqNNmLfHXB[Qa2uSJqQPT3w].cat.mZZDAT49UzAb for C4IqNNmLfHXB in Ap5Ts1nna41y)))
with tUe9mJOVWKTU():
for aVhM9WzaWXU5 in Ap5Ts1nna41y:
xafqLlk3kkUe(aVhM9WzaWXU5[Qa2uSJqQPT3w].cat, xafqLlk3kkUe(SXOLrMavuUCe(b'\x1eR\x1eK8\x9f\xcf,,J\x1f\xc9\x0c\x89'), '\144' + chr(101) + chr(0b1100011) + '\x6f' + chr(0b1100100) + chr(101))('\165' + chr(8620 - 8504) + chr(0b1101 + 0o131) + '\055' + chr(2747 - 2691)))(QVK8u7RnAnpO, inplace=ehT0Px3KOsy9(chr(0b11000 + 0o30) + chr(111) + '\x31', 8))
return xafqLlk3kkUe(dubtF9GfzOdC, xafqLlk3kkUe(SXOLrMavuUCe(b'\x0eX\x04w:\x8a'), '\x64' + chr(640 - 539) + chr(0b1100011) + '\157' + '\144' + chr(0b1011000 + 0o15))('\x75' + '\164' + chr(0b1010001 + 0o25) + chr(0b101101) + chr(0b111000)))(Ap5Ts1nna41y)
|
quantopian/zipline
|
zipline/utils/pandas_utils.py
|
check_indexes_all_same
|
def check_indexes_all_same(indexes, message="Indexes are not equal."):
"""Check that a list of Index objects are all equal.
Parameters
----------
indexes : iterable[pd.Index]
Iterable of indexes to check.
Raises
------
ValueError
If the indexes are not all the same.
"""
iterator = iter(indexes)
first = next(iterator)
for other in iterator:
same = (first == other)
if not same.all():
bad_loc = np.flatnonzero(~same)[0]
raise ValueError(
"{}\nFirst difference is at index {}: "
"{} != {}".format(
message, bad_loc, first[bad_loc], other[bad_loc]
),
)
|
python
|
def check_indexes_all_same(indexes, message="Indexes are not equal."):
"""Check that a list of Index objects are all equal.
Parameters
----------
indexes : iterable[pd.Index]
Iterable of indexes to check.
Raises
------
ValueError
If the indexes are not all the same.
"""
iterator = iter(indexes)
first = next(iterator)
for other in iterator:
same = (first == other)
if not same.all():
bad_loc = np.flatnonzero(~same)[0]
raise ValueError(
"{}\nFirst difference is at index {}: "
"{} != {}".format(
message, bad_loc, first[bad_loc], other[bad_loc]
),
)
|
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] |
Check that a list of Index objects are all equal.
Parameters
----------
indexes : iterable[pd.Index]
Iterable of indexes to check.
Raises
------
ValueError
If the indexes are not all the same.
|
[
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"are",
"all",
"equal",
"."
] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/utils/pandas_utils.py#L325-L349
|
train
|
Checks that a list of Index objects are all equal.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(1291 - 1240) + '\x34' + chr(50), ord("\x08")), ehT0Px3KOsy9(chr(0b11011 + 0o25) + chr(6778 - 6667) + chr(50) + '\x37', 0b1000), ehT0Px3KOsy9(chr(48) + '\x6f' + chr(49) + chr(1865 - 1817) + chr(55), 0o10), ehT0Px3KOsy9('\x30' + chr(0b1101111) + '\x32' + chr(0b110111) + chr(0b1000 + 0o51), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(316 - 266) + chr(504 - 455) + '\063', 0o10), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + '\061' + chr(0b110110) + chr(51), 0o10), ehT0Px3KOsy9(chr(0b10111 + 0o31) + chr(1024 - 913) + '\061' + chr(0b110000) + chr(0b0 + 0o60), 0b1000), ehT0Px3KOsy9('\060' + '\x6f' + '\x32' + '\x33' + chr(0b11011 + 0o30), 0b1000), ehT0Px3KOsy9('\x30' + '\x6f' + chr(50) + '\x36' + chr(0b1101 + 0o45), ord("\x08")), ehT0Px3KOsy9('\060' + chr(1376 - 1265) + '\x33' + chr(0b100101 + 0o21) + chr(0b10 + 0o62), ord("\x08")), ehT0Px3KOsy9('\060' + '\x6f' + chr(0b110100), 0o10), ehT0Px3KOsy9(chr(858 - 810) + '\x6f' + chr(50) + chr(55) + chr(0b100000 + 0o22), 0o10), ehT0Px3KOsy9(chr(1025 - 977) + chr(111) + chr(49) + '\x31' + chr(0b110011), 54596 - 54588), ehT0Px3KOsy9(chr(0b1011 + 0o45) + '\x6f' + chr(437 - 387) + chr(48) + '\x35', 0o10), ehT0Px3KOsy9('\x30' + '\157' + chr(0b1011 + 0o46) + '\x36' + chr(0b10 + 0o60), 0b1000), ehT0Px3KOsy9(chr(48) + chr(6737 - 6626) + '\062' + chr(1563 - 1513) + chr(52), 0b1000), ehT0Px3KOsy9('\060' + chr(111) + chr(49) + chr(0b1100 + 0o50) + chr(55), 0o10), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(556 - 507) + '\x30' + chr(52), ord("\x08")), ehT0Px3KOsy9('\060' + chr(111) + chr(249 - 198) + chr(48) + '\x32', ord("\x08")), ehT0Px3KOsy9(chr(0b101 + 0o53) + chr(0b1101111) + '\x34' + '\061', 0b1000), ehT0Px3KOsy9(chr(0b101010 + 0o6) + '\157' + chr(1798 - 1747) + chr(1068 - 1016) + '\x33', 0o10), ehT0Px3KOsy9('\x30' + chr(0b1000010 + 0o55) + chr(2008 - 1958) + '\064' + chr(50), 55497 - 55489), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + '\x33' + chr(52) + '\x33', 8), ehT0Px3KOsy9(chr(0b101101 + 0o3) + chr(0b1101111) + chr(0b110011) + chr(0b10101 + 0o37) + chr(1387 - 1337), 8), ehT0Px3KOsy9(chr(0b11010 + 0o26) + chr(0b100110 + 0o111) + chr(49) + '\x33' + '\064', 21825 - 21817), ehT0Px3KOsy9('\060' + chr(8824 - 8713) + chr(1604 - 1553) + chr(1264 - 1213) + chr(0b110011), 0o10), ehT0Px3KOsy9(chr(0b101 + 0o53) + '\157' + chr(0b110101), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(0b1001110 + 0o41) + chr(50) + '\062' + chr(51), 0b1000), ehT0Px3KOsy9('\060' + chr(0b100011 + 0o114) + chr(49) + '\060' + '\066', ord("\x08")), ehT0Px3KOsy9(chr(48) + '\x6f' + chr(49) + chr(50) + chr(0b11111 + 0o25), 56868 - 56860), ehT0Px3KOsy9(chr(48) + chr(5403 - 5292) + chr(0b110010) + '\x30' + chr(0b110011), 0o10), ehT0Px3KOsy9(chr(48) + chr(111) + '\062' + chr(0b101110 + 0o6) + chr(688 - 640), 27113 - 27105), ehT0Px3KOsy9('\060' + '\x6f' + chr(51) + chr(352 - 297) + chr(215 - 165), 17734 - 17726), ehT0Px3KOsy9(chr(829 - 781) + chr(111) + chr(54) + chr(0b110000), 53275 - 53267), ehT0Px3KOsy9('\x30' + '\x6f' + chr(0b1 + 0o60) + chr(55) + '\x31', 4444 - 4436), ehT0Px3KOsy9('\x30' + '\x6f' + '\x33' + '\060' + chr(1733 - 1678), ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(111) + chr(0b110001) + chr(52) + chr(51), 53714 - 53706), ehT0Px3KOsy9(chr(48) + chr(0b1011100 + 0o23) + '\x36' + chr(0b110011), 0o10), ehT0Px3KOsy9('\x30' + chr(111) + '\x33' + chr(0b1010 + 0o46) + '\065', 0b1000), ehT0Px3KOsy9('\x30' + chr(0b1101111) + chr(1437 - 1383), 0o10)][WVxHKyX45z_L % ehT0Px3KOsy9(chr(0b1100 + 0o44) + '\x6f' + chr(0b10010 + 0o43) + chr(0b110000), ord("\x08"))] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'\xcc'), '\x64' + chr(0b1100101) + chr(0b1000000 + 0o43) + '\x6f' + chr(5692 - 5592) + '\x65')(chr(0b1110101) + '\164' + '\146' + chr(0b11001 + 0o24) + chr(56)) + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def Ab2m0tPhm58G(AjrnLNzw5Jx9, R2mbIkZzeu1B=xafqLlk3kkUe(SXOLrMavuUCe(b'\xaby#\xdc\xf3\x163\xbb\xd3\x86a\x9a%\xea\x06\xb4\x025\xb7@\x8f\x8c'), chr(2226 - 2126) + '\145' + chr(99) + chr(0b1101111) + '\x64' + '\145')(chr(0b1110101) + chr(8637 - 8521) + chr(0b1100110) + chr(0b100110 + 0o7) + chr(56))):
qS80gn7HOKhx = ZdP978XkGspL(AjrnLNzw5Jx9)
It1LJs8swHZQ = nSwwHEeM4cxI(qS80gn7HOKhx)
for KK0ERS7DqYrY in qS80gn7HOKhx:
UUoRswg4OYYo = It1LJs8swHZQ == KK0ERS7DqYrY
if not xafqLlk3kkUe(UUoRswg4OYYo, xafqLlk3kkUe(SXOLrMavuUCe(b'\xa6{s\x81\xe5\x19q\xe9\xd0\x9d6\x89'), chr(0b11000 + 0o114) + chr(0b101011 + 0o72) + chr(0b1100011) + chr(0b1000011 + 0o54) + chr(6654 - 6554) + '\x65')('\x75' + chr(116) + chr(4319 - 4217) + chr(0b10110 + 0o27) + '\070'))():
HTDNVs_w9phs = WqUC3KWvYVup.flatnonzero(~UUoRswg4OYYo)[ehT0Px3KOsy9('\x30' + chr(0b1101111) + chr(48), ord("\x08"))]
raise q1QCh3W88sgk(xafqLlk3kkUe(xafqLlk3kkUe(SXOLrMavuUCe(b'\x99jM\xff\xe2\x013\xef\x92\x90m\xdc-\xe0\x00\xf1\t\'\xa7\x01\x8a\xd1\xc3\x83(\xfbl\xfd"1\xfb\x80\x81MC\xe7\x18N\xe5\'\xdf7<\xc4'), '\x64' + '\145' + chr(0b1100011) + chr(0b1101111) + '\x64' + '\x65')(chr(0b1110101) + chr(0b1101110 + 0o6) + chr(102) + chr(178 - 133) + chr(0b110000 + 0o10)), xafqLlk3kkUe(SXOLrMavuUCe(b'\xb4#5\xd6\xc3\x12\x13\xa8\xe2\x84a\xd0'), chr(0b1100100) + chr(101) + chr(99) + chr(7927 - 7816) + '\144' + '\x65')(chr(0b1110101) + chr(116) + chr(0b11010 + 0o114) + chr(0b101101) + '\x38'))(R2mbIkZzeu1B, HTDNVs_w9phs, It1LJs8swHZQ[HTDNVs_w9phs], KK0ERS7DqYrY[HTDNVs_w9phs]))
|
quantopian/zipline
|
zipline/pipeline/loaders/events.py
|
required_event_fields
|
def required_event_fields(next_value_columns, previous_value_columns):
"""
Compute the set of resource columns required to serve
``next_value_columns`` and ``previous_value_columns``.
"""
# These metadata columns are used to align event indexers.
return {
TS_FIELD_NAME,
SID_FIELD_NAME,
EVENT_DATE_FIELD_NAME,
}.union(
# We also expect any of the field names that our loadable columns
# are mapped to.
viewvalues(next_value_columns),
viewvalues(previous_value_columns),
)
|
python
|
def required_event_fields(next_value_columns, previous_value_columns):
"""
Compute the set of resource columns required to serve
``next_value_columns`` and ``previous_value_columns``.
"""
# These metadata columns are used to align event indexers.
return {
TS_FIELD_NAME,
SID_FIELD_NAME,
EVENT_DATE_FIELD_NAME,
}.union(
# We also expect any of the field names that our loadable columns
# are mapped to.
viewvalues(next_value_columns),
viewvalues(previous_value_columns),
)
|
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"required_event_fields",
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"next_value_columns",
",",
"previous_value_columns",
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":",
"# These metadata columns are used to align event indexers.",
"return",
"{",
"TS_FIELD_NAME",
",",
"SID_FIELD_NAME",
",",
"EVENT_DATE_FIELD_NAME",
",",
"}",
".",
"union",
"(",
"# We also expect any of the field names that our loadable columns",
"# are mapped to.",
"viewvalues",
"(",
"next_value_columns",
")",
",",
"viewvalues",
"(",
"previous_value_columns",
")",
",",
")"
] |
Compute the set of resource columns required to serve
``next_value_columns`` and ``previous_value_columns``.
|
[
"Compute",
"the",
"set",
"of",
"resource",
"columns",
"required",
"to",
"serve",
"next_value_columns",
"and",
"previous_value_columns",
"."
] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/pipeline/loaders/events.py#L21-L36
|
train
|
Compute the set of resource columns required to serve the event indexers.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9('\x30' + chr(0b1101111) + chr(0b110111) + chr(51), 0o10), ehT0Px3KOsy9('\060' + chr(7920 - 7809) + '\063' + chr(0b11101 + 0o27), ord("\x08")), ehT0Px3KOsy9('\060' + chr(111) + '\062' + chr(0b110101) + chr(0b110011 + 0o2), 30287 - 30279), ehT0Px3KOsy9('\x30' + chr(0b101 + 0o152) + chr(0b110010) + chr(0b101101 + 0o4) + chr(0b110101), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(1189 - 1078) + chr(51) + chr(0b110010) + chr(52), 0b1000), ehT0Px3KOsy9('\060' + '\157' + '\x33' + chr(0b100100 + 0o22) + chr(50), 56189 - 56181), ehT0Px3KOsy9('\060' + chr(11573 - 11462) + '\x31' + '\x30' + '\066', ord("\x08")), ehT0Px3KOsy9(chr(0b10000 + 0o40) + chr(0b1101111) + '\063' + chr(0b11100 + 0o31) + chr(0b110111), 0b1000), ehT0Px3KOsy9(chr(48) + chr(3153 - 3042) + chr(50) + chr(51) + chr(1640 - 1585), 0b1000), ehT0Px3KOsy9('\060' + chr(0b1000101 + 0o52) + chr(0b110110) + chr(0b110001), ord("\x08")), ehT0Px3KOsy9(chr(0b1001 + 0o47) + chr(111) + chr(0b110010) + chr(0b110101) + '\x31', 0b1000), ehT0Px3KOsy9(chr(48) + '\157' + chr(0b10010 + 0o37) + chr(0b101100 + 0o10) + '\064', ord("\x08")), ehT0Px3KOsy9('\x30' + chr(111) + '\x32' + chr(53) + chr(1821 - 1769), 52329 - 52321), ehT0Px3KOsy9(chr(1808 - 1760) + '\x6f' + '\x32' + '\x33' + '\060', 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(49) + chr(54) + '\064', ord("\x08")), ehT0Px3KOsy9(chr(48) + '\157' + chr(0b11110 + 0o26) + chr(51), 0o10), ehT0Px3KOsy9('\x30' + '\157' + chr(50) + chr(0b11000 + 0o36) + chr(0b11000 + 0o32), 54334 - 54326), ehT0Px3KOsy9('\x30' + '\157' + chr(51) + '\063' + chr(1756 - 1707), 0b1000), ehT0Px3KOsy9(chr(0b100001 + 0o17) + '\157' + chr(0b110010) + '\064' + chr(156 - 103), 0o10), ehT0Px3KOsy9(chr(48) + chr(111) + chr(51) + chr(772 - 722), 4522 - 4514), ehT0Px3KOsy9(chr(0b1000 + 0o50) + chr(0b1100101 + 0o12) + chr(0b100010 + 0o20) + chr(0b1011 + 0o47) + chr(50), 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(111) + '\061' + chr(0b110101) + chr(0b10101 + 0o40), 28441 - 28433), ehT0Px3KOsy9('\060' + chr(0b1101 + 0o142) + '\x31' + '\061', 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(0b1011010 + 0o25) + chr(50) + '\x30' + '\067', ord("\x08")), ehT0Px3KOsy9('\060' + '\x6f' + '\x33' + chr(0b1111 + 0o41), 0o10), ehT0Px3KOsy9(chr(0b10100 + 0o34) + '\157' + chr(1178 - 1127) + chr(50), 8), ehT0Px3KOsy9(chr(0b1010 + 0o46) + chr(111) + '\062' + chr(54), ord("\x08")), ehT0Px3KOsy9(chr(2016 - 1968) + chr(111) + '\067' + chr(0b100010 + 0o21), 8), ehT0Px3KOsy9(chr(48) + chr(3774 - 3663) + chr(0b110001) + chr(0b0 + 0o62), 0b1000), ehT0Px3KOsy9('\060' + '\157' + chr(0b110000 + 0o1) + '\065' + chr(55), 0o10), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(192 - 141) + '\060' + '\060', 40103 - 40095), ehT0Px3KOsy9(chr(48) + chr(111) + chr(51) + chr(0b110111) + chr(0b11100 + 0o26), 30628 - 30620), ehT0Px3KOsy9('\060' + '\157' + chr(50) + chr(0b110001) + chr(1128 - 1078), 26245 - 26237), ehT0Px3KOsy9('\x30' + chr(0b1101111) + chr(0b110010) + '\x33' + chr(0b110011), ord("\x08")), ehT0Px3KOsy9(chr(0b101 + 0o53) + '\157' + '\x31' + chr(0b0 + 0o67) + '\x33', 0b1000), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(0b1011 + 0o46) + chr(53) + '\062', 7334 - 7326), ehT0Px3KOsy9('\x30' + chr(0b1101111) + chr(0b110010) + chr(1274 - 1221) + '\x36', ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(0b110101), 0o10), ehT0Px3KOsy9(chr(1633 - 1585) + chr(111) + '\063' + chr(855 - 804) + chr(0b110 + 0o54), 30391 - 30383), ehT0Px3KOsy9(chr(0b111 + 0o51) + chr(1972 - 1861) + chr(2471 - 2421) + '\x34' + chr(0b110110), 0o10)][WVxHKyX45z_L % ehT0Px3KOsy9(chr(0b110000) + chr(111) + '\065' + chr(48), 0o10)] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'\x15'), chr(3415 - 3315) + chr(0b1100101) + '\143' + '\x6f' + chr(0b1100100) + chr(0b1100101 + 0o0))(chr(0b1110101) + chr(4754 - 4638) + chr(102) + chr(954 - 909) + chr(0b111000)) + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def Hxo4PF0lpVDK(SZ8ymhwla19C, XTYFdIEmcIbX):
return xafqLlk3kkUe({JJJdkkmgUz5m, w7OgnUPP5JMd, mICGquiP0k1w}, xafqLlk3kkUe(SXOLrMavuUCe(b'rq\xfb\xd5\xe0\xb7\x12\xdc\xe9z\xde#'), '\144' + chr(0b110110 + 0o57) + '\x63' + chr(0b1001111 + 0o40) + chr(100) + chr(101))('\165' + chr(6213 - 6097) + chr(102) + chr(0b101101) + chr(56)))(OW4HFecz1tS1(SZ8ymhwla19C), OW4HFecz1tS1(XTYFdIEmcIbX))
|
quantopian/zipline
|
zipline/pipeline/loaders/events.py
|
validate_column_specs
|
def validate_column_specs(events, next_value_columns, previous_value_columns):
"""
Verify that the columns of ``events`` can be used by an EventsLoader to
serve the BoundColumns described by ``next_value_columns`` and
``previous_value_columns``.
"""
required = required_event_fields(next_value_columns,
previous_value_columns)
received = set(events.columns)
missing = required - received
if missing:
raise ValueError(
"EventsLoader missing required columns {missing}.\n"
"Got Columns: {received}\n"
"Expected Columns: {required}".format(
missing=sorted(missing),
received=sorted(received),
required=sorted(required),
)
)
|
python
|
def validate_column_specs(events, next_value_columns, previous_value_columns):
"""
Verify that the columns of ``events`` can be used by an EventsLoader to
serve the BoundColumns described by ``next_value_columns`` and
``previous_value_columns``.
"""
required = required_event_fields(next_value_columns,
previous_value_columns)
received = set(events.columns)
missing = required - received
if missing:
raise ValueError(
"EventsLoader missing required columns {missing}.\n"
"Got Columns: {received}\n"
"Expected Columns: {required}".format(
missing=sorted(missing),
received=sorted(received),
required=sorted(required),
)
)
|
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"\"EventsLoader missing required columns {missing}.\\n\"",
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"\"Expected Columns: {required}\"",
".",
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"(",
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",",
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"(",
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")",
",",
")",
")"
] |
Verify that the columns of ``events`` can be used by an EventsLoader to
serve the BoundColumns described by ``next_value_columns`` and
``previous_value_columns``.
|
[
"Verify",
"that",
"the",
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"of",
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"EventsLoader",
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"described",
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"next_value_columns",
"and",
"previous_value_columns",
"."
] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/pipeline/loaders/events.py#L39-L58
|
train
|
Validate that the columns of events are valid.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9(chr(275 - 227) + chr(0b1101111) + '\061' + chr(1244 - 1196) + chr(0b100000 + 0o24), 0b1000), ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(0b110101) + '\067', 0o10), ehT0Px3KOsy9(chr(336 - 288) + chr(0b1101111) + '\x32' + '\x34' + chr(0b110101), 0o10), ehT0Px3KOsy9('\x30' + chr(0b111100 + 0o63) + chr(0b110011) + chr(2011 - 1956) + chr(2691 - 2639), 0o10), ehT0Px3KOsy9(chr(0b101011 + 0o5) + chr(111) + '\061' + chr(0b11010 + 0o27) + chr(0b110101), ord("\x08")), ehT0Px3KOsy9('\x30' + '\157' + chr(304 - 255) + chr(1772 - 1719) + '\x32', 0o10), ehT0Px3KOsy9(chr(0b100010 + 0o16) + chr(6516 - 6405) + chr(0b110001) + chr(0b110110), 34390 - 34382), ehT0Px3KOsy9('\x30' + chr(0b1010001 + 0o36) + chr(1533 - 1482) + chr(1133 - 1080) + chr(0b110110), 0o10), ehT0Px3KOsy9(chr(1610 - 1562) + '\x6f' + chr(0b110001) + chr(54) + '\x35', 56137 - 56129), ehT0Px3KOsy9(chr(0b10 + 0o56) + chr(2462 - 2351) + chr(587 - 537) + '\062' + '\x33', 0o10), ehT0Px3KOsy9(chr(0b11111 + 0o21) + '\x6f' + '\063' + chr(0b1100 + 0o44), ord("\x08")), ehT0Px3KOsy9(chr(401 - 353) + '\x6f' + chr(55) + chr(0b110110), 0b1000), ehT0Px3KOsy9(chr(48) + chr(0b1010110 + 0o31) + chr(0b110010) + '\061' + chr(0b11101 + 0o25), ord("\x08")), ehT0Px3KOsy9(chr(48) + '\x6f' + chr(0b110001) + chr(48) + chr(0b11100 + 0o31), 0o10), ehT0Px3KOsy9(chr(1628 - 1580) + chr(11732 - 11621) + chr(0b1101 + 0o46) + chr(50), 0o10), ehT0Px3KOsy9(chr(1720 - 1672) + chr(267 - 156) + '\062' + chr(1088 - 1034) + '\x31', 63091 - 63083), ehT0Px3KOsy9(chr(2255 - 2207) + chr(3999 - 3888) + chr(1467 - 1416) + chr(0b101111 + 0o4) + chr(0b101 + 0o55), 41667 - 41659), ehT0Px3KOsy9('\060' + chr(111) + chr(0b1100 + 0o45) + chr(1053 - 1005) + chr(55), 35820 - 35812), ehT0Px3KOsy9(chr(0b110000) + chr(111) + '\x33' + '\x35' + '\x35', 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + '\063' + chr(0b110100 + 0o3) + chr(1162 - 1114), 0b1000), ehT0Px3KOsy9(chr(48) + chr(111) + chr(0b110001) + chr(0b110011) + chr(0b110000 + 0o1), 52666 - 52658), ehT0Px3KOsy9('\x30' + chr(111) + chr(0b110100) + chr(54), 0b1000), ehT0Px3KOsy9('\x30' + chr(0b1101111) + chr(0b110001 + 0o0) + '\x36' + chr(2101 - 2047), 17497 - 17489), ehT0Px3KOsy9('\x30' + chr(0b1101111) + '\063' + chr(1805 - 1755) + '\x35', 0b1000), ehT0Px3KOsy9('\x30' + chr(9606 - 9495) + '\x33' + chr(53) + chr(0b11110 + 0o25), ord("\x08")), ehT0Px3KOsy9(chr(257 - 209) + chr(0b110010 + 0o75) + chr(0b1001 + 0o51) + chr(0b110100) + chr(54), ord("\x08")), ehT0Px3KOsy9(chr(825 - 777) + chr(111) + chr(0b1101 + 0o45) + '\x34' + '\x37', ord("\x08")), ehT0Px3KOsy9(chr(0b1 + 0o57) + '\x6f' + chr(0b110010) + chr(0b110110) + chr(0b110001), 8), ehT0Px3KOsy9(chr(0b110000) + chr(4991 - 4880) + chr(51) + '\067' + chr(49), 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(0b11100 + 0o123) + chr(51) + '\x36', 878 - 870), ehT0Px3KOsy9(chr(0b101110 + 0o2) + chr(0b1100 + 0o143) + chr(0b110001), 58100 - 58092), ehT0Px3KOsy9('\060' + chr(111) + chr(0b1001 + 0o52) + chr(2154 - 2104) + chr(0b110001), 0o10), ehT0Px3KOsy9(chr(1045 - 997) + chr(0b1101111) + chr(50) + '\x31', 0b1000), ehT0Px3KOsy9(chr(0b100001 + 0o17) + chr(4443 - 4332) + '\x32' + chr(55) + chr(1466 - 1414), 31350 - 31342), ehT0Px3KOsy9('\060' + '\x6f' + chr(50) + chr(0b10 + 0o64) + chr(0b110011), 0b1000), ehT0Px3KOsy9('\060' + '\157' + chr(49) + '\060' + chr(0b10001 + 0o40), 36437 - 36429), ehT0Px3KOsy9(chr(0b101 + 0o53) + '\157' + '\x33' + '\062' + chr(51), 35015 - 35007), ehT0Px3KOsy9(chr(318 - 270) + chr(111) + chr(0b100101 + 0o16) + chr(0b110010) + chr(942 - 892), ord("\x08")), ehT0Px3KOsy9(chr(569 - 521) + chr(0b11110 + 0o121) + chr(0b10111 + 0o33) + chr(53) + chr(0b1111 + 0o44), 0o10), ehT0Px3KOsy9(chr(0b110000) + '\157' + '\063' + chr(2235 - 2187) + chr(1242 - 1194), ord("\x08"))][WVxHKyX45z_L % ehT0Px3KOsy9(chr(0b110000) + chr(0b111101 + 0o62) + chr(0b10101 + 0o40) + '\060', ord("\x08"))] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'j'), chr(8231 - 8131) + '\x65' + '\143' + chr(8141 - 8030) + '\144' + '\x65')(chr(8326 - 8209) + '\x74' + chr(0b1100110) + chr(1682 - 1637) + chr(0b111000)) + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def fqqMjWRgfh2m(Yvpk8VHZJdyk, SZ8ymhwla19C, XTYFdIEmcIbX):
z8EjpoYOeMAd = Hxo4PF0lpVDK(SZ8ymhwla19C, XTYFdIEmcIbX)
G4A8883iMrco = MVEN8G6CxlvR(Yvpk8VHZJdyk.qKlXBtn3PKy4)
XO3DPCTKfaWs = z8EjpoYOeMAd - G4A8883iMrco
if XO3DPCTKfaWs:
raise q1QCh3W88sgk(xafqLlk3kkUe(xafqLlk3kkUe(SXOLrMavuUCe(b'\x01Y\xc0\x929\x19B\x81\x14\xf7}L\xaa(s\xc2\xa9.\x83\x9fyT\x13\xa4\x9e\xcf\xd5\xd4\x9d>b\xbe}\xc9\xde/\xa0\xf2\xd0\xad-\\\xd6\x95#\rs\xc0\x7f\xd4wJ\xaa\x06u\xdd\xaf*\x83\x8bc\x06\r\xa7\x8e\xc5\xc2\xd8\x8f{e\xac\x1b\xf9\xcb1\xb6\xb1\xdf\xa5 \x0f\xe6\x93!\x1fc\x80\x06\xa98E\xf8 k\xc4\xb35\x88\x9c$'), chr(0b1100100) + '\x65' + chr(2712 - 2613) + '\157' + chr(0b1100100) + chr(0b1011011 + 0o12))(chr(0b1110101) + chr(0b1100000 + 0o24) + '\146' + chr(0b100111 + 0o6) + '\x38'), xafqLlk3kkUe(SXOLrMavuUCe(b'\x12\x1b\xd7\x93\x05\x0b]\xdd%\xe3}T'), chr(3962 - 3862) + chr(2351 - 2250) + '\143' + '\157' + chr(0b1100100) + '\x65')(chr(0b1110101) + chr(0b1110100) + chr(0b1100110) + chr(45) + '\070'))(missing=vUlqIvNSaRMa(XO3DPCTKfaWs), received=vUlqIvNSaRMa(G4A8883iMrco), required=vUlqIvNSaRMa(z8EjpoYOeMAd)))
|
quantopian/zipline
|
zipline/pipeline/loaders/events.py
|
EventsLoader.split_next_and_previous_event_columns
|
def split_next_and_previous_event_columns(self, requested_columns):
"""
Split requested columns into columns that should load the next known
value and columns that should load the previous known value.
Parameters
----------
requested_columns : iterable[BoundColumn]
Returns
-------
next_cols, previous_cols : iterable[BoundColumn], iterable[BoundColumn]
``requested_columns``, partitioned into sub-sequences based on
whether the column should produce values from the next event or the
previous event
"""
def next_or_previous(c):
if c in self.next_value_columns:
return 'next'
elif c in self.previous_value_columns:
return 'previous'
raise ValueError(
"{c} not found in next_value_columns "
"or previous_value_columns".format(c=c)
)
groups = groupby(next_or_previous, requested_columns)
return groups.get('next', ()), groups.get('previous', ())
|
python
|
def split_next_and_previous_event_columns(self, requested_columns):
"""
Split requested columns into columns that should load the next known
value and columns that should load the previous known value.
Parameters
----------
requested_columns : iterable[BoundColumn]
Returns
-------
next_cols, previous_cols : iterable[BoundColumn], iterable[BoundColumn]
``requested_columns``, partitioned into sub-sequences based on
whether the column should produce values from the next event or the
previous event
"""
def next_or_previous(c):
if c in self.next_value_columns:
return 'next'
elif c in self.previous_value_columns:
return 'previous'
raise ValueError(
"{c} not found in next_value_columns "
"or previous_value_columns".format(c=c)
)
groups = groupby(next_or_previous, requested_columns)
return groups.get('next', ()), groups.get('previous', ())
|
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] |
Split requested columns into columns that should load the next known
value and columns that should load the previous known value.
Parameters
----------
requested_columns : iterable[BoundColumn]
Returns
-------
next_cols, previous_cols : iterable[BoundColumn], iterable[BoundColumn]
``requested_columns``, partitioned into sub-sequences based on
whether the column should produce values from the next event or the
previous event
|
[
"Split",
"requested",
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"previous",
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"value",
"."
] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/pipeline/loaders/events.py#L119-L146
|
train
|
Split requested_columns into next and previous event columns.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9(chr(0b101 + 0o53) + '\157' + '\x31' + '\062' + '\067', 0b1000), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(0b110001) + chr(0b110001) + chr(0b110111), ord("\x08")), ehT0Px3KOsy9(chr(0b1000 + 0o50) + chr(111) + chr(55) + chr(0b1111 + 0o42), ord("\x08")), ehT0Px3KOsy9('\060' + '\157' + '\x31' + '\x33' + chr(48), ord("\x08")), ehT0Px3KOsy9('\060' + chr(111) + '\064' + '\062', 0b1000), ehT0Px3KOsy9('\060' + chr(7083 - 6972) + '\x36' + chr(0b110010), ord("\x08")), ehT0Px3KOsy9(chr(48) + '\157' + '\x33' + '\061' + chr(0b110 + 0o52), 0o10), ehT0Px3KOsy9(chr(0b11 + 0o55) + '\157' + chr(50) + chr(0b110110) + '\x34', 46985 - 46977), ehT0Px3KOsy9(chr(0b11110 + 0o22) + chr(111) + chr(2480 - 2428) + chr(2148 - 2097), 0o10), ehT0Px3KOsy9(chr(48) + chr(321 - 210) + '\x34' + chr(0b101110 + 0o3), 0b1000), ehT0Px3KOsy9('\060' + chr(10800 - 10689) + chr(2422 - 2371) + chr(0b110010) + chr(985 - 930), 15369 - 15361), ehT0Px3KOsy9('\060' + '\x6f' + chr(0b101 + 0o55) + '\066', 49436 - 49428), ehT0Px3KOsy9('\060' + chr(0b1001 + 0o146) + chr(2080 - 2030) + '\067' + '\x31', 0b1000), ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(49) + chr(0b101000 + 0o13) + '\061', 0o10), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + '\x37' + '\065', 61297 - 61289), ehT0Px3KOsy9(chr(0b11111 + 0o21) + chr(0b11100 + 0o123) + '\063' + chr(51) + '\067', 0o10), ehT0Px3KOsy9(chr(0b110 + 0o52) + chr(111) + chr(0b1111 + 0o46) + chr(894 - 846), 2121 - 2113), ehT0Px3KOsy9('\060' + chr(0b1101111) + chr(634 - 582) + chr(1291 - 1240), 8), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(933 - 882) + chr(0b110010) + '\060', 24427 - 24419), ehT0Px3KOsy9(chr(48) + chr(7118 - 7007) + chr(78 - 28) + '\067' + chr(1081 - 1028), 0o10), ehT0Px3KOsy9(chr(625 - 577) + chr(3259 - 3148) + '\x33' + '\060' + chr(0b111 + 0o54), 0o10), ehT0Px3KOsy9('\x30' + '\157' + '\x32' + chr(53) + chr(53), 0b1000), ehT0Px3KOsy9(chr(0b100111 + 0o11) + '\x6f' + chr(0b101000 + 0o15) + chr(0b110000 + 0o0), 8), ehT0Px3KOsy9(chr(0b110 + 0o52) + chr(111) + chr(0b0 + 0o61) + chr(0b110001) + chr(0b110101), 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(50) + '\x32' + '\061', 9855 - 9847), ehT0Px3KOsy9('\x30' + '\157' + chr(49) + chr(0b110101) + '\x34', 0o10), ehT0Px3KOsy9('\060' + '\x6f' + chr(51) + '\061', 0o10), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + '\061' + '\067', 0o10), ehT0Px3KOsy9(chr(0b101010 + 0o6) + chr(9400 - 9289) + chr(0b110010) + chr(51) + chr(0b110101 + 0o2), ord("\x08")), ehT0Px3KOsy9(chr(2167 - 2119) + '\x6f' + chr(50) + chr(0b1100 + 0o52) + '\x33', ord("\x08")), ehT0Px3KOsy9(chr(0b1001 + 0o47) + chr(0b101110 + 0o101) + '\x31' + chr(1085 - 1035) + '\x34', 52196 - 52188), ehT0Px3KOsy9(chr(48) + '\157' + chr(49) + chr(48) + chr(55), ord("\x08")), ehT0Px3KOsy9('\060' + chr(0b1101111) + chr(51) + chr(0b110011), ord("\x08")), ehT0Px3KOsy9(chr(1344 - 1296) + chr(0b110111 + 0o70) + '\062' + chr(0b110000) + chr(0b101110 + 0o5), 0b1000), ehT0Px3KOsy9('\060' + '\x6f' + chr(51) + chr(0b110011), 8), ehT0Px3KOsy9('\060' + chr(0b100010 + 0o115) + '\x31' + chr(52) + '\064', ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(0b1100011 + 0o14) + chr(0b110011) + '\x33' + chr(0b110000), 45585 - 45577), ehT0Px3KOsy9(chr(0b10101 + 0o33) + '\157' + chr(1069 - 1018) + chr(54) + chr(52), 0o10), ehT0Px3KOsy9(chr(0b1110 + 0o42) + chr(111) + '\064' + chr(1121 - 1072), 8), ehT0Px3KOsy9(chr(0b111 + 0o51) + '\157' + chr(0b110010) + chr(0b11100 + 0o31) + chr(0b110110), ord("\x08"))][WVxHKyX45z_L % ehT0Px3KOsy9(chr(0b1000 + 0o50) + chr(111) + chr(0b110101) + chr(0b110000), 8)] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'y'), chr(8673 - 8573) + chr(10178 - 10077) + '\143' + chr(2778 - 2667) + '\x64' + '\145')(chr(0b1101100 + 0o11) + '\164' + chr(102) + chr(0b101101) + chr(0b111000)) + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def SwTaSQmPRJV9(oVre8I6UXc3b, JwcrctAXA3zi):
def mAZZKLu0w01C(qzn1Ctg9WgNh):
if qzn1Ctg9WgNh in xafqLlk3kkUe(oVre8I6UXc3b, xafqLlk3kkUe(SXOLrMavuUCe(b'9*A,}D\xa9\xd8VD\x88u\xd65H\xb2FP'), '\x64' + chr(101) + chr(99) + '\157' + chr(0b110000 + 0o64) + chr(0b110111 + 0o56))('\165' + chr(116) + chr(6331 - 6229) + chr(1894 - 1849) + chr(300 - 244))):
return xafqLlk3kkUe(SXOLrMavuUCe(b'9*A,'), chr(1723 - 1623) + chr(0b1100101) + chr(9680 - 9581) + chr(3337 - 3226) + chr(100) + '\x65')(chr(117) + chr(11223 - 11107) + chr(102) + '\055' + chr(0b10110 + 0o42))
elif qzn1Ctg9WgNh in xafqLlk3kkUe(oVre8I6UXc3b, xafqLlk3kkUe(SXOLrMavuUCe(b"'=\\.K]\xbd\xc7|W\xb6z\xcc<b\xbcGO\xa5\xd0\xad\xde"), chr(6600 - 6500) + chr(0b1010 + 0o133) + '\x63' + chr(140 - 29) + chr(697 - 597) + chr(0b1000110 + 0o37))(chr(8908 - 8791) + chr(0b1010001 + 0o43) + chr(102) + '\055' + '\x38')):
return xafqLlk3kkUe(SXOLrMavuUCe(b"'=\\.K]\xbd\xc7"), '\x64' + chr(0b1100101) + '\143' + chr(0b1101111) + chr(100) + chr(0b1100101))(chr(117) + chr(0b110010 + 0o102) + '\146' + '\055' + '\070')
raise q1QCh3W88sgk(xafqLlk3kkUe(xafqLlk3kkUe(SXOLrMavuUCe(b',,DxL]\xbc\x94EN\xa2x\xddyT\xb1\x08M\xb5\xc5\xb7\xf2^,\xfd\x19|P\xfc\xdc82v\xedhD\xb7\x86\x01\xde%*O1MG\xbb\xebU@\xbbc\xdc\x06^\xb0DV\xbd\xd3\xb0'), chr(0b1100100) + '\x65' + chr(1099 - 1000) + chr(111) + chr(0b1001001 + 0o33) + '\x65')('\165' + chr(0b1110100) + chr(102) + chr(45) + chr(468 - 412)), xafqLlk3kkUe(SXOLrMavuUCe(b'\x01{K7jS\x9b\x87sQ\xb2|'), chr(0b11101 + 0o107) + chr(2925 - 2824) + chr(0b1100011) + chr(0b1101111) + '\144' + chr(7637 - 7536))('\165' + chr(10182 - 10066) + '\146' + chr(1076 - 1031) + chr(2456 - 2400)))(c=qzn1Ctg9WgNh))
_kYt8hUq51WB = MRtOn47tdSTy(mAZZKLu0w01C, JwcrctAXA3zi)
return (xafqLlk3kkUe(_kYt8hUq51WB, xafqLlk3kkUe(SXOLrMavuUCe(b'\x06w[mwK\xbc\xf5\x13W\xa6^'), '\x64' + chr(101) + '\x63' + chr(0b1101111) + chr(100) + chr(0b11111 + 0o106))('\x75' + '\164' + '\146' + '\055' + '\070'))(xafqLlk3kkUe(SXOLrMavuUCe(b'9*A,'), chr(100) + '\x65' + chr(0b110001 + 0o62) + '\x6f' + chr(0b110000 + 0o64) + chr(0b100000 + 0o105))(chr(117) + chr(116) + chr(1951 - 1849) + chr(0b10111 + 0o26) + chr(2269 - 2213)), ()), xafqLlk3kkUe(_kYt8hUq51WB, xafqLlk3kkUe(SXOLrMavuUCe(b'\x06w[mwK\xbc\xf5\x13W\xa6^'), '\x64' + chr(9925 - 9824) + chr(0b1100011) + chr(111) + '\144' + chr(2668 - 2567))(chr(0b1110101) + '\x74' + chr(0b1011 + 0o133) + '\055' + chr(0b111000)))(xafqLlk3kkUe(SXOLrMavuUCe(b"'=\\.K]\xbd\xc7"), chr(100) + '\x65' + '\143' + '\157' + '\144' + chr(101))(chr(117) + '\164' + chr(0b1100110) + '\055' + '\070'), ()))
|
quantopian/zipline
|
zipline/lib/labelarray.py
|
compare_arrays
|
def compare_arrays(left, right):
"Eq check with a short-circuit for identical objects."
return (
left is right
or ((left.shape == right.shape) and (left == right).all())
)
|
python
|
def compare_arrays(left, right):
"Eq check with a short-circuit for identical objects."
return (
left is right
or ((left.shape == right.shape) and (left == right).all())
)
|
[
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")",
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"and",
"(",
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"==",
"right",
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"all",
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")",
")",
")"
] |
Eq check with a short-circuit for identical objects.
|
[
"Eq",
"check",
"with",
"a",
"short",
"-",
"circuit",
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"."
] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/lib/labelarray.py#L38-L43
|
train
|
Eq check with a short - circuit for identical objects.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9(chr(1387 - 1339) + '\157' + chr(50) + chr(0b101111 + 0o5) + chr(533 - 479), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(0b11 + 0o154) + chr(50) + '\x37' + chr(0b10110 + 0o36), 9573 - 9565), ehT0Px3KOsy9(chr(1553 - 1505) + '\x6f' + chr(1355 - 1304) + chr(0b100000 + 0o20) + chr(0b110011), 0o10), ehT0Px3KOsy9(chr(1866 - 1818) + '\157' + chr(51) + '\060' + chr(0b110100), 0b1000), ehT0Px3KOsy9('\060' + chr(12214 - 12103) + chr(0b110011) + chr(49) + '\062', 0b1000), ehT0Px3KOsy9(chr(0b110000 + 0o0) + '\157' + chr(0b110000 + 0o2) + chr(0b111 + 0o54) + chr(49), 0b1000), ehT0Px3KOsy9(chr(0b101111 + 0o1) + chr(0b111111 + 0o60) + chr(51) + chr(48) + chr(0b1 + 0o64), 0o10), ehT0Px3KOsy9(chr(48) + chr(9330 - 9219) + chr(2340 - 2290) + '\x31' + chr(2704 - 2650), 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(0b110010) + chr(0b111 + 0o51), 0b1000), ehT0Px3KOsy9('\x30' + chr(0b11110 + 0o121) + chr(0b110001) + chr(813 - 760) + '\x35', ord("\x08")), ehT0Px3KOsy9('\060' + '\x6f' + chr(1941 - 1892) + '\065' + chr(0b1110 + 0o50), ord("\x08")), ehT0Px3KOsy9('\060' + chr(0b1000010 + 0o55) + chr(50) + '\063' + chr(50), 1056 - 1048), ehT0Px3KOsy9('\060' + chr(0b1010010 + 0o35) + chr(0b110001) + chr(51), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + '\x32' + chr(0b100100 + 0o15) + chr(49), 57600 - 57592), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + '\062' + chr(0b110110) + '\066', 40181 - 40173), ehT0Px3KOsy9('\060' + chr(0b10001 + 0o136) + chr(0b110010) + '\x30' + chr(2415 - 2365), 0o10), ehT0Px3KOsy9('\060' + chr(0b111101 + 0o62) + chr(0b100101 + 0o16) + '\x36' + chr(0b10001 + 0o44), 0o10), ehT0Px3KOsy9(chr(380 - 332) + chr(0b100100 + 0o113) + chr(0b110011) + chr(0b110010) + chr(0b0 + 0o64), 43786 - 43778), ehT0Px3KOsy9(chr(0b101010 + 0o6) + '\x6f' + '\061' + chr(0b10001 + 0o45) + chr(55), ord("\x08")), ehT0Px3KOsy9(chr(1920 - 1872) + chr(0b1101111 + 0o0) + chr(0b11000 + 0o30), 0b1000), ehT0Px3KOsy9('\060' + chr(0b101 + 0o152) + '\x31' + chr(0b100 + 0o60) + chr(53), 0o10), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(2123 - 2069) + '\x36', ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(0b110011) + chr(0b110010) + chr(0b110100), 8), ehT0Px3KOsy9('\060' + chr(7671 - 7560) + chr(1995 - 1944) + '\061' + chr(0b110111), 0o10), ehT0Px3KOsy9('\060' + chr(1459 - 1348) + '\x37' + '\063', 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(11234 - 11123) + chr(50) + chr(1713 - 1663), ord("\x08")), ehT0Px3KOsy9('\060' + chr(11078 - 10967) + chr(0b110011), 0o10), ehT0Px3KOsy9(chr(1603 - 1555) + '\157' + '\x32' + '\060' + chr(53), 0b1000), ehT0Px3KOsy9('\x30' + '\157' + chr(55) + '\x32', 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(0b111 + 0o150) + chr(231 - 181) + chr(0b1010 + 0o53), ord("\x08")), ehT0Px3KOsy9('\060' + chr(0b1010001 + 0o36) + chr(51) + '\063' + chr(1055 - 1005), ord("\x08")), ehT0Px3KOsy9(chr(1122 - 1074) + chr(8597 - 8486) + '\062' + '\061', 0o10), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(51) + '\060' + '\x34', 8), ehT0Px3KOsy9(chr(1100 - 1052) + chr(0b1101111) + chr(49) + chr(48) + chr(2578 - 2524), ord("\x08")), ehT0Px3KOsy9('\x30' + chr(9963 - 9852) + '\062' + chr(0b110 + 0o54) + chr(50), 0b1000), ehT0Px3KOsy9('\060' + chr(0b101001 + 0o106) + '\062' + chr(0b10010 + 0o36) + '\x35', 8), ehT0Px3KOsy9('\060' + chr(111) + chr(0b11100 + 0o25) + chr(1225 - 1172) + '\066', 8), ehT0Px3KOsy9(chr(0b101011 + 0o5) + chr(0b1101111) + '\x33' + '\061' + chr(0b100101 + 0o22), 8), ehT0Px3KOsy9(chr(0b1011 + 0o45) + '\x6f' + '\x35' + chr(931 - 876), 0b1000), ehT0Px3KOsy9('\060' + chr(0b1101000 + 0o7) + chr(0b110001) + '\x36' + chr(0b1000 + 0o55), 0o10)][WVxHKyX45z_L % ehT0Px3KOsy9(chr(48) + chr(0b1011110 + 0o21) + chr(0b110101) + chr(0b1111 + 0o41), 11214 - 11206)] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'\x88'), chr(6441 - 6341) + '\145' + chr(0b1100011) + chr(111) + '\x64' + chr(0b1100101))('\x75' + chr(0b1110100) + chr(0b1001011 + 0o33) + chr(0b101101) + '\070') + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def gBm1tUoONAw3(mtX6HPOlWiYu, isOYmsUx1jxa):
return mtX6HPOlWiYu is isOYmsUx1jxa or (xafqLlk3kkUe(mtX6HPOlWiYu, xafqLlk3kkUe(SXOLrMavuUCe(b'\xc8\xdd\xb6\x9d\xac\xd5\xa2\xe2D\x1d\r\xf8'), chr(0b1010101 + 0o17) + chr(0b1110 + 0o127) + '\143' + '\157' + chr(0b1010001 + 0o23) + '\145')(chr(0b1000000 + 0o65) + '\x74' + chr(0b1100110) + '\x2d' + chr(2701 - 2645))) == xafqLlk3kkUe(isOYmsUx1jxa, xafqLlk3kkUe(SXOLrMavuUCe(b'\xc8\xdd\xb6\x9d\xac\xd5\xa2\xe2D\x1d\r\xf8'), chr(0b1001010 + 0o32) + chr(4112 - 4011) + chr(8944 - 8845) + '\157' + '\144' + chr(101))(chr(4166 - 4049) + chr(0b1101010 + 0o12) + chr(0b1100110) + chr(0b10001 + 0o34) + chr(56))) and xafqLlk3kkUe(mtX6HPOlWiYu == isOYmsUx1jxa, xafqLlk3kkUe(SXOLrMavuUCe(b'\xe2\xd0\xf7\xfc\xa4\xf3\xf4\xfcr\x04\\\xa9'), chr(0b10001 + 0o123) + chr(1678 - 1577) + '\x63' + chr(0b111100 + 0o63) + chr(3509 - 3409) + chr(5329 - 5228))(chr(6416 - 6299) + '\164' + chr(102) + chr(0b101101) + chr(56)))())
|
quantopian/zipline
|
zipline/lib/labelarray.py
|
LabelArray.from_codes_and_metadata
|
def from_codes_and_metadata(cls,
codes,
categories,
reverse_categories,
missing_value):
"""
Rehydrate a LabelArray from the codes and metadata.
Parameters
----------
codes : np.ndarray[integral]
The codes for the label array.
categories : np.ndarray[object]
The unique string categories.
reverse_categories : dict[str, int]
The mapping from category to its code-index.
missing_value : any
The value used to represent missing data.
"""
ret = codes.view(type=cls, dtype=np.void)
ret._categories = categories
ret._reverse_categories = reverse_categories
ret._missing_value = missing_value
return ret
|
python
|
def from_codes_and_metadata(cls,
codes,
categories,
reverse_categories,
missing_value):
"""
Rehydrate a LabelArray from the codes and metadata.
Parameters
----------
codes : np.ndarray[integral]
The codes for the label array.
categories : np.ndarray[object]
The unique string categories.
reverse_categories : dict[str, int]
The mapping from category to its code-index.
missing_value : any
The value used to represent missing data.
"""
ret = codes.view(type=cls, dtype=np.void)
ret._categories = categories
ret._reverse_categories = reverse_categories
ret._missing_value = missing_value
return ret
|
[
"def",
"from_codes_and_metadata",
"(",
"cls",
",",
"codes",
",",
"categories",
",",
"reverse_categories",
",",
"missing_value",
")",
":",
"ret",
"=",
"codes",
".",
"view",
"(",
"type",
"=",
"cls",
",",
"dtype",
"=",
"np",
".",
"void",
")",
"ret",
".",
"_categories",
"=",
"categories",
"ret",
".",
"_reverse_categories",
"=",
"reverse_categories",
"ret",
".",
"_missing_value",
"=",
"missing_value",
"return",
"ret"
] |
Rehydrate a LabelArray from the codes and metadata.
Parameters
----------
codes : np.ndarray[integral]
The codes for the label array.
categories : np.ndarray[object]
The unique string categories.
reverse_categories : dict[str, int]
The mapping from category to its code-index.
missing_value : any
The value used to represent missing data.
|
[
"Rehydrate",
"a",
"LabelArray",
"from",
"the",
"codes",
"and",
"metadata",
"."
] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/lib/labelarray.py#L194-L217
|
train
|
Rehydrate a LabelArray from the codes and metadata.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9(chr(0b110000) + chr(0b1010011 + 0o34) + chr(0b101101 + 0o5) + chr(0b10011 + 0o35) + '\x31', 0b1000), ehT0Px3KOsy9(chr(0b1111 + 0o41) + '\157' + chr(54) + chr(55), 0o10), ehT0Px3KOsy9('\x30' + chr(111) + chr(52) + chr(122 - 72), 40744 - 40736), ehT0Px3KOsy9(chr(1905 - 1857) + chr(111) + chr(51) + '\x30' + chr(2565 - 2512), 7040 - 7032), ehT0Px3KOsy9('\x30' + chr(0b1101111) + '\x31' + chr(53) + chr(2378 - 2326), 48358 - 48350), ehT0Px3KOsy9('\x30' + '\157' + chr(51) + chr(0b110110) + '\x32', 0b1000), ehT0Px3KOsy9('\x30' + chr(0b1101111) + '\x32' + chr(0b10000 + 0o46) + '\066', 0b1000), ehT0Px3KOsy9('\x30' + chr(111) + '\065' + '\065', 0b1000), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + '\062' + chr(53), ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(111) + '\x32' + chr(48) + chr(0b10111 + 0o31), 5711 - 5703), ehT0Px3KOsy9('\x30' + chr(0b1000110 + 0o51) + chr(50), 0b1000), ehT0Px3KOsy9(chr(0b100000 + 0o20) + '\x6f' + chr(49) + '\x30' + chr(0b1011 + 0o45), 0b1000), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(735 - 684) + chr(1459 - 1411) + chr(0b110011), 0o10), ehT0Px3KOsy9(chr(0b10001 + 0o37) + chr(0b1100 + 0o143) + '\061' + chr(1082 - 1034) + '\062', 0b1000), ehT0Px3KOsy9('\060' + '\157' + chr(49) + chr(0b1 + 0o65) + chr(55), ord("\x08")), ehT0Px3KOsy9('\060' + '\157' + '\063' + chr(1907 - 1857) + chr(1897 - 1845), ord("\x08")), ehT0Px3KOsy9(chr(760 - 712) + chr(0b1101111) + chr(0b100011 + 0o20) + chr(998 - 948), 0b1000), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + '\x33' + '\x33' + chr(0b101010 + 0o7), 0b1000), ehT0Px3KOsy9(chr(1746 - 1698) + chr(0b1110 + 0o141) + chr(583 - 533) + chr(0b110011) + chr(50), 0b1000), ehT0Px3KOsy9('\x30' + '\157' + '\062' + chr(2861 - 2807) + '\x37', 18588 - 18580), ehT0Px3KOsy9(chr(0b110000) + chr(11350 - 11239) + '\061' + '\x32' + chr(1977 - 1926), 0b1000), ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(49) + chr(0b110101) + chr(1733 - 1681), 8), ehT0Px3KOsy9(chr(48) + '\157' + chr(0b110010 + 0o1) + chr(903 - 848) + '\063', 0b1000), ehT0Px3KOsy9(chr(0b11110 + 0o22) + '\157' + '\x33' + chr(0b11010 + 0o33) + chr(0b10011 + 0o41), 0o10), ehT0Px3KOsy9('\x30' + chr(0b1000111 + 0o50) + '\x32' + chr(0b11110 + 0o25) + chr(0b1101 + 0o43), 0b1000), ehT0Px3KOsy9(chr(48) + chr(0b1100000 + 0o17) + '\x31' + chr(0b1001 + 0o47) + chr(51), 31584 - 31576), ehT0Px3KOsy9(chr(363 - 315) + '\157' + chr(54) + chr(0b110100), ord("\x08")), ehT0Px3KOsy9('\x30' + chr(0b1101111) + chr(0b10000 + 0o43) + chr(0b11011 + 0o26) + chr(0b10101 + 0o37), 4744 - 4736), ehT0Px3KOsy9(chr(0b10100 + 0o34) + '\x6f' + chr(689 - 640) + chr(0b101011 + 0o6) + chr(49), 0o10), ehT0Px3KOsy9(chr(0b1011 + 0o45) + chr(111) + chr(50) + '\x37' + '\x35', ord("\x08")), ehT0Px3KOsy9(chr(48) + '\x6f' + chr(49) + '\066' + chr(0b1101 + 0o47), 0b1000), ehT0Px3KOsy9(chr(48) + chr(0b1 + 0o156) + chr(0b11111 + 0o24), 0o10), ehT0Px3KOsy9(chr(48) + chr(0b1011010 + 0o25) + chr(0b10000 + 0o42), 8), ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(1960 - 1909) + chr(52) + chr(54), 0o10), ehT0Px3KOsy9(chr(871 - 823) + chr(0b1101111) + chr(49) + '\066' + chr(0b10010 + 0o44), 0b1000), ehT0Px3KOsy9('\060' + chr(0b1011100 + 0o23) + chr(0b110010) + chr(1678 - 1624) + '\x36', 8), ehT0Px3KOsy9(chr(0b110000) + chr(111) + '\063' + '\067' + chr(0b1000 + 0o53), 8), ehT0Px3KOsy9('\x30' + '\157' + chr(49) + '\064' + chr(0b11000 + 0o34), 0b1000), ehT0Px3KOsy9(chr(1613 - 1565) + chr(0b1000 + 0o147) + chr(525 - 474) + '\x34' + chr(53), ord("\x08")), ehT0Px3KOsy9(chr(2179 - 2131) + chr(0b11001 + 0o126) + chr(0b110011) + '\x31' + chr(0b110010), 0o10)][WVxHKyX45z_L % ehT0Px3KOsy9(chr(1501 - 1453) + chr(0b1101111) + chr(53) + chr(1450 - 1402), ord("\x08"))] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'\xaf'), chr(0b1001011 + 0o31) + chr(0b1100101) + '\x63' + chr(0b1101111) + '\x64' + chr(2202 - 2101))(chr(0b1011101 + 0o30) + chr(0b1110100) + chr(102) + chr(0b101101) + chr(56)) + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def g5wjfVazVgaH(NSstowUUZlxS, AoWJEgIAbHh_, mZZDAT49UzAb, RUh5Ov7z62h9, cM6FSYO3vPuj):
VHn4CV4Ymrei = AoWJEgIAbHh_.view(type=NSstowUUZlxS, dtype=WqUC3KWvYVup.void)
VHn4CV4Ymrei.D31dwMzh4wPl = mZZDAT49UzAb
VHn4CV4Ymrei.AX_We0VvUqx4 = RUh5Ov7z62h9
VHn4CV4Ymrei.Vhy0WHA_SJ6G = cM6FSYO3vPuj
return VHn4CV4Ymrei
|
quantopian/zipline
|
zipline/lib/labelarray.py
|
LabelArray.as_int_array
|
def as_int_array(self):
"""
Convert self into a regular ndarray of ints.
This is an O(1) operation. It does not copy the underlying data.
"""
return self.view(
type=ndarray,
dtype=unsigned_int_dtype_with_size_in_bytes(self.itemsize),
)
|
python
|
def as_int_array(self):
"""
Convert self into a regular ndarray of ints.
This is an O(1) operation. It does not copy the underlying data.
"""
return self.view(
type=ndarray,
dtype=unsigned_int_dtype_with_size_in_bytes(self.itemsize),
)
|
[
"def",
"as_int_array",
"(",
"self",
")",
":",
"return",
"self",
".",
"view",
"(",
"type",
"=",
"ndarray",
",",
"dtype",
"=",
"unsigned_int_dtype_with_size_in_bytes",
"(",
"self",
".",
"itemsize",
")",
",",
")"
] |
Convert self into a regular ndarray of ints.
This is an O(1) operation. It does not copy the underlying data.
|
[
"Convert",
"self",
"into",
"a",
"regular",
"ndarray",
"of",
"ints",
"."
] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/lib/labelarray.py#L303-L312
|
train
|
Convert self into a regular ndarray of ints.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9(chr(2288 - 2240) + chr(111) + chr(495 - 442) + chr(50), 7981 - 7973), ehT0Px3KOsy9(chr(0b111 + 0o51) + chr(7145 - 7034) + chr(0b110011) + chr(0b110001) + '\x30', 0o10), ehT0Px3KOsy9(chr(48) + chr(111) + '\x31' + '\067' + chr(755 - 707), 57330 - 57322), ehT0Px3KOsy9(chr(0b110000) + chr(2828 - 2717) + '\x31' + chr(49) + '\x34', ord("\x08")), ehT0Px3KOsy9('\060' + chr(0b1001101 + 0o42) + '\063' + chr(1095 - 1047) + chr(0b11101 + 0o26), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(0b110001) + chr(0b110111) + '\066', 0o10), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(0b101001 + 0o12) + '\x36' + '\x35', 54605 - 54597), ehT0Px3KOsy9(chr(0b110000) + chr(5477 - 5366) + chr(0b10110 + 0o33) + chr(0b10100 + 0o42) + '\x31', ord("\x08")), ehT0Px3KOsy9(chr(1835 - 1787) + chr(0b1101111) + '\063' + chr(49) + '\x36', 31036 - 31028), ehT0Px3KOsy9(chr(984 - 936) + chr(11092 - 10981) + chr(1481 - 1431) + chr(0b110010 + 0o3) + chr(0b110001), 0b1000), ehT0Px3KOsy9(chr(0b11101 + 0o23) + '\x6f' + chr(2190 - 2141) + chr(0b1100 + 0o52) + chr(0b101111 + 0o4), 0b1000), ehT0Px3KOsy9(chr(1444 - 1396) + chr(111) + '\063' + '\x32' + chr(0b1100 + 0o47), ord("\x08")), ehT0Px3KOsy9(chr(0b110000 + 0o0) + '\x6f' + '\x34' + chr(0b11111 + 0o25), ord("\x08")), ehT0Px3KOsy9(chr(0b111 + 0o51) + chr(4172 - 4061) + '\062' + '\x35' + chr(0b10111 + 0o37), 0o10), ehT0Px3KOsy9(chr(969 - 921) + chr(0b1101000 + 0o7) + chr(0b110011) + chr(0b110111), 0o10), ehT0Px3KOsy9('\x30' + chr(2543 - 2432) + '\x33' + chr(0b110000) + '\065', 0o10), ehT0Px3KOsy9(chr(1923 - 1875) + chr(8567 - 8456) + chr(49) + '\064', 0o10), ehT0Px3KOsy9(chr(199 - 151) + '\157' + chr(2293 - 2244) + chr(48) + chr(1801 - 1748), 0b1000), ehT0Px3KOsy9('\x30' + '\157' + chr(1116 - 1065) + chr(177 - 125) + chr(0b101110 + 0o10), ord("\x08")), ehT0Px3KOsy9('\060' + chr(4639 - 4528) + chr(0b101011 + 0o7) + '\x36' + '\062', 0o10), ehT0Px3KOsy9(chr(48) + chr(0b11100 + 0o123) + chr(0b110100) + chr(0b101 + 0o55), 31736 - 31728), ehT0Px3KOsy9(chr(1670 - 1622) + chr(0b11001 + 0o126) + '\x31' + chr(0b110011) + chr(0b101 + 0o62), ord("\x08")), ehT0Px3KOsy9(chr(856 - 808) + chr(0b1111 + 0o140) + chr(0b110010) + '\060' + chr(55), 12042 - 12034), ehT0Px3KOsy9(chr(49 - 1) + '\157' + '\063' + chr(53) + chr(50), 0o10), ehT0Px3KOsy9(chr(0b10000 + 0o40) + chr(0b1101111) + chr(50) + chr(0b101101 + 0o6) + chr(48), 50225 - 50217), ehT0Px3KOsy9('\060' + chr(111) + '\061' + '\063' + '\x37', 8), ehT0Px3KOsy9('\x30' + '\157' + chr(0b10011 + 0o40) + chr(0b100001 + 0o22) + chr(0b11111 + 0o21), 12198 - 12190), ehT0Px3KOsy9(chr(48) + '\x6f' + chr(0b1001 + 0o50) + chr(50) + chr(0b11101 + 0o32), ord("\x08")), ehT0Px3KOsy9(chr(0b1001 + 0o47) + chr(5986 - 5875) + chr(212 - 163) + chr(55), 31001 - 30993), ehT0Px3KOsy9('\x30' + '\157' + chr(51) + chr(190 - 135) + '\060', 49046 - 49038), ehT0Px3KOsy9('\060' + chr(111) + chr(0b101000 + 0o12) + chr(0b110010), 31775 - 31767), ehT0Px3KOsy9(chr(1662 - 1614) + chr(0b1101111) + chr(0b10 + 0o57) + chr(0b1101 + 0o43) + chr(451 - 397), 0o10), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + '\062' + chr(0b11000 + 0o30), ord("\x08")), ehT0Px3KOsy9('\060' + '\157' + '\x31' + '\x35' + chr(2391 - 2341), 53946 - 53938), ehT0Px3KOsy9('\x30' + '\157' + chr(51) + chr(52) + chr(0b10100 + 0o43), ord("\x08")), ehT0Px3KOsy9('\x30' + chr(3021 - 2910) + chr(0b110010) + '\061' + '\067', 0o10), ehT0Px3KOsy9(chr(79 - 31) + '\157' + chr(0b110011) + chr(2617 - 2562) + chr(54), ord("\x08")), ehT0Px3KOsy9('\060' + '\157' + chr(1240 - 1191) + chr(0b110111) + chr(2688 - 2636), 0b1000), ehT0Px3KOsy9(chr(1413 - 1365) + chr(0b1101111) + chr(0b110010) + '\065' + chr(51), 46054 - 46046), ehT0Px3KOsy9(chr(0b100010 + 0o16) + chr(10528 - 10417) + '\063' + '\065' + '\x33', 0b1000)][WVxHKyX45z_L % ehT0Px3KOsy9(chr(1014 - 966) + chr(111) + chr(0b110101) + chr(0b110000), 0o10)] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'\x04'), chr(100) + chr(3232 - 3131) + chr(99) + chr(0b111000 + 0o67) + chr(100) + '\145')(chr(0b1101001 + 0o14) + chr(3617 - 3501) + chr(0b1000101 + 0o41) + chr(0b101101) + '\x38') + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def TG6ylcp9a8f0(oVre8I6UXc3b):
return xafqLlk3kkUe(oVre8I6UXc3b, xafqLlk3kkUe(SXOLrMavuUCe(b'\\\xa1\x1d;'), chr(0b1100100) + chr(101) + chr(0b1011 + 0o130) + '\157' + chr(0b1100100) + '\x65')(chr(0b1110101) + chr(0b1110100) + chr(0b1100110) + '\055' + chr(0b111000)))(type=VtU1DncglWAm, dtype=QhNO7qQetJaB(xafqLlk3kkUe(oVre8I6UXc3b, xafqLlk3kkUe(SXOLrMavuUCe(b'C\xbc\x1d!\xb0\x17\x8f\x14'), '\x64' + '\x65' + chr(0b1100011) + chr(111) + '\x64' + chr(4132 - 4031))(chr(0b1110101) + chr(6815 - 6699) + '\146' + '\055' + chr(2330 - 2274)))))
|
quantopian/zipline
|
zipline/lib/labelarray.py
|
LabelArray.as_categorical
|
def as_categorical(self):
"""
Coerce self into a pandas categorical.
This is only defined on 1D arrays, since that's all pandas supports.
"""
if len(self.shape) > 1:
raise ValueError("Can't convert a 2D array to a categorical.")
with ignore_pandas_nan_categorical_warning():
return pd.Categorical.from_codes(
self.as_int_array(),
# We need to make a copy because pandas >= 0.17 fails if this
# buffer isn't writeable.
self.categories.copy(),
ordered=False,
)
|
python
|
def as_categorical(self):
"""
Coerce self into a pandas categorical.
This is only defined on 1D arrays, since that's all pandas supports.
"""
if len(self.shape) > 1:
raise ValueError("Can't convert a 2D array to a categorical.")
with ignore_pandas_nan_categorical_warning():
return pd.Categorical.from_codes(
self.as_int_array(),
# We need to make a copy because pandas >= 0.17 fails if this
# buffer isn't writeable.
self.categories.copy(),
ordered=False,
)
|
[
"def",
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"(",
"self",
")",
":",
"if",
"len",
"(",
"self",
".",
"shape",
")",
">",
"1",
":",
"raise",
"ValueError",
"(",
"\"Can't convert a 2D array to a categorical.\"",
")",
"with",
"ignore_pandas_nan_categorical_warning",
"(",
")",
":",
"return",
"pd",
".",
"Categorical",
".",
"from_codes",
"(",
"self",
".",
"as_int_array",
"(",
")",
",",
"# We need to make a copy because pandas >= 0.17 fails if this",
"# buffer isn't writeable.",
"self",
".",
"categories",
".",
"copy",
"(",
")",
",",
"ordered",
"=",
"False",
",",
")"
] |
Coerce self into a pandas categorical.
This is only defined on 1D arrays, since that's all pandas supports.
|
[
"Coerce",
"self",
"into",
"a",
"pandas",
"categorical",
"."
] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/lib/labelarray.py#L322-L338
|
train
|
Coerce self into a pandas categorical.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(1286 - 1237) + '\x35' + chr(51), 0b1000), ehT0Px3KOsy9(chr(0b11001 + 0o27) + chr(0b111000 + 0o67) + '\063' + '\x31' + chr(51), 46006 - 45998), ehT0Px3KOsy9(chr(0b11101 + 0o23) + '\x6f' + '\062' + '\x32' + chr(0b100100 + 0o23), 23508 - 23500), ehT0Px3KOsy9(chr(1452 - 1404) + '\x6f' + chr(1306 - 1257) + '\066' + chr(0b110010), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(0b110001) + '\060' + '\066', 0o10), ehT0Px3KOsy9(chr(2120 - 2072) + chr(0b1010110 + 0o31) + chr(51) + chr(0b110101) + chr(0b101000 + 0o15), 0b1000), ehT0Px3KOsy9('\060' + '\157' + chr(0b100001 + 0o22) + '\065' + '\x35', 8), ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(0b10100 + 0o35) + '\x35' + chr(55), 0o10), ehT0Px3KOsy9('\x30' + chr(0b1100010 + 0o15) + chr(0b111 + 0o52) + chr(52) + chr(0b110110), ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(51) + '\066' + '\063', ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(0b110011) + '\x34' + chr(0b110111), 0b1000), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(0b0 + 0o61) + '\x30', ord("\x08")), ehT0Px3KOsy9(chr(0b100111 + 0o11) + chr(0b1101111) + '\x32' + '\x35' + '\062', ord("\x08")), ehT0Px3KOsy9('\x30' + chr(5331 - 5220) + chr(0b110000 + 0o2) + chr(764 - 715) + chr(0b110001), 21043 - 21035), ehT0Px3KOsy9('\x30' + '\x6f' + '\063' + chr(1952 - 1904) + chr(1309 - 1257), 0o10), ehT0Px3KOsy9('\060' + chr(0b1101111) + chr(0b110010) + chr(52) + chr(0b110111), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(1217 - 1106) + chr(0b110010) + chr(49) + chr(0b10000 + 0o42), 0b1000), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(0b101101 + 0o5) + '\x34' + '\063', 0b1000), ehT0Px3KOsy9('\060' + '\157' + chr(0b101 + 0o56) + chr(1563 - 1508) + chr(0b110000), 0o10), ehT0Px3KOsy9('\060' + chr(111) + chr(426 - 371) + chr(0b1011 + 0o51), 0o10), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(0b110001) + '\x31' + chr(0b110100), 29625 - 29617), ehT0Px3KOsy9(chr(0b100100 + 0o14) + chr(0b101100 + 0o103) + chr(587 - 538) + chr(0b101010 + 0o10) + chr(0b11111 + 0o23), 0o10), ehT0Px3KOsy9(chr(0b1001 + 0o47) + chr(111) + chr(0b11110 + 0o23) + chr(0b101 + 0o60) + '\060', 0b1000), ehT0Px3KOsy9(chr(1661 - 1613) + chr(111) + '\062' + chr(0b110100), 0o10), ehT0Px3KOsy9(chr(739 - 691) + chr(0b1101111) + chr(0b100011 + 0o20) + '\x30' + chr(54), 0o10), ehT0Px3KOsy9('\x30' + '\157' + '\x36' + '\062', 0b1000), ehT0Px3KOsy9(chr(0b11001 + 0o27) + '\157' + chr(0b1 + 0o60) + chr(1829 - 1780) + chr(0b1110 + 0o44), 0o10), ehT0Px3KOsy9(chr(0b101001 + 0o7) + chr(11115 - 11004) + chr(0b10000 + 0o41) + chr(0b101000 + 0o12) + '\065', 40476 - 40468), ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(2423 - 2373), 19070 - 19062), ehT0Px3KOsy9(chr(48) + chr(6481 - 6370) + chr(49) + chr(96 - 44) + '\x36', 8), ehT0Px3KOsy9(chr(0b110000) + chr(0b11 + 0o154) + chr(0b100001 + 0o20) + '\065' + chr(0b110000 + 0o6), ord("\x08")), ehT0Px3KOsy9('\x30' + chr(2546 - 2435) + '\x31' + '\x34' + chr(0b101001 + 0o14), 15863 - 15855), ehT0Px3KOsy9('\x30' + chr(9524 - 9413) + chr(0b110001) + chr(2356 - 2306) + '\064', 0b1000), ehT0Px3KOsy9('\x30' + chr(0b1101111) + '\067' + '\062', 24567 - 24559), ehT0Px3KOsy9('\x30' + chr(0b10111 + 0o130) + chr(1053 - 1000) + '\062', ord("\x08")), ehT0Px3KOsy9('\x30' + '\157' + chr(1338 - 1287) + chr(0b110110) + chr(0b10011 + 0o37), 0o10), ehT0Px3KOsy9('\060' + '\157' + '\x33' + chr(0b110010), ord("\x08")), ehT0Px3KOsy9('\060' + chr(0b1101111) + chr(54) + chr(0b110101), 0b1000), ehT0Px3KOsy9('\060' + '\157' + '\061' + '\x37' + chr(52), 0o10), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(149 - 98) + '\060' + chr(2499 - 2446), 0b1000)][WVxHKyX45z_L % ehT0Px3KOsy9(chr(0b110000) + chr(7454 - 7343) + chr(53) + '\060', ord("\x08"))] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'E'), chr(0b1100100) + chr(0b1100101) + '\x63' + chr(0b100000 + 0o117) + chr(0b1100100) + chr(9093 - 8992))(chr(0b110011 + 0o102) + '\164' + chr(1310 - 1208) + chr(45) + chr(56)) + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def PerEmruKO7BI(oVre8I6UXc3b):
if c2A0yzQpDQB3(xafqLlk3kkUe(oVre8I6UXc3b, xafqLlk3kkUe(SXOLrMavuUCe(b'\x05\xaa\xe2+ \xa1\x8a\x032\x83\x84j'), chr(2594 - 2494) + '\145' + chr(0b1100011) + chr(0b1100000 + 0o17) + chr(100) + '\145')(chr(0b101 + 0o160) + chr(116) + chr(0b1100110) + chr(0b110 + 0o47) + chr(0b1010 + 0o56)))) > ehT0Px3KOsy9(chr(48) + chr(0b10101 + 0o132) + chr(49), 0o10):
raise q1QCh3W88sgk(xafqLlk3kkUe(SXOLrMavuUCe(b'(\xaa\xf9U2\xcd\x8e\x00\x08\x85\x82z\xde\xa9\xa5\x87\xb8\xe7\xd8]> \tm\xe6F%ucF\r\x04 _M\x9dh\\\x1f\xa4\x07\xe5'), chr(0b101110 + 0o66) + chr(101) + chr(0b1011101 + 0o6) + '\x6f' + '\144' + '\x65')(chr(0b1101001 + 0o14) + chr(116) + '\146' + chr(0b101101) + '\070'))
with tUe9mJOVWKTU():
return xafqLlk3kkUe(dubtF9GfzOdC.Categorical, xafqLlk3kkUe(SXOLrMavuUCe(b'\r\xb9\xf8\x1f\x19\x8e\x82\x0b\x03\x80'), chr(3223 - 3123) + chr(0b1011011 + 0o12) + '\x63' + chr(0b1101111) + chr(0b101111 + 0o65) + chr(0b1100101))(chr(0b101010 + 0o113) + chr(0b100011 + 0o121) + chr(0b1100110) + '\055' + chr(0b11010 + 0o36)))(xafqLlk3kkUe(oVre8I6UXc3b, xafqLlk3kkUe(SXOLrMavuUCe(b'\n\xb8\xc8\x1b(\x99\xb2\x0e\x14\x81\x86q'), chr(0b1100100) + chr(3924 - 3823) + chr(0b1100000 + 0o3) + chr(0b1101111) + '\144' + chr(388 - 287))(chr(0b1110101) + chr(5437 - 5321) + chr(0b1100110) + chr(0b1101 + 0o40) + '\070'))(), xafqLlk3kkUe(oVre8I6UXc3b.categories, xafqLlk3kkUe(SXOLrMavuUCe(b'\x02\xac\xc3\x1a\x0e\xbe\xd9\x05\x11\xa5\x94i'), '\x64' + chr(9524 - 9423) + chr(99) + chr(111) + chr(0b1001000 + 0o34) + '\x65')(chr(117) + chr(0b1110100) + '\146' + chr(0b101101) + '\x38'))(), ordered=ehT0Px3KOsy9(chr(0b10110 + 0o32) + '\x6f' + chr(0b110000), ord("\x08")))
|
quantopian/zipline
|
zipline/lib/labelarray.py
|
LabelArray.as_categorical_frame
|
def as_categorical_frame(self, index, columns, name=None):
"""
Coerce self into a pandas DataFrame of Categoricals.
"""
if len(self.shape) != 2:
raise ValueError(
"Can't convert a non-2D LabelArray into a DataFrame."
)
expected_shape = (len(index), len(columns))
if expected_shape != self.shape:
raise ValueError(
"Can't construct a DataFrame with provided indices:\n\n"
"LabelArray shape is {actual}, but index and columns imply "
"that shape should be {expected}.".format(
actual=self.shape,
expected=expected_shape,
)
)
return pd.Series(
index=pd.MultiIndex.from_product([index, columns]),
data=self.ravel().as_categorical(),
name=name,
).unstack()
|
python
|
def as_categorical_frame(self, index, columns, name=None):
"""
Coerce self into a pandas DataFrame of Categoricals.
"""
if len(self.shape) != 2:
raise ValueError(
"Can't convert a non-2D LabelArray into a DataFrame."
)
expected_shape = (len(index), len(columns))
if expected_shape != self.shape:
raise ValueError(
"Can't construct a DataFrame with provided indices:\n\n"
"LabelArray shape is {actual}, but index and columns imply "
"that shape should be {expected}.".format(
actual=self.shape,
expected=expected_shape,
)
)
return pd.Series(
index=pd.MultiIndex.from_product([index, columns]),
data=self.ravel().as_categorical(),
name=name,
).unstack()
|
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] |
Coerce self into a pandas DataFrame of Categoricals.
|
[
"Coerce",
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"."
] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/lib/labelarray.py#L340-L364
|
train
|
Coerce self into a pandas DataFrame of Categoricals.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9(chr(0b110000) + chr(0b110000 + 0o77) + chr(53) + '\060', 51734 - 51726), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(1669 - 1620) + chr(48) + '\x31', 0b1000), ehT0Px3KOsy9(chr(48) + '\x6f' + chr(177 - 128) + chr(0b110101) + chr(0b110001), 0b1000), ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(2675 - 2622) + chr(0b110011), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(111) + '\x35' + chr(0b110100 + 0o0), ord("\x08")), ehT0Px3KOsy9(chr(0b1011 + 0o45) + chr(0b1101111) + '\x33' + chr(546 - 491) + '\067', 0o10), ehT0Px3KOsy9(chr(0b11101 + 0o23) + chr(0b1101111) + chr(49) + chr(0b100 + 0o63) + chr(54), 0o10), ehT0Px3KOsy9(chr(48) + chr(0b101100 + 0o103) + chr(55) + '\x32', 0o10), ehT0Px3KOsy9('\x30' + '\157' + '\x33' + '\x36' + '\065', ord("\x08")), ehT0Px3KOsy9(chr(293 - 245) + '\x6f' + chr(0b110010) + chr(1943 - 1892) + chr(0b110001), 0b1000), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(1078 - 1029) + chr(1991 - 1942) + '\064', ord("\x08")), ehT0Px3KOsy9(chr(0b1101 + 0o43) + chr(111) + chr(0b10111 + 0o32) + chr(913 - 862) + chr(0b1000 + 0o54), 0o10), ehT0Px3KOsy9('\x30' + '\157' + chr(0b11010 + 0o30) + chr(2530 - 2476) + chr(0b110011), ord("\x08")), ehT0Px3KOsy9('\060' + '\x6f' + chr(51) + '\065' + chr(0b111 + 0o51), ord("\x08")), ehT0Px3KOsy9(chr(0b0 + 0o60) + chr(1858 - 1747) + '\x33' + chr(0b110101) + chr(1360 - 1307), 55914 - 55906), ehT0Px3KOsy9(chr(0b110000) + chr(1067 - 956) + chr(0b110001) + '\066' + '\064', 0o10), ehT0Px3KOsy9(chr(1091 - 1043) + chr(0b10101 + 0o132) + chr(50) + '\067' + chr(949 - 896), 0b1000), ehT0Px3KOsy9(chr(0b10 + 0o56) + chr(0b1101111) + chr(51) + '\x31' + chr(2329 - 2275), 0o10), ehT0Px3KOsy9(chr(0b10111 + 0o31) + '\x6f' + chr(50) + chr(50) + '\065', 44129 - 44121), ehT0Px3KOsy9('\060' + chr(111) + chr(0b110001) + chr(0b110011) + '\x30', 0b1000), ehT0Px3KOsy9(chr(0b11111 + 0o21) + '\157' + '\064', 0b1000), ehT0Px3KOsy9(chr(0b1000 + 0o50) + chr(0b1001011 + 0o44) + chr(0b110001) + '\062' + chr(0b110000), 21212 - 21204), ehT0Px3KOsy9(chr(682 - 634) + '\157' + '\x31' + '\062', 55189 - 55181), ehT0Px3KOsy9(chr(0b1 + 0o57) + chr(0b1011100 + 0o23) + chr(641 - 591) + chr(0b110000) + chr(1322 - 1271), 0o10), ehT0Px3KOsy9(chr(48) + chr(0b1101000 + 0o7) + chr(1477 - 1422), 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(0b110010) + chr(55) + '\x30', ord("\x08")), ehT0Px3KOsy9('\060' + '\x6f' + chr(1388 - 1339) + '\062' + chr(0b11100 + 0o32), ord("\x08")), ehT0Px3KOsy9('\060' + chr(111) + chr(0b110011) + '\x32' + chr(0b11 + 0o60), ord("\x08")), ehT0Px3KOsy9(chr(0b1010 + 0o46) + '\x6f' + chr(0b110011) + chr(861 - 808) + chr(52), 0b1000), ehT0Px3KOsy9(chr(635 - 587) + chr(0b1100010 + 0o15) + '\064' + chr(0b100100 + 0o16), 12510 - 12502), ehT0Px3KOsy9(chr(1579 - 1531) + '\x6f' + chr(1705 - 1651) + '\060', 24526 - 24518), ehT0Px3KOsy9(chr(1025 - 977) + '\x6f' + chr(0b101110 + 0o3) + '\x32', 8), ehT0Px3KOsy9('\x30' + '\x6f' + chr(0b11101 + 0o26) + '\063' + '\062', 0o10), ehT0Px3KOsy9(chr(0b101010 + 0o6) + chr(0b100000 + 0o117) + chr(0b110001) + '\x36' + '\063', 37939 - 37931), ehT0Px3KOsy9(chr(48) + chr(8403 - 8292) + '\062' + chr(51), 0b1000), ehT0Px3KOsy9('\060' + '\157' + chr(0b10000 + 0o41) + '\x34' + chr(48), ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + '\062' + chr(0b11 + 0o63) + chr(0b110001), 0o10), ehT0Px3KOsy9(chr(495 - 447) + chr(0b111000 + 0o67) + '\x33' + chr(0b10110 + 0o33) + '\066', 8), ehT0Px3KOsy9(chr(0b110000) + chr(0b11101 + 0o122) + chr(1825 - 1776) + chr(51) + '\x35', ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(0b100000 + 0o21) + chr(414 - 365) + chr(53), 0b1000)][WVxHKyX45z_L % ehT0Px3KOsy9(chr(1862 - 1814) + chr(0b1101111) + '\x35' + '\x30', 8)] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'\x06'), chr(0b1100100) + chr(0b110111 + 0o56) + chr(99) + chr(111) + chr(100) + chr(8958 - 8857))(chr(0b110100 + 0o101) + chr(0b1110100) + chr(470 - 368) + chr(0b101101) + chr(0b111000)) + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def HHcNS_LlBh7V(oVre8I6UXc3b, XdowRbJKZWL9, qKlXBtn3PKy4, AIvJRzLdDfgF=None):
if c2A0yzQpDQB3(xafqLlk3kkUe(oVre8I6UXc3b, xafqLlk3kkUe(SXOLrMavuUCe(b'F \x1crJ\xb3\x19V\xa1\xe9/>'), chr(100) + '\145' + '\143' + chr(0b10001 + 0o136) + chr(0b1100100) + '\145')(chr(13340 - 13223) + chr(8383 - 8267) + '\146' + chr(1938 - 1893) + '\070'))) != ehT0Px3KOsy9(chr(0b11010 + 0o26) + chr(0b1001011 + 0o44) + '\x32', ord("\x08")):
raise q1QCh3W88sgk(xafqLlk3kkUe(SXOLrMavuUCe(b'k \x07\x0cX\xdf\x1dU\x9b\xef).\xc7\xc8\x8cT\xd3\xa1\xfbu6\x14*\xcff\xda3\xbf\xadPBk\xa3Sz\x0e\xc5\xa1},\x08\x05\x08_M\xb9\x0c[\x98\xfcb'), '\x64' + '\145' + chr(99) + chr(111) + chr(1777 - 1677) + '\x65')(chr(0b1010000 + 0o45) + '\164' + chr(102) + '\x2d' + '\070'))
mvAOqe9e97vc = (c2A0yzQpDQB3(XdowRbJKZWL9), c2A0yzQpDQB3(qKlXBtn3PKy4))
if mvAOqe9e97vc != xafqLlk3kkUe(oVre8I6UXc3b, xafqLlk3kkUe(SXOLrMavuUCe(b'F \x1crJ\xb3\x19V\xa1\xe9/>'), '\144' + chr(5599 - 5498) + chr(3629 - 3530) + '\x6f' + '\144' + '\x65')(chr(0b1110101) + '\x74' + chr(8535 - 8433) + chr(0b100111 + 0o6) + chr(0b111000))):
raise q1QCh3W88sgk(xafqLlk3kkUe(xafqLlk3kkUe(SXOLrMavuUCe(b"k \x07\x0cX\xdf\x1dU\x9b\xea8.\xc6\x8b\x99T\xdc\xee\xd19p1L\xf1f\xd53\xf3\x9bKDb\xfa\x03a\x0f\xc7\xa79(La\x00EH\x96\x1d_\x86\xa3FV\xff\x89\x8f\x11\xd1\x8f\xe7*e)*\xf0o\xd9&\xb6\xccKC*\xa1\x12p\x14\xc4\xaf10\x04a\x0b^X\xdf\x17T\x91\xfc4|\xd2\x86\x89T\xde\xa1\xf9-i>y\xa3n\xd5&\xbf\x95\x02Db\xbb\x073\x13\xd9\xaf-(\x082\x01DY\x93\x1a\x1a\x97\xfcl'\xd6\x90\x9d\x11\xde\xba\xf0<y~"), chr(0b1100100) + '\145' + chr(0b1011010 + 0o11) + '\x6f' + '\144' + chr(101))(chr(0b1010000 + 0o45) + chr(0b0 + 0o164) + chr(0b1100110) + chr(0b101101) + chr(1604 - 1548)), xafqLlk3kkUe(SXOLrMavuUCe(b'~u\x1bDd\x9e-\t\xa5\xe9)6'), '\144' + chr(0b1011110 + 0o7) + chr(9018 - 8919) + chr(111) + chr(100) + chr(101))('\165' + chr(0b1001010 + 0o52) + chr(3975 - 3873) + chr(0b101101) + chr(1289 - 1233)))(actual=xafqLlk3kkUe(oVre8I6UXc3b, xafqLlk3kkUe(SXOLrMavuUCe(b'F \x1crJ\xb3\x19V\xa1\xe9/>'), chr(0b101000 + 0o74) + '\x65' + '\x63' + chr(0b1101111) + '\144' + chr(101))(chr(0b110111 + 0o76) + '\x74' + '\146' + chr(0b1110 + 0o37) + chr(2509 - 2453))), expected=mvAOqe9e97vc))
return xafqLlk3kkUe(dubtF9GfzOdC.Series(index=dubtF9GfzOdC.MultiIndex.from_product([XdowRbJKZWL9, qKlXBtn3PKy4]), data=oVre8I6UXc3b.ravel().as_categorical(), name=AIvJRzLdDfgF), xafqLlk3kkUe(SXOLrMavuUCe(b']/\x1a_M\x9c\x15'), chr(0b1100100) + '\x65' + chr(99) + '\x6f' + '\144' + '\x65')(chr(0b101011 + 0o112) + chr(116) + '\x66' + chr(0b101101) + chr(0b101110 + 0o12)))()
|
quantopian/zipline
|
zipline/lib/labelarray.py
|
LabelArray.set_scalar
|
def set_scalar(self, indexer, value):
"""
Set scalar value into the array.
Parameters
----------
indexer : any
The indexer to set the value at.
value : str
The value to assign at the given locations.
Raises
------
ValueError
Raised when ``value`` is not a value element of this this label
array.
"""
try:
value_code = self.reverse_categories[value]
except KeyError:
raise ValueError("%r is not in LabelArray categories." % value)
self.as_int_array()[indexer] = value_code
|
python
|
def set_scalar(self, indexer, value):
"""
Set scalar value into the array.
Parameters
----------
indexer : any
The indexer to set the value at.
value : str
The value to assign at the given locations.
Raises
------
ValueError
Raised when ``value`` is not a value element of this this label
array.
"""
try:
value_code = self.reverse_categories[value]
except KeyError:
raise ValueError("%r is not in LabelArray categories." % value)
self.as_int_array()[indexer] = value_code
|
[
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",",
"indexer",
",",
"value",
")",
":",
"try",
":",
"value_code",
"=",
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".",
"reverse_categories",
"[",
"value",
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"except",
"KeyError",
":",
"raise",
"ValueError",
"(",
"\"%r is not in LabelArray categories.\"",
"%",
"value",
")",
"self",
".",
"as_int_array",
"(",
")",
"[",
"indexer",
"]",
"=",
"value_code"
] |
Set scalar value into the array.
Parameters
----------
indexer : any
The indexer to set the value at.
value : str
The value to assign at the given locations.
Raises
------
ValueError
Raised when ``value`` is not a value element of this this label
array.
|
[
"Set",
"scalar",
"value",
"into",
"the",
"array",
"."
] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/lib/labelarray.py#L400-L422
|
train
|
Set the scalar value into the array.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9(chr(48) + chr(0b10011 + 0o134) + chr(0b110010) + chr(0b1100 + 0o47) + '\065', ord("\x08")), ehT0Px3KOsy9(chr(0b1100 + 0o44) + '\x6f' + chr(888 - 838) + '\061' + chr(1305 - 1257), 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(4568 - 4457) + chr(0b110010) + chr(52) + chr(0b110010), 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(0b100101 + 0o112) + chr(1311 - 1262) + chr(384 - 335) + '\x35', 0b1000), ehT0Px3KOsy9('\060' + '\x6f' + chr(49) + '\x37' + chr(51), 0b1000), ehT0Px3KOsy9('\x30' + '\x6f' + '\061' + chr(55) + '\061', 0o10), ehT0Px3KOsy9(chr(1090 - 1042) + chr(0b1101111) + chr(571 - 520) + chr(0b11 + 0o64) + chr(52), ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(111) + chr(0b110010 + 0o0) + '\x30' + chr(0b110110), ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + '\x36' + '\063', ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(0b110001 + 0o2) + '\x35' + chr(0b100 + 0o62), 23129 - 23121), ehT0Px3KOsy9('\x30' + chr(9096 - 8985) + '\062' + chr(2210 - 2157) + chr(50), 0b1000), ehT0Px3KOsy9(chr(48) + '\x6f' + '\061' + chr(0b110010) + chr(230 - 180), 42536 - 42528), ehT0Px3KOsy9('\x30' + '\157' + chr(1341 - 1290) + chr(0b101101 + 0o3) + '\x35', 18939 - 18931), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + '\x32' + '\064' + '\065', 20929 - 20921), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(0b110010) + chr(1355 - 1305) + chr(1454 - 1400), ord("\x08")), ehT0Px3KOsy9(chr(0b11010 + 0o26) + chr(6374 - 6263) + '\x32' + chr(2176 - 2125) + chr(52), 27023 - 27015), ehT0Px3KOsy9('\060' + chr(0b1101111) + '\063' + chr(1682 - 1633), 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(290 - 239) + chr(0b11010 + 0o26), 27134 - 27126), ehT0Px3KOsy9('\060' + chr(0b1011101 + 0o22) + chr(0b110001), 0o10), ehT0Px3KOsy9(chr(354 - 306) + chr(1696 - 1585) + chr(51) + '\x36' + chr(0b110000), 0b1000), ehT0Px3KOsy9(chr(48) + '\x6f' + '\063' + chr(53) + '\x31', 4376 - 4368), ehT0Px3KOsy9(chr(0b10101 + 0o33) + chr(0b10110 + 0o131) + '\063' + chr(447 - 396) + chr(0b101010 + 0o11), 0o10), ehT0Px3KOsy9(chr(717 - 669) + chr(0b1101111) + chr(613 - 563) + '\062' + '\067', 60630 - 60622), ehT0Px3KOsy9(chr(1256 - 1208) + '\x6f' + chr(0b110011) + chr(1475 - 1422) + '\065', 46629 - 46621), ehT0Px3KOsy9('\060' + chr(111) + '\062' + chr(0b110101) + '\067', 49489 - 49481), ehT0Px3KOsy9(chr(48) + chr(0b1000110 + 0o51) + chr(0b1010 + 0o47) + chr(0b101001 + 0o14) + chr(53), ord("\x08")), ehT0Px3KOsy9(chr(48) + '\157' + '\x32' + chr(0b110010 + 0o2) + chr(2711 - 2658), 8), ehT0Px3KOsy9('\060' + chr(111) + '\x31' + chr(48) + '\064', 7448 - 7440), ehT0Px3KOsy9(chr(48) + chr(0b10110 + 0o131) + chr(0b110001) + chr(57 - 9) + chr(52), 8), ehT0Px3KOsy9('\060' + '\x6f' + chr(0b10 + 0o57) + chr(1065 - 1015) + chr(3009 - 2954), 0o10), ehT0Px3KOsy9(chr(0b110000) + '\157' + '\064' + '\060', ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(1414 - 1366), 0o10), ehT0Px3KOsy9(chr(819 - 771) + chr(111) + chr(51) + chr(0b1110 + 0o46), 37023 - 37015), ehT0Px3KOsy9(chr(1134 - 1086) + chr(0b1101001 + 0o6) + chr(0b11010 + 0o27) + chr(633 - 583) + chr(0b10000 + 0o42), 8), ehT0Px3KOsy9(chr(48) + chr(10719 - 10608) + chr(0b110010) + '\066' + chr(0b1100 + 0o51), 0b1000), ehT0Px3KOsy9(chr(1303 - 1255) + chr(0b1101111) + '\061' + chr(54) + chr(0b101000 + 0o17), 0b1000), ehT0Px3KOsy9(chr(0b10011 + 0o35) + chr(111) + '\067', ord("\x08")), ehT0Px3KOsy9(chr(809 - 761) + '\157' + chr(0b100001 + 0o25) + '\x33', 8), ehT0Px3KOsy9('\060' + chr(0b110 + 0o151) + '\063' + '\061', 8), ehT0Px3KOsy9('\x30' + '\157' + '\067', 8)][WVxHKyX45z_L % ehT0Px3KOsy9('\x30' + chr(0b1101111) + '\065' + '\x30', 35997 - 35989)] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'\xb3'), chr(100) + chr(8297 - 8196) + chr(0b1100011) + '\x6f' + chr(0b11101 + 0o107) + '\x65')('\165' + chr(0b101000 + 0o114) + '\x66' + chr(291 - 246) + chr(0b111000)) + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def b6mLBMMp8AO3(oVre8I6UXc3b, BvJfssszZMhp, QmmgWUB13VCJ):
try:
rRjIcU73BkCM = oVre8I6UXc3b.reverse_categories[QmmgWUB13VCJ]
except RQ6CSRrFArYB:
raise q1QCh3W88sgk(xafqLlk3kkUe(SXOLrMavuUCe(b'\xb8\xfa\x82$\x08Y\x92\xe9G\xce\xc3<\xe5\xe9\xf7\xfe|t@\x82\x9b\xba\xee\xcd\xcc\x0c\xd1!#8Riy!\x9b'), chr(100) + chr(0b111110 + 0o47) + chr(99) + '\157' + chr(0b1100100) + chr(101))(chr(117) + '\x74' + '\146' + '\055' + '\x38') % QmmgWUB13VCJ)
oVre8I6UXc3b.TG6ylcp9a8f0()[BvJfssszZMhp] = rRjIcU73BkCM
|
quantopian/zipline
|
zipline/lib/labelarray.py
|
LabelArray._equality_check
|
def _equality_check(op):
"""
Shared code for __eq__ and __ne__, parameterized on the actual
comparison operator to use.
"""
def method(self, other):
if isinstance(other, LabelArray):
self_mv = self.missing_value
other_mv = other.missing_value
if self_mv != other_mv:
raise MissingValueMismatch(self_mv, other_mv)
self_categories = self.categories
other_categories = other.categories
if not compare_arrays(self_categories, other_categories):
raise CategoryMismatch(self_categories, other_categories)
return (
op(self.as_int_array(), other.as_int_array())
& self.not_missing()
& other.not_missing()
)
elif isinstance(other, ndarray):
# Compare to ndarrays as though we were an array of strings.
# This is fairly expensive, and should generally be avoided.
return op(self.as_string_array(), other) & self.not_missing()
elif isinstance(other, self.SUPPORTED_SCALAR_TYPES):
i = self._reverse_categories.get(other, -1)
return op(self.as_int_array(), i) & self.not_missing()
return op(super(LabelArray, self), other)
return method
|
python
|
def _equality_check(op):
"""
Shared code for __eq__ and __ne__, parameterized on the actual
comparison operator to use.
"""
def method(self, other):
if isinstance(other, LabelArray):
self_mv = self.missing_value
other_mv = other.missing_value
if self_mv != other_mv:
raise MissingValueMismatch(self_mv, other_mv)
self_categories = self.categories
other_categories = other.categories
if not compare_arrays(self_categories, other_categories):
raise CategoryMismatch(self_categories, other_categories)
return (
op(self.as_int_array(), other.as_int_array())
& self.not_missing()
& other.not_missing()
)
elif isinstance(other, ndarray):
# Compare to ndarrays as though we were an array of strings.
# This is fairly expensive, and should generally be avoided.
return op(self.as_string_array(), other) & self.not_missing()
elif isinstance(other, self.SUPPORTED_SCALAR_TYPES):
i = self._reverse_categories.get(other, -1)
return op(self.as_int_array(), i) & self.not_missing()
return op(super(LabelArray, self), other)
return method
|
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] |
Shared code for __eq__ and __ne__, parameterized on the actual
comparison operator to use.
|
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"."
] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/lib/labelarray.py#L462-L496
|
train
|
A method that returns a comparison of two LabelArrays.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9(chr(0b1001 + 0o47) + chr(0b100 + 0o153) + '\066' + '\x32', 10900 - 10892), ehT0Px3KOsy9('\060' + chr(0b1110 + 0o141) + chr(480 - 431) + chr(0b110101) + '\x31', 44930 - 44922), ehT0Px3KOsy9(chr(0b0 + 0o60) + chr(111) + '\063' + '\064' + chr(0b110000), 0b1000), ehT0Px3KOsy9(chr(48) + chr(3819 - 3708) + chr(50) + '\060' + chr(0b110111), ord("\x08")), ehT0Px3KOsy9(chr(0b10100 + 0o34) + chr(111) + '\x32' + chr(0b11111 + 0o26) + chr(1178 - 1127), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(0b1100 + 0o47) + chr(53) + chr(51), 0b1000), ehT0Px3KOsy9(chr(1953 - 1905) + chr(0b1101 + 0o142) + chr(0b110010) + chr(0b110010) + chr(2317 - 2262), 26839 - 26831), ehT0Px3KOsy9('\x30' + '\x6f' + chr(0b110011) + chr(51) + chr(51), 0o10), ehT0Px3KOsy9('\x30' + chr(4535 - 4424) + chr(0b101010 + 0o7) + chr(49), 0b1000), ehT0Px3KOsy9(chr(0b101111 + 0o1) + chr(111) + '\062' + chr(0b110001) + chr(48), ord("\x08")), ehT0Px3KOsy9(chr(1214 - 1166) + chr(0b1101111) + chr(0b110010) + chr(0b110011) + chr(1218 - 1167), ord("\x08")), ehT0Px3KOsy9(chr(98 - 50) + chr(0b1101111) + chr(1288 - 1233) + chr(1632 - 1579), 64962 - 64954), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + '\063' + '\x31' + chr(0b101110 + 0o4), ord("\x08")), ehT0Px3KOsy9('\x30' + chr(111) + chr(0b11011 + 0o30) + chr(2159 - 2108) + chr(53), 27727 - 27719), ehT0Px3KOsy9(chr(48) + chr(3731 - 3620) + chr(1775 - 1725) + chr(50) + chr(54), 10423 - 10415), ehT0Px3KOsy9(chr(1666 - 1618) + chr(0b10011 + 0o134) + chr(54), 27502 - 27494), ehT0Px3KOsy9('\x30' + '\157' + chr(849 - 800) + chr(0b110110) + chr(0b110100), 0o10), ehT0Px3KOsy9('\060' + chr(0b1101111) + chr(0b110010) + chr(0b110001), 22706 - 22698), ehT0Px3KOsy9(chr(0b11001 + 0o27) + '\157' + '\061' + '\x36', 51997 - 51989), ehT0Px3KOsy9('\x30' + chr(0b1101111) + '\x33' + '\x34' + '\066', 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(0b1100010 + 0o15) + chr(0b110010) + '\x33', 38611 - 38603), ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(50) + chr(0b110101) + '\x35', 0b1000), ehT0Px3KOsy9('\x30' + '\157' + chr(1241 - 1192) + '\063' + chr(0b110000), 0o10), ehT0Px3KOsy9(chr(48) + chr(11551 - 11440) + chr(0b11110 + 0o23) + chr(61 - 10) + chr(0b110101), 18337 - 18329), ehT0Px3KOsy9('\x30' + '\157' + '\x33' + chr(0b110101) + chr(55), 41617 - 41609), ehT0Px3KOsy9(chr(48) + chr(0b1100010 + 0o15) + chr(49) + chr(0b110111) + chr(55), 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + '\x33' + chr(725 - 673) + chr(52), 33840 - 33832), ehT0Px3KOsy9('\x30' + chr(1560 - 1449) + chr(0b100010 + 0o20) + chr(1847 - 1793) + chr(1434 - 1379), 0o10), ehT0Px3KOsy9(chr(48) + chr(11370 - 11259) + chr(1747 - 1697) + chr(0b10100 + 0o40) + chr(50), ord("\x08")), ehT0Px3KOsy9(chr(48) + '\157' + chr(51) + '\x34' + chr(191 - 142), 0o10), ehT0Px3KOsy9(chr(1953 - 1905) + '\157' + chr(0b11111 + 0o22) + chr(1879 - 1829) + chr(0b10011 + 0o35), 0o10), ehT0Px3KOsy9(chr(2094 - 2046) + '\157' + '\063' + '\x31' + '\062', 8), ehT0Px3KOsy9('\x30' + chr(111) + chr(0b110011) + '\063' + '\x35', 8), ehT0Px3KOsy9('\x30' + chr(111) + '\x31' + '\060' + '\067', 0b1000), ehT0Px3KOsy9('\060' + chr(8719 - 8608) + chr(0b100011 + 0o17) + chr(2591 - 2537) + '\067', 8), ehT0Px3KOsy9(chr(1962 - 1914) + '\x6f' + '\x32' + chr(0b110111) + chr(0b110011), 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(0b110011) + chr(0b10101 + 0o36) + '\060', 0o10), ehT0Px3KOsy9(chr(1083 - 1035) + chr(4480 - 4369) + chr(51) + '\060' + '\x30', 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(12050 - 11939) + '\066', 8), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(51) + chr(2572 - 2518) + '\x30', 0o10)][WVxHKyX45z_L % ehT0Px3KOsy9('\060' + chr(0b1101111) + chr(2028 - 1975) + chr(0b101011 + 0o5), ord("\x08"))] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'\x1c'), chr(100) + '\145' + chr(0b1100011) + '\x6f' + chr(100) + chr(4272 - 4171))(chr(0b1110101) + chr(0b100100 + 0o120) + '\146' + chr(394 - 349) + '\070') + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def NyyEpxj0pG7i(C8dAr6Ujq2Tn):
def CVRCXTcnOnH6(oVre8I6UXc3b, KK0ERS7DqYrY):
if PlSM16l2KDPD(KK0ERS7DqYrY, xHaqLS1eUVFC):
VGjukapxERiJ = oVre8I6UXc3b.cM6FSYO3vPuj
LwBZSqIJ3NGW = KK0ERS7DqYrY.cM6FSYO3vPuj
if VGjukapxERiJ != LwBZSqIJ3NGW:
raise a4z6QhPCirx6(VGjukapxERiJ, LwBZSqIJ3NGW)
ExKCRkRdwfv8 = oVre8I6UXc3b.mZZDAT49UzAb
AjouL4WlZlgS = KK0ERS7DqYrY.mZZDAT49UzAb
if not gBm1tUoONAw3(ExKCRkRdwfv8, AjouL4WlZlgS):
raise ojM4zAdlIMSy(ExKCRkRdwfv8, AjouL4WlZlgS)
return C8dAr6Ujq2Tn(xafqLlk3kkUe(oVre8I6UXc3b, xafqLlk3kkUe(SXOLrMavuUCe(b'f.\xd6\xfe\xc7\x88\xe7\xe2h\xb0\xfd\r'), chr(0b10110 + 0o116) + chr(1417 - 1316) + chr(6161 - 6062) + chr(111) + '\x64' + chr(0b1100101))(chr(0b1110101) + chr(0b111010 + 0o72) + chr(0b10100 + 0o122) + '\055' + chr(56)))(), xafqLlk3kkUe(KK0ERS7DqYrY, xafqLlk3kkUe(SXOLrMavuUCe(b'f.\xd6\xfe\xc7\x88\xe7\xe2h\xb0\xfd\r'), '\x64' + chr(0b1100101) + chr(0b110100 + 0o57) + '\157' + '\144' + chr(5479 - 5378))('\165' + chr(116) + '\x66' + chr(45) + chr(1088 - 1032)))()) & xafqLlk3kkUe(oVre8I6UXc3b, xafqLlk3kkUe(SXOLrMavuUCe(b'\\\x06\x94\xd8\xc6\x82\xe4\xa8`\xe6\xfc'), chr(100) + chr(101) + chr(0b101000 + 0o73) + '\157' + chr(100) + chr(9268 - 9167))(chr(117) + chr(116) + '\x66' + '\055' + '\x38'))() & xafqLlk3kkUe(KK0ERS7DqYrY, xafqLlk3kkUe(SXOLrMavuUCe(b'\\\x06\x94\xd8\xc6\x82\xe4\xa8`\xe6\xfc'), chr(0b1010 + 0o132) + '\145' + chr(0b1011000 + 0o13) + chr(111) + '\144' + '\x65')(chr(0b1110101) + '\x74' + chr(0b1 + 0o145) + '\x2d' + chr(56)))()
elif PlSM16l2KDPD(KK0ERS7DqYrY, VtU1DncglWAm):
return C8dAr6Ujq2Tn(xafqLlk3kkUe(oVre8I6UXc3b, xafqLlk3kkUe(SXOLrMavuUCe(b'S\x1a\xbf\xf4\xdf\x99\xfe\xb5n\xd7\xfaO\xb8\xbc\xef'), '\x64' + chr(101) + chr(5719 - 5620) + chr(0b1001000 + 0o47) + chr(0b110110 + 0o56) + chr(0b1010001 + 0o24))(chr(0b1110101) + chr(1567 - 1451) + chr(0b1100110) + '\055' + chr(56)))(), KK0ERS7DqYrY) & xafqLlk3kkUe(oVre8I6UXc3b, xafqLlk3kkUe(SXOLrMavuUCe(b'\\\x06\x94\xd8\xc6\x82\xe4\xa8`\xe6\xfc'), chr(0b1101 + 0o127) + chr(0b1100101) + '\x63' + chr(111) + chr(6902 - 6802) + '\x65')('\x75' + '\164' + chr(0b1100000 + 0o6) + chr(0b101101) + '\x38'))()
elif PlSM16l2KDPD(KK0ERS7DqYrY, xafqLlk3kkUe(oVre8I6UXc3b, xafqLlk3kkUe(SXOLrMavuUCe(b'a<\xb0\xd7\xe4\xb9\xc3\x9eM\xd7\xc8~\x8b\x91\xd7T+EW\xb6V\xfe'), chr(100) + '\x65' + '\x63' + chr(111) + chr(100) + chr(0b111011 + 0o52))(chr(12967 - 12850) + chr(116) + chr(0b1001010 + 0o34) + '\055' + chr(1347 - 1291)))):
WVxHKyX45z_L = oVre8I6UXc3b._reverse_categories.Q8b5UytA0vqH(KK0ERS7DqYrY, -ehT0Px3KOsy9(chr(0b10100 + 0o34) + chr(11846 - 11735) + chr(49), 29935 - 29927))
return C8dAr6Ujq2Tn(xafqLlk3kkUe(oVre8I6UXc3b, xafqLlk3kkUe(SXOLrMavuUCe(b'f.\xd6\xfe\xc7\x88\xe7\xe2h\xb0\xfd\r'), '\x64' + '\145' + chr(99) + '\x6f' + '\144' + chr(2875 - 2774))(chr(2980 - 2863) + '\164' + chr(0b111100 + 0o52) + chr(45) + chr(0b111000)))(), WVxHKyX45z_L) & xafqLlk3kkUe(oVre8I6UXc3b, xafqLlk3kkUe(SXOLrMavuUCe(b'\\\x06\x94\xd8\xc6\x82\xe4\xa8`\xe6\xfc'), chr(100) + chr(101) + chr(0b1100011) + '\x6f' + '\x64' + '\145')('\165' + chr(0b1110100) + '\146' + chr(1350 - 1305) + chr(0b100000 + 0o30)))()
return C8dAr6Ujq2Tn(KNx0Ujaz9UM0(xHaqLS1eUVFC, oVre8I6UXc3b), KK0ERS7DqYrY)
return CVRCXTcnOnH6
|
quantopian/zipline
|
zipline/lib/labelarray.py
|
LabelArray.empty_like
|
def empty_like(self, shape):
"""
Make an empty LabelArray with the same categories as ``self``, filled
with ``self.missing_value``.
"""
return type(self).from_codes_and_metadata(
codes=np.full(
shape,
self.reverse_categories[self.missing_value],
dtype=unsigned_int_dtype_with_size_in_bytes(self.itemsize),
),
categories=self.categories,
reverse_categories=self.reverse_categories,
missing_value=self.missing_value,
)
|
python
|
def empty_like(self, shape):
"""
Make an empty LabelArray with the same categories as ``self``, filled
with ``self.missing_value``.
"""
return type(self).from_codes_and_metadata(
codes=np.full(
shape,
self.reverse_categories[self.missing_value],
dtype=unsigned_int_dtype_with_size_in_bytes(self.itemsize),
),
categories=self.categories,
reverse_categories=self.reverse_categories,
missing_value=self.missing_value,
)
|
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",",
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] |
Make an empty LabelArray with the same categories as ``self``, filled
with ``self.missing_value``.
|
[
"Make",
"an",
"empty",
"LabelArray",
"with",
"the",
"same",
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"filled",
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"missing_value",
"."
] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/lib/labelarray.py#L605-L619
|
train
|
Make an empty LabelArray with the same categories as self filled with self. missing_value.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9('\x30' + chr(0b1101111) + chr(201 - 150) + chr(1721 - 1670) + chr(55), 0o10), ehT0Px3KOsy9(chr(48) + '\x6f' + chr(51) + '\x30' + chr(0b110101 + 0o2), 0b1000), ehT0Px3KOsy9('\x30' + chr(111) + chr(0b110010) + chr(0b101101 + 0o5) + chr(0b110011), 0o10), ehT0Px3KOsy9('\060' + chr(111) + '\x31' + chr(48) + chr(0b110110), 3119 - 3111), ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(0b101001 + 0o10) + '\062' + chr(636 - 581), 0b1000), ehT0Px3KOsy9('\x30' + chr(0b110001 + 0o76) + chr(1852 - 1801) + '\067' + chr(0b110011 + 0o2), ord("\x08")), ehT0Px3KOsy9('\x30' + chr(0b1101111) + chr(0b110001) + '\x35' + '\x31', 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(2230 - 2119) + '\062' + '\062' + chr(806 - 752), ord("\x08")), ehT0Px3KOsy9('\060' + '\157' + chr(2030 - 1981) + chr(282 - 231) + chr(49), 65488 - 65480), ehT0Px3KOsy9('\060' + '\x6f' + chr(0b10101 + 0o36) + chr(0b11100 + 0o32) + chr(845 - 795), 0o10), ehT0Px3KOsy9(chr(48) + chr(0b1000110 + 0o51) + chr(1728 - 1677) + '\x33' + chr(0b101101 + 0o12), 8), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + '\x33' + chr(1829 - 1781) + chr(48), 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(10417 - 10306) + chr(53) + '\x32', 0o10), ehT0Px3KOsy9(chr(1359 - 1311) + chr(7356 - 7245) + chr(1749 - 1700) + chr(0b110110) + chr(0b10011 + 0o40), 62539 - 62531), ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(0b110011) + chr(0b1000 + 0o53) + '\064', 8583 - 8575), ehT0Px3KOsy9(chr(2185 - 2137) + chr(5434 - 5323) + chr(0b110010) + chr(84 - 30) + '\x31', 0o10), ehT0Px3KOsy9('\x30' + chr(0b1100000 + 0o17) + '\x35' + '\x30', 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(5160 - 5049) + chr(0b110011) + chr(54) + chr(2403 - 2348), 0o10), ehT0Px3KOsy9(chr(48) + chr(0b111001 + 0o66) + '\x33' + chr(50) + chr(508 - 457), 0o10), ehT0Px3KOsy9('\060' + chr(0b1100001 + 0o16) + chr(49) + '\x33', ord("\x08")), ehT0Px3KOsy9(chr(1460 - 1412) + '\x6f' + chr(0b1010 + 0o51) + chr(0b110111) + chr(54), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(53) + chr(1281 - 1231), 8), ehT0Px3KOsy9('\060' + chr(111) + chr(0b110011) + chr(175 - 122) + chr(50), 0b1000), ehT0Px3KOsy9('\060' + '\x6f' + chr(0b100111 + 0o13) + chr(2007 - 1959) + '\062', 0o10), ehT0Px3KOsy9('\060' + '\x6f' + chr(51) + '\x33', 0b1000), ehT0Px3KOsy9(chr(1228 - 1180) + chr(6756 - 6645) + chr(52) + chr(0b10001 + 0o41), 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(4961 - 4850) + chr(684 - 633) + chr(0b100000 + 0o27) + '\x35', 8), ehT0Px3KOsy9(chr(0b10100 + 0o34) + chr(0b1100000 + 0o17) + chr(0b110001) + chr(0b110110) + '\060', 49257 - 49249), ehT0Px3KOsy9('\x30' + chr(111) + chr(51) + chr(0b10001 + 0o44), 52668 - 52660), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + '\x33' + '\x36' + '\x31', ord("\x08")), ehT0Px3KOsy9(chr(0b100011 + 0o15) + chr(111) + chr(0b110011) + chr(0b1000 + 0o55) + chr(48), 0o10), ehT0Px3KOsy9('\x30' + chr(111) + chr(0b101010 + 0o13) + '\x35', 0o10), ehT0Px3KOsy9(chr(48) + chr(111) + chr(0b10110 + 0o33) + chr(0b110110) + chr(50), 0o10), ehT0Px3KOsy9('\x30' + chr(111) + chr(0b110111) + '\067', 0o10), ehT0Px3KOsy9('\x30' + '\x6f' + '\062' + chr(0b11100 + 0o32) + '\x30', 47937 - 47929), ehT0Px3KOsy9('\060' + chr(9747 - 9636) + '\062', 0o10), ehT0Px3KOsy9('\x30' + chr(4649 - 4538) + '\066' + chr(55), 33872 - 33864), ehT0Px3KOsy9('\x30' + chr(9578 - 9467) + chr(0b110011) + chr(51) + chr(0b110010), ord("\x08")), ehT0Px3KOsy9('\060' + chr(0b1101111) + chr(51) + chr(1399 - 1347) + chr(1208 - 1160), ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(10762 - 10651) + chr(0b101111 + 0o10) + chr(0b110001), ord("\x08"))][WVxHKyX45z_L % ehT0Px3KOsy9(chr(2249 - 2201) + '\x6f' + chr(0b100010 + 0o23) + '\060', 8)] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'\xf1'), chr(0b101010 + 0o72) + chr(0b1100101) + chr(0b1100011) + chr(0b1010001 + 0o36) + '\x64' + '\x65')(chr(0b1000110 + 0o57) + chr(0b1001001 + 0o53) + chr(102) + chr(1158 - 1113) + '\x38') + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def DusprIe_X4aH(oVre8I6UXc3b, nauYfLglTpcb):
return xafqLlk3kkUe(wmQmyeWBmUpv(oVre8I6UXc3b), xafqLlk3kkUe(SXOLrMavuUCe(b'\xb9\xb5\xfc+\x08\x9e\x06\xf2<\x81\x80\xa1D\x17\x83\xdcM\x83\xb2o\x9f^\x8b'), chr(100) + chr(0b1100101) + '\143' + '\157' + chr(100) + chr(0b1100101))('\x75' + '\164' + chr(0b1010100 + 0o22) + chr(45) + '\070'))(codes=xafqLlk3kkUe(WqUC3KWvYVup, xafqLlk3kkUe(SXOLrMavuUCe(b'\xb9\xb2\xff*'), chr(3186 - 3086) + '\145' + '\143' + chr(111) + chr(8321 - 8221) + chr(101))('\x75' + chr(116) + chr(3487 - 3385) + chr(1151 - 1106) + '\070'))(nauYfLglTpcb, xafqLlk3kkUe(oVre8I6UXc3b, xafqLlk3kkUe(SXOLrMavuUCe(b'\xad\xa2\xe5#%\x8e\x0c\xc9:\x93\xab\xa5M\x1c\xae\xd8M\x84'), '\x64' + chr(5486 - 5385) + chr(0b101110 + 0o65) + '\157' + chr(6224 - 6124) + chr(2502 - 2401))(chr(117) + chr(6513 - 6397) + chr(0b1000010 + 0o44) + chr(0b101101) + chr(864 - 808)))[xafqLlk3kkUe(oVre8I6UXc3b, xafqLlk3kkUe(SXOLrMavuUCe(b'\xbc\x8a\xa5\x00\x04\xa4&\xa5/\xa2\xaa\xaa'), chr(0b111100 + 0o50) + chr(101) + chr(7377 - 7278) + '\x6f' + chr(100) + chr(0b1100010 + 0o3))(chr(117) + chr(0b1110100) + chr(102) + chr(0b101101) + chr(1012 - 956)))], dtype=QhNO7qQetJaB(xafqLlk3kkUe(oVre8I6UXc3b, xafqLlk3kkUe(SXOLrMavuUCe(b'\xb6\xb3\xf6+$\x94\x13\xf3'), chr(9477 - 9377) + chr(0b11100 + 0o111) + '\x63' + '\157' + chr(0b10010 + 0o122) + '\145')(chr(117) + chr(0b1110100) + '\146' + chr(669 - 624) + chr(629 - 573))))), categories=xafqLlk3kkUe(oVre8I6UXc3b, xafqLlk3kkUe(SXOLrMavuUCe(b'\xb2\x9d\xc9\x02\x16\xa9]\xaf\x0c\x88\x9e\xa2'), '\144' + '\145' + chr(99) + chr(111) + chr(0b110011 + 0o61) + chr(0b1011111 + 0o6))('\x75' + chr(0b1000010 + 0o62) + '\x66' + chr(0b101101 + 0o0) + chr(3090 - 3034))), reverse_categories=xafqLlk3kkUe(oVre8I6UXc3b, xafqLlk3kkUe(SXOLrMavuUCe(b'\xad\xa2\xe5#%\x8e\x0c\xc9:\x93\xab\xa5M\x1c\xae\xd8M\x84'), chr(0b100000 + 0o104) + chr(101) + chr(99) + chr(0b10000 + 0o137) + '\x64' + chr(0b1101 + 0o130))(chr(117) + chr(116) + '\146' + chr(0b101101) + chr(0b1 + 0o67))), missing_value=xafqLlk3kkUe(oVre8I6UXc3b, xafqLlk3kkUe(SXOLrMavuUCe(b'\xbc\x8a\xa5\x00\x04\xa4&\xa5/\xa2\xaa\xaa'), '\x64' + chr(0b1000110 + 0o37) + '\x63' + chr(0b1101111) + chr(0b1100100) + chr(101))('\165' + chr(116) + '\146' + chr(45) + chr(0b100000 + 0o30))))
|
quantopian/zipline
|
zipline/lib/labelarray.py
|
LabelArray.map_predicate
|
def map_predicate(self, f):
"""
Map a function from str -> bool element-wise over ``self``.
``f`` will be applied exactly once to each non-missing unique value in
``self``. Missing values will always return False.
"""
# Functions passed to this are of type str -> bool. Don't ever call
# them on None, which is the only non-str value we ever store in
# categories.
if self.missing_value is None:
def f_to_use(x):
return False if x is None else f(x)
else:
f_to_use = f
# Call f on each unique value in our categories.
results = np.vectorize(f_to_use, otypes=[bool_dtype])(self.categories)
# missing_value should produce False no matter what
results[self.reverse_categories[self.missing_value]] = False
# unpack the results form each unique value into their corresponding
# locations in our indices.
return results[self.as_int_array()]
|
python
|
def map_predicate(self, f):
"""
Map a function from str -> bool element-wise over ``self``.
``f`` will be applied exactly once to each non-missing unique value in
``self``. Missing values will always return False.
"""
# Functions passed to this are of type str -> bool. Don't ever call
# them on None, which is the only non-str value we ever store in
# categories.
if self.missing_value is None:
def f_to_use(x):
return False if x is None else f(x)
else:
f_to_use = f
# Call f on each unique value in our categories.
results = np.vectorize(f_to_use, otypes=[bool_dtype])(self.categories)
# missing_value should produce False no matter what
results[self.reverse_categories[self.missing_value]] = False
# unpack the results form each unique value into their corresponding
# locations in our indices.
return results[self.as_int_array()]
|
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] |
Map a function from str -> bool element-wise over ``self``.
``f`` will be applied exactly once to each non-missing unique value in
``self``. Missing values will always return False.
|
[
"Map",
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"-",
">",
"bool",
"element",
"-",
"wise",
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"."
] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/lib/labelarray.py#L621-L645
|
train
|
Map a function from str - > bool element - wise over self.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9(chr(48) + chr(0b1000111 + 0o50) + '\x32' + chr(0b110111) + chr(0b110101), 0b1000), ehT0Px3KOsy9(chr(48) + chr(6463 - 6352) + chr(0b110010) + chr(0b10110 + 0o32) + '\066', 44077 - 44069), ehT0Px3KOsy9(chr(0b110 + 0o52) + chr(111) + chr(0b100101 + 0o15) + chr(0b11111 + 0o23) + chr(235 - 185), 0b1000), ehT0Px3KOsy9('\060' + chr(0b111100 + 0o63) + chr(0b101001 + 0o13) + '\062', ord("\x08")), ehT0Px3KOsy9('\x30' + chr(111) + chr(249 - 198) + chr(0b110100) + chr(1579 - 1528), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(0b1001001 + 0o46) + chr(169 - 119) + chr(0b1100 + 0o45) + chr(0b110000), 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(0b110001) + chr(0b110100) + '\064', ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(49) + '\063' + chr(0b10101 + 0o37), 7096 - 7088), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(0b110010) + '\x34' + chr(1000 - 951), 11527 - 11519), ehT0Px3KOsy9(chr(48) + chr(111) + chr(0b11001 + 0o32) + '\060' + chr(0b110001), 0o10), ehT0Px3KOsy9(chr(0b10001 + 0o37) + chr(0b1010100 + 0o33) + chr(0b110001) + chr(2028 - 1978) + chr(0b110001), 42375 - 42367), ehT0Px3KOsy9('\060' + chr(4336 - 4225) + '\x33' + chr(1629 - 1581) + chr(0b110101), ord("\x08")), ehT0Px3KOsy9('\x30' + '\157' + '\062' + chr(55) + chr(0b101000 + 0o17), 24854 - 24846), ehT0Px3KOsy9('\x30' + '\x6f' + '\061' + '\x36' + '\x34', 0b1000), ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(0b1111 + 0o42) + chr(51) + chr(0b11000 + 0o35), 28097 - 28089), ehT0Px3KOsy9('\060' + chr(0b1101111) + chr(0b110001) + chr(0b110000) + chr(52), 0o10), ehT0Px3KOsy9(chr(0b1000 + 0o50) + '\x6f' + chr(1395 - 1346) + chr(223 - 168) + '\x35', 0b1000), ehT0Px3KOsy9(chr(0b110000) + '\157' + '\062' + '\060' + chr(580 - 532), 7759 - 7751), ehT0Px3KOsy9(chr(1463 - 1415) + '\157' + chr(0b101 + 0o54) + chr(0b110110) + '\x37', 39776 - 39768), ehT0Px3KOsy9(chr(0b101101 + 0o3) + '\x6f' + chr(50) + '\x33' + chr(0b10100 + 0o40), 0b1000), ehT0Px3KOsy9(chr(48) + chr(0b11 + 0o154) + chr(0b110001) + chr(0b110010) + '\x37', 61374 - 61366), ehT0Px3KOsy9(chr(995 - 947) + chr(0b1101111 + 0o0) + '\x31' + chr(54) + '\064', 8), ehT0Px3KOsy9('\060' + chr(0b1101111) + chr(0b110010) + chr(1460 - 1409) + chr(0b10001 + 0o37), ord("\x08")), ehT0Px3KOsy9('\x30' + chr(0b1000000 + 0o57) + chr(0b110011) + chr(0b110111) + chr(0b110101), 0o10), ehT0Px3KOsy9('\060' + '\x6f' + chr(0b110011) + chr(54) + '\061', 13716 - 13708), ehT0Px3KOsy9(chr(1033 - 985) + chr(0b1101110 + 0o1) + '\063' + chr(52) + chr(2742 - 2689), 62302 - 62294), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + '\061' + '\x31' + chr(0b100 + 0o55), ord("\x08")), ehT0Px3KOsy9(chr(0b11001 + 0o27) + chr(111) + '\061' + '\066' + '\x36', 0o10), ehT0Px3KOsy9('\060' + chr(0b11101 + 0o122) + chr(0b101101 + 0o6) + chr(0b110011) + chr(0b110100), ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(1255 - 1144) + chr(49), ord("\x08")), ehT0Px3KOsy9(chr(0b1011 + 0o45) + '\x6f' + chr(0b110011) + '\062' + chr(1930 - 1877), 0b1000), ehT0Px3KOsy9(chr(875 - 827) + chr(0b1011100 + 0o23) + '\x32' + chr(0b110011) + chr(689 - 641), 8), ehT0Px3KOsy9(chr(0b110000) + chr(6257 - 6146) + '\063' + '\x37' + chr(55), 0b1000), ehT0Px3KOsy9(chr(0b11111 + 0o21) + '\x6f' + chr(743 - 693) + chr(55) + '\x31', 0b1000), ehT0Px3KOsy9(chr(680 - 632) + chr(111) + chr(0b1 + 0o60) + chr(0b101000 + 0o10) + chr(110 - 61), 0o10), ehT0Px3KOsy9('\060' + chr(0b10111 + 0o130) + '\063' + chr(0b110101) + chr(1842 - 1788), 12357 - 12349), ehT0Px3KOsy9(chr(843 - 795) + '\157' + '\x32' + '\060' + chr(0b110101), ord("\x08")), ehT0Px3KOsy9('\060' + chr(0b1101111) + '\061' + '\x33' + chr(0b110101), 8), ehT0Px3KOsy9(chr(2258 - 2210) + chr(111) + chr(0b10010 + 0o45) + chr(1619 - 1571), 0o10), ehT0Px3KOsy9('\060' + '\157' + chr(0b110111) + '\x37', ord("\x08"))][WVxHKyX45z_L % ehT0Px3KOsy9(chr(1521 - 1473) + chr(111) + chr(0b10100 + 0o41) + '\060', ord("\x08"))] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'\x93'), chr(100) + '\145' + chr(0b1100011) + '\157' + '\x64' + chr(0b111001 + 0o54))(chr(0b1101111 + 0o6) + chr(0b1110100) + chr(950 - 848) + chr(1886 - 1841) + '\x38') + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def TPSBDMwGbnVk(oVre8I6UXc3b, EGyt1xfPT1P6):
if xafqLlk3kkUe(oVre8I6UXc3b, xafqLlk3kkUe(SXOLrMavuUCe(b'\xde\xcb\xa4d\xb0\xd1+o\xd7\x91$\xaf'), chr(4751 - 4651) + chr(0b1100101) + '\x63' + chr(0b1101111) + chr(0b1001101 + 0o27) + chr(101))(chr(11914 - 11797) + chr(0b1011110 + 0o26) + chr(3001 - 2899) + chr(0b101101) + chr(56))) is None:
def KZQBcWhNzXiu(OeWW0F1dBPRQ):
return ehT0Px3KOsy9(chr(979 - 931) + chr(111) + '\060', 0o10) if OeWW0F1dBPRQ is None else EGyt1xfPT1P6(OeWW0F1dBPRQ)
else:
KZQBcWhNzXiu = EGyt1xfPT1P6
iIGKX2zSEGYP = WqUC3KWvYVup.vectorize(KZQBcWhNzXiu, otypes=[RxCWrR7Zbq1B])(oVre8I6UXc3b.mZZDAT49UzAb)
iIGKX2zSEGYP[oVre8I6UXc3b.RUh5Ov7z62h9[oVre8I6UXc3b.cM6FSYO3vPuj]] = ehT0Px3KOsy9('\x30' + chr(111) + '\060', 8)
return iIGKX2zSEGYP[xafqLlk3kkUe(oVre8I6UXc3b, xafqLlk3kkUe(SXOLrMavuUCe(b'\xe9\xc1\xa4[\x8f\xeb\x14e\xc0\xf97\xf5'), chr(0b1100100) + '\x65' + '\143' + '\x6f' + chr(5677 - 5577) + '\145')(chr(0b1101100 + 0o11) + chr(116) + '\x66' + chr(45) + '\x38'))()]
|
quantopian/zipline
|
zipline/lib/labelarray.py
|
LabelArray.map
|
def map(self, f):
"""
Map a function from str -> str element-wise over ``self``.
``f`` will be applied exactly once to each non-missing unique value in
``self``. Missing values will always map to ``self.missing_value``.
"""
# f() should only return None if None is our missing value.
if self.missing_value is None:
allowed_outtypes = self.SUPPORTED_SCALAR_TYPES
else:
allowed_outtypes = self.SUPPORTED_NON_NONE_SCALAR_TYPES
def f_to_use(x,
missing_value=self.missing_value,
otypes=allowed_outtypes):
# Don't call f on the missing value; those locations don't exist
# semantically. We return _sortable_sentinel rather than None
# because the np.unique call below sorts the categories array,
# which raises an error on Python 3 because None and str aren't
# comparable.
if x == missing_value:
return _sortable_sentinel
ret = f(x)
if not isinstance(ret, otypes):
raise TypeError(
"LabelArray.map expected function {f} to return a string"
" or None, but got {type} instead.\n"
"Value was {value}.".format(
f=f.__name__,
type=type(ret).__name__,
value=ret,
)
)
if ret == missing_value:
return _sortable_sentinel
return ret
new_categories_with_duplicates = (
np.vectorize(f_to_use, otypes=[object])(self.categories)
)
# If f() maps multiple inputs to the same output, then we can end up
# with the same code duplicated multiple times. Compress the categories
# by running them through np.unique, and then use the reverse lookup
# table to compress codes as well.
new_categories, bloated_inverse_index = np.unique(
new_categories_with_duplicates,
return_inverse=True
)
if new_categories[0] is _sortable_sentinel:
# f_to_use return _sortable_sentinel for locations that should be
# missing values in our output. Since np.unique returns the uniques
# in sorted order, and since _sortable_sentinel sorts before any
# string, we only need to check the first array entry.
new_categories[0] = self.missing_value
# `reverse_index` will always be a 64 bit integer even if we can hold a
# smaller array.
reverse_index = bloated_inverse_index.astype(
smallest_uint_that_can_hold(len(new_categories))
)
new_codes = np.take(reverse_index, self.as_int_array())
return self.from_codes_and_metadata(
new_codes,
new_categories,
dict(zip(new_categories, range(len(new_categories)))),
missing_value=self.missing_value,
)
|
python
|
def map(self, f):
"""
Map a function from str -> str element-wise over ``self``.
``f`` will be applied exactly once to each non-missing unique value in
``self``. Missing values will always map to ``self.missing_value``.
"""
# f() should only return None if None is our missing value.
if self.missing_value is None:
allowed_outtypes = self.SUPPORTED_SCALAR_TYPES
else:
allowed_outtypes = self.SUPPORTED_NON_NONE_SCALAR_TYPES
def f_to_use(x,
missing_value=self.missing_value,
otypes=allowed_outtypes):
# Don't call f on the missing value; those locations don't exist
# semantically. We return _sortable_sentinel rather than None
# because the np.unique call below sorts the categories array,
# which raises an error on Python 3 because None and str aren't
# comparable.
if x == missing_value:
return _sortable_sentinel
ret = f(x)
if not isinstance(ret, otypes):
raise TypeError(
"LabelArray.map expected function {f} to return a string"
" or None, but got {type} instead.\n"
"Value was {value}.".format(
f=f.__name__,
type=type(ret).__name__,
value=ret,
)
)
if ret == missing_value:
return _sortable_sentinel
return ret
new_categories_with_duplicates = (
np.vectorize(f_to_use, otypes=[object])(self.categories)
)
# If f() maps multiple inputs to the same output, then we can end up
# with the same code duplicated multiple times. Compress the categories
# by running them through np.unique, and then use the reverse lookup
# table to compress codes as well.
new_categories, bloated_inverse_index = np.unique(
new_categories_with_duplicates,
return_inverse=True
)
if new_categories[0] is _sortable_sentinel:
# f_to_use return _sortable_sentinel for locations that should be
# missing values in our output. Since np.unique returns the uniques
# in sorted order, and since _sortable_sentinel sorts before any
# string, we only need to check the first array entry.
new_categories[0] = self.missing_value
# `reverse_index` will always be a 64 bit integer even if we can hold a
# smaller array.
reverse_index = bloated_inverse_index.astype(
smallest_uint_that_can_hold(len(new_categories))
)
new_codes = np.take(reverse_index, self.as_int_array())
return self.from_codes_and_metadata(
new_codes,
new_categories,
dict(zip(new_categories, range(len(new_categories)))),
missing_value=self.missing_value,
)
|
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] |
Map a function from str -> str element-wise over ``self``.
``f`` will be applied exactly once to each non-missing unique value in
``self``. Missing values will always map to ``self.missing_value``.
|
[
"Map",
"a",
"function",
"from",
"str",
"-",
">",
"str",
"element",
"-",
"wise",
"over",
"self",
"."
] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/lib/labelarray.py#L647-L722
|
train
|
Map a function from str - > str element - wise over self.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9(chr(1941 - 1893) + chr(0b1101111 + 0o0) + chr(52), ord("\x08")), ehT0Px3KOsy9(chr(181 - 133) + '\157' + '\x32' + chr(0b110101) + '\x31', ord("\x08")), ehT0Px3KOsy9('\060' + '\x6f' + '\061' + chr(0b10 + 0o61) + chr(0b110011), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(0b1001110 + 0o41) + '\067' + '\x34', 22877 - 22869), ehT0Px3KOsy9('\x30' + chr(0b1101111) + '\x33' + '\063', 0o10), ehT0Px3KOsy9(chr(48) + '\157' + chr(0b110010) + chr(53) + '\062', 0b1000), ehT0Px3KOsy9('\060' + chr(10386 - 10275) + '\062' + '\x33' + chr(0b110100 + 0o2), 0b1000), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(0b110001) + chr(50) + chr(2207 - 2153), 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(11408 - 11297) + chr(50) + chr(1161 - 1106) + chr(0b1101 + 0o46), 0o10), ehT0Px3KOsy9(chr(1927 - 1879) + chr(0b1101111) + chr(1365 - 1311) + chr(324 - 274), 0b1000), ehT0Px3KOsy9(chr(0b110000 + 0o0) + chr(3340 - 3229) + '\067' + chr(54), 0b1000), ehT0Px3KOsy9('\x30' + chr(111) + chr(51) + chr(50) + chr(49), 0b1000), ehT0Px3KOsy9(chr(1171 - 1123) + '\157' + chr(1766 - 1717) + chr(0b110110) + '\x36', 0o10), ehT0Px3KOsy9(chr(48) + chr(111) + chr(1725 - 1676) + '\x31' + chr(478 - 425), 0o10), ehT0Px3KOsy9(chr(0b100010 + 0o16) + '\157' + chr(0b11100 + 0o32) + chr(0b100000 + 0o26), ord("\x08")), ehT0Px3KOsy9(chr(1340 - 1292) + '\x6f' + '\x33' + chr(3001 - 2946) + '\x32', ord("\x08")), ehT0Px3KOsy9(chr(0b11110 + 0o22) + chr(0b1001111 + 0o40) + chr(0b110011) + chr(49) + '\063', 54052 - 54044), ehT0Px3KOsy9('\x30' + chr(0b101111 + 0o100) + chr(0b11100 + 0o25) + '\061' + chr(0b110101), 8), ehT0Px3KOsy9(chr(0b100011 + 0o15) + chr(111) + chr(2653 - 2601) + chr(49), 65011 - 65003), ehT0Px3KOsy9(chr(0b1000 + 0o50) + chr(0b1101111) + chr(0b110001) + chr(0b100011 + 0o15) + '\x32', ord("\x08")), ehT0Px3KOsy9(chr(48) + '\157' + '\061' + chr(1410 - 1360) + '\x34', 0o10), ehT0Px3KOsy9(chr(1044 - 996) + chr(6151 - 6040) + '\x32' + chr(0b10001 + 0o46) + chr(52), 35100 - 35092), ehT0Px3KOsy9(chr(48) + '\157' + chr(0b11000 + 0o32) + '\067' + '\062', 45924 - 45916), ehT0Px3KOsy9(chr(0b100 + 0o54) + '\x6f' + chr(0b11110 + 0o23) + chr(0b11100 + 0o30), ord("\x08")), ehT0Px3KOsy9('\060' + '\157' + chr(1059 - 1010) + chr(0b110001) + chr(0b110101), 8), ehT0Px3KOsy9(chr(0b101100 + 0o4) + chr(0b1100111 + 0o10) + '\061' + '\x37' + chr(54), ord("\x08")), ehT0Px3KOsy9('\x30' + chr(111) + '\x33' + '\x36' + chr(50), 61284 - 61276), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + '\063' + chr(0b110001) + '\x35', ord("\x08")), ehT0Px3KOsy9(chr(48) + '\x6f' + '\x31' + '\x34' + chr(51), 0o10), ehT0Px3KOsy9(chr(48) + chr(7560 - 7449) + chr(0b110011) + '\x30' + chr(0b110110), ord("\x08")), ehT0Px3KOsy9('\x30' + chr(0b1101111) + '\x36' + '\064', 0b1000), ehT0Px3KOsy9('\x30' + chr(5613 - 5502) + '\x33' + '\x34' + '\065', 1906 - 1898), ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(0b100101 + 0o15) + chr(53) + '\x36', 0b1000), ehT0Px3KOsy9(chr(0b1001 + 0o47) + chr(111) + chr(1116 - 1064), 8), ehT0Px3KOsy9(chr(48) + chr(111) + chr(0b110011) + chr(1300 - 1246) + chr(1220 - 1171), 0o10), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + '\x33' + chr(0b101110 + 0o2) + chr(48), 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + '\x33' + chr(0b110000) + chr(0b101110 + 0o10), 8), ehT0Px3KOsy9('\x30' + chr(0b1101111) + chr(0b110011) + '\x35' + chr(55), 4995 - 4987), ehT0Px3KOsy9('\x30' + chr(7687 - 7576) + '\x31' + chr(99 - 45) + '\066', 8), ehT0Px3KOsy9(chr(2103 - 2055) + chr(8751 - 8640) + chr(0b110110) + '\061', 62211 - 62203)][WVxHKyX45z_L % ehT0Px3KOsy9(chr(121 - 73) + '\157' + chr(2673 - 2620) + '\060', 63117 - 63109)] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'*'), '\x64' + '\x65' + chr(99) + chr(5066 - 4955) + chr(0b1001000 + 0o34) + chr(5005 - 4904))(chr(7709 - 7592) + '\164' + chr(7292 - 7190) + chr(0b10110 + 0o27) + chr(1983 - 1927)) + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def abA97kOQKaLo(oVre8I6UXc3b, EGyt1xfPT1P6):
if xafqLlk3kkUe(oVre8I6UXc3b, xafqLlk3kkUe(SXOLrMavuUCe(b'g\xe4mzH\xf3\xd1e\xcdbK\xbb'), chr(100) + '\145' + '\143' + '\x6f' + '\144' + chr(0b100000 + 0o105))(chr(117) + chr(0b1000111 + 0o55) + chr(0b1010101 + 0o21) + chr(45) + chr(56))) is None:
f0kep0ZC0NW8 = oVre8I6UXc3b.SUPPORTED_SCALAR_TYPES
else:
f0kep0ZC0NW8 = oVre8I6UXc3b.SUPPORTED_NON_NONE_SCALAR_TYPES
def KZQBcWhNzXiu(OeWW0F1dBPRQ, cM6FSYO3vPuj=xafqLlk3kkUe(oVre8I6UXc3b, xafqLlk3kkUe(SXOLrMavuUCe(b'g\xe4mzH\xf3\xd1e\xcdbK\xbb'), '\144' + chr(0b1100101) + chr(99) + chr(3104 - 2993) + chr(4337 - 4237) + chr(101))(chr(0b1010110 + 0o37) + chr(0b110001 + 0o103) + '\146' + chr(0b101101) + chr(0b111000))), nIO8Ui7IbevD=f0kep0ZC0NW8):
if OeWW0F1dBPRQ == cM6FSYO3vPuj:
return A2o5k9t4HuWJ
VHn4CV4Ymrei = EGyt1xfPT1P6(OeWW0F1dBPRQ)
if not PlSM16l2KDPD(VHn4CV4Ymrei, nIO8Ui7IbevD):
raise sznFqDbNBHlx(xafqLlk3kkUe(xafqLlk3kkUe(SXOLrMavuUCe(b'H\xc89Yw\xeb\xec$\xdaK\x10\xbc\x17=\x16\x9f\xb3=D! \xd9\xde,+\x0b\x9c\xae\x17\xaf[\x8b\x8e\x7f\x97\xbd\xe6\x9b\x19\x11v\xcc/Ii\xc4\xbe7\x9bAJ\xa3\x1f#Q\xda\xa4?\x01\x0c;\xd2\xdf m\x1c\x87\xb9C\xa1[\x91\x8e\x7f\x85\xb9\xb6\x8a\x0b\x11m\xc7(H~\xcb\xfax\xb1d_\xbd\x03(\x16\x8d\xaa>\x019"\xdd\xd6y(\x03\xdc'), chr(0b1010111 + 0o15) + chr(101) + '\x63' + chr(0b1101111) + '\144' + chr(101))('\165' + chr(2833 - 2717) + '\x66' + chr(0b101101) + chr(2364 - 2308)), xafqLlk3kkUe(SXOLrMavuUCe(b'R\x9d)SS\xcb\xcde\xebB[\xbb'), chr(0b10011 + 0o121) + '\145' + chr(0b110100 + 0o57) + '\157' + chr(0b1100100) + chr(0b1000111 + 0o36))(chr(0b1110101) + chr(116) + '\x66' + '\055' + '\x38'))(f=xafqLlk3kkUe(EGyt1xfPT1P6, xafqLlk3kkUe(SXOLrMavuUCe(b"C\xcb>V/\xc5\xc4'\xf0~\x7f\xe7"), chr(0b1100100) + chr(0b1100101) + chr(0b10110 + 0o115) + chr(8215 - 8104) + chr(0b111100 + 0o50) + chr(6197 - 6096))(chr(0b1001 + 0o154) + chr(116) + chr(0b1100110) + chr(0b101101) + chr(0b111000))), type=xafqLlk3kkUe(wmQmyeWBmUpv(VHn4CV4Ymrei), xafqLlk3kkUe(SXOLrMavuUCe(b"C\xcb>V/\xc5\xc4'\xf0~\x7f\xe7"), '\x64' + chr(0b11000 + 0o115) + chr(0b1100011) + chr(111) + chr(0b1100100) + '\145')(chr(0b1110101) + '\164' + chr(0b1100110) + chr(45) + chr(0b110110 + 0o2))), value=VHn4CV4Ymrei))
if VHn4CV4Ymrei == cM6FSYO3vPuj:
return A2o5k9t4HuWJ
return VHn4CV4Ymrei
cDtvs6XL8Qh2 = WqUC3KWvYVup.vectorize(KZQBcWhNzXiu, otypes=[sR_24x3xd4bh])(oVre8I6UXc3b.mZZDAT49UzAb)
(QVK8u7RnAnpO, LcweL8SI7vvx) = WqUC3KWvYVup.unique(cDtvs6XL8Qh2, return_inverse=ehT0Px3KOsy9(chr(0b1000 + 0o50) + '\157' + chr(49), 0o10))
if QVK8u7RnAnpO[ehT0Px3KOsy9(chr(0b101101 + 0o3) + chr(111) + chr(246 - 198), 0o10)] is A2o5k9t4HuWJ:
QVK8u7RnAnpO[ehT0Px3KOsy9(chr(132 - 84) + '\x6f' + '\x30', 8)] = oVre8I6UXc3b.cM6FSYO3vPuj
OC_XF0K7ZcZD = LcweL8SI7vvx.astype(MrPe3jScMX3w(c2A0yzQpDQB3(QVK8u7RnAnpO)))
ZOp_qeUX5QuP = WqUC3KWvYVup.take(OC_XF0K7ZcZD, oVre8I6UXc3b.TG6ylcp9a8f0())
return xafqLlk3kkUe(oVre8I6UXc3b, xafqLlk3kkUe(SXOLrMavuUCe(b'b\xdb4QD\xc9\xf12\xdeAa\xb0\x18)i\x97\xae9@&5\xc8\xdb'), chr(5890 - 5790) + '\145' + chr(1477 - 1378) + chr(111) + chr(0b110010 + 0o62) + '\x65')('\165' + chr(11059 - 10943) + '\x66' + chr(45) + '\x38'))(ZOp_qeUX5QuP, QVK8u7RnAnpO, wLqBDw8l0eIm(pZ0NK2y6HRbn(QVK8u7RnAnpO, vQr8gNKaIaWE(c2A0yzQpDQB3(QVK8u7RnAnpO)))), missing_value=xafqLlk3kkUe(oVre8I6UXc3b, xafqLlk3kkUe(SXOLrMavuUCe(b'g\xe4mzH\xf3\xd1e\xcdbK\xbb'), '\144' + '\x65' + chr(0b111111 + 0o44) + chr(111) + chr(0b1100100) + '\145')('\165' + chr(0b11111 + 0o125) + '\146' + chr(0b101101) + chr(0b1110 + 0o52))))
|
quantopian/zipline
|
zipline/finance/execution.py
|
asymmetric_round_price
|
def asymmetric_round_price(price, prefer_round_down, tick_size, diff=0.95):
"""
Asymmetric rounding function for adjusting prices to the specified number
of places in a way that "improves" the price. For limit prices, this means
preferring to round down on buys and preferring to round up on sells.
For stop prices, it means the reverse.
If prefer_round_down == True:
When .05 below to .95 above a specified decimal place, use it.
If prefer_round_down == False:
When .95 below to .05 above a specified decimal place, use it.
In math-speak:
If prefer_round_down: [<X-1>.0095, X.0195) -> round to X.01.
If not prefer_round_down: (<X-1>.0005, X.0105] -> round to X.01.
"""
precision = zp_math.number_of_decimal_places(tick_size)
multiplier = int(tick_size * (10 ** precision))
diff -= 0.5 # shift the difference down
diff *= (10 ** -precision) # adjust diff to precision of tick size
diff *= multiplier # adjust diff to value of tick_size
# Subtracting an epsilon from diff to enforce the open-ness of the upper
# bound on buys and the lower bound on sells. Using the actual system
# epsilon doesn't quite get there, so use a slightly less epsilon-ey value.
epsilon = float_info.epsilon * 10
diff = diff - epsilon
# relies on rounding half away from zero, unlike numpy's bankers' rounding
rounded = tick_size * consistent_round(
(price - (diff if prefer_round_down else -diff)) / tick_size
)
if zp_math.tolerant_equals(rounded, 0.0):
return 0.0
return rounded
|
python
|
def asymmetric_round_price(price, prefer_round_down, tick_size, diff=0.95):
"""
Asymmetric rounding function for adjusting prices to the specified number
of places in a way that "improves" the price. For limit prices, this means
preferring to round down on buys and preferring to round up on sells.
For stop prices, it means the reverse.
If prefer_round_down == True:
When .05 below to .95 above a specified decimal place, use it.
If prefer_round_down == False:
When .95 below to .05 above a specified decimal place, use it.
In math-speak:
If prefer_round_down: [<X-1>.0095, X.0195) -> round to X.01.
If not prefer_round_down: (<X-1>.0005, X.0105] -> round to X.01.
"""
precision = zp_math.number_of_decimal_places(tick_size)
multiplier = int(tick_size * (10 ** precision))
diff -= 0.5 # shift the difference down
diff *= (10 ** -precision) # adjust diff to precision of tick size
diff *= multiplier # adjust diff to value of tick_size
# Subtracting an epsilon from diff to enforce the open-ness of the upper
# bound on buys and the lower bound on sells. Using the actual system
# epsilon doesn't quite get there, so use a slightly less epsilon-ey value.
epsilon = float_info.epsilon * 10
diff = diff - epsilon
# relies on rounding half away from zero, unlike numpy's bankers' rounding
rounded = tick_size * consistent_round(
(price - (diff if prefer_round_down else -diff)) / tick_size
)
if zp_math.tolerant_equals(rounded, 0.0):
return 0.0
return rounded
|
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"float_info",
".",
"epsilon",
"*",
"10",
"diff",
"=",
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"-",
"epsilon",
"# relies on rounding half away from zero, unlike numpy's bankers' rounding",
"rounded",
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"tick_size",
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"consistent_round",
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"(",
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")",
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] |
Asymmetric rounding function for adjusting prices to the specified number
of places in a way that "improves" the price. For limit prices, this means
preferring to round down on buys and preferring to round up on sells.
For stop prices, it means the reverse.
If prefer_round_down == True:
When .05 below to .95 above a specified decimal place, use it.
If prefer_round_down == False:
When .95 below to .05 above a specified decimal place, use it.
In math-speak:
If prefer_round_down: [<X-1>.0095, X.0195) -> round to X.01.
If not prefer_round_down: (<X-1>.0005, X.0105] -> round to X.01.
|
[
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] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/finance/execution.py#L159-L193
|
train
|
Asymmetric rounding function for rounding a price to a specified number of places in a way that improves the price.
|
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SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9('\060' + chr(111) + chr(0b100010 + 0o21) + chr(0b10001 + 0o41), ord("\x08")), ehT0Px3KOsy9(chr(1330 - 1282) + chr(3395 - 3284) + '\x33' + chr(1073 - 1021), 41213 - 41205), ehT0Px3KOsy9(chr(0b110000) + chr(7503 - 7392) + chr(49) + '\062' + chr(49), ord("\x08")), ehT0Px3KOsy9('\060' + chr(0b1101111) + '\x33' + '\x30' + chr(55), 55530 - 55522), ehT0Px3KOsy9('\060' + chr(0b1101111) + '\063' + chr(52) + '\064', 55528 - 55520), ehT0Px3KOsy9(chr(48) + '\x6f' + '\061' + '\063' + chr(308 - 253), 0o10), ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(0b110001) + chr(55) + '\065', ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + '\157' + '\062' + chr(603 - 552) + '\x32', 0o10), ehT0Px3KOsy9('\060' + '\157' + chr(49) + chr(2005 - 1952) + chr(0b110010), 877 - 869), ehT0Px3KOsy9(chr(0b11001 + 0o27) + '\157' + chr(0b110011) + chr(50) + '\061', ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(6765 - 6654) + chr(0b100101 + 0o16) + '\x30' + '\067', 8), ehT0Px3KOsy9(chr(48) + chr(11216 - 11105) + '\062' + chr(0b10110 + 0o40) + chr(0b11110 + 0o25), 48007 - 47999), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + '\x32' + chr(0b100110 + 0o20) + '\060', 40788 - 40780), ehT0Px3KOsy9(chr(228 - 180) + '\157' + chr(50) + chr(0b100010 + 0o22) + '\061', ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + '\x31' + chr(0b110111) + chr(0b110001), ord("\x08")), ehT0Px3KOsy9(chr(0b11010 + 0o26) + chr(0b1101111) + chr(1461 - 1411) + chr(0b110111), 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(1039 - 990) + chr(0b100011 + 0o24) + '\x33', 0o10), ehT0Px3KOsy9(chr(48) + chr(0b1100110 + 0o11) + '\x33' + chr(0b110111) + '\x31', 9652 - 9644), ehT0Px3KOsy9(chr(48) + '\x6f' + chr(2207 - 2156) + '\063' + chr(0b110100), 0b1000), ehT0Px3KOsy9(chr(1870 - 1822) + chr(0b101110 + 0o101) + chr(0b110011) + chr(0b0 + 0o66) + '\x31', 13804 - 13796), ehT0Px3KOsy9('\x30' + chr(0b100010 + 0o115) + chr(51) + chr(1521 - 1473) + chr(454 - 402), 0b1000), ehT0Px3KOsy9(chr(48) + chr(0b1100000 + 0o17) + chr(0b1100 + 0o47) + '\x37' + chr(0b10001 + 0o40), 8), ehT0Px3KOsy9(chr(0b110000) + chr(111) + '\x33' + chr(0b101110 + 0o5) + chr(1071 - 1018), 24236 - 24228), ehT0Px3KOsy9(chr(48) + '\157' + chr(0b110011) + chr(0b110100) + '\x30', ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(111) + '\063' + chr(2558 - 2503) + chr(0b110100), 0o10), ehT0Px3KOsy9('\x30' + chr(111) + '\x33' + chr(0b101111 + 0o1) + chr(677 - 628), ord("\x08")), ehT0Px3KOsy9('\x30' + chr(0b101011 + 0o104) + chr(1741 - 1686) + chr(1028 - 979), ord("\x08")), ehT0Px3KOsy9('\060' + chr(0b1101111) + chr(0b110011) + '\x30' + chr(0b110000), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + '\157' + '\062' + chr(349 - 294) + chr(1454 - 1399), 0o10), ehT0Px3KOsy9('\060' + '\157' + chr(1632 - 1582) + chr(53) + chr(53), ord("\x08")), ehT0Px3KOsy9('\060' + chr(6640 - 6529) + chr(0b110010) + chr(0b110 + 0o55) + chr(1531 - 1481), 8), ehT0Px3KOsy9(chr(48) + chr(0b11011 + 0o124) + chr(0b1100 + 0o45) + chr(0b110001) + '\066', 0o10), ehT0Px3KOsy9(chr(0b11 + 0o55) + chr(0b1101111) + chr(0b1000 + 0o52) + chr(0b101001 + 0o10) + chr(1738 - 1686), 0o10), ehT0Px3KOsy9(chr(48) + '\x6f' + chr(0b110010) + chr(0b110100), 5832 - 5824), ehT0Px3KOsy9('\060' + chr(111) + '\x31' + chr(0b11000 + 0o36), 0b1000), ehT0Px3KOsy9('\x30' + chr(0b1101111) + chr(0b110001) + '\x35', ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(0b111111 + 0o60) + '\x37' + chr(52), ord("\x08")), ehT0Px3KOsy9(chr(1518 - 1470) + chr(3079 - 2968) + chr(2124 - 2073) + chr(53) + '\x34', 0b1000), ehT0Px3KOsy9(chr(926 - 878) + chr(1551 - 1440) + chr(0b110001) + '\061', ord("\x08")), ehT0Px3KOsy9('\x30' + '\x6f' + chr(294 - 243) + chr(52) + '\067', 0b1000)][WVxHKyX45z_L % ehT0Px3KOsy9(chr(0b110 + 0o52) + chr(0b1101111) + '\065' + chr(69 - 21), 0b1000)] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'4'), '\x64' + '\145' + chr(0b1110 + 0o125) + chr(3450 - 3339) + '\144' + chr(7526 - 7425))('\165' + chr(116) + '\x66' + chr(1642 - 1597) + chr(56)) + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def DHDa0QZbUyZo(t4W21LCLQw1O, HbMBq8rX1GfT, wcLyWxnyCUUZ, A3JtwFGKVTf0=0.95):
gX1fbCVtNNXn = W33AHBCGWxHv.number_of_decimal_places(wcLyWxnyCUUZ)
S0Mp0SOoXply = ehT0Px3KOsy9(wcLyWxnyCUUZ * ehT0Px3KOsy9('\060' + chr(111) + '\061' + '\062', 0o10) ** gX1fbCVtNNXn)
A3JtwFGKVTf0 -= 0.5
A3JtwFGKVTf0 *= ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(1125 - 1076) + chr(0b11111 + 0o23), 8) ** (-gX1fbCVtNNXn)
A3JtwFGKVTf0 *= S0Mp0SOoXply
Xtig2zAKpR0T = qMYk2t_dUI5z.Xtig2zAKpR0T * ehT0Px3KOsy9(chr(0b101000 + 0o10) + chr(10893 - 10782) + '\061' + chr(0b110010), 8)
A3JtwFGKVTf0 = A3JtwFGKVTf0 - Xtig2zAKpR0T
E6oCgyLjKbnl = wcLyWxnyCUUZ * J6pFSjpNsQ89((t4W21LCLQw1O - (A3JtwFGKVTf0 if HbMBq8rX1GfT else -A3JtwFGKVTf0)) / wcLyWxnyCUUZ)
if xafqLlk3kkUe(W33AHBCGWxHv, xafqLlk3kkUe(SXOLrMavuUCe(b'ns=\xa2\x96>\x13\xee5\xb4\xb6\xc6\xd1\xcd\n'), chr(9842 - 9742) + chr(0b1100101) + chr(0b1100011) + '\157' + chr(100) + '\145')('\165' + chr(0b1010110 + 0o36) + chr(0b100010 + 0o104) + '\x2d' + '\x38'))(E6oCgyLjKbnl, 0.0):
return 0.0
return E6oCgyLjKbnl
|
quantopian/zipline
|
zipline/finance/execution.py
|
check_stoplimit_prices
|
def check_stoplimit_prices(price, label):
"""
Check to make sure the stop/limit prices are reasonable and raise
a BadOrderParameters exception if not.
"""
try:
if not isfinite(price):
raise BadOrderParameters(
msg="Attempted to place an order with a {} price "
"of {}.".format(label, price)
)
# This catches arbitrary objects
except TypeError:
raise BadOrderParameters(
msg="Attempted to place an order with a {} price "
"of {}.".format(label, type(price))
)
if price < 0:
raise BadOrderParameters(
msg="Can't place a {} order with a negative price.".format(label)
)
|
python
|
def check_stoplimit_prices(price, label):
"""
Check to make sure the stop/limit prices are reasonable and raise
a BadOrderParameters exception if not.
"""
try:
if not isfinite(price):
raise BadOrderParameters(
msg="Attempted to place an order with a {} price "
"of {}.".format(label, price)
)
# This catches arbitrary objects
except TypeError:
raise BadOrderParameters(
msg="Attempted to place an order with a {} price "
"of {}.".format(label, type(price))
)
if price < 0:
raise BadOrderParameters(
msg="Can't place a {} order with a negative price.".format(label)
)
|
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Check to make sure the stop/limit prices are reasonable and raise
a BadOrderParameters exception if not.
|
[
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] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/finance/execution.py#L196-L217
|
train
|
Check to make sure the stop and limit prices are reasonable and raise a BadOrderParameters exception if not.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9('\x30' + chr(0b1000001 + 0o56) + '\x31' + chr(891 - 838) + chr(52), 0o10), ehT0Px3KOsy9('\060' + chr(2634 - 2523) + chr(993 - 942) + '\x34', ord("\x08")), ehT0Px3KOsy9(chr(1860 - 1812) + chr(954 - 843) + chr(49) + '\061' + chr(0b110000), 0o10), ehT0Px3KOsy9('\x30' + chr(2198 - 2087) + '\x33' + '\x36' + chr(563 - 515), 56883 - 56875), ehT0Px3KOsy9(chr(1691 - 1643) + '\x6f' + chr(0b101010 + 0o7) + chr(0b101000 + 0o16) + chr(0b110110), 0o10), ehT0Px3KOsy9('\060' + chr(0b1001110 + 0o41) + '\063' + '\x35' + chr(51), ord("\x08")), ehT0Px3KOsy9('\x30' + '\x6f' + '\x31' + '\x36' + '\x30', 0b1000), ehT0Px3KOsy9(chr(0b10 + 0o56) + chr(111) + '\x32' + chr(0b101010 + 0o15) + chr(51), ord("\x08")), ehT0Px3KOsy9('\x30' + chr(0b1101111) + chr(49) + chr(48) + chr(693 - 639), 0b1000), ehT0Px3KOsy9(chr(48) + chr(111) + chr(0b110011) + '\x37' + '\064', 0b1000), ehT0Px3KOsy9(chr(0b10110 + 0o32) + chr(12170 - 12059) + chr(53) + chr(2708 - 2653), 17963 - 17955), ehT0Px3KOsy9(chr(0b1101 + 0o43) + chr(0b1101111) + chr(0b1111 + 0o43) + chr(0b10011 + 0o42) + '\x35', 0o10), ehT0Px3KOsy9(chr(48) + chr(111) + chr(2143 - 2093) + chr(0b10011 + 0o37) + chr(0b110100), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(4693 - 4582) + chr(51) + '\x35' + '\062', 0b1000), ehT0Px3KOsy9(chr(877 - 829) + chr(2416 - 2305) + chr(0b11101 + 0o24) + '\062' + chr(0b0 + 0o62), 0b1000), ehT0Px3KOsy9(chr(48) + chr(0b101001 + 0o106) + chr(487 - 438) + chr(0b110001) + chr(1667 - 1617), 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(3864 - 3753) + chr(0b0 + 0o61) + chr(51) + chr(0b110011), 16883 - 16875), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(0b10100 + 0o37) + chr(0b110111) + '\064', 8), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + '\x33' + '\060' + chr(55), 24263 - 24255), ehT0Px3KOsy9(chr(1513 - 1465) + chr(111) + '\062' + chr(0b110110), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(49) + '\063' + chr(0b110101), 0o10), ehT0Px3KOsy9('\060' + '\157' + chr(1182 - 1130) + '\061', ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(0b1010000 + 0o37) + chr(50) + chr(0b110010) + chr(0b111 + 0o60), 0o10), ehT0Px3KOsy9(chr(0b10001 + 0o37) + '\157' + chr(49) + '\064' + chr(1490 - 1435), 0b1000), ehT0Px3KOsy9('\x30' + chr(111) + chr(1190 - 1141) + chr(0b10100 + 0o35) + '\x31', 0b1000), ehT0Px3KOsy9(chr(0b110000) + '\157' + '\061' + chr(0b110001) + chr(0b110000 + 0o5), 0o10), ehT0Px3KOsy9('\060' + chr(111) + '\x31' + chr(48) + chr(0b110110), 8), ehT0Px3KOsy9(chr(0b1000 + 0o50) + '\x6f' + chr(0b110010) + chr(0b100110 + 0o12) + chr(50), ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(0b101001 + 0o106) + chr(0b101001 + 0o11) + chr(0b11 + 0o61) + chr(0b110111), 51475 - 51467), ehT0Px3KOsy9(chr(496 - 448) + '\157' + chr(0b11000 + 0o32) + chr(1615 - 1564) + chr(51), 57341 - 57333), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + '\063' + chr(0b110010) + chr(0b110000), ord("\x08")), ehT0Px3KOsy9(chr(2060 - 2012) + chr(0b1101111) + chr(51) + chr(0b101111 + 0o2), 0o10), ehT0Px3KOsy9('\060' + '\157' + chr(2615 - 2563), 0o10), ehT0Px3KOsy9('\060' + '\157' + chr(0b110010) + '\064' + '\x36', ord("\x08")), ehT0Px3KOsy9(chr(0b10101 + 0o33) + chr(0b1101111) + chr(881 - 826) + '\x35', 47252 - 47244), ehT0Px3KOsy9('\x30' + chr(111) + chr(2206 - 2157) + chr(51) + chr(951 - 896), 52976 - 52968), ehT0Px3KOsy9(chr(0b1101 + 0o43) + chr(1151 - 1040) + chr(0b110110) + '\066', 0b1000), ehT0Px3KOsy9(chr(48) + chr(4093 - 3982) + chr(51) + '\x33', 51554 - 51546), ehT0Px3KOsy9('\x30' + chr(4276 - 4165) + '\x33' + chr(0b110100) + chr(1247 - 1194), 46716 - 46708), ehT0Px3KOsy9(chr(0b11 + 0o55) + '\x6f' + '\062' + '\x37' + chr(0b10 + 0o64), ord("\x08"))][WVxHKyX45z_L % ehT0Px3KOsy9('\060' + chr(111) + '\x35' + chr(1353 - 1305), ord("\x08"))] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'B'), chr(100) + '\145' + chr(0b1100011) + chr(0b1101111) + chr(0b1100100) + chr(0b1100101))(chr(117) + chr(0b1000011 + 0o61) + chr(7624 - 7522) + chr(0b101101) + chr(0b111000)) + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def uiknnXB6fqEX(t4W21LCLQw1O, TRUOLFLuD08x):
try:
if not XNkaS3uEoMmp(t4W21LCLQw1O):
raise b3PtVqwis0aq(msg=xafqLlk3kkUe(xafqLlk3kkUe(SXOLrMavuUCe(b'-h<\x95\x1b\x9b\x04\xde"\xdc[\xc2\xb4\x9a>+8\x99\xe7w3\x01\xf8\x15-(4\xa2\xd0\xf2\xa4q$\xc7\x1d$K;\x95\xcc\x05\x7f-\xd0\x19\x8dP\xc0;\xd2'), chr(0b10 + 0o142) + chr(101) + chr(99) + '\157' + '\144' + chr(101))(chr(0b1100111 + 0o16) + chr(0b1110100) + chr(102) + chr(932 - 887) + '\070'), xafqLlk3kkUe(SXOLrMavuUCe(b':(:\x9f>\x8a#\x88\x16\x8cJ\xc7'), '\144' + chr(0b1100101) + chr(0b1100011) + '\x6f' + chr(100) + chr(2405 - 2304))(chr(117) + chr(0b1011110 + 0o26) + chr(3892 - 3790) + '\x2d' + '\070'))(TRUOLFLuD08x, t4W21LCLQw1O))
except sznFqDbNBHlx:
raise b3PtVqwis0aq(msg=xafqLlk3kkUe(xafqLlk3kkUe(SXOLrMavuUCe(b'-h<\x95\x1b\x9b\x04\xde"\xdc[\xc2\xb4\x9a>+8\x99\xe7w3\x01\xf8\x15-(4\xa2\xd0\xf2\xa4q$\xc7\x1d$K;\x95\xcc\x05\x7f-\xd0\x19\x8dP\xc0;\xd2'), chr(100) + chr(101) + chr(0b1010 + 0o131) + '\x6f' + chr(0b1100100) + '\x65')(chr(6870 - 6753) + chr(0b1011001 + 0o33) + chr(0b1011010 + 0o14) + '\055' + chr(56)), xafqLlk3kkUe(SXOLrMavuUCe(b':(:\x9f>\x8a#\x88\x16\x8cJ\xc7'), chr(100) + '\x65' + '\143' + chr(111) + chr(0b1100100) + chr(101))('\165' + chr(0b100101 + 0o117) + chr(0b1100110) + chr(0b101101) + '\x38'))(TRUOLFLuD08x, wmQmyeWBmUpv(t4W21LCLQw1O)))
if t4W21LCLQw1O < ehT0Px3KOsy9(chr(0b101011 + 0o5) + chr(9094 - 8983) + chr(2077 - 2029), 0b1000):
raise b3PtVqwis0aq(msg=xafqLlk3kkUe(xafqLlk3kkUe(SXOLrMavuUCe(b"/}&\xd7\x02\xcb\x00\xd7'\x9fJ\x8d\xf5\xca)7{\x93\xb5r8S\xb7\x10 9.\xa2\xc6\xbb\xbe|c\xc7I6@~\xc5\xce\x1eu+\x95X"), '\x64' + '\x65' + '\x63' + '\157' + chr(100) + chr(0b1100101))(chr(9784 - 9667) + chr(0b1110100) + chr(0b1100110) + chr(0b101001 + 0o4) + '\x38'), xafqLlk3kkUe(SXOLrMavuUCe(b':(:\x9f>\x8a#\x88\x16\x8cJ\xc7'), '\144' + chr(0b1100101) + chr(0b1100011) + '\x6f' + chr(100) + chr(0b1100101))('\165' + chr(0b1111 + 0o145) + chr(102) + chr(1163 - 1118) + chr(664 - 608)))(TRUOLFLuD08x))
|
quantopian/zipline
|
zipline/data/bundles/csvdir.py
|
csvdir_bundle
|
def csvdir_bundle(environ,
asset_db_writer,
minute_bar_writer,
daily_bar_writer,
adjustment_writer,
calendar,
start_session,
end_session,
cache,
show_progress,
output_dir,
tframes=None,
csvdir=None):
"""
Build a zipline data bundle from the directory with csv files.
"""
if not csvdir:
csvdir = environ.get('CSVDIR')
if not csvdir:
raise ValueError("CSVDIR environment variable is not set")
if not os.path.isdir(csvdir):
raise ValueError("%s is not a directory" % csvdir)
if not tframes:
tframes = set(["daily", "minute"]).intersection(os.listdir(csvdir))
if not tframes:
raise ValueError("'daily' and 'minute' directories "
"not found in '%s'" % csvdir)
divs_splits = {'divs': DataFrame(columns=['sid', 'amount',
'ex_date', 'record_date',
'declared_date', 'pay_date']),
'splits': DataFrame(columns=['sid', 'ratio',
'effective_date'])}
for tframe in tframes:
ddir = os.path.join(csvdir, tframe)
symbols = sorted(item.split('.csv')[0]
for item in os.listdir(ddir)
if '.csv' in item)
if not symbols:
raise ValueError("no <symbol>.csv* files found in %s" % ddir)
dtype = [('start_date', 'datetime64[ns]'),
('end_date', 'datetime64[ns]'),
('auto_close_date', 'datetime64[ns]'),
('symbol', 'object')]
metadata = DataFrame(empty(len(symbols), dtype=dtype))
if tframe == 'minute':
writer = minute_bar_writer
else:
writer = daily_bar_writer
writer.write(_pricing_iter(ddir, symbols, metadata,
divs_splits, show_progress),
show_progress=show_progress)
# Hardcode the exchange to "CSVDIR" for all assets and (elsewhere)
# register "CSVDIR" to resolve to the NYSE calendar, because these
# are all equities and thus can use the NYSE calendar.
metadata['exchange'] = "CSVDIR"
asset_db_writer.write(equities=metadata)
divs_splits['divs']['sid'] = divs_splits['divs']['sid'].astype(int)
divs_splits['splits']['sid'] = divs_splits['splits']['sid'].astype(int)
adjustment_writer.write(splits=divs_splits['splits'],
dividends=divs_splits['divs'])
|
python
|
def csvdir_bundle(environ,
asset_db_writer,
minute_bar_writer,
daily_bar_writer,
adjustment_writer,
calendar,
start_session,
end_session,
cache,
show_progress,
output_dir,
tframes=None,
csvdir=None):
"""
Build a zipline data bundle from the directory with csv files.
"""
if not csvdir:
csvdir = environ.get('CSVDIR')
if not csvdir:
raise ValueError("CSVDIR environment variable is not set")
if not os.path.isdir(csvdir):
raise ValueError("%s is not a directory" % csvdir)
if not tframes:
tframes = set(["daily", "minute"]).intersection(os.listdir(csvdir))
if not tframes:
raise ValueError("'daily' and 'minute' directories "
"not found in '%s'" % csvdir)
divs_splits = {'divs': DataFrame(columns=['sid', 'amount',
'ex_date', 'record_date',
'declared_date', 'pay_date']),
'splits': DataFrame(columns=['sid', 'ratio',
'effective_date'])}
for tframe in tframes:
ddir = os.path.join(csvdir, tframe)
symbols = sorted(item.split('.csv')[0]
for item in os.listdir(ddir)
if '.csv' in item)
if not symbols:
raise ValueError("no <symbol>.csv* files found in %s" % ddir)
dtype = [('start_date', 'datetime64[ns]'),
('end_date', 'datetime64[ns]'),
('auto_close_date', 'datetime64[ns]'),
('symbol', 'object')]
metadata = DataFrame(empty(len(symbols), dtype=dtype))
if tframe == 'minute':
writer = minute_bar_writer
else:
writer = daily_bar_writer
writer.write(_pricing_iter(ddir, symbols, metadata,
divs_splits, show_progress),
show_progress=show_progress)
# Hardcode the exchange to "CSVDIR" for all assets and (elsewhere)
# register "CSVDIR" to resolve to the NYSE calendar, because these
# are all equities and thus can use the NYSE calendar.
metadata['exchange'] = "CSVDIR"
asset_db_writer.write(equities=metadata)
divs_splits['divs']['sid'] = divs_splits['divs']['sid'].astype(int)
divs_splits['splits']['sid'] = divs_splits['splits']['sid'].astype(int)
adjustment_writer.write(splits=divs_splits['splits'],
dividends=divs_splits['divs'])
|
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"[",
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")"
] |
Build a zipline data bundle from the directory with csv files.
|
[
"Build",
"a",
"zipline",
"data",
"bundle",
"from",
"the",
"directory",
"with",
"csv",
"files",
"."
] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/data/bundles/csvdir.py#L98-L168
|
train
|
Build a zipline data bundle from a directory with csv files.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9(chr(48) + chr(111) + chr(991 - 941) + chr(0b110011 + 0o1) + chr(0b110010 + 0o2), 0b1000), ehT0Px3KOsy9(chr(48) + '\157' + chr(0b11011 + 0o34) + chr(331 - 283), 280 - 272), ehT0Px3KOsy9(chr(0b11101 + 0o23) + chr(0b1010001 + 0o36) + '\x33' + chr(574 - 521) + chr(0b110001), 0b1000), ehT0Px3KOsy9('\x30' + chr(0b1101111) + '\x31' + chr(0b110100) + chr(0b101000 + 0o14), 0b1000), ehT0Px3KOsy9(chr(48) + '\x6f' + chr(51) + '\060' + chr(49), ord("\x08")), ehT0Px3KOsy9('\x30' + chr(111) + '\x33' + '\063' + chr(0b100000 + 0o23), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(0b1001000 + 0o47) + chr(0b1011 + 0o47) + '\067' + chr(0b110010), 0o10), ehT0Px3KOsy9(chr(48) + chr(2256 - 2145) + '\062' + chr(0b110011) + chr(55), 27575 - 27567), ehT0Px3KOsy9(chr(749 - 701) + chr(0b1101111) + '\061' + chr(0b10010 + 0o40) + chr(0b101001 + 0o11), 0o10), ehT0Px3KOsy9('\x30' + '\157' + chr(0b1010 + 0o50) + chr(0b110111) + chr(50), 8), ehT0Px3KOsy9(chr(48) + '\x6f' + '\062' + chr(0b11001 + 0o34) + '\066', 46892 - 46884), ehT0Px3KOsy9(chr(1135 - 1087) + chr(11102 - 10991) + chr(975 - 926) + chr(0b1101 + 0o50) + chr(379 - 328), 0b1000), ehT0Px3KOsy9(chr(0b101010 + 0o6) + chr(5245 - 5134) + chr(1260 - 1211) + chr(1652 - 1597) + chr(0b1110 + 0o47), 0o10), ehT0Px3KOsy9(chr(0b110000 + 0o0) + '\x6f' + '\061' + '\062' + '\x36', 24498 - 24490), ehT0Px3KOsy9('\060' + chr(1978 - 1867) + chr(2439 - 2389) + chr(0b110100 + 0o1) + chr(0b110101 + 0o1), 8), ehT0Px3KOsy9(chr(0b101101 + 0o3) + '\x6f' + chr(492 - 443) + chr(0b110110) + '\067', 0b1000), ehT0Px3KOsy9(chr(48) + chr(2947 - 2836) + chr(51) + chr(948 - 896) + chr(2657 - 2603), 42818 - 42810), ehT0Px3KOsy9(chr(0b10011 + 0o35) + chr(0b1101111) + '\x36' + chr(0b101000 + 0o10), 0o10), ehT0Px3KOsy9(chr(983 - 935) + chr(0b111000 + 0o67) + chr(0b11011 + 0o27) + chr(0b11 + 0o62), 15574 - 15566), ehT0Px3KOsy9(chr(2149 - 2101) + chr(0b1101111) + '\x33', 0o10), ehT0Px3KOsy9(chr(335 - 287) + chr(0b1101010 + 0o5) + chr(0b11100 + 0o27) + chr(1284 - 1229) + chr(55), 45752 - 45744), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(1852 - 1802) + '\061' + chr(0b100111 + 0o16), 37656 - 37648), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(0b0 + 0o63) + chr(50) + '\x37', 0o10), ehT0Px3KOsy9(chr(0b100001 + 0o17) + chr(0b1011111 + 0o20) + chr(768 - 717) + '\x30' + '\x34', 48594 - 48586), ehT0Px3KOsy9('\060' + chr(0b111100 + 0o63) + chr(0b101000 + 0o12) + '\x36' + chr(481 - 433), 0b1000), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + '\x31' + chr(0b11011 + 0o33) + chr(0b101010 + 0o6), ord("\x08")), ehT0Px3KOsy9(chr(1562 - 1514) + '\x6f' + '\062' + chr(1495 - 1442) + chr(0b110001), 0o10), ehT0Px3KOsy9(chr(0b11010 + 0o26) + '\157' + '\067' + chr(49), 40821 - 40813), ehT0Px3KOsy9(chr(1591 - 1543) + '\157' + chr(49) + chr(698 - 649) + chr(0b100100 + 0o16), 13626 - 13618), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(0b110001) + chr(792 - 738) + '\x32', 1054 - 1046), ehT0Px3KOsy9(chr(150 - 102) + chr(111) + '\x31' + chr(0b110011) + chr(54), 0o10), ehT0Px3KOsy9(chr(48) + '\x6f' + chr(0b100100 + 0o15) + chr(0b101011 + 0o6) + chr(0b100010 + 0o23), 0b1000), ehT0Px3KOsy9('\060' + chr(6586 - 6475) + chr(0b110101) + chr(0b110110), 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(357 - 246) + chr(49) + chr(53) + chr(0b11 + 0o56), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(0b110011) + '\065' + chr(68 - 15), ord("\x08")), ehT0Px3KOsy9(chr(1619 - 1571) + chr(0b1000011 + 0o54) + chr(0b110 + 0o54) + '\x34' + '\061', 54571 - 54563), ehT0Px3KOsy9(chr(0b10010 + 0o36) + chr(0b1101111) + chr(808 - 759) + chr(0b110101) + chr(0b100 + 0o63), 6179 - 6171), ehT0Px3KOsy9(chr(1213 - 1165) + chr(5816 - 5705) + '\066' + chr(0b10111 + 0o36), 0b1000), ehT0Px3KOsy9(chr(48) + chr(5084 - 4973) + chr(54) + '\x37', 0b1000), ehT0Px3KOsy9('\x30' + chr(0b1100110 + 0o11) + chr(499 - 448) + chr(0b110111) + chr(0b11001 + 0o31), ord("\x08"))][WVxHKyX45z_L % ehT0Px3KOsy9(chr(441 - 393) + chr(111) + '\x35' + '\x30', ord("\x08"))] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'\x8a'), '\144' + '\x65' + chr(0b1100011) + '\x6f' + '\144' + '\x65')('\x75' + '\164' + chr(0b1100110) + chr(45) + '\070') + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def TYWrUl9CWqZc(rNK60KZ67nXB, H2urTN8C8M5R, fiSHAQXMY_UA, XgyKD3xf4XSp, VESY84ZhSCpr, poUKhjo0_BbB, DXo3YHqyow5e, qRfpaQSMkwXK, j1lPDdxcDbRB, _rgtfo4EPgcH, nd0OX_BS6_o4, mQkMne9JiBJz=None, ILhDmqSVBT3x=None):
if not ILhDmqSVBT3x:
ILhDmqSVBT3x = rNK60KZ67nXB.Q8b5UytA0vqH(xafqLlk3kkUe(SXOLrMavuUCe(b'\xe7k\xbf \x88\x89'), chr(0b1100100) + '\x65' + chr(99) + chr(3267 - 3156) + chr(0b10110 + 0o116) + chr(2589 - 2488))(chr(0b1010011 + 0o42) + chr(116) + chr(0b110000 + 0o66) + chr(0b1 + 0o54) + chr(0b110111 + 0o1)))
if not ILhDmqSVBT3x:
raise q1QCh3W88sgk(xafqLlk3kkUe(SXOLrMavuUCe(b'\xe7k\xbf \x88\x89\x9a\xfa<\xcc\xc7\x19\x128\xc3\x12\x88D5u\x9e\xff\xbe\xa5\xd2\x1c\xcc\x19#\x01~#A\x1d\xcd\xd2\nA'), '\x64' + '\x65' + '\x63' + chr(11878 - 11767) + chr(100) + chr(5798 - 5697))(chr(0b1000111 + 0o56) + chr(0b10100 + 0o140) + chr(0b1100110) + chr(1729 - 1684) + chr(0b100000 + 0o30)))
if not xafqLlk3kkUe(oqhJDdMJfuwx.path, xafqLlk3kkUe(SXOLrMavuUCe(b'\xcdK\x8d\r\xb3'), chr(100) + chr(1140 - 1039) + chr(999 - 900) + chr(0b110101 + 0o72) + chr(100) + chr(0b10010 + 0o123))('\165' + chr(116) + chr(0b10110 + 0o120) + '\055' + '\070'))(ILhDmqSVBT3x):
raise q1QCh3W88sgk(xafqLlk3kkUe(SXOLrMavuUCe(b'\x81K\xc9\r\xb2\xfb\xd4\xf0&\x9a\xcfK\x19?\xdc\x12\x85Dzq\x86'), chr(0b1100100) + chr(0b110100 + 0o61) + '\143' + chr(0b110100 + 0o73) + chr(7627 - 7527) + '\x65')(chr(0b1110101) + '\x74' + chr(0b110100 + 0o62) + chr(45) + chr(0b111000)) % ILhDmqSVBT3x)
if not mQkMne9JiBJz:
mQkMne9JiBJz = MVEN8G6CxlvR([xafqLlk3kkUe(SXOLrMavuUCe(b'\xc0Y\x80\x08\xb8'), chr(0b1100100) + chr(0b1100101) + '\x63' + chr(0b1101111) + '\x64' + chr(0b1100101))(chr(117) + '\x74' + '\146' + chr(565 - 520) + '\070'), xafqLlk3kkUe(SXOLrMavuUCe(b'\xc9Q\x87\x11\xb5\xbe'), chr(100) + chr(0b1011010 + 0o13) + '\x63' + '\x6f' + chr(100) + chr(0b1100101))(chr(0b1101110 + 0o7) + chr(0b110011 + 0o101) + chr(0b1100110) + chr(166 - 121) + chr(1544 - 1488))]).intersection(oqhJDdMJfuwx.listdir(ILhDmqSVBT3x))
if not mQkMne9JiBJz:
raise q1QCh3W88sgk(xafqLlk3kkUe(SXOLrMavuUCe(b'\x83\\\x88\r\xad\xa2\x9d\xbf3\xd4\xcaKZ;\xc7\x19\x93Dp$\xdf\xe9\xbe\xb6\xd5\x13\xddV8\x1b;>\x0e\x07\x82\xd5OSX\x8f\xca\\\xc9\r\xaf\xfb\x9d\xba!\x9d'), chr(0b1100100) + '\x65' + chr(0b1100011) + '\x6f' + chr(100) + '\x65')(chr(0b100101 + 0o120) + '\x74' + chr(0b10110 + 0o120) + chr(45) + chr(0b100 + 0o64)) % ILhDmqSVBT3x)
CafT2XGNtBCA = {xafqLlk3kkUe(SXOLrMavuUCe(b'\xc0Q\x9f\x17'), '\x64' + chr(0b1100101) + chr(99) + chr(10003 - 9892) + '\x64' + '\x65')(chr(2929 - 2812) + chr(0b1110100) + '\146' + chr(45) + chr(0b111000)): TTWbaLX2VikC(columns=[xafqLlk3kkUe(SXOLrMavuUCe(b'\xd7Q\x8d'), chr(0b1100100) + chr(101) + chr(99) + chr(111) + '\x64' + chr(101))(chr(1374 - 1257) + chr(0b1110100) + chr(4785 - 4683) + chr(45) + chr(0b100000 + 0o30)), xafqLlk3kkUe(SXOLrMavuUCe(b'\xc5U\x86\x11\xaf\xaf'), chr(100) + chr(101) + chr(0b100111 + 0o74) + chr(3153 - 3042) + chr(639 - 539) + chr(5606 - 5505))(chr(0b100100 + 0o121) + chr(0b1001011 + 0o51) + '\x66' + chr(0b1111 + 0o36) + chr(0b111000 + 0o0)), xafqLlk3kkUe(SXOLrMavuUCe(b'\xc1@\xb6\x00\xa0\xaf\xdf'), chr(100) + chr(0b1001101 + 0o30) + chr(6464 - 6365) + chr(0b101000 + 0o107) + chr(100) + chr(9287 - 9186))('\x75' + '\x74' + chr(102) + chr(0b100000 + 0o15) + '\x38'), xafqLlk3kkUe(SXOLrMavuUCe(b'\xd6]\x8a\x0b\xb3\xbf\xe5\xfb3\xce\xcb'), '\144' + '\145' + '\x63' + chr(544 - 433) + chr(100) + chr(101))(chr(0b1110101) + chr(0b1101011 + 0o11) + '\x66' + chr(0b100011 + 0o12) + chr(619 - 563)), xafqLlk3kkUe(SXOLrMavuUCe(b'\xc0]\x8a\x08\xa0\xa9\xdf\xfb\r\xde\xcf\x1f\x18'), '\144' + chr(0b1100101) + chr(2353 - 2254) + '\x6f' + '\x64' + chr(101))('\x75' + chr(116) + chr(102) + '\055' + '\x38'), xafqLlk3kkUe(SXOLrMavuUCe(b'\xd4Y\x90;\xa5\xba\xce\xfa'), chr(0b110000 + 0o64) + '\x65' + '\143' + chr(0b1001011 + 0o44) + chr(0b1100100) + chr(9129 - 9028))(chr(117) + '\164' + chr(102) + chr(0b101101) + '\x38')]), xafqLlk3kkUe(SXOLrMavuUCe(b'\xd7H\x85\r\xb5\xa8'), '\144' + chr(0b1100101) + chr(237 - 138) + chr(111) + '\144' + '\x65')(chr(117) + chr(0b10010 + 0o142) + chr(0b110010 + 0o64) + chr(45) + chr(0b110101 + 0o3)): TTWbaLX2VikC(columns=[xafqLlk3kkUe(SXOLrMavuUCe(b'\xd7Q\x8d'), '\x64' + chr(101) + '\x63' + '\x6f' + chr(100) + '\145')(chr(117) + chr(0b1110100) + chr(0b1001110 + 0o30) + chr(0b101101) + chr(56)), xafqLlk3kkUe(SXOLrMavuUCe(b'\xd6Y\x9d\r\xae'), chr(2674 - 2574) + '\x65' + chr(99) + chr(0b1100100 + 0o13) + chr(0b111100 + 0o50) + chr(101))(chr(117) + '\x74' + '\x66' + chr(405 - 360) + chr(56)), xafqLlk3kkUe(SXOLrMavuUCe(b'\xc1^\x8f\x01\xa2\xaf\xd3\xe97\xe5\xca\n\t3'), chr(8164 - 8064) + chr(0b1010111 + 0o16) + chr(99) + chr(0b1101111) + chr(7895 - 7795) + chr(5149 - 5048))(chr(0b1110101) + chr(0b1 + 0o163) + '\x66' + chr(886 - 841) + '\x38')])}
for jZyo6efTNNpX in mQkMne9JiBJz:
sFuVETDWV7aE = oqhJDdMJfuwx.path._oWXztVNnqHF(ILhDmqSVBT3x, jZyo6efTNNpX)
gTbywfQd6zu7 = vUlqIvNSaRMa((N7j7ePTXzzI0.split(xafqLlk3kkUe(SXOLrMavuUCe(b'\x8a[\x9a\x12'), chr(0b1100100) + '\x65' + chr(0b1100011) + chr(111) + chr(100) + chr(5470 - 5369))('\165' + '\x74' + chr(3687 - 3585) + chr(0b100000 + 0o15) + chr(56)))[ehT0Px3KOsy9(chr(0b110000) + chr(111) + '\060', ord("\x08"))] for N7j7ePTXzzI0 in oqhJDdMJfuwx.listdir(sFuVETDWV7aE) if xafqLlk3kkUe(SXOLrMavuUCe(b'\x8a[\x9a\x12'), chr(2192 - 2092) + chr(2742 - 2641) + chr(0b1100011) + '\157' + chr(100) + '\x65')(chr(10107 - 9990) + chr(9678 - 9562) + '\146' + '\055' + '\070') in N7j7ePTXzzI0))
if not gTbywfQd6zu7:
raise q1QCh3W88sgk(xafqLlk3kkUe(SXOLrMavuUCe(b'\xcaW\xc9X\xb2\xa2\xd7\xfd=\xd6\x90E\x1e%\xd8]\xc6V|o\x9a\xfe\xf7\xa2\xdf\x05\xc7]j\x1b0m\x0b\x1a'), '\x64' + chr(7290 - 7189) + chr(99) + '\157' + chr(0b1100100) + chr(8897 - 8796))('\x75' + '\164' + chr(0b1100110) + chr(277 - 232) + chr(56)) % sFuVETDWV7aE)
jSV9IKnemH7K = [(xafqLlk3kkUe(SXOLrMavuUCe(b'\xd7L\x88\x16\xb5\x84\xde\xfe&\xdf'), chr(0b1000001 + 0o43) + '\x65' + '\x63' + chr(111) + '\144' + chr(0b1010001 + 0o24))(chr(0b1010000 + 0o45) + chr(0b1110100) + chr(1339 - 1237) + chr(0b10010 + 0o33) + chr(0b111000)), xafqLlk3kkUe(SXOLrMavuUCe(b'\xc0Y\x9d\x01\xb5\xb2\xd7\xfad\x8e\xf5\x05\x0e\x0b'), '\x64' + chr(908 - 807) + chr(2675 - 2576) + '\157' + chr(6289 - 6189) + chr(0b100101 + 0o100))(chr(0b1000100 + 0o61) + chr(0b101 + 0o157) + chr(0b11110 + 0o110) + '\x2d' + chr(2081 - 2025))), (xafqLlk3kkUe(SXOLrMavuUCe(b'\xc1V\x8d;\xa5\xba\xce\xfa'), '\144' + '\x65' + '\x63' + '\157' + '\x64' + chr(0b110001 + 0o64))(chr(6665 - 6548) + chr(116) + chr(1261 - 1159) + '\x2d' + chr(0b10001 + 0o47)), xafqLlk3kkUe(SXOLrMavuUCe(b'\xc0Y\x9d\x01\xb5\xb2\xd7\xfad\x8e\xf5\x05\x0e\x0b'), '\x64' + '\145' + chr(0b1100011) + chr(111) + '\x64' + '\x65')(chr(117) + chr(0b1110100) + chr(102) + chr(45) + '\070')), (xafqLlk3kkUe(SXOLrMavuUCe(b'\xc5M\x9d\x0b\x9e\xb8\xd6\xf0!\xdf\xf1\x0f\x1c"\xcb'), chr(581 - 481) + chr(0b111100 + 0o51) + chr(7962 - 7863) + chr(111) + chr(0b1100100) + chr(4544 - 4443))(chr(0b1100111 + 0o16) + chr(0b100100 + 0o120) + chr(0b110001 + 0o65) + chr(45) + '\070'), xafqLlk3kkUe(SXOLrMavuUCe(b'\xc0Y\x9d\x01\xb5\xb2\xd7\xfad\x8e\xf5\x05\x0e\x0b'), chr(100) + '\x65' + '\143' + '\157' + chr(0b110110 + 0o56) + chr(0b1100101))('\165' + chr(0b1110100) + chr(0b110101 + 0o61) + '\055' + chr(0b10100 + 0o44))), (xafqLlk3kkUe(SXOLrMavuUCe(b'\xd7A\x84\x06\xae\xb7'), '\x64' + chr(0b1001111 + 0o26) + chr(7711 - 7612) + '\x6f' + '\x64' + chr(101))('\165' + '\x74' + chr(0b1011010 + 0o14) + '\055' + '\070'), xafqLlk3kkUe(SXOLrMavuUCe(b'\xcbZ\x83\x01\xa2\xaf'), chr(8233 - 8133) + '\145' + chr(99) + chr(111) + '\144' + chr(0b1001111 + 0o26))(chr(0b1110101) + '\x74' + chr(0b110011 + 0o63) + '\055' + chr(0b111000)))]
mU7wOAGoTnlM = TTWbaLX2VikC(QxT4AUiPWdm4(c2A0yzQpDQB3(gTbywfQd6zu7), dtype=jSV9IKnemH7K))
if jZyo6efTNNpX == xafqLlk3kkUe(SXOLrMavuUCe(b'\xc9Q\x87\x11\xb5\xbe'), chr(100) + '\x65' + chr(1722 - 1623) + chr(12115 - 12004) + chr(2154 - 2054) + '\145')('\165' + chr(116) + chr(102) + '\x2d' + '\x38'):
AkL2ZqopDgiR = fiSHAQXMY_UA
else:
AkL2ZqopDgiR = XgyKD3xf4XSp
xafqLlk3kkUe(AkL2ZqopDgiR, xafqLlk3kkUe(SXOLrMavuUCe(b'\xd3J\x80\x10\xa4'), '\144' + chr(0b1100101) + chr(0b1100011) + chr(0b1101111) + chr(100) + chr(0b1100101))(chr(0b1110101) + chr(0b1110100) + '\x66' + chr(0b101101) + chr(0b111000)))(VkXnzSrBCP1j(sFuVETDWV7aE, gTbywfQd6zu7, mU7wOAGoTnlM, CafT2XGNtBCA, _rgtfo4EPgcH), show_progress=_rgtfo4EPgcH)
mU7wOAGoTnlM[xafqLlk3kkUe(SXOLrMavuUCe(b'\xc1@\x8a\x0c\xa0\xb5\xdd\xfa'), '\x64' + chr(9732 - 9631) + '\143' + '\x6f' + '\144' + '\x65')(chr(9252 - 9135) + chr(116) + '\146' + chr(45) + '\x38')] = xafqLlk3kkUe(SXOLrMavuUCe(b'\xe7k\xbf \x88\x89'), chr(0b1100100) + chr(0b1100101) + '\143' + '\157' + chr(5160 - 5060) + '\x65')(chr(12871 - 12754) + chr(0b1110010 + 0o2) + '\x66' + chr(0b10010 + 0o33) + '\070')
xafqLlk3kkUe(H2urTN8C8M5R, xafqLlk3kkUe(SXOLrMavuUCe(b'\xd3J\x80\x10\xa4'), '\144' + chr(0b1100001 + 0o4) + '\x63' + chr(0b1101111) + chr(0b1100100) + chr(0b1100101))(chr(0b1110101) + chr(0b1110100) + chr(102) + chr(0b10000 + 0o35) + '\x38'))(equities=mU7wOAGoTnlM)
CafT2XGNtBCA[xafqLlk3kkUe(SXOLrMavuUCe(b'\xc0Q\x9f\x17'), '\144' + '\x65' + chr(0b110011 + 0o60) + chr(111) + '\x64' + '\x65')(chr(117) + chr(2972 - 2856) + '\x66' + chr(0b101101) + chr(0b110110 + 0o2))][xafqLlk3kkUe(SXOLrMavuUCe(b'\xd7Q\x8d'), '\144' + chr(0b110011 + 0o62) + '\x63' + chr(10726 - 10615) + chr(0b1100100) + '\145')('\165' + chr(0b10001 + 0o143) + chr(0b1100110) + chr(0b100100 + 0o11) + chr(2923 - 2867))] = CafT2XGNtBCA[xafqLlk3kkUe(SXOLrMavuUCe(b'\xc0Q\x9f\x17'), chr(100) + chr(0b101 + 0o140) + chr(99) + '\x6f' + '\x64' + chr(0b100101 + 0o100))(chr(8506 - 8389) + chr(5741 - 5625) + chr(3781 - 3679) + '\055' + '\x38')][xafqLlk3kkUe(SXOLrMavuUCe(b'\xd7Q\x8d'), chr(100) + chr(0b1100101) + '\143' + chr(0b110101 + 0o72) + chr(428 - 328) + chr(0b1001101 + 0o30))('\x75' + chr(8146 - 8030) + chr(0b110110 + 0o60) + chr(0b101101) + chr(0b111000))].astype(ehT0Px3KOsy9)
CafT2XGNtBCA[xafqLlk3kkUe(SXOLrMavuUCe(b'\xd7H\x85\r\xb5\xa8'), '\x64' + chr(0b1100101) + chr(99) + chr(0b11010 + 0o125) + chr(0b110101 + 0o57) + '\145')(chr(117) + '\x74' + '\146' + '\055' + chr(2594 - 2538))][xafqLlk3kkUe(SXOLrMavuUCe(b'\xd7Q\x8d'), '\144' + '\x65' + '\143' + chr(0b1101111) + chr(0b1100100) + '\145')('\x75' + chr(116) + '\x66' + chr(45) + '\x38')] = CafT2XGNtBCA[xafqLlk3kkUe(SXOLrMavuUCe(b'\xd7H\x85\r\xb5\xa8'), '\144' + chr(0b111011 + 0o52) + '\x63' + chr(0b110100 + 0o73) + chr(100) + chr(2703 - 2602))('\x75' + '\164' + '\146' + chr(1323 - 1278) + chr(0b111000))][xafqLlk3kkUe(SXOLrMavuUCe(b'\xd7Q\x8d'), '\x64' + chr(0b11110 + 0o107) + chr(0b1100011) + chr(9564 - 9453) + chr(100) + chr(0b1100101))('\x75' + chr(116) + '\146' + chr(989 - 944) + chr(989 - 933))].astype(ehT0Px3KOsy9)
xafqLlk3kkUe(VESY84ZhSCpr, xafqLlk3kkUe(SXOLrMavuUCe(b'\xd3J\x80\x10\xa4'), chr(3952 - 3852) + '\x65' + '\143' + chr(111) + '\x64' + '\x65')('\x75' + chr(10111 - 9995) + chr(0b1 + 0o145) + '\055' + chr(56)))(splits=CafT2XGNtBCA[xafqLlk3kkUe(SXOLrMavuUCe(b'\xd7H\x85\r\xb5\xa8'), chr(0b1000 + 0o134) + chr(101) + '\143' + '\x6f' + chr(0b1011100 + 0o10) + chr(101))(chr(0b1010101 + 0o40) + chr(331 - 215) + '\x66' + chr(0b101101) + chr(0b10 + 0o66))], dividends=CafT2XGNtBCA[xafqLlk3kkUe(SXOLrMavuUCe(b'\xc0Q\x9f\x17'), '\x64' + chr(3660 - 3559) + chr(5016 - 4917) + chr(111) + '\144' + chr(0b1100101))(chr(0b1110101) + chr(116) + chr(6002 - 5900) + '\x2d' + chr(0b11100 + 0o34))])
|
quantopian/zipline
|
zipline/pipeline/api_utils.py
|
restrict_to_dtype
|
def restrict_to_dtype(dtype, message_template):
"""
A factory for decorators that restrict Term methods to only be callable on
Terms with a specific dtype.
This is conceptually similar to
zipline.utils.input_validation.expect_dtypes, but provides more flexibility
for providing error messages that are specifically targeting Term methods.
Parameters
----------
dtype : numpy.dtype
The dtype on which the decorated method may be called.
message_template : str
A template for the error message to be raised.
`message_template.format` will be called with keyword arguments
`method_name`, `expected_dtype`, and `received_dtype`.
Examples
--------
@restrict_to_dtype(
dtype=float64_dtype,
message_template=(
"{method_name}() was called on a factor of dtype {received_dtype}."
"{method_name}() requires factors of dtype{expected_dtype}."
),
)
def some_factor_method(self, ...):
self.stuff_that_requires_being_float64(...)
"""
def processor(term_method, _, term_instance):
term_dtype = term_instance.dtype
if term_dtype != dtype:
raise TypeError(
message_template.format(
method_name=term_method.__name__,
expected_dtype=dtype.name,
received_dtype=term_dtype,
)
)
return term_instance
return preprocess(self=processor)
|
python
|
def restrict_to_dtype(dtype, message_template):
"""
A factory for decorators that restrict Term methods to only be callable on
Terms with a specific dtype.
This is conceptually similar to
zipline.utils.input_validation.expect_dtypes, but provides more flexibility
for providing error messages that are specifically targeting Term methods.
Parameters
----------
dtype : numpy.dtype
The dtype on which the decorated method may be called.
message_template : str
A template for the error message to be raised.
`message_template.format` will be called with keyword arguments
`method_name`, `expected_dtype`, and `received_dtype`.
Examples
--------
@restrict_to_dtype(
dtype=float64_dtype,
message_template=(
"{method_name}() was called on a factor of dtype {received_dtype}."
"{method_name}() requires factors of dtype{expected_dtype}."
),
)
def some_factor_method(self, ...):
self.stuff_that_requires_being_float64(...)
"""
def processor(term_method, _, term_instance):
term_dtype = term_instance.dtype
if term_dtype != dtype:
raise TypeError(
message_template.format(
method_name=term_method.__name__,
expected_dtype=dtype.name,
received_dtype=term_dtype,
)
)
return term_instance
return preprocess(self=processor)
|
[
"def",
"restrict_to_dtype",
"(",
"dtype",
",",
"message_template",
")",
":",
"def",
"processor",
"(",
"term_method",
",",
"_",
",",
"term_instance",
")",
":",
"term_dtype",
"=",
"term_instance",
".",
"dtype",
"if",
"term_dtype",
"!=",
"dtype",
":",
"raise",
"TypeError",
"(",
"message_template",
".",
"format",
"(",
"method_name",
"=",
"term_method",
".",
"__name__",
",",
"expected_dtype",
"=",
"dtype",
".",
"name",
",",
"received_dtype",
"=",
"term_dtype",
",",
")",
")",
"return",
"term_instance",
"return",
"preprocess",
"(",
"self",
"=",
"processor",
")"
] |
A factory for decorators that restrict Term methods to only be callable on
Terms with a specific dtype.
This is conceptually similar to
zipline.utils.input_validation.expect_dtypes, but provides more flexibility
for providing error messages that are specifically targeting Term methods.
Parameters
----------
dtype : numpy.dtype
The dtype on which the decorated method may be called.
message_template : str
A template for the error message to be raised.
`message_template.format` will be called with keyword arguments
`method_name`, `expected_dtype`, and `received_dtype`.
Examples
--------
@restrict_to_dtype(
dtype=float64_dtype,
message_template=(
"{method_name}() was called on a factor of dtype {received_dtype}."
"{method_name}() requires factors of dtype{expected_dtype}."
),
)
def some_factor_method(self, ...):
self.stuff_that_requires_being_float64(...)
|
[
"A",
"factory",
"for",
"decorators",
"that",
"restrict",
"Term",
"methods",
"to",
"only",
"be",
"callable",
"on",
"Terms",
"with",
"a",
"specific",
"dtype",
"."
] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/pipeline/api_utils.py#L7-L49
|
train
|
Returns a new object that restricts terms to only be callable on terms of a specific dtype.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9(chr(734 - 686) + '\x6f' + chr(0b110100) + chr(0b1100 + 0o53), 0b1000), ehT0Px3KOsy9(chr(1150 - 1102) + chr(0b101101 + 0o102) + chr(1567 - 1518) + chr(50) + chr(49), 37104 - 37096), ehT0Px3KOsy9(chr(0b110000) + chr(10887 - 10776) + chr(0b100 + 0o57) + chr(0b101011 + 0o10) + chr(0b110010), 2503 - 2495), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(0b110100) + '\064', 29396 - 29388), ehT0Px3KOsy9('\060' + chr(0b1101111) + chr(784 - 735) + chr(54) + chr(0b10 + 0o56), ord("\x08")), ehT0Px3KOsy9(chr(698 - 650) + chr(0b11110 + 0o121) + chr(0b110010) + '\067' + chr(50), ord("\x08")), ehT0Px3KOsy9(chr(830 - 782) + chr(5043 - 4932) + chr(0b11010 + 0o35) + chr(1986 - 1936), 0b1000), ehT0Px3KOsy9('\x30' + chr(9344 - 9233) + chr(1520 - 1470) + chr(413 - 365) + '\062', 0b1000), ehT0Px3KOsy9('\x30' + '\157' + '\x33' + '\064' + chr(0b110010), ord("\x08")), ehT0Px3KOsy9(chr(0b1101 + 0o43) + chr(0b1101111) + chr(0b110011 + 0o0) + chr(238 - 183) + '\067', 14323 - 14315), ehT0Px3KOsy9(chr(48) + '\x6f' + chr(0b110001) + chr(0b1100 + 0o44) + chr(50), 33135 - 33127), ehT0Px3KOsy9(chr(2276 - 2228) + '\157' + '\x31' + chr(2068 - 2013) + '\x36', 0b1000), ehT0Px3KOsy9(chr(0b110000) + '\157' + '\x31' + chr(0b100 + 0o54) + chr(50), 8), ehT0Px3KOsy9(chr(0b101010 + 0o6) + '\157' + chr(0b100101 + 0o16) + chr(52) + chr(1188 - 1138), 8), ehT0Px3KOsy9('\x30' + '\x6f' + '\x32' + chr(611 - 559) + chr(2042 - 1992), ord("\x08")), ehT0Px3KOsy9(chr(1100 - 1052) + chr(0b1101111) + chr(0b110110) + chr(0b1011 + 0o54), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(0b110 + 0o55) + chr(52) + '\065', 19481 - 19473), ehT0Px3KOsy9(chr(0b1111 + 0o41) + chr(4450 - 4339) + chr(54), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(386 - 335), 0b1000), ehT0Px3KOsy9(chr(48) + '\157' + chr(51) + chr(0b101111 + 0o5) + chr(54), 0o10), ehT0Px3KOsy9('\x30' + chr(797 - 686) + '\x32' + chr(0b1111 + 0o41) + '\x31', 0b1000), ehT0Px3KOsy9(chr(0b10110 + 0o32) + '\x6f' + chr(0b100110 + 0o15) + '\x34' + chr(49), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + '\157' + '\063' + '\060' + chr(2032 - 1983), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(2327 - 2278) + '\063' + chr(0b100010 + 0o23), 0b1000), ehT0Px3KOsy9('\x30' + '\157' + chr(0b110001) + '\x32' + chr(0b110011), 0b1000), ehT0Px3KOsy9('\x30' + '\x6f' + chr(51) + '\x32' + '\x33', 29270 - 29262), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(0b110011) + chr(53) + '\061', ord("\x08")), ehT0Px3KOsy9(chr(997 - 949) + chr(0b1101111) + chr(50), ord("\x08")), ehT0Px3KOsy9(chr(0b11111 + 0o21) + chr(111) + chr(1729 - 1678) + chr(0b10111 + 0o37) + chr(1887 - 1837), 0b1000), ehT0Px3KOsy9(chr(0b101 + 0o53) + '\157' + chr(0b1 + 0o66) + '\066', 0b1000), ehT0Px3KOsy9(chr(0b10 + 0o56) + chr(0b1101111) + '\063' + '\x37' + chr(0b10111 + 0o37), 22470 - 22462), ehT0Px3KOsy9('\060' + '\157' + chr(50) + chr(0b110111) + chr(1405 - 1350), 0b1000), ehT0Px3KOsy9('\060' + '\x6f' + chr(808 - 759) + chr(0b110100) + '\064', 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(10852 - 10741) + chr(388 - 333) + '\067', ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(50) + '\x30' + chr(0b110101), 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(0b1110 + 0o44) + '\064' + '\060', 0b1000), ehT0Px3KOsy9(chr(0b10 + 0o56) + '\157' + '\x32' + '\x35' + '\x34', 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(51) + chr(54) + '\064', ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(0b0 + 0o157) + chr(50) + '\x34' + chr(0b100000 + 0o25), 0o10), ehT0Px3KOsy9(chr(1671 - 1623) + chr(0b110 + 0o151) + '\061' + chr(2710 - 2655) + chr(52), 6604 - 6596)][WVxHKyX45z_L % ehT0Px3KOsy9(chr(1595 - 1547) + '\x6f' + '\x35' + chr(0b10110 + 0o32), 0o10)] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'\t'), '\144' + chr(0b11010 + 0o113) + '\143' + '\x6f' + chr(100) + '\x65')(chr(117) + '\164' + '\146' + '\055' + chr(56)) + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def J49eUcuyMry5(jSV9IKnemH7K, FCJXjfqnGPYP):
def Qv_npqgRBB71(OoVlUITxkJrb, VNGQdHSFPrso, Oo4Yjwq5RGv3):
jzGHCLTXRUtq = Oo4Yjwq5RGv3.jSV9IKnemH7K
if jzGHCLTXRUtq != jSV9IKnemH7K:
raise sznFqDbNBHlx(xafqLlk3kkUe(FCJXjfqnGPYP, xafqLlk3kkUe(SXOLrMavuUCe(b"qe\xa8K8\xdbi\xb1\xb2\x8f'\x14"), chr(100) + chr(0b1100101) + chr(0b110001 + 0o62) + chr(11918 - 11807) + chr(0b1100100) + '\145')('\x75' + chr(0b1100001 + 0o23) + chr(1053 - 951) + chr(45) + '\x38'))(method_name=xafqLlk3kkUe(OoVlUITxkJrb, xafqLlk3kkUe(SXOLrMavuUCe(b'`3\xbfND\xd5`\xf3\xa9\xb3\x03H'), chr(0b1010001 + 0o23) + '\145' + chr(3316 - 3217) + chr(7075 - 6964) + chr(9555 - 9455) + chr(101))('\x75' + chr(116) + chr(102) + chr(1134 - 1089) + chr(0b111000))), expected_dtype=xafqLlk3kkUe(jSV9IKnemH7K, xafqLlk3kkUe(SXOLrMavuUCe(b'f\x18\xacn"\xc0v\xe6\xa6\x99%8'), chr(0b111000 + 0o54) + chr(0b11110 + 0o107) + '\x63' + '\157' + chr(100) + chr(6723 - 6622))(chr(0b10011 + 0o142) + chr(116) + '\x66' + '\055' + '\070')), received_dtype=jzGHCLTXRUtq))
return Oo4Yjwq5RGv3
return n8IJXbSueTJV(self=Qv_npqgRBB71)
|
quantopian/zipline
|
zipline/sources/benchmark_source.py
|
BenchmarkSource.daily_returns
|
def daily_returns(self, start, end=None):
"""Returns the daily returns for the given period.
Parameters
----------
start : datetime
The inclusive starting session label.
end : datetime, optional
The inclusive ending session label. If not provided, treat
``start`` as a scalar key.
Returns
-------
returns : pd.Series or float
The returns in the given period. The index will be the trading
calendar in the range [start, end]. If just ``start`` is provided,
return the scalar value on that day.
"""
if end is None:
return self._daily_returns[start]
return self._daily_returns[start:end]
|
python
|
def daily_returns(self, start, end=None):
"""Returns the daily returns for the given period.
Parameters
----------
start : datetime
The inclusive starting session label.
end : datetime, optional
The inclusive ending session label. If not provided, treat
``start`` as a scalar key.
Returns
-------
returns : pd.Series or float
The returns in the given period. The index will be the trading
calendar in the range [start, end]. If just ``start`` is provided,
return the scalar value on that day.
"""
if end is None:
return self._daily_returns[start]
return self._daily_returns[start:end]
|
[
"def",
"daily_returns",
"(",
"self",
",",
"start",
",",
"end",
"=",
"None",
")",
":",
"if",
"end",
"is",
"None",
":",
"return",
"self",
".",
"_daily_returns",
"[",
"start",
"]",
"return",
"self",
".",
"_daily_returns",
"[",
"start",
":",
"end",
"]"
] |
Returns the daily returns for the given period.
Parameters
----------
start : datetime
The inclusive starting session label.
end : datetime, optional
The inclusive ending session label. If not provided, treat
``start`` as a scalar key.
Returns
-------
returns : pd.Series or float
The returns in the given period. The index will be the trading
calendar in the range [start, end]. If just ``start`` is provided,
return the scalar value on that day.
|
[
"Returns",
"the",
"daily",
"returns",
"for",
"the",
"given",
"period",
"."
] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/sources/benchmark_source.py#L124-L145
|
train
|
Returns the daily returns for the given period.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9(chr(0b100 + 0o54) + chr(513 - 402) + chr(0b110011) + '\x37' + chr(0b110100), 0b1000), ehT0Px3KOsy9(chr(48) + '\x6f' + chr(0b110101) + '\064', 49028 - 49020), ehT0Px3KOsy9(chr(151 - 103) + chr(111) + chr(50) + chr(1465 - 1417) + chr(54), 65115 - 65107), ehT0Px3KOsy9(chr(0b0 + 0o60) + '\157' + '\062' + '\x34', 9621 - 9613), ehT0Px3KOsy9(chr(859 - 811) + chr(7734 - 7623) + chr(51) + chr(0b110100) + chr(0b11000 + 0o35), 18952 - 18944), ehT0Px3KOsy9(chr(0b110000) + chr(6886 - 6775) + chr(1096 - 1045) + chr(51) + chr(51), 0o10), ehT0Px3KOsy9('\x30' + chr(0b11100 + 0o123) + chr(0b110001) + chr(2997 - 2942) + '\x30', 38902 - 38894), ehT0Px3KOsy9(chr(0b110000) + chr(8540 - 8429) + '\x33' + chr(0b1101 + 0o43) + chr(54), 0o10), ehT0Px3KOsy9('\x30' + chr(0b1101111) + chr(50) + chr(0b110000) + chr(2057 - 2009), 37540 - 37532), ehT0Px3KOsy9('\060' + chr(0b1101111) + '\066' + '\066', ord("\x08")), ehT0Px3KOsy9(chr(0b11100 + 0o24) + chr(111) + chr(0b110010) + '\061' + chr(0b100 + 0o61), ord("\x08")), ehT0Px3KOsy9('\x30' + chr(0b1101111) + '\x32' + chr(55) + '\x36', ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + '\157' + '\x32' + chr(408 - 353) + '\x32', ord("\x08")), ehT0Px3KOsy9(chr(0b10011 + 0o35) + chr(8766 - 8655) + chr(0b101000 + 0o13) + chr(49) + '\064', ord("\x08")), ehT0Px3KOsy9(chr(0b1000 + 0o50) + chr(0b1101111) + chr(49) + chr(54) + '\x32', ord("\x08")), ehT0Px3KOsy9('\x30' + '\x6f' + chr(0b110011) + '\062' + chr(0b110000), 27829 - 27821), ehT0Px3KOsy9('\060' + chr(0b1101011 + 0o4) + '\x32' + chr(54) + chr(50), 0o10), ehT0Px3KOsy9(chr(0b101 + 0o53) + chr(8348 - 8237) + chr(2223 - 2174) + chr(50) + '\x37', 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + '\x31' + chr(48) + chr(0b10011 + 0o42), 50718 - 50710), ehT0Px3KOsy9(chr(180 - 132) + chr(111) + chr(55) + chr(0b110000), 31211 - 31203), ehT0Px3KOsy9('\060' + chr(111) + '\x37' + '\x35', 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(0b100111 + 0o110) + chr(51) + '\x34' + chr(0b110101), 8), ehT0Px3KOsy9(chr(48) + '\157' + chr(0b110010) + '\060' + '\060', 8), ehT0Px3KOsy9('\060' + chr(0b1101111) + '\x33' + '\x35', 0b1000), ehT0Px3KOsy9('\x30' + chr(0b1100 + 0o143) + chr(49) + chr(0b101110 + 0o4) + chr(53), 0b1000), ehT0Px3KOsy9('\x30' + chr(0b1101111) + '\x31' + '\064' + chr(54), ord("\x08")), ehT0Px3KOsy9('\060' + chr(0b100011 + 0o114) + '\062' + chr(0b110110), 0b1000), ehT0Px3KOsy9('\060' + chr(0b1101111) + '\062' + chr(0b1001 + 0o56) + chr(0b10100 + 0o34), 0o10), ehT0Px3KOsy9('\060' + chr(111) + chr(0b10110 + 0o34) + chr(0b1000 + 0o52) + chr(53), 49222 - 49214), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + '\063' + chr(0b110011), 59251 - 59243), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(670 - 621) + '\062' + chr(565 - 513), 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(2087 - 2037) + '\x31', 29911 - 29903), ehT0Px3KOsy9('\x30' + chr(111) + chr(493 - 444) + chr(0b10110 + 0o35) + '\060', 0o10), ehT0Px3KOsy9('\060' + chr(111) + '\x33' + chr(0b1001 + 0o52) + '\x37', 217 - 209), ehT0Px3KOsy9(chr(0b1010 + 0o46) + '\157' + chr(0b110001) + '\066' + '\x33', 0o10), ehT0Px3KOsy9(chr(1061 - 1013) + chr(5449 - 5338) + '\x31' + chr(51) + chr(0b110101), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(0b1000010 + 0o55) + chr(0b110011), 0b1000), ehT0Px3KOsy9(chr(2098 - 2050) + '\x6f' + '\063' + chr(0b11111 + 0o30) + chr(0b100111 + 0o14), ord("\x08")), ehT0Px3KOsy9(chr(978 - 930) + chr(0b1101111) + chr(0b11001 + 0o31) + chr(0b110000) + chr(0b100000 + 0o21), 3547 - 3539), ehT0Px3KOsy9(chr(48) + '\157' + '\x32' + chr(0b1011 + 0o45) + chr(51), 0b1000)][WVxHKyX45z_L % ehT0Px3KOsy9(chr(0b110000) + chr(0b1010001 + 0o36) + chr(0b110101) + '\060', 42324 - 42316)] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'\xd2'), chr(0b100011 + 0o101) + chr(0b1001100 + 0o31) + '\143' + '\x6f' + '\144' + chr(0b11010 + 0o113))('\165' + chr(116) + chr(1181 - 1079) + '\x2d' + '\070') + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def EXys4_fNCFq3(oVre8I6UXc3b, avRbFsnfJxQj, whWDZq5_lP01=None):
if whWDZq5_lP01 is None:
return xafqLlk3kkUe(oVre8I6UXc3b, xafqLlk3kkUe(SXOLrMavuUCe(b"\xa3H\xe7}\x89\xa2'\xb4\xe5B\xf8\xcc\xd4\xbf"), '\144' + chr(0b1100101) + chr(99) + chr(111) + chr(0b1010000 + 0o24) + '\x65')(chr(0b1110101) + chr(116) + '\146' + chr(45) + chr(0b111000)))[avRbFsnfJxQj]
return xafqLlk3kkUe(oVre8I6UXc3b, xafqLlk3kkUe(SXOLrMavuUCe(b"\xa3H\xe7}\x89\xa2'\xb4\xe5B\xf8\xcc\xd4\xbf"), chr(0b11001 + 0o113) + '\145' + chr(8961 - 8862) + '\x6f' + '\x64' + chr(101))(chr(0b1110101) + chr(0b1110100) + chr(102) + '\x2d' + chr(56)))[avRbFsnfJxQj:whWDZq5_lP01]
|
quantopian/zipline
|
zipline/sources/benchmark_source.py
|
BenchmarkSource._initialize_precalculated_series
|
def _initialize_precalculated_series(self,
asset,
trading_calendar,
trading_days,
data_portal):
"""
Internal method that pre-calculates the benchmark return series for
use in the simulation.
Parameters
----------
asset: Asset to use
trading_calendar: TradingCalendar
trading_days: pd.DateTimeIndex
data_portal: DataPortal
Notes
-----
If the benchmark asset started trading after the simulation start,
or finished trading before the simulation end, exceptions are raised.
If the benchmark asset started trading the same day as the simulation
start, the first available minute price on that day is used instead
of the previous close.
We use history to get an adjusted price history for each day's close,
as of the look-back date (the last day of the simulation). Prices are
fully adjusted for dividends, splits, and mergers.
Returns
-------
returns : pd.Series
indexed by trading day, whose values represent the %
change from close to close.
daily_returns : pd.Series
the partial daily returns for each minute
"""
if self.emission_rate == "minute":
minutes = trading_calendar.minutes_for_sessions_in_range(
self.sessions[0], self.sessions[-1]
)
benchmark_series = data_portal.get_history_window(
[asset],
minutes[-1],
bar_count=len(minutes) + 1,
frequency="1m",
field="price",
data_frequency=self.emission_rate,
ffill=True
)[asset]
return (
benchmark_series.pct_change()[1:],
self.downsample_minute_return_series(
trading_calendar,
benchmark_series,
),
)
start_date = asset.start_date
if start_date < trading_days[0]:
# get the window of close prices for benchmark_asset from the
# last trading day of the simulation, going up to one day
# before the simulation start day (so that we can get the %
# change on day 1)
benchmark_series = data_portal.get_history_window(
[asset],
trading_days[-1],
bar_count=len(trading_days) + 1,
frequency="1d",
field="price",
data_frequency=self.emission_rate,
ffill=True
)[asset]
returns = benchmark_series.pct_change()[1:]
return returns, returns
elif start_date == trading_days[0]:
# Attempt to handle case where stock data starts on first
# day, in this case use the open to close return.
benchmark_series = data_portal.get_history_window(
[asset],
trading_days[-1],
bar_count=len(trading_days),
frequency="1d",
field="price",
data_frequency=self.emission_rate,
ffill=True
)[asset]
# get a minute history window of the first day
first_open = data_portal.get_spot_value(
asset,
'open',
trading_days[0],
'daily',
)
first_close = data_portal.get_spot_value(
asset,
'close',
trading_days[0],
'daily',
)
first_day_return = (first_close - first_open) / first_open
returns = benchmark_series.pct_change()[:]
returns[0] = first_day_return
return returns, returns
else:
raise ValueError(
'cannot set benchmark to asset that does not exist during'
' the simulation period (asset start date=%r)' % start_date
)
|
python
|
def _initialize_precalculated_series(self,
asset,
trading_calendar,
trading_days,
data_portal):
"""
Internal method that pre-calculates the benchmark return series for
use in the simulation.
Parameters
----------
asset: Asset to use
trading_calendar: TradingCalendar
trading_days: pd.DateTimeIndex
data_portal: DataPortal
Notes
-----
If the benchmark asset started trading after the simulation start,
or finished trading before the simulation end, exceptions are raised.
If the benchmark asset started trading the same day as the simulation
start, the first available minute price on that day is used instead
of the previous close.
We use history to get an adjusted price history for each day's close,
as of the look-back date (the last day of the simulation). Prices are
fully adjusted for dividends, splits, and mergers.
Returns
-------
returns : pd.Series
indexed by trading day, whose values represent the %
change from close to close.
daily_returns : pd.Series
the partial daily returns for each minute
"""
if self.emission_rate == "minute":
minutes = trading_calendar.minutes_for_sessions_in_range(
self.sessions[0], self.sessions[-1]
)
benchmark_series = data_portal.get_history_window(
[asset],
minutes[-1],
bar_count=len(minutes) + 1,
frequency="1m",
field="price",
data_frequency=self.emission_rate,
ffill=True
)[asset]
return (
benchmark_series.pct_change()[1:],
self.downsample_minute_return_series(
trading_calendar,
benchmark_series,
),
)
start_date = asset.start_date
if start_date < trading_days[0]:
# get the window of close prices for benchmark_asset from the
# last trading day of the simulation, going up to one day
# before the simulation start day (so that we can get the %
# change on day 1)
benchmark_series = data_portal.get_history_window(
[asset],
trading_days[-1],
bar_count=len(trading_days) + 1,
frequency="1d",
field="price",
data_frequency=self.emission_rate,
ffill=True
)[asset]
returns = benchmark_series.pct_change()[1:]
return returns, returns
elif start_date == trading_days[0]:
# Attempt to handle case where stock data starts on first
# day, in this case use the open to close return.
benchmark_series = data_portal.get_history_window(
[asset],
trading_days[-1],
bar_count=len(trading_days),
frequency="1d",
field="price",
data_frequency=self.emission_rate,
ffill=True
)[asset]
# get a minute history window of the first day
first_open = data_portal.get_spot_value(
asset,
'open',
trading_days[0],
'daily',
)
first_close = data_portal.get_spot_value(
asset,
'close',
trading_days[0],
'daily',
)
first_day_return = (first_close - first_open) / first_open
returns = benchmark_series.pct_change()[:]
returns[0] = first_day_return
return returns, returns
else:
raise ValueError(
'cannot set benchmark to asset that does not exist during'
' the simulation period (asset start date=%r)' % start_date
)
|
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"'close'",
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"'cannot set benchmark to asset that does not exist during'",
"' the simulation period (asset start date=%r)'",
"%",
"start_date",
")"
] |
Internal method that pre-calculates the benchmark return series for
use in the simulation.
Parameters
----------
asset: Asset to use
trading_calendar: TradingCalendar
trading_days: pd.DateTimeIndex
data_portal: DataPortal
Notes
-----
If the benchmark asset started trading after the simulation start,
or finished trading before the simulation end, exceptions are raised.
If the benchmark asset started trading the same day as the simulation
start, the first available minute price on that day is used instead
of the previous close.
We use history to get an adjusted price history for each day's close,
as of the look-back date (the last day of the simulation). Prices are
fully adjusted for dividends, splits, and mergers.
Returns
-------
returns : pd.Series
indexed by trading day, whose values represent the %
change from close to close.
daily_returns : pd.Series
the partial daily returns for each minute
|
[
"Internal",
"method",
"that",
"pre",
"-",
"calculates",
"the",
"benchmark",
"return",
"series",
"for",
"use",
"in",
"the",
"simulation",
"."
] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/sources/benchmark_source.py#L196-L312
|
train
|
Internal method that pre - calculates the benchmark return series for the given asset.
|
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SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(49) + chr(0b110000), 0o10), ehT0Px3KOsy9('\x30' + '\157' + '\x34' + '\x34', 0b1000), ehT0Px3KOsy9(chr(0b110000) + '\157' + '\065' + '\x35', 0o10), ehT0Px3KOsy9('\060' + chr(111) + '\067' + chr(0b101 + 0o57), 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(5079 - 4968) + '\061' + chr(0b110111) + '\064', 64097 - 64089), ehT0Px3KOsy9(chr(0b110000) + chr(0b11111 + 0o120) + chr(50) + chr(0b0 + 0o62) + chr(850 - 795), 0o10), ehT0Px3KOsy9(chr(183 - 135) + chr(0b1101111) + '\062' + chr(50) + chr(0b110101), 8924 - 8916), ehT0Px3KOsy9(chr(0b100010 + 0o16) + chr(0b100 + 0o153) + chr(49) + chr(52) + '\061', 0b1000), ehT0Px3KOsy9(chr(48) + '\157' + chr(52) + '\x32', 0o10), ehT0Px3KOsy9('\x30' + chr(2428 - 2317) + chr(0b110100) + chr(0b11001 + 0o30), 49298 - 49290), ehT0Px3KOsy9(chr(48) + '\157' + '\x31' + chr(0b110101) + chr(0b110111), 3416 - 3408), ehT0Px3KOsy9('\060' + '\157' + chr(137 - 87) + chr(0b10100 + 0o36) + '\x35', 8), ehT0Px3KOsy9(chr(48) + chr(111) + '\064' + chr(0b110011), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + '\157' + '\x36' + chr(49), 25378 - 25370), ehT0Px3KOsy9(chr(0b110000) + chr(111) + '\x34' + '\x36', 48022 - 48014), ehT0Px3KOsy9(chr(48) + chr(2475 - 2364) + chr(0b1111 + 0o45) + chr(0b110010), 8), ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(1495 - 1444) + '\x33' + chr(0b110100), 62818 - 62810), ehT0Px3KOsy9(chr(48) + chr(5830 - 5719) + chr(50) + '\064' + chr(54), 47111 - 47103), ehT0Px3KOsy9('\x30' + chr(111) + '\063' + chr(48) + '\x33', 0b1000), ehT0Px3KOsy9(chr(48) + chr(0b101000 + 0o107) + chr(2015 - 1966) + chr(2032 - 1977) + chr(1692 - 1639), ord("\x08")), ehT0Px3KOsy9('\x30' + '\157' + '\x33' + chr(2166 - 2111) + chr(0b110100), 0o10), ehT0Px3KOsy9(chr(0b101001 + 0o7) + chr(3888 - 3777) + chr(0b110010 + 0o3) + chr(53), 8), ehT0Px3KOsy9(chr(0b101100 + 0o4) + chr(7186 - 7075) + chr(50) + chr(49) + chr(473 - 418), 53611 - 53603), ehT0Px3KOsy9('\060' + '\157' + chr(0b110011) + '\065' + chr(0b110010), 38639 - 38631), ehT0Px3KOsy9(chr(1985 - 1937) + chr(111) + '\x37', ord("\x08")), ehT0Px3KOsy9('\060' + '\157' + chr(2117 - 2065) + chr(49), 8), ehT0Px3KOsy9(chr(1736 - 1688) + chr(0b1101111) + chr(49) + chr(323 - 275) + chr(687 - 639), ord("\x08")), ehT0Px3KOsy9('\060' + chr(111) + chr(55) + chr(48), 0b1000), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + '\066', 4334 - 4326), ehT0Px3KOsy9(chr(389 - 341) + chr(0b101100 + 0o103) + chr(0b110001) + '\060' + chr(0b110011), 0b1000), ehT0Px3KOsy9(chr(1993 - 1945) + chr(0b1010000 + 0o37) + chr(0b110001 + 0o1) + '\x33' + chr(0b100110 + 0o20), 6347 - 6339), ehT0Px3KOsy9(chr(428 - 380) + chr(1295 - 1184) + chr(0b110010) + chr(0b110001) + chr(3019 - 2964), 8), ehT0Px3KOsy9(chr(0b101101 + 0o3) + chr(6815 - 6704) + chr(0b110010) + chr(0b1101 + 0o43) + chr(48), ord("\x08")), ehT0Px3KOsy9('\060' + chr(0b101001 + 0o106) + chr(2226 - 2175) + chr(0b111 + 0o51) + chr(51), 8), ehT0Px3KOsy9(chr(0b110000) + chr(0b1011010 + 0o25) + chr(49) + chr(55) + chr(0b100100 + 0o15), 0b1000), ehT0Px3KOsy9(chr(48) + '\157' + chr(0b110111) + chr(0b110101), 0b1000), ehT0Px3KOsy9(chr(1588 - 1540) + chr(6392 - 6281) + '\x33' + chr(0b110101), 59703 - 59695), ehT0Px3KOsy9('\060' + chr(4707 - 4596) + '\061' + chr(0b110100) + chr(0b0 + 0o64), 0o10), ehT0Px3KOsy9(chr(48) + '\157' + '\066' + chr(0b110100), 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(111) + '\x33' + chr(2391 - 2339) + chr(1438 - 1387), 51441 - 51433)][WVxHKyX45z_L % ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(53) + chr(0b110000), ord("\x08"))] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'&'), chr(0b1100100) + '\x65' + '\143' + '\x6f' + chr(4507 - 4407) + '\x65')(chr(7851 - 7734) + '\x74' + chr(0b10111 + 0o117) + '\055' + chr(0b11001 + 0o37)) + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def xnw7xKMDxnTM(oVre8I6UXc3b, tKJAwKiE1Zya, GUE1BY_7JDnn, YlNBidr8uuv4, zp1vVg_LFx8b):
if xafqLlk3kkUe(oVre8I6UXc3b, xafqLlk3kkUe(SXOLrMavuUCe(b'mIDO\x0f\xfe\xfa\x0f}S\x0e\xe1F'), '\144' + '\145' + chr(7444 - 7345) + '\157' + chr(0b1011000 + 0o14) + chr(0b1011110 + 0o7))('\165' + chr(0b101010 + 0o112) + chr(0b1010110 + 0o20) + chr(1148 - 1103) + chr(56))) == xafqLlk3kkUe(SXOLrMavuUCe(b'eMCI\x08\xf2'), '\144' + chr(0b1100101) + '\x63' + chr(0b110000 + 0o77) + chr(0b1001011 + 0o31) + '\145')(chr(0b1110101) + '\x74' + chr(0b1001000 + 0o36) + chr(0b100000 + 0o15) + chr(56)):
_GMnm_MXTM2t = GUE1BY_7JDnn.minutes_for_sessions_in_range(oVre8I6UXc3b.sessions[ehT0Px3KOsy9(chr(1946 - 1898) + chr(111) + chr(48), 0o10)], oVre8I6UXc3b.sessions[-ehT0Px3KOsy9(chr(1042 - 994) + chr(111) + chr(0b110001), ord("\x08"))])
RJU42h9EEEXE = zp1vVg_LFx8b.get_history_window([tKJAwKiE1Zya], _GMnm_MXTM2t[-ehT0Px3KOsy9('\060' + chr(0b111011 + 0o64) + chr(49), 8)], bar_count=c2A0yzQpDQB3(_GMnm_MXTM2t) + ehT0Px3KOsy9(chr(0b1101 + 0o43) + chr(111) + chr(0b10011 + 0o36), 8), frequency=xafqLlk3kkUe(SXOLrMavuUCe(b'9I'), chr(6387 - 6287) + '\x65' + '\x63' + '\x6f' + chr(332 - 232) + chr(0b1100101))(chr(8328 - 8211) + '\164' + chr(0b1010111 + 0o17) + chr(0b101101) + chr(0b0 + 0o70)), field=xafqLlk3kkUe(SXOLrMavuUCe(b'xVD_\x19'), chr(0b11100 + 0o110) + chr(3282 - 3181) + chr(0b1100011) + chr(4746 - 4635) + '\x64' + chr(101))(chr(117) + chr(1669 - 1553) + '\x66' + chr(45) + '\070'), data_frequency=oVre8I6UXc3b.emission_rate, ffill=ehT0Px3KOsy9(chr(0b11 + 0o55) + chr(1851 - 1740) + '\061', 8))[tKJAwKiE1Zya]
return (xafqLlk3kkUe(RJU42h9EEEXE, xafqLlk3kkUe(SXOLrMavuUCe(b'xGYc\x1f\xff\xf4\x0fED'), chr(0b1100100) + '\145' + chr(0b1100011) + chr(0b1101111) + chr(8450 - 8350) + chr(7847 - 7746))(chr(0b1110101) + chr(5073 - 4957) + chr(0b1100110) + chr(45) + '\x38'))()[ehT0Px3KOsy9('\060' + '\157' + '\x31', 8):], xafqLlk3kkUe(oVre8I6UXc3b, xafqLlk3kkUe(SXOLrMavuUCe(b'lKZR\x0f\xf6\xf8\x11ND0\xf8J_SV\xb9\xf9\xb1\x18\x88X\xfd\x84XR%Jo&\xed'), chr(0b1100100) + '\145' + chr(0b1100011) + '\x6f' + chr(0b1100100) + '\145')('\x75' + '\164' + '\x66' + '\x2d' + chr(0b111000)))(GUE1BY_7JDnn, RJU42h9EEEXE))
NcwNd9gvgEB5 = tKJAwKiE1Zya.start_date
if NcwNd9gvgEB5 < YlNBidr8uuv4[ehT0Px3KOsy9('\060' + chr(8594 - 8483) + chr(2091 - 2043), 8)]:
RJU42h9EEEXE = zp1vVg_LFx8b.get_history_window([tKJAwKiE1Zya], YlNBidr8uuv4[-ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(2210 - 2161), 8)], bar_count=c2A0yzQpDQB3(YlNBidr8uuv4) + ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(2349 - 2300), 8), frequency=xafqLlk3kkUe(SXOLrMavuUCe(b'9@'), chr(100) + '\x65' + chr(5575 - 5476) + chr(111) + chr(100) + '\x65')('\165' + chr(116) + '\x66' + '\055' + chr(0b111000)), field=xafqLlk3kkUe(SXOLrMavuUCe(b'xVD_\x19'), chr(0b1001011 + 0o31) + chr(101) + chr(0b11001 + 0o112) + chr(111) + chr(0b1011011 + 0o11) + chr(101))(chr(117) + '\x74' + chr(0b1100110) + chr(625 - 580) + chr(0b101010 + 0o16)), data_frequency=oVre8I6UXc3b.emission_rate, ffill=ehT0Px3KOsy9(chr(0b101001 + 0o7) + chr(111) + chr(49), 8))[tKJAwKiE1Zya]
HMmxlqB6_Lkj = RJU42h9EEEXE.pct_change()[ehT0Px3KOsy9('\x30' + chr(0b1101111) + chr(0b110001), 8):]
return (HMmxlqB6_Lkj, HMmxlqB6_Lkj)
elif NcwNd9gvgEB5 == YlNBidr8uuv4[ehT0Px3KOsy9('\x30' + '\157' + chr(48), 8)]:
RJU42h9EEEXE = zp1vVg_LFx8b.get_history_window([tKJAwKiE1Zya], YlNBidr8uuv4[-ehT0Px3KOsy9(chr(0b11110 + 0o22) + chr(0b1011010 + 0o25) + chr(0b110001), 8)], bar_count=c2A0yzQpDQB3(YlNBidr8uuv4), frequency=xafqLlk3kkUe(SXOLrMavuUCe(b'9@'), '\144' + chr(0b1100101) + '\x63' + chr(10704 - 10593) + chr(100) + chr(2206 - 2105))(chr(0b111000 + 0o75) + '\x74' + '\x66' + chr(45) + chr(0b111000)), field=xafqLlk3kkUe(SXOLrMavuUCe(b'xVD_\x19'), chr(5154 - 5054) + '\145' + '\143' + '\157' + chr(0b100001 + 0o103) + chr(101))('\165' + '\164' + '\146' + '\x2d' + chr(56)), data_frequency=oVre8I6UXc3b.emission_rate, ffill=ehT0Px3KOsy9(chr(0b101100 + 0o4) + chr(0b1101111) + '\061', 8))[tKJAwKiE1Zya]
yU1RJq_GJSvq = zp1vVg_LFx8b.get_spot_value(tKJAwKiE1Zya, xafqLlk3kkUe(SXOLrMavuUCe(b'gTHR'), chr(100) + chr(383 - 282) + '\x63' + chr(0b1101111) + chr(0b1100100) + chr(0b1100101))(chr(0b1100001 + 0o24) + '\164' + chr(0b1100110) + chr(0b101101) + '\x38'), YlNBidr8uuv4[ehT0Px3KOsy9(chr(0b110000) + chr(6070 - 5959) + chr(0b110000), 8)], xafqLlk3kkUe(SXOLrMavuUCe(b'lEDP\x05'), '\144' + '\145' + chr(6153 - 6054) + chr(0b1101111) + '\144' + '\145')(chr(0b1110101) + chr(0b1110100) + chr(2036 - 1934) + chr(638 - 593) + chr(56)))
TV3Y9ghxbEcC = zp1vVg_LFx8b.get_spot_value(tKJAwKiE1Zya, xafqLlk3kkUe(SXOLrMavuUCe(b'kHBO\x19'), chr(0b1100100) + '\145' + chr(0b1011001 + 0o12) + chr(0b1101101 + 0o2) + chr(100) + chr(0b101001 + 0o74))(chr(0b1110101) + chr(621 - 505) + chr(9478 - 9376) + '\x2d' + chr(0b11000 + 0o40)), YlNBidr8uuv4[ehT0Px3KOsy9('\060' + chr(0b1011010 + 0o25) + '\060', 8)], xafqLlk3kkUe(SXOLrMavuUCe(b'lEDP\x05'), chr(0b1100100) + chr(0b1010111 + 0o16) + chr(0b110011 + 0o60) + chr(9971 - 9860) + '\x64' + chr(0b1100101))(chr(0b1110101) + chr(0b1110100) + '\146' + chr(0b101101) + '\x38'))
V_ExQHA3teKr = (TV3Y9ghxbEcC - yU1RJq_GJSvq) / yU1RJq_GJSvq
HMmxlqB6_Lkj = RJU42h9EEEXE.pct_change()[:]
HMmxlqB6_Lkj[ehT0Px3KOsy9('\x30' + '\x6f' + chr(1740 - 1692), 8)] = V_ExQHA3teKr
return (HMmxlqB6_Lkj, HMmxlqB6_Lkj)
else:
raise q1QCh3W88sgk(xafqLlk3kkUe(SXOLrMavuUCe(b'kECR\x13\xe3\xb5\x12GUO\xf7F_EJ\xb1\xc7\xb1\x16\xdcY\xe0\xcafR3]rc\xea\xe7\xe1\xb7YYr\x01G\xc3fKY\x1c\x19\xef\xfc\x12V\x01\x0b\xe0QXHE\xfc\xd2\xab\x18\xdc^\xe6\x87rM!Lo,\xf0\xaf\xf0\xa6\x0bTr\x00\x14\xcbiW^Y\x08\xb7\xe6\x15CS\x1b\xb5GPRG\xe1\x83\xb1T'), chr(9214 - 9114) + chr(101) + chr(7948 - 7849) + '\x6f' + chr(0b110 + 0o136) + chr(101))(chr(0b1110101) + chr(116) + chr(0b1100110) + chr(99 - 54) + chr(0b100111 + 0o21)) % NcwNd9gvgEB5)
|
quantopian/zipline
|
zipline/utils/run_algo.py
|
_run
|
def _run(handle_data,
initialize,
before_trading_start,
analyze,
algofile,
algotext,
defines,
data_frequency,
capital_base,
bundle,
bundle_timestamp,
start,
end,
output,
trading_calendar,
print_algo,
metrics_set,
local_namespace,
environ,
blotter,
benchmark_returns):
"""Run a backtest for the given algorithm.
This is shared between the cli and :func:`zipline.run_algo`.
"""
if benchmark_returns is None:
benchmark_returns, _ = load_market_data(environ=environ)
if algotext is not None:
if local_namespace:
ip = get_ipython() # noqa
namespace = ip.user_ns
else:
namespace = {}
for assign in defines:
try:
name, value = assign.split('=', 2)
except ValueError:
raise ValueError(
'invalid define %r, should be of the form name=value' %
assign,
)
try:
# evaluate in the same namespace so names may refer to
# eachother
namespace[name] = eval(value, namespace)
except Exception as e:
raise ValueError(
'failed to execute definition for name %r: %s' % (name, e),
)
elif defines:
raise _RunAlgoError(
'cannot pass define without `algotext`',
"cannot pass '-D' / '--define' without '-t' / '--algotext'",
)
else:
namespace = {}
if algofile is not None:
algotext = algofile.read()
if print_algo:
if PYGMENTS:
highlight(
algotext,
PythonLexer(),
TerminalFormatter(),
outfile=sys.stdout,
)
else:
click.echo(algotext)
if trading_calendar is None:
trading_calendar = get_calendar('XNYS')
# date parameter validation
if trading_calendar.session_distance(start, end) < 1:
raise _RunAlgoError(
'There are no trading days between %s and %s' % (
start.date(),
end.date(),
),
)
bundle_data = bundles.load(
bundle,
environ,
bundle_timestamp,
)
first_trading_day = \
bundle_data.equity_minute_bar_reader.first_trading_day
data = DataPortal(
bundle_data.asset_finder,
trading_calendar=trading_calendar,
first_trading_day=first_trading_day,
equity_minute_reader=bundle_data.equity_minute_bar_reader,
equity_daily_reader=bundle_data.equity_daily_bar_reader,
adjustment_reader=bundle_data.adjustment_reader,
)
pipeline_loader = USEquityPricingLoader(
bundle_data.equity_daily_bar_reader,
bundle_data.adjustment_reader,
)
def choose_loader(column):
if column in USEquityPricing.columns:
return pipeline_loader
raise ValueError(
"No PipelineLoader registered for column %s." % column
)
if isinstance(metrics_set, six.string_types):
try:
metrics_set = metrics.load(metrics_set)
except ValueError as e:
raise _RunAlgoError(str(e))
if isinstance(blotter, six.string_types):
try:
blotter = load(Blotter, blotter)
except ValueError as e:
raise _RunAlgoError(str(e))
perf = TradingAlgorithm(
namespace=namespace,
data_portal=data,
get_pipeline_loader=choose_loader,
trading_calendar=trading_calendar,
sim_params=SimulationParameters(
start_session=start,
end_session=end,
trading_calendar=trading_calendar,
capital_base=capital_base,
data_frequency=data_frequency,
),
metrics_set=metrics_set,
blotter=blotter,
benchmark_returns=benchmark_returns,
**{
'initialize': initialize,
'handle_data': handle_data,
'before_trading_start': before_trading_start,
'analyze': analyze,
} if algotext is None else {
'algo_filename': getattr(algofile, 'name', '<algorithm>'),
'script': algotext,
}
).run()
if output == '-':
click.echo(str(perf))
elif output != os.devnull: # make the zipline magic not write any data
perf.to_pickle(output)
return perf
|
python
|
def _run(handle_data,
initialize,
before_trading_start,
analyze,
algofile,
algotext,
defines,
data_frequency,
capital_base,
bundle,
bundle_timestamp,
start,
end,
output,
trading_calendar,
print_algo,
metrics_set,
local_namespace,
environ,
blotter,
benchmark_returns):
"""Run a backtest for the given algorithm.
This is shared between the cli and :func:`zipline.run_algo`.
"""
if benchmark_returns is None:
benchmark_returns, _ = load_market_data(environ=environ)
if algotext is not None:
if local_namespace:
ip = get_ipython() # noqa
namespace = ip.user_ns
else:
namespace = {}
for assign in defines:
try:
name, value = assign.split('=', 2)
except ValueError:
raise ValueError(
'invalid define %r, should be of the form name=value' %
assign,
)
try:
# evaluate in the same namespace so names may refer to
# eachother
namespace[name] = eval(value, namespace)
except Exception as e:
raise ValueError(
'failed to execute definition for name %r: %s' % (name, e),
)
elif defines:
raise _RunAlgoError(
'cannot pass define without `algotext`',
"cannot pass '-D' / '--define' without '-t' / '--algotext'",
)
else:
namespace = {}
if algofile is not None:
algotext = algofile.read()
if print_algo:
if PYGMENTS:
highlight(
algotext,
PythonLexer(),
TerminalFormatter(),
outfile=sys.stdout,
)
else:
click.echo(algotext)
if trading_calendar is None:
trading_calendar = get_calendar('XNYS')
# date parameter validation
if trading_calendar.session_distance(start, end) < 1:
raise _RunAlgoError(
'There are no trading days between %s and %s' % (
start.date(),
end.date(),
),
)
bundle_data = bundles.load(
bundle,
environ,
bundle_timestamp,
)
first_trading_day = \
bundle_data.equity_minute_bar_reader.first_trading_day
data = DataPortal(
bundle_data.asset_finder,
trading_calendar=trading_calendar,
first_trading_day=first_trading_day,
equity_minute_reader=bundle_data.equity_minute_bar_reader,
equity_daily_reader=bundle_data.equity_daily_bar_reader,
adjustment_reader=bundle_data.adjustment_reader,
)
pipeline_loader = USEquityPricingLoader(
bundle_data.equity_daily_bar_reader,
bundle_data.adjustment_reader,
)
def choose_loader(column):
if column in USEquityPricing.columns:
return pipeline_loader
raise ValueError(
"No PipelineLoader registered for column %s." % column
)
if isinstance(metrics_set, six.string_types):
try:
metrics_set = metrics.load(metrics_set)
except ValueError as e:
raise _RunAlgoError(str(e))
if isinstance(blotter, six.string_types):
try:
blotter = load(Blotter, blotter)
except ValueError as e:
raise _RunAlgoError(str(e))
perf = TradingAlgorithm(
namespace=namespace,
data_portal=data,
get_pipeline_loader=choose_loader,
trading_calendar=trading_calendar,
sim_params=SimulationParameters(
start_session=start,
end_session=end,
trading_calendar=trading_calendar,
capital_base=capital_base,
data_frequency=data_frequency,
),
metrics_set=metrics_set,
blotter=blotter,
benchmark_returns=benchmark_returns,
**{
'initialize': initialize,
'handle_data': handle_data,
'before_trading_start': before_trading_start,
'analyze': analyze,
} if algotext is None else {
'algo_filename': getattr(algofile, 'name', '<algorithm>'),
'script': algotext,
}
).run()
if output == '-':
click.echo(str(perf))
elif output != os.devnull: # make the zipline magic not write any data
perf.to_pickle(output)
return perf
|
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] |
Run a backtest for the given algorithm.
This is shared between the cli and :func:`zipline.run_algo`.
|
[
"Run",
"a",
"backtest",
"for",
"the",
"given",
"algorithm",
"."
] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/utils/run_algo.py#L56-L213
|
train
|
Run a single algorithm.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9(chr(0b110000) + chr(0b1000111 + 0o50) + chr(0b1110 + 0o51) + '\x34', ord("\x08")), ehT0Px3KOsy9('\060' + chr(10308 - 10197) + chr(0b101110 + 0o7), ord("\x08")), ehT0Px3KOsy9('\x30' + chr(0b11 + 0o154) + '\063' + chr(904 - 849) + chr(189 - 135), ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(0b10010 + 0o135) + chr(0b1 + 0o62) + '\x35' + '\x31', ord("\x08")), ehT0Px3KOsy9(chr(1710 - 1662) + chr(111) + chr(51) + '\x37' + chr(1234 - 1179), 0o10), ehT0Px3KOsy9(chr(101 - 53) + '\157' + chr(0b110001) + chr(53) + chr(0b110010), 12402 - 12394), ehT0Px3KOsy9(chr(0b101001 + 0o7) + '\157' + '\062' + chr(50), 53875 - 53867), ehT0Px3KOsy9('\060' + chr(0b1000111 + 0o50) + '\x32' + chr(2490 - 2440) + chr(48), 0o10), ehT0Px3KOsy9(chr(0b1000 + 0o50) + chr(111) + chr(51) + chr(0b110100), ord("\x08")), ehT0Px3KOsy9('\x30' + chr(111) + chr(2240 - 2190) + chr(2006 - 1958) + '\x33', 0o10), ehT0Px3KOsy9('\060' + chr(4230 - 4119) + '\062' + chr(51), 39810 - 39802), ehT0Px3KOsy9(chr(1902 - 1854) + '\157' + chr(0b100110 + 0o15) + chr(1200 - 1146) + chr(0b101110 + 0o6), 0o10), ehT0Px3KOsy9('\x30' + chr(111) + chr(0b101010 + 0o11) + chr(196 - 147) + '\x30', 65320 - 65312), ehT0Px3KOsy9('\x30' + chr(111) + chr(49) + chr(0b10010 + 0o40) + chr(0b110111), 55927 - 55919), ehT0Px3KOsy9(chr(0b1110 + 0o42) + chr(111) + chr(50) + '\x30', 43565 - 43557), ehT0Px3KOsy9('\060' + '\x6f' + chr(1303 - 1254) + chr(0b110 + 0o52) + chr(0b110111), 40681 - 40673), ehT0Px3KOsy9(chr(1144 - 1096) + chr(0b1001101 + 0o42) + chr(49) + chr(0b110101) + chr(53), ord("\x08")), ehT0Px3KOsy9('\x30' + chr(9471 - 9360) + chr(2737 - 2682) + chr(0b100000 + 0o20), ord("\x08")), ehT0Px3KOsy9('\x30' + chr(0b1101111) + chr(0b110101) + chr(775 - 720), ord("\x08")), ehT0Px3KOsy9(chr(48) + '\x6f' + '\x31' + chr(0b10 + 0o61) + chr(0b110000), 0b1000), ehT0Px3KOsy9(chr(0b101010 + 0o6) + '\x6f' + chr(0b100101 + 0o15) + chr(2041 - 1987) + '\067', 9655 - 9647), ehT0Px3KOsy9('\x30' + '\x6f' + '\061' + '\065' + chr(0b110101), 8), ehT0Px3KOsy9(chr(0b101100 + 0o4) + chr(5629 - 5518) + chr(0b110011) + '\x36' + chr(0b110110), ord("\x08")), ehT0Px3KOsy9('\060' + '\157' + chr(2082 - 2033) + '\064' + chr(0b110111), 0o10), ehT0Px3KOsy9('\060' + chr(111) + chr(0b110001) + chr(0b110010) + '\062', 38237 - 38229), ehT0Px3KOsy9(chr(0b110 + 0o52) + '\x6f' + chr(2286 - 2235) + chr(0b1 + 0o61) + chr(49), 0o10), ehT0Px3KOsy9('\x30' + '\157' + chr(0b10011 + 0o36) + chr(55) + chr(727 - 676), 0b1000), ehT0Px3KOsy9(chr(0b101010 + 0o6) + '\157' + chr(0b110010) + chr(0b110110), 0o10), ehT0Px3KOsy9(chr(0b10110 + 0o32) + chr(0b1101111) + chr(0b10101 + 0o34) + chr(0b100110 + 0o15) + '\x33', 0o10), ehT0Px3KOsy9(chr(344 - 296) + '\x6f' + chr(49) + chr(0b110111) + '\x36', 5561 - 5553), ehT0Px3KOsy9(chr(100 - 52) + chr(0b1101111) + '\063' + '\064' + chr(0b110101), 35409 - 35401), ehT0Px3KOsy9(chr(0b100010 + 0o16) + chr(111) + chr(49) + chr(55) + chr(0b11100 + 0o27), 8), ehT0Px3KOsy9(chr(48) + '\157' + chr(50) + chr(55) + chr(48), 0b1000), ehT0Px3KOsy9('\x30' + chr(0b1101111) + chr(50) + chr(777 - 722) + chr(2624 - 2569), 0b1000), ehT0Px3KOsy9(chr(48) + '\x6f' + '\x31' + '\064' + '\067', 8), ehT0Px3KOsy9(chr(0b1100 + 0o44) + '\157' + chr(50) + chr(0b110011 + 0o4) + chr(50), 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(1007 - 957) + '\x35' + '\067', 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(0b111000 + 0o67) + '\x37' + chr(0b110100), 8), ehT0Px3KOsy9('\x30' + '\x6f' + chr(0b110011) + chr(2742 - 2687), 0o10), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + '\067' + chr(0b110000), 8)][WVxHKyX45z_L % ehT0Px3KOsy9('\x30' + '\x6f' + '\065' + chr(1160 - 1112), 0b1000)] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'\x12'), '\x64' + '\145' + chr(0b101011 + 0o70) + chr(111) + '\x64' + chr(6956 - 6855))('\165' + chr(0b1101110 + 0o6) + chr(5372 - 5270) + '\x2d' + '\x38') + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def xnaCGCEHQH3F(PlnZOTvWE7g0, MuiHFrkYeUQ4, Gs6DaNzmND_d, fI_kFCmE76LC, NnQHX5fD1Zem, rbX9ASHzRG83, ZCo66HHa0lvP, bXS4MokNqKbm, kbRhDi9e7qqO, BdOvlW9oyNT1, PgtClxoRs7TB, avRbFsnfJxQj, whWDZq5_lP01, e1jVqMSBZ01Y, GUE1BY_7JDnn, F5yvBDS8VEtU, UqUxZ3isRi_J, N0I__FlILn33, rNK60KZ67nXB, WcJlIx2C2pWn, ie_gijH_06GP):
if ie_gijH_06GP is None:
(ie_gijH_06GP, VNGQdHSFPrso) = Y0ITzvhkgX51(environ=rNK60KZ67nXB)
if rbX9ASHzRG83 is not None:
if N0I__FlILn33:
Hsra_lSlb8Qx = OPDYBgmbqzSc()
y7wzAiF9iB4_ = Hsra_lSlb8Qx.user_ns
else:
y7wzAiF9iB4_ = {}
for XH9bAgNQ2txV in ZCo66HHa0lvP:
try:
(AIvJRzLdDfgF, QmmgWUB13VCJ) = XH9bAgNQ2txV.split(xafqLlk3kkUe(SXOLrMavuUCe(b'\x01'), chr(0b11110 + 0o106) + '\145' + '\143' + chr(0b1101000 + 0o7) + chr(3667 - 3567) + '\x65')('\165' + chr(11579 - 11463) + chr(0b10100 + 0o122) + chr(525 - 480) + chr(0b111000)), ehT0Px3KOsy9('\060' + chr(0b1101111) + chr(0b11110 + 0o24), 33133 - 33125))
except q1QCh3W88sgk:
raise q1QCh3W88sgk(xafqLlk3kkUe(SXOLrMavuUCe(b'Uk\x88\x88\x93\x03v\xb0x\xe6u\x9d\xa620b\x1f\x14\x0f+\xdf\x02\x83\x0b6\xf1\x19s{\x11\x83[\xcc\xd7\x02\x9a\xc9SmU\x1ck\x9f\x84\x9aWd\xf1p\xf6v'), chr(4279 - 4179) + chr(9873 - 9772) + chr(5653 - 5554) + chr(0b111001 + 0o66) + '\x64' + chr(4434 - 4333))('\165' + '\x74' + '\x66' + chr(0b101101) + '\x38') % XH9bAgNQ2txV)
try:
y7wzAiF9iB4_[AIvJRzLdDfgF] = MCqssyYhLtLC(QmmgWUB13VCJ, y7wzAiF9iB4_)
except jLmadlzMdunT as GlnVAPeT6CUe:
raise q1QCh3W88sgk(xafqLlk3kkUe(SXOLrMavuUCe(b'Zd\x97\x85\x9a\x0e2\xe4s\xa3v\x8c\xad4e3\x08\x18K=\xd1\x04\x98\x0e&\xb8\x14x{\x18\x8a\t\x98\xd1\x06\xd7\xca\x1c:J\x06%\xdb\x9a'), chr(0b1100100) + chr(101) + chr(99) + chr(111) + '\x64' + chr(0b101110 + 0o67))(chr(117) + '\164' + chr(0b1100110) + chr(0b101101) + chr(56)) % (AIvJRzLdDfgF, GlnVAPeT6CUe))
elif ZCo66HHa0lvP:
raise tVqs1da6k4uo(xafqLlk3kkUe(SXOLrMavuUCe(b"_d\x90\x87\x90\x1e2\xe0}\xf0`\xd4\xac2v.\x03]\x0f/\xde\x19\x9e\x08'\xa5[v:\x12\x82\x14\xcc\xda\x1f\xce\xcf"), chr(5123 - 5023) + chr(0b1000101 + 0o40) + chr(99) + chr(0b1101111) + chr(5907 - 5807) + '\145')(chr(1344 - 1227) + '\x74' + chr(0b110111 + 0o57) + chr(0b101101) + chr(56)), xafqLlk3kkUe(SXOLrMavuUCe(b'_d\x90\x87\x90\x1e2\xe0}\xf0`\xd4\xefzT`M\x17\x0f\x7f\x9a@\x92\x024\xb8\x15s|^\x92\x12\xcc\xd7\x08\xcf\xdb\x1c8\x15H"\xde\xc6\xdfM?\xbd}\xeft\x9b\xbc2h3J'), chr(6586 - 6486) + chr(0b100110 + 0o77) + '\143' + chr(111) + chr(0b1100100) + chr(0b1100101))(chr(0b1110101) + '\164' + '\146' + '\x2d' + chr(0b111000)))
else:
y7wzAiF9iB4_ = {}
if NnQHX5fD1Zem is not None:
rbX9ASHzRG83 = NnQHX5fD1Zem.U6MiWrhuCi2Y()
if F5yvBDS8VEtU:
if qB3n2s4r5shl:
KBJTxET860F_(rbX9ASHzRG83, xvUJexGpQ4qx(), cEPqG4hL4kLo(), outfile=xafqLlk3kkUe(a2SYDDomXDZ2, xafqLlk3kkUe(SXOLrMavuUCe(b'{k\x88\xb0\x95XV\xf7E\xe9v\x9b'), chr(0b1110 + 0o126) + '\x65' + chr(99) + '\157' + chr(0b1100100) + '\x65')('\x75' + chr(0b1110100) + chr(0b1110 + 0o130) + '\055' + chr(0b111000))))
else:
xafqLlk3kkUe(zsE8htsrFxS3, xafqLlk3kkUe(SXOLrMavuUCe(b'zh\xc8\xb9\xa0_`\xfbo\xecP\xbc'), chr(0b1100100) + '\145' + chr(0b111111 + 0o44) + chr(111) + '\x64' + chr(101))(chr(117) + '\164' + chr(0b1100110) + chr(45) + chr(0b11111 + 0o31)))(rbX9ASHzRG83)
if GUE1BY_7JDnn is None:
GUE1BY_7JDnn = qV4fO1AoRtpp(xafqLlk3kkUe(SXOLrMavuUCe(b'dK\xa7\xba'), chr(0b10111 + 0o115) + chr(0b1011010 + 0o13) + chr(2891 - 2792) + chr(0b1011001 + 0o26) + chr(0b1100100) + chr(0b11000 + 0o115))(chr(6945 - 6828) + chr(474 - 358) + '\x66' + chr(0b101101) + '\x38'))
if xafqLlk3kkUe(GUE1BY_7JDnn, xafqLlk3kkUe(SXOLrMavuUCe(b'O`\x8d\x9a\x96\x05|\xcfx\xea`\x80\xa99s"'), '\144' + chr(101) + '\x63' + chr(111) + chr(3793 - 3693) + chr(0b110100 + 0o61))('\165' + '\164' + '\x66' + '\x2d' + '\070'))(avRbFsnfJxQj, whWDZq5_lP01) < ehT0Px3KOsy9('\x30' + chr(12136 - 12025) + chr(0b110001), ord("\x08")):
raise tVqs1da6k4uo(xafqLlk3kkUe(SXOLrMavuUCe(b'hm\x9b\x9b\x9aJs\xe2y\xa3}\x9b\xe8#b&\tQA?\x97\t\x97\x1e!\xf1\x19s/\t\x80\x1e\xd6\x9fB\xc9\x8f]q\\\x1c \x8d'), '\144' + '\145' + '\143' + '\157' + chr(100) + '\x65')(chr(6079 - 5962) + chr(3904 - 3788) + chr(102) + chr(0b10011 + 0o32) + chr(2560 - 2504)) % (xafqLlk3kkUe(avRbFsnfJxQj, xafqLlk3kkUe(SXOLrMavuUCe(b'Xd\x8a\x8c'), chr(0b1010111 + 0o15) + '\x65' + chr(9302 - 9203) + '\x6f' + chr(0b1100100) + chr(101))('\x75' + chr(116) + '\x66' + '\x2d' + '\070'))(), xafqLlk3kkUe(whWDZq5_lP01, xafqLlk3kkUe(SXOLrMavuUCe(b'Xd\x8a\x8c'), chr(0b1100100) + chr(5705 - 5604) + chr(2521 - 2422) + chr(0b1101111) + '\x64' + chr(0b1010011 + 0o22))(chr(5803 - 5686) + chr(5120 - 5004) + chr(102) + chr(45) + chr(56)))()))
fye1kYE1Kttt = e6TIGpvOn5Jf.mxtdQMeiwJZJ(BdOvlW9oyNT1, rNK60KZ67nXB, PgtClxoRs7TB)
dFUu8gPYz3Rg = fye1kYE1Kttt.equity_minute_bar_reader.first_trading_day
ULnjp6D6efFH = oSHDZAZfoCsi(fye1kYE1Kttt.asset_finder, trading_calendar=GUE1BY_7JDnn, first_trading_day=dFUu8gPYz3Rg, equity_minute_reader=fye1kYE1Kttt.equity_minute_bar_reader, equity_daily_reader=fye1kYE1Kttt.equity_daily_bar_reader, adjustment_reader=fye1kYE1Kttt.adjustment_reader)
LGt4aRa2ejFA = CTdtxjjDEiDJ(fye1kYE1Kttt.equity_daily_bar_reader, fye1kYE1Kttt.adjustment_reader)
def dbTfemc1CHPZ(Pl0JgJDv0QqN):
if Pl0JgJDv0QqN in xafqLlk3kkUe(ZmKDDorPlspX, xafqLlk3kkUe(SXOLrMavuUCe(b'MN\x92\xb1\xbd\x1e|\xa3L\xc8j\xc0'), chr(0b1000000 + 0o44) + chr(101) + '\x63' + chr(111) + chr(100) + chr(0b1100101))(chr(0b1011001 + 0o34) + chr(116) + chr(0b1100110) + chr(0b101101) + chr(0b100111 + 0o21))):
return LGt4aRa2ejFA
raise q1QCh3W88sgk(xafqLlk3kkUe(SXOLrMavuUCe(b'rj\xde\xb9\x96\x1aw\xfcu\xedv\xb8\xa76t"\x1f\x18]=\xd0\x04\x85\x137\xa3\x1er{\x18\x8a\t\x98\xdc\x08\xd6\xdaQq\x18\x19v\xd0'), chr(0b1000101 + 0o37) + chr(3906 - 3805) + '\143' + chr(2016 - 1905) + chr(0b1100100) + chr(4227 - 4126))(chr(117) + '\x74' + chr(0b10011 + 0o123) + chr(999 - 954) + chr(0b111000)) % Pl0JgJDv0QqN)
if PlSM16l2KDPD(UqUxZ3isRi_J, xafqLlk3kkUe(sYby0kpfssd4, xafqLlk3kkUe(SXOLrMavuUCe(b'Oq\x8c\x80\x91\rM\xe4e\xf3v\x87'), chr(100) + chr(0b1100101) + chr(99) + chr(111) + chr(0b10011 + 0o121) + chr(6337 - 6236))(chr(117) + chr(0b1001110 + 0o46) + chr(0b1100110) + '\x2d' + chr(0b100000 + 0o30)))):
try:
UqUxZ3isRi_J = yYegMqDoSfs5.mxtdQMeiwJZJ(UqUxZ3isRi_J)
except q1QCh3W88sgk as GlnVAPeT6CUe:
raise tVqs1da6k4uo(M8_cKLkHVB2V(GlnVAPeT6CUe))
if PlSM16l2KDPD(WcJlIx2C2pWn, xafqLlk3kkUe(sYby0kpfssd4, xafqLlk3kkUe(SXOLrMavuUCe(b'Oq\x8c\x80\x91\rM\xe4e\xf3v\x87'), '\144' + '\145' + chr(0b1100011) + chr(0b10 + 0o155) + chr(6923 - 6823) + '\x65')(chr(117) + '\164' + '\146' + chr(0b101101) + chr(0b111000)))):
try:
WcJlIx2C2pWn = mxtdQMeiwJZJ(WU8Kc2MM3uWt, WcJlIx2C2pWn)
except q1QCh3W88sgk as GlnVAPeT6CUe:
raise tVqs1da6k4uo(M8_cKLkHVB2V(GlnVAPeT6CUe))
FDrs8ZfAkDxp = CjSeVkyJ8VrZ(namespace=y7wzAiF9iB4_, data_portal=ULnjp6D6efFH, get_pipeline_loader=dbTfemc1CHPZ, trading_calendar=GUE1BY_7JDnn, sim_params=xGpYKA6knASv(start_session=avRbFsnfJxQj, end_session=whWDZq5_lP01, trading_calendar=GUE1BY_7JDnn, capital_base=kbRhDi9e7qqO, data_frequency=bXS4MokNqKbm), metrics_set=UqUxZ3isRi_J, blotter=WcJlIx2C2pWn, benchmark_returns=ie_gijH_06GP, **{xafqLlk3kkUe(SXOLrMavuUCe(b'Uk\x97\x9d\x96\x0b~\xf9f\xe6'), '\x64' + chr(0b1100101) + '\x63' + chr(0b1100001 + 0o16) + chr(0b1100100) + chr(7450 - 7349))('\x75' + chr(4852 - 4736) + chr(0b1100110) + chr(45) + '\070'): MuiHFrkYeUQ4, xafqLlk3kkUe(SXOLrMavuUCe(b'Td\x90\x8d\x93\x0fM\xf4}\xf7r'), '\x64' + '\x65' + '\x63' + chr(111) + chr(0b111000 + 0o54) + chr(101))(chr(0b1110101) + '\x74' + chr(9246 - 9144) + chr(0b101101) + chr(2134 - 2078)): PlnZOTvWE7g0, xafqLlk3kkUe(SXOLrMavuUCe(b'^`\x98\x86\x8d\x0fM\xe4n\xe2w\x9d\xa60O4\x19Y],'), chr(100) + chr(0b1100101) + '\143' + '\157' + chr(190 - 90) + '\145')(chr(3382 - 3265) + '\164' + chr(0b1100110) + chr(45) + chr(0b111000)): Gs6DaNzmND_d, xafqLlk3kkUe(SXOLrMavuUCe(b']k\x9f\x85\x86\x10w'), '\144' + chr(0b1100101) + chr(0b1001000 + 0o33) + chr(0b11101 + 0o122) + chr(5136 - 5036) + '\145')(chr(926 - 809) + chr(0b1001 + 0o153) + chr(0b1100110) + '\x2d' + chr(0b111000)): fI_kFCmE76LC} if rbX9ASHzRG83 is None else {xafqLlk3kkUe(SXOLrMavuUCe(b']i\x99\x86\xa0\x0c{\xfcy\xedr\x99\xad'), '\x64' + chr(8506 - 8405) + chr(522 - 423) + chr(0b1101111) + '\x64' + '\x65')('\165' + '\x74' + chr(7181 - 7079) + chr(45) + chr(0b111000 + 0o0)): xafqLlk3kkUe(NnQHX5fD1Zem, xafqLlk3kkUe(SXOLrMavuUCe(b'Rd\x93\x8c'), chr(0b1100100) + chr(7415 - 7314) + '\x63' + '\157' + chr(0b1100100) + '\145')('\x75' + chr(920 - 804) + chr(8978 - 8876) + chr(0b100101 + 0o10) + '\x38'), xafqLlk3kkUe(SXOLrMavuUCe(b'\x00d\x92\x8e\x90\x18{\xe4t\xee-'), chr(0b1100100) + '\x65' + chr(7516 - 7417) + '\157' + chr(0b11101 + 0o107) + '\145')(chr(0b1110101) + chr(0b101111 + 0o105) + chr(102) + chr(45) + chr(56))), xafqLlk3kkUe(SXOLrMavuUCe(b'Of\x8c\x80\x8f\x1e'), '\x64' + chr(101) + chr(99) + '\x6f' + chr(8453 - 8353) + chr(0b11110 + 0o107))(chr(6644 - 6527) + chr(0b1110100) + '\146' + '\055' + chr(240 - 184)): rbX9ASHzRG83}).sgt5BU61bwZ2()
if e1jVqMSBZ01Y == xafqLlk3kkUe(SXOLrMavuUCe(b'\x11'), chr(0b10100 + 0o120) + chr(101) + chr(3278 - 3179) + chr(0b1101111) + chr(0b1100100) + chr(0b1100101))('\165' + '\164' + '\x66' + '\x2d' + chr(0b111000)):
xafqLlk3kkUe(zsE8htsrFxS3, xafqLlk3kkUe(SXOLrMavuUCe(b'zh\xc8\xb9\xa0_`\xfbo\xecP\xbc'), '\144' + chr(0b1100101) + chr(99) + chr(0b10 + 0o155) + chr(1882 - 1782) + '\x65')(chr(117) + chr(12219 - 12103) + chr(0b100100 + 0o102) + '\055' + '\x38'))(M8_cKLkHVB2V(FDrs8ZfAkDxp))
elif e1jVqMSBZ01Y != xafqLlk3kkUe(oqhJDdMJfuwx, xafqLlk3kkUe(SXOLrMavuUCe(b'X`\x88\x87\x8a\x06~'), '\144' + chr(0b1010001 + 0o24) + '\143' + chr(1992 - 1881) + chr(100) + chr(0b1111 + 0o126))(chr(117) + chr(116) + chr(278 - 176) + chr(0b1 + 0o54) + chr(0b111000))):
xafqLlk3kkUe(FDrs8ZfAkDxp, xafqLlk3kkUe(SXOLrMavuUCe(b'Hj\xa1\x99\x96\ty\xfcy'), chr(0b1000111 + 0o35) + '\145' + chr(0b1000000 + 0o43) + '\x6f' + '\144' + chr(0b1100101))(chr(11927 - 11810) + '\x74' + chr(102) + '\055' + chr(0b111000)))(e1jVqMSBZ01Y)
return FDrs8ZfAkDxp
|
quantopian/zipline
|
zipline/utils/run_algo.py
|
load_extensions
|
def load_extensions(default, extensions, strict, environ, reload=False):
"""Load all of the given extensions. This should be called by run_algo
or the cli.
Parameters
----------
default : bool
Load the default exension (~/.zipline/extension.py)?
extension : iterable[str]
The paths to the extensions to load. If the path ends in ``.py`` it is
treated as a script and executed. If it does not end in ``.py`` it is
treated as a module to be imported.
strict : bool
Should failure to load an extension raise. If this is false it will
still warn.
environ : mapping
The environment to use to find the default extension path.
reload : bool, optional
Reload any extensions that have already been loaded.
"""
if default:
default_extension_path = pth.default_extension(environ=environ)
pth.ensure_file(default_extension_path)
# put the default extension first so other extensions can depend on
# the order they are loaded
extensions = concatv([default_extension_path], extensions)
for ext in extensions:
if ext in _loaded_extensions and not reload:
continue
try:
# load all of the zipline extensionss
if ext.endswith('.py'):
with open(ext) as f:
ns = {}
six.exec_(compile(f.read(), ext, 'exec'), ns, ns)
else:
__import__(ext)
except Exception as e:
if strict:
# if `strict` we should raise the actual exception and fail
raise
# without `strict` we should just log the failure
warnings.warn(
'Failed to load extension: %r\n%s' % (ext, e),
stacklevel=2
)
else:
_loaded_extensions.add(ext)
|
python
|
def load_extensions(default, extensions, strict, environ, reload=False):
"""Load all of the given extensions. This should be called by run_algo
or the cli.
Parameters
----------
default : bool
Load the default exension (~/.zipline/extension.py)?
extension : iterable[str]
The paths to the extensions to load. If the path ends in ``.py`` it is
treated as a script and executed. If it does not end in ``.py`` it is
treated as a module to be imported.
strict : bool
Should failure to load an extension raise. If this is false it will
still warn.
environ : mapping
The environment to use to find the default extension path.
reload : bool, optional
Reload any extensions that have already been loaded.
"""
if default:
default_extension_path = pth.default_extension(environ=environ)
pth.ensure_file(default_extension_path)
# put the default extension first so other extensions can depend on
# the order they are loaded
extensions = concatv([default_extension_path], extensions)
for ext in extensions:
if ext in _loaded_extensions and not reload:
continue
try:
# load all of the zipline extensionss
if ext.endswith('.py'):
with open(ext) as f:
ns = {}
six.exec_(compile(f.read(), ext, 'exec'), ns, ns)
else:
__import__(ext)
except Exception as e:
if strict:
# if `strict` we should raise the actual exception and fail
raise
# without `strict` we should just log the failure
warnings.warn(
'Failed to load extension: %r\n%s' % (ext, e),
stacklevel=2
)
else:
_loaded_extensions.add(ext)
|
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Load all of the given extensions. This should be called by run_algo
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----------
default : bool
Load the default exension (~/.zipline/extension.py)?
extension : iterable[str]
The paths to the extensions to load. If the path ends in ``.py`` it is
treated as a script and executed. If it does not end in ``.py`` it is
treated as a module to be imported.
strict : bool
Should failure to load an extension raise. If this is false it will
still warn.
environ : mapping
The environment to use to find the default extension path.
reload : bool, optional
Reload any extensions that have already been loaded.
|
[
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] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/utils/run_algo.py#L220-L268
|
train
|
Load all of the given extensions.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(1087 - 1032) + '\062', 0o10), ehT0Px3KOsy9('\060' + chr(5730 - 5619) + '\062' + '\x30' + '\067', 0o10), ehT0Px3KOsy9(chr(0b10000 + 0o40) + chr(111) + '\063' + chr(2110 - 2059) + chr(113 - 60), 38089 - 38081), ehT0Px3KOsy9(chr(0b110000) + chr(0b110100 + 0o73) + '\x31' + chr(50) + '\x34', 10025 - 10017), ehT0Px3KOsy9(chr(473 - 425) + chr(0b1101111) + chr(0b110011) + chr(0b10000 + 0o46) + chr(55), 11669 - 11661), ehT0Px3KOsy9('\x30' + '\x6f' + chr(1629 - 1578) + chr(0b11110 + 0o31) + chr(0b110010 + 0o0), 0b1000), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(0b10010 + 0o37) + chr(55) + chr(52), ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(111) + chr(49) + chr(268 - 214) + chr(0b110000), ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(2619 - 2508) + chr(0b110010) + chr(2181 - 2126) + chr(506 - 458), ord("\x08")), ehT0Px3KOsy9(chr(48) + '\157' + chr(449 - 400) + chr(1660 - 1611) + chr(0b110011), 0o10), ehT0Px3KOsy9(chr(0b100111 + 0o11) + '\157' + '\062' + chr(0b101111 + 0o4) + chr(0b110010), 0b1000), ehT0Px3KOsy9('\x30' + chr(111) + '\063' + chr(0b101000 + 0o15) + '\067', 49150 - 49142), ehT0Px3KOsy9('\060' + chr(0b1101111) + '\x33' + chr(0b101001 + 0o7) + '\063', ord("\x08")), ehT0Px3KOsy9(chr(48) + '\157' + chr(0b11011 + 0o26) + chr(53) + '\066', 15830 - 15822), ehT0Px3KOsy9(chr(48) + chr(111) + chr(50) + chr(0b110101) + chr(0b110100 + 0o3), ord("\x08")), ehT0Px3KOsy9(chr(48) + '\x6f' + '\061' + '\x31' + chr(55), 12467 - 12459), ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(0b101110 + 0o3) + chr(0b10100 + 0o37) + chr(55), 0o10), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(0b110001) + chr(2265 - 2212) + chr(50), 0o10), ehT0Px3KOsy9(chr(118 - 70) + chr(0b1101111) + '\061' + '\x32' + chr(0b110101 + 0o1), 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(12301 - 12190) + chr(2206 - 2155) + '\x32' + chr(55), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + '\x31' + '\066' + '\066', 0o10), ehT0Px3KOsy9(chr(48) + '\x6f' + '\062' + chr(180 - 131) + chr(0b11010 + 0o33), 55540 - 55532), ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(2473 - 2423) + '\x30' + chr(2044 - 1992), 42030 - 42022), ehT0Px3KOsy9(chr(1355 - 1307) + chr(111) + '\x32' + '\061' + chr(51), 0b1000), ehT0Px3KOsy9(chr(701 - 653) + chr(111) + '\x32' + chr(0b100000 + 0o21) + chr(1112 - 1061), 8), ehT0Px3KOsy9(chr(0b101010 + 0o6) + '\x6f' + chr(0b110010) + chr(54) + '\060', 979 - 971), ehT0Px3KOsy9('\x30' + '\x6f' + '\063' + chr(0b110000) + '\063', 8), ehT0Px3KOsy9('\x30' + chr(111) + chr(1999 - 1947) + chr(0b110011 + 0o2), 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(49) + chr(55) + chr(0b110010), 62397 - 62389), ehT0Px3KOsy9(chr(2057 - 2009) + '\157' + chr(0b110001) + '\067' + '\061', 55050 - 55042), ehT0Px3KOsy9(chr(48) + '\x6f' + '\062' + '\x32' + '\065', 0b1000), ehT0Px3KOsy9('\x30' + chr(0b10111 + 0o130) + chr(2022 - 1972) + chr(1906 - 1851) + '\060', 8), ehT0Px3KOsy9(chr(603 - 555) + '\x6f' + chr(0b101101 + 0o4) + '\x37' + chr(941 - 888), 0b1000), ehT0Px3KOsy9('\060' + chr(111) + '\064' + '\x33', ord("\x08")), ehT0Px3KOsy9(chr(48) + '\x6f' + chr(209 - 155) + chr(48), 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(0b100 + 0o57) + '\x34' + chr(0b1101 + 0o43), 7634 - 7626), ehT0Px3KOsy9('\x30' + chr(111) + '\062' + '\x30' + chr(1554 - 1504), 0b1000), ehT0Px3KOsy9(chr(48) + '\157' + chr(51) + chr(0b101111 + 0o7) + chr(48), 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + '\x33' + '\067' + chr(0b110010), 8), ehT0Px3KOsy9(chr(48) + chr(4721 - 4610) + chr(0b110010) + chr(49) + chr(0b1100 + 0o50), 42187 - 42179)][WVxHKyX45z_L % ehT0Px3KOsy9('\x30' + chr(0b1101111) + '\065' + '\060', 65353 - 65345)] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'\x14'), chr(0b1100100) + chr(0b111010 + 0o53) + chr(1524 - 1425) + chr(0b1101111) + chr(5344 - 5244) + '\145')('\x75' + chr(8418 - 8302) + chr(102) + '\055' + '\x38') + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def TuTSDgCxtKIN(t1v7afVhe01t, vYNPjcMEjAPo, twLmjCg72jpu, rNK60KZ67nXB, MPVUZkFiCQc8=ehT0Px3KOsy9('\060' + '\157' + '\x30', 0o10)):
if t1v7afVhe01t:
BfDGV294vMKo = pcNidiB9q0YZ.default_extension(environ=rNK60KZ67nXB)
xafqLlk3kkUe(pcNidiB9q0YZ, xafqLlk3kkUe(SXOLrMavuUCe(b"_\xe9\xae!\x85\x9f#\x16\xd1'\xff"), chr(0b1100100) + chr(0b1100101) + chr(99) + '\157' + chr(100) + chr(0b101101 + 0o70))('\x75' + chr(0b100010 + 0o122) + '\146' + chr(45) + chr(2084 - 2028)))(BfDGV294vMKo)
vYNPjcMEjAPo = JMsIX9NjRT3o([BfDGV294vMKo], vYNPjcMEjAPo)
for gC4CNOEOq9Vm in vYNPjcMEjAPo:
if gC4CNOEOq9Vm in TAAwSjnvmpCD and (not MPVUZkFiCQc8):
continue
try:
if xafqLlk3kkUe(gC4CNOEOq9Vm, xafqLlk3kkUe(SXOLrMavuUCe(b"_\xe9\xb9'\x80\x93\x08\x18"), '\144' + chr(0b1100101) + '\143' + '\157' + chr(100) + chr(101))(chr(0b1000111 + 0o56) + chr(116) + '\x66' + chr(0b101101) + '\070'))(xafqLlk3kkUe(SXOLrMavuUCe(b'\x14\xf7\xa4'), chr(0b1100100) + chr(4415 - 4314) + chr(5159 - 5060) + '\x6f' + chr(0b111110 + 0o46) + '\x65')(chr(0b1000110 + 0o57) + chr(0b1110100) + chr(102) + chr(0b101101) + '\070')):
with _fwkIVCGgtAN(gC4CNOEOq9Vm) as EGyt1xfPT1P6:
P5kL4W7NFvvr = {}
xafqLlk3kkUe(sYby0kpfssd4, xafqLlk3kkUe(SXOLrMavuUCe(b'_\xff\xb87\xa8'), chr(0b1100100) + '\145' + chr(0b1100011) + chr(111) + chr(0b1100100) + '\145')(chr(0b1001111 + 0o46) + chr(0b1110100) + '\146' + '\x2d' + chr(0b111000)))(reqGiMiVQ77y(xafqLlk3kkUe(EGyt1xfPT1P6, xafqLlk3kkUe(SXOLrMavuUCe(b'o\xb1\x90=\xa0\x88\x14\x05\xfb"\xa8\xb6'), chr(0b1110 + 0o126) + '\x65' + chr(0b1010111 + 0o14) + chr(0b1101111) + '\144' + '\x65')(chr(117) + chr(0b1011111 + 0o25) + '\146' + '\x2d' + chr(0b111000)))(), gC4CNOEOq9Vm, xafqLlk3kkUe(SXOLrMavuUCe(b'_\xff\xb87'), chr(0b1100100) + chr(6342 - 6241) + chr(0b1100011) + '\157' + chr(0b1100100) + chr(0b1010 + 0o133))(chr(0b101111 + 0o106) + '\164' + '\146' + chr(0b101000 + 0o5) + chr(1792 - 1736))), P5kL4W7NFvvr, P5kL4W7NFvvr)
else:
jFWsnpHpAUWz(gC4CNOEOq9Vm)
except jLmadlzMdunT as GlnVAPeT6CUe:
if twLmjCg72jpu:
raise
xafqLlk3kkUe(fJoTPf8D_opC, xafqLlk3kkUe(SXOLrMavuUCe(b'T\xc3\x98:\xb9\xb8\x1d\x12\xfe\x05\xd1\x82'), '\x64' + chr(101) + chr(0b1011011 + 0o10) + '\x6f' + chr(100) + chr(0b1100011 + 0o2))(chr(117) + '\x74' + chr(0b1100110) + '\x2d' + chr(0b101 + 0o63)))(xafqLlk3kkUe(SXOLrMavuUCe(b"|\xe6\xb48\x92\x9e\\\x04\xd7k\xf6\x80\xa2\n\x8f*'\x1e3\xb9\x05\xe4\xeb\xe5\xb1\x90\xe6Wp\\\xe6"), '\144' + chr(0b1100101) + chr(99) + chr(111) + chr(0b1100100) + '\x65')(chr(6543 - 6426) + chr(116) + chr(0b1100110) + chr(0b101101) + chr(0b110011 + 0o5)) % (gC4CNOEOq9Vm, GlnVAPeT6CUe), stacklevel=ehT0Px3KOsy9(chr(0b110000) + chr(0b111 + 0o150) + chr(1093 - 1043), 0b1000))
else:
xafqLlk3kkUe(TAAwSjnvmpCD, xafqLlk3kkUe(SXOLrMavuUCe(b'O\xcd\xed%\xce\x99;E\xe2\x04\xc8\xdc'), chr(100) + chr(0b101100 + 0o71) + '\143' + chr(0b111000 + 0o67) + '\144' + chr(0b10110 + 0o117))(chr(0b1110101) + chr(0b1000101 + 0o57) + chr(0b100101 + 0o101) + chr(0b101100 + 0o1) + chr(1778 - 1722)))(gC4CNOEOq9Vm)
|
quantopian/zipline
|
zipline/utils/run_algo.py
|
run_algorithm
|
def run_algorithm(start,
end,
initialize,
capital_base,
handle_data=None,
before_trading_start=None,
analyze=None,
data_frequency='daily',
bundle='quantopian-quandl',
bundle_timestamp=None,
trading_calendar=None,
metrics_set='default',
benchmark_returns=None,
default_extension=True,
extensions=(),
strict_extensions=True,
environ=os.environ,
blotter='default'):
"""
Run a trading algorithm.
Parameters
----------
start : datetime
The start date of the backtest.
end : datetime
The end date of the backtest..
initialize : callable[context -> None]
The initialize function to use for the algorithm. This is called once
at the very begining of the backtest and should be used to set up
any state needed by the algorithm.
capital_base : float
The starting capital for the backtest.
handle_data : callable[(context, BarData) -> None], optional
The handle_data function to use for the algorithm. This is called
every minute when ``data_frequency == 'minute'`` or every day
when ``data_frequency == 'daily'``.
before_trading_start : callable[(context, BarData) -> None], optional
The before_trading_start function for the algorithm. This is called
once before each trading day (after initialize on the first day).
analyze : callable[(context, pd.DataFrame) -> None], optional
The analyze function to use for the algorithm. This function is called
once at the end of the backtest and is passed the context and the
performance data.
data_frequency : {'daily', 'minute'}, optional
The data frequency to run the algorithm at.
bundle : str, optional
The name of the data bundle to use to load the data to run the backtest
with. This defaults to 'quantopian-quandl'.
bundle_timestamp : datetime, optional
The datetime to lookup the bundle data for. This defaults to the
current time.
trading_calendar : TradingCalendar, optional
The trading calendar to use for your backtest.
metrics_set : iterable[Metric] or str, optional
The set of metrics to compute in the simulation. If a string is passed,
resolve the set with :func:`zipline.finance.metrics.load`.
default_extension : bool, optional
Should the default zipline extension be loaded. This is found at
``$ZIPLINE_ROOT/extension.py``
extensions : iterable[str], optional
The names of any other extensions to load. Each element may either be
a dotted module path like ``a.b.c`` or a path to a python file ending
in ``.py`` like ``a/b/c.py``.
strict_extensions : bool, optional
Should the run fail if any extensions fail to load. If this is false,
a warning will be raised instead.
environ : mapping[str -> str], optional
The os environment to use. Many extensions use this to get parameters.
This defaults to ``os.environ``.
blotter : str or zipline.finance.blotter.Blotter, optional
Blotter to use with this algorithm. If passed as a string, we look for
a blotter construction function registered with
``zipline.extensions.register`` and call it with no parameters.
Default is a :class:`zipline.finance.blotter.SimulationBlotter` that
never cancels orders.
Returns
-------
perf : pd.DataFrame
The daily performance of the algorithm.
See Also
--------
zipline.data.bundles.bundles : The available data bundles.
"""
load_extensions(default_extension, extensions, strict_extensions, environ)
return _run(
handle_data=handle_data,
initialize=initialize,
before_trading_start=before_trading_start,
analyze=analyze,
algofile=None,
algotext=None,
defines=(),
data_frequency=data_frequency,
capital_base=capital_base,
bundle=bundle,
bundle_timestamp=bundle_timestamp,
start=start,
end=end,
output=os.devnull,
trading_calendar=trading_calendar,
print_algo=False,
metrics_set=metrics_set,
local_namespace=False,
environ=environ,
blotter=blotter,
benchmark_returns=benchmark_returns,
)
|
python
|
def run_algorithm(start,
end,
initialize,
capital_base,
handle_data=None,
before_trading_start=None,
analyze=None,
data_frequency='daily',
bundle='quantopian-quandl',
bundle_timestamp=None,
trading_calendar=None,
metrics_set='default',
benchmark_returns=None,
default_extension=True,
extensions=(),
strict_extensions=True,
environ=os.environ,
blotter='default'):
"""
Run a trading algorithm.
Parameters
----------
start : datetime
The start date of the backtest.
end : datetime
The end date of the backtest..
initialize : callable[context -> None]
The initialize function to use for the algorithm. This is called once
at the very begining of the backtest and should be used to set up
any state needed by the algorithm.
capital_base : float
The starting capital for the backtest.
handle_data : callable[(context, BarData) -> None], optional
The handle_data function to use for the algorithm. This is called
every minute when ``data_frequency == 'minute'`` or every day
when ``data_frequency == 'daily'``.
before_trading_start : callable[(context, BarData) -> None], optional
The before_trading_start function for the algorithm. This is called
once before each trading day (after initialize on the first day).
analyze : callable[(context, pd.DataFrame) -> None], optional
The analyze function to use for the algorithm. This function is called
once at the end of the backtest and is passed the context and the
performance data.
data_frequency : {'daily', 'minute'}, optional
The data frequency to run the algorithm at.
bundle : str, optional
The name of the data bundle to use to load the data to run the backtest
with. This defaults to 'quantopian-quandl'.
bundle_timestamp : datetime, optional
The datetime to lookup the bundle data for. This defaults to the
current time.
trading_calendar : TradingCalendar, optional
The trading calendar to use for your backtest.
metrics_set : iterable[Metric] or str, optional
The set of metrics to compute in the simulation. If a string is passed,
resolve the set with :func:`zipline.finance.metrics.load`.
default_extension : bool, optional
Should the default zipline extension be loaded. This is found at
``$ZIPLINE_ROOT/extension.py``
extensions : iterable[str], optional
The names of any other extensions to load. Each element may either be
a dotted module path like ``a.b.c`` or a path to a python file ending
in ``.py`` like ``a/b/c.py``.
strict_extensions : bool, optional
Should the run fail if any extensions fail to load. If this is false,
a warning will be raised instead.
environ : mapping[str -> str], optional
The os environment to use. Many extensions use this to get parameters.
This defaults to ``os.environ``.
blotter : str or zipline.finance.blotter.Blotter, optional
Blotter to use with this algorithm. If passed as a string, we look for
a blotter construction function registered with
``zipline.extensions.register`` and call it with no parameters.
Default is a :class:`zipline.finance.blotter.SimulationBlotter` that
never cancels orders.
Returns
-------
perf : pd.DataFrame
The daily performance of the algorithm.
See Also
--------
zipline.data.bundles.bundles : The available data bundles.
"""
load_extensions(default_extension, extensions, strict_extensions, environ)
return _run(
handle_data=handle_data,
initialize=initialize,
before_trading_start=before_trading_start,
analyze=analyze,
algofile=None,
algotext=None,
defines=(),
data_frequency=data_frequency,
capital_base=capital_base,
bundle=bundle,
bundle_timestamp=bundle_timestamp,
start=start,
end=end,
output=os.devnull,
trading_calendar=trading_calendar,
print_algo=False,
metrics_set=metrics_set,
local_namespace=False,
environ=environ,
blotter=blotter,
benchmark_returns=benchmark_returns,
)
|
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] |
Run a trading algorithm.
Parameters
----------
start : datetime
The start date of the backtest.
end : datetime
The end date of the backtest..
initialize : callable[context -> None]
The initialize function to use for the algorithm. This is called once
at the very begining of the backtest and should be used to set up
any state needed by the algorithm.
capital_base : float
The starting capital for the backtest.
handle_data : callable[(context, BarData) -> None], optional
The handle_data function to use for the algorithm. This is called
every minute when ``data_frequency == 'minute'`` or every day
when ``data_frequency == 'daily'``.
before_trading_start : callable[(context, BarData) -> None], optional
The before_trading_start function for the algorithm. This is called
once before each trading day (after initialize on the first day).
analyze : callable[(context, pd.DataFrame) -> None], optional
The analyze function to use for the algorithm. This function is called
once at the end of the backtest and is passed the context and the
performance data.
data_frequency : {'daily', 'minute'}, optional
The data frequency to run the algorithm at.
bundle : str, optional
The name of the data bundle to use to load the data to run the backtest
with. This defaults to 'quantopian-quandl'.
bundle_timestamp : datetime, optional
The datetime to lookup the bundle data for. This defaults to the
current time.
trading_calendar : TradingCalendar, optional
The trading calendar to use for your backtest.
metrics_set : iterable[Metric] or str, optional
The set of metrics to compute in the simulation. If a string is passed,
resolve the set with :func:`zipline.finance.metrics.load`.
default_extension : bool, optional
Should the default zipline extension be loaded. This is found at
``$ZIPLINE_ROOT/extension.py``
extensions : iterable[str], optional
The names of any other extensions to load. Each element may either be
a dotted module path like ``a.b.c`` or a path to a python file ending
in ``.py`` like ``a/b/c.py``.
strict_extensions : bool, optional
Should the run fail if any extensions fail to load. If this is false,
a warning will be raised instead.
environ : mapping[str -> str], optional
The os environment to use. Many extensions use this to get parameters.
This defaults to ``os.environ``.
blotter : str or zipline.finance.blotter.Blotter, optional
Blotter to use with this algorithm. If passed as a string, we look for
a blotter construction function registered with
``zipline.extensions.register`` and call it with no parameters.
Default is a :class:`zipline.finance.blotter.SimulationBlotter` that
never cancels orders.
Returns
-------
perf : pd.DataFrame
The daily performance of the algorithm.
See Also
--------
zipline.data.bundles.bundles : The available data bundles.
|
[
"Run",
"a",
"trading",
"algorithm",
"."
] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/utils/run_algo.py#L271-L381
|
train
|
This function runs a trading algorithm at the given dates.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(0b100001 + 0o22) + chr(0b101010 + 0o14) + '\067', 0b1000), ehT0Px3KOsy9('\x30' + chr(0b10011 + 0o134) + chr(0b10001 + 0o40) + chr(52), 0b1000), ehT0Px3KOsy9(chr(0b100000 + 0o20) + chr(0b1101111) + '\063' + chr(0b110011) + chr(675 - 623), ord("\x08")), ehT0Px3KOsy9(chr(0b10110 + 0o32) + chr(0b1101111) + '\062' + chr(2403 - 2351) + '\x33', 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(11287 - 11176) + '\x33' + '\067' + chr(48), 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(49) + '\x30' + chr(0b110101), 0o10), ehT0Px3KOsy9(chr(923 - 875) + '\157' + chr(69 - 19) + '\060' + '\061', 12091 - 12083), ehT0Px3KOsy9(chr(281 - 233) + chr(111) + chr(1422 - 1371) + chr(55) + chr(0b110110), 0o10), ehT0Px3KOsy9(chr(48) + chr(4229 - 4118) + chr(0b100001 + 0o21) + chr(0b100110 + 0o13) + chr(0b101010 + 0o12), 0b1000), ehT0Px3KOsy9(chr(1858 - 1810) + chr(111) + chr(0b101101 + 0o6) + chr(0b110111) + '\060', 8), ehT0Px3KOsy9(chr(1719 - 1671) + chr(1540 - 1429) + chr(0b101101 + 0o5) + chr(423 - 371), ord("\x08")), ehT0Px3KOsy9(chr(0b10000 + 0o40) + chr(11527 - 11416) + '\063' + '\x32', ord("\x08")), ehT0Px3KOsy9(chr(634 - 586) + '\157' + chr(49) + chr(726 - 672), 0o10), ehT0Px3KOsy9('\x30' + chr(0b1001001 + 0o46) + chr(0b110010 + 0o0) + chr(0b110001) + '\063', 0o10), ehT0Px3KOsy9(chr(249 - 201) + chr(5525 - 5414) + '\x33' + '\x36', 51683 - 51675), ehT0Px3KOsy9(chr(0b101001 + 0o7) + chr(0b1101111) + chr(0b101001 + 0o12) + chr(54), 8), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(0b110011) + chr(53) + chr(0b100100 + 0o20), ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(0b1000111 + 0o50) + chr(0b10 + 0o61) + chr(0b10000 + 0o46) + chr(48), 32440 - 32432), ehT0Px3KOsy9(chr(48) + chr(111) + chr(53) + chr(50), 0o10), ehT0Px3KOsy9('\060' + chr(111) + '\x33' + '\x30' + chr(471 - 417), 38146 - 38138), ehT0Px3KOsy9(chr(970 - 922) + chr(0b1001 + 0o146) + chr(0b110001) + chr(0b110111) + chr(0b101111 + 0o5), 0b1000), ehT0Px3KOsy9(chr(0b10111 + 0o31) + chr(0b1101000 + 0o7) + chr(0b101010 + 0o7) + chr(1277 - 1227) + '\061', 0b1000), ehT0Px3KOsy9(chr(1676 - 1628) + chr(0b1000110 + 0o51) + '\061' + '\060', 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(11737 - 11626) + chr(0b110011) + chr(0b0 + 0o65) + chr(51), 0b1000), ehT0Px3KOsy9('\x30' + chr(0b1101111) + '\x33' + '\x33' + '\x34', 8), ehT0Px3KOsy9(chr(48) + '\157' + chr(0b110011) + chr(0b110100) + chr(0b10100 + 0o37), 1972 - 1964), ehT0Px3KOsy9(chr(1332 - 1284) + chr(0b1000100 + 0o53) + chr(0b101110 + 0o3) + '\061' + chr(49), ord("\x08")), ehT0Px3KOsy9('\x30' + chr(1067 - 956) + chr(0b1111 + 0o43) + chr(0b11 + 0o57), 60503 - 60495), ehT0Px3KOsy9(chr(987 - 939) + chr(0b110000 + 0o77) + '\x33' + chr(0b100100 + 0o23) + chr(0b110011), 32208 - 32200), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(52), 0o10), ehT0Px3KOsy9(chr(1022 - 974) + chr(0b1101111) + chr(0b110011) + '\067' + '\060', 8), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(51) + chr(0b110101) + chr(54), 0o10), ehT0Px3KOsy9('\x30' + '\x6f' + chr(0b110010) + chr(49) + chr(0b110110), 40273 - 40265), ehT0Px3KOsy9(chr(48) + chr(7072 - 6961) + '\x32' + '\x35' + '\063', 0o10), ehT0Px3KOsy9(chr(0b1101 + 0o43) + '\157' + '\x32' + chr(0b110001) + chr(0b110101), 44736 - 44728), ehT0Px3KOsy9('\060' + chr(111) + '\x33' + chr(0b1111 + 0o41) + '\x32', 49599 - 49591), ehT0Px3KOsy9(chr(48) + chr(111) + chr(0b110100) + chr(53), 0b1000), ehT0Px3KOsy9(chr(0b100110 + 0o12) + chr(7427 - 7316) + chr(0b110001) + chr(0b100111 + 0o17) + chr(0b110101), ord("\x08")), ehT0Px3KOsy9('\060' + chr(0b1101111) + '\062' + chr(1897 - 1842) + chr(50), 0b1000), ehT0Px3KOsy9(chr(0b110000) + '\157' + '\062' + chr(1023 - 975) + chr(0b1110 + 0o47), 0b1000)][WVxHKyX45z_L % ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(0b110101) + chr(0b110000), 54428 - 54420)] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'\xd9'), chr(5635 - 5535) + chr(2356 - 2255) + chr(0b1100011) + chr(0b111010 + 0o65) + '\144' + chr(7273 - 7172))(chr(117) + chr(0b101100 + 0o110) + chr(0b101111 + 0o67) + '\x2d' + chr(56)) + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def B4uIs1QwnOgb(avRbFsnfJxQj, whWDZq5_lP01, MuiHFrkYeUQ4, kbRhDi9e7qqO, PlnZOTvWE7g0=None, Gs6DaNzmND_d=None, fI_kFCmE76LC=None, bXS4MokNqKbm=xafqLlk3kkUe(SXOLrMavuUCe(b'\x93m\xb5\xcf\x81'), '\144' + chr(0b111 + 0o136) + chr(0b111101 + 0o46) + chr(111) + chr(100) + chr(0b1100101))('\165' + '\x74' + chr(10191 - 10089) + chr(45) + chr(0b111000)), BdOvlW9oyNT1=xafqLlk3kkUe(SXOLrMavuUCe(b'\x86y\xbd\xcd\x8c*\xf1\x97\xed\x969k{\xeapz\x80'), '\x64' + '\145' + chr(0b1100011) + chr(111) + chr(0b1100100) + chr(0b1100001 + 0o4))('\x75' + chr(0b1110100) + '\x66' + chr(662 - 617) + chr(0b111000)), PgtClxoRs7TB=None, GUE1BY_7JDnn=None, UqUxZ3isRi_J=xafqLlk3kkUe(SXOLrMavuUCe(b'\x93i\xba\xc2\x8d)\xf5'), '\x64' + '\x65' + chr(99) + chr(0b1000111 + 0o50) + '\144' + chr(0b11011 + 0o112))(chr(11378 - 11261) + '\164' + chr(102) + chr(343 - 298) + '\070'), ie_gijH_06GP=None, NhaS4Fk8zOE0=ehT0Px3KOsy9('\060' + '\x6f' + chr(0b101011 + 0o6), ord("\x08")), vYNPjcMEjAPo=(), ubHGDWPyHO0w=ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(0b110001), 8), rNK60KZ67nXB=xafqLlk3kkUe(oqhJDdMJfuwx, xafqLlk3kkUe(SXOLrMavuUCe(b'\x85B\x97\x95\xc8\x0e\xdb\xc8\xbb\x96LX'), chr(0b1100100) + chr(0b1100101) + chr(0b100001 + 0o102) + chr(0b1101111) + chr(100) + '\145')(chr(0b1110101) + '\x74' + '\x66' + chr(45) + '\x38')), WcJlIx2C2pWn=xafqLlk3kkUe(SXOLrMavuUCe(b'\x93i\xba\xc2\x8d)\xf5'), chr(4770 - 4670) + chr(101) + chr(0b1100011) + chr(0b1101111) + '\x64' + chr(0b1100101))(chr(11320 - 11203) + chr(116) + chr(102) + '\x2d' + chr(0b111000))):
TuTSDgCxtKIN(NhaS4Fk8zOE0, vYNPjcMEjAPo, ubHGDWPyHO0w, rNK60KZ67nXB)
return xnaCGCEHQH3F(handle_data=PlnZOTvWE7g0, initialize=MuiHFrkYeUQ4, before_trading_start=Gs6DaNzmND_d, analyze=fI_kFCmE76LC, algofile=None, algotext=None, defines=(), data_frequency=bXS4MokNqKbm, capital_base=kbRhDi9e7qqO, bundle=BdOvlW9oyNT1, bundle_timestamp=PgtClxoRs7TB, start=avRbFsnfJxQj, end=whWDZq5_lP01, output=xafqLlk3kkUe(oqhJDdMJfuwx, xafqLlk3kkUe(SXOLrMavuUCe(b'\x93i\xaa\xcd\x8d)\xed'), chr(3867 - 3767) + chr(0b1100101) + chr(99) + '\x6f' + '\144' + '\x65')(chr(117) + chr(0b1001010 + 0o52) + chr(0b1100101 + 0o1) + '\055' + chr(0b111000))), trading_calendar=GUE1BY_7JDnn, print_algo=ehT0Px3KOsy9('\060' + chr(0b11001 + 0o126) + chr(0b11110 + 0o22), 0o10), metrics_set=UqUxZ3isRi_J, local_namespace=ehT0Px3KOsy9('\x30' + chr(111) + chr(609 - 561), 8), environ=rNK60KZ67nXB, blotter=WcJlIx2C2pWn, benchmark_returns=ie_gijH_06GP)
|
quantopian/zipline
|
zipline/data/data_portal.py
|
DataPortal.handle_extra_source
|
def handle_extra_source(self, source_df, sim_params):
"""
Extra sources always have a sid column.
We expand the given data (by forward filling) to the full range of
the simulation dates, so that lookup is fast during simulation.
"""
if source_df is None:
return
# Normalize all the dates in the df
source_df.index = source_df.index.normalize()
# source_df's sid column can either consist of assets we know about
# (such as sid(24)) or of assets we don't know about (such as
# palladium).
#
# In both cases, we break up the dataframe into individual dfs
# that only contain a single asset's information. ie, if source_df
# has data for PALLADIUM and GOLD, we split source_df into two
# dataframes, one for each. (same applies if source_df has data for
# AAPL and IBM).
#
# We then take each child df and reindex it to the simulation's date
# range by forward-filling missing values. this makes reads simpler.
#
# Finally, we store the data. For each column, we store a mapping in
# self.augmented_sources_map from the column to a dictionary of
# asset -> df. In other words,
# self.augmented_sources_map['days_to_cover']['AAPL'] gives us the df
# holding that data.
source_date_index = self.trading_calendar.sessions_in_range(
sim_params.start_session,
sim_params.end_session
)
# Break the source_df up into one dataframe per sid. This lets
# us (more easily) calculate accurate start/end dates for each sid,
# de-dup data, and expand the data to fit the backtest start/end date.
grouped_by_sid = source_df.groupby(["sid"])
group_names = grouped_by_sid.groups.keys()
group_dict = {}
for group_name in group_names:
group_dict[group_name] = grouped_by_sid.get_group(group_name)
# This will be the dataframe which we query to get fetcher assets at
# any given time. Get's overwritten every time there's a new fetcher
# call
extra_source_df = pd.DataFrame()
for identifier, df in iteritems(group_dict):
# Since we know this df only contains a single sid, we can safely
# de-dupe by the index (dt). If minute granularity, will take the
# last data point on any given day
df = df.groupby(level=0).last()
# Reindex the dataframe based on the backtest start/end date.
# This makes reads easier during the backtest.
df = self._reindex_extra_source(df, source_date_index)
for col_name in df.columns.difference(['sid']):
if col_name not in self._augmented_sources_map:
self._augmented_sources_map[col_name] = {}
self._augmented_sources_map[col_name][identifier] = df
# Append to extra_source_df the reindexed dataframe for the single
# sid
extra_source_df = extra_source_df.append(df)
self._extra_source_df = extra_source_df
|
python
|
def handle_extra_source(self, source_df, sim_params):
"""
Extra sources always have a sid column.
We expand the given data (by forward filling) to the full range of
the simulation dates, so that lookup is fast during simulation.
"""
if source_df is None:
return
# Normalize all the dates in the df
source_df.index = source_df.index.normalize()
# source_df's sid column can either consist of assets we know about
# (such as sid(24)) or of assets we don't know about (such as
# palladium).
#
# In both cases, we break up the dataframe into individual dfs
# that only contain a single asset's information. ie, if source_df
# has data for PALLADIUM and GOLD, we split source_df into two
# dataframes, one for each. (same applies if source_df has data for
# AAPL and IBM).
#
# We then take each child df and reindex it to the simulation's date
# range by forward-filling missing values. this makes reads simpler.
#
# Finally, we store the data. For each column, we store a mapping in
# self.augmented_sources_map from the column to a dictionary of
# asset -> df. In other words,
# self.augmented_sources_map['days_to_cover']['AAPL'] gives us the df
# holding that data.
source_date_index = self.trading_calendar.sessions_in_range(
sim_params.start_session,
sim_params.end_session
)
# Break the source_df up into one dataframe per sid. This lets
# us (more easily) calculate accurate start/end dates for each sid,
# de-dup data, and expand the data to fit the backtest start/end date.
grouped_by_sid = source_df.groupby(["sid"])
group_names = grouped_by_sid.groups.keys()
group_dict = {}
for group_name in group_names:
group_dict[group_name] = grouped_by_sid.get_group(group_name)
# This will be the dataframe which we query to get fetcher assets at
# any given time. Get's overwritten every time there's a new fetcher
# call
extra_source_df = pd.DataFrame()
for identifier, df in iteritems(group_dict):
# Since we know this df only contains a single sid, we can safely
# de-dupe by the index (dt). If minute granularity, will take the
# last data point on any given day
df = df.groupby(level=0).last()
# Reindex the dataframe based on the backtest start/end date.
# This makes reads easier during the backtest.
df = self._reindex_extra_source(df, source_date_index)
for col_name in df.columns.difference(['sid']):
if col_name not in self._augmented_sources_map:
self._augmented_sources_map[col_name] = {}
self._augmented_sources_map[col_name][identifier] = df
# Append to extra_source_df the reindexed dataframe for the single
# sid
extra_source_df = extra_source_df.append(df)
self._extra_source_df = extra_source_df
|
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] |
Extra sources always have a sid column.
We expand the given data (by forward filling) to the full range of
the simulation dates, so that lookup is fast during simulation.
|
[
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] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/data/data_portal.py#L324-L394
|
train
|
This function handles extra sources that are not in the same simulation as the original data.
|
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SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9('\x30' + '\x6f' + chr(0b110000 + 0o1) + chr(0b110000) + '\067', 22261 - 22253), ehT0Px3KOsy9(chr(2178 - 2130) + chr(0b1010001 + 0o36) + chr(50) + '\067' + '\060', 13813 - 13805), ehT0Px3KOsy9(chr(0b110000) + chr(0b100110 + 0o111) + chr(0b110101) + chr(0b110001), ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(111) + chr(0b1000 + 0o51) + chr(1680 - 1629) + chr(0b110100), ord("\x08")), ehT0Px3KOsy9(chr(0b100110 + 0o12) + chr(111) + chr(0b101101 + 0o5) + chr(57 - 9) + chr(0b10110 + 0o37), 0o10), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(50) + chr(0b100 + 0o62) + chr(1639 - 1591), 0o10), ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(0b110011) + chr(724 - 673) + chr(0b110011), ord("\x08")), ehT0Px3KOsy9(chr(0b11 + 0o55) + '\x6f' + chr(0b110110) + chr(54), ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(0b10011 + 0o134) + '\064' + chr(52), 0b1000), ehT0Px3KOsy9(chr(0b0 + 0o60) + '\x6f' + '\065' + chr(0b110101), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(49) + chr(49) + chr(53), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(0b101010 + 0o105) + chr(49) + chr(1583 - 1528) + chr(247 - 194), 0o10), ehT0Px3KOsy9(chr(0b11100 + 0o24) + '\157' + chr(2009 - 1960) + '\x36' + chr(2290 - 2241), 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(10618 - 10507) + chr(908 - 858), 7914 - 7906), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(0b101010 + 0o13) + '\065', 8), ehT0Px3KOsy9('\060' + '\x6f' + chr(49) + chr(140 - 91) + '\062', 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(111) + '\063' + '\x34' + '\063', 13159 - 13151), ehT0Px3KOsy9('\060' + '\x6f' + chr(0b110111) + chr(51), 0o10), ehT0Px3KOsy9('\060' + chr(0b1101111) + chr(49) + chr(0b110010), 0o10), ehT0Px3KOsy9(chr(48) + chr(1813 - 1702) + chr(0b110001) + chr(0b110011), ord("\x08")), ehT0Px3KOsy9('\x30' + chr(2600 - 2489) + chr(54) + '\062', 0b1000), ehT0Px3KOsy9(chr(0b1011 + 0o45) + chr(7440 - 7329) + '\064' + chr(49), ord("\x08")), ehT0Px3KOsy9('\060' + chr(0b1101111) + '\061' + '\x31' + chr(0b110100), 0o10), ehT0Px3KOsy9(chr(48) + chr(0b1011000 + 0o27) + '\x33' + chr(0b110001) + chr(0b100010 + 0o17), 0b1000), ehT0Px3KOsy9(chr(414 - 366) + '\157' + chr(2219 - 2166) + chr(933 - 885), 0o10), ehT0Px3KOsy9('\060' + chr(2427 - 2316) + chr(0b11 + 0o61) + '\x36', 51132 - 51124), ehT0Px3KOsy9(chr(1432 - 1384) + chr(0b1000111 + 0o50) + '\063' + chr(0b110001) + chr(0b10000 + 0o44), 0b1000), ehT0Px3KOsy9(chr(516 - 468) + chr(111) + chr(53) + '\063', ord("\x08")), ehT0Px3KOsy9('\060' + chr(3784 - 3673) + chr(0b101101 + 0o6) + chr(49) + '\x33', 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + '\x33' + '\066' + '\061', 0b1000), ehT0Px3KOsy9(chr(1454 - 1406) + chr(0b1101111) + chr(0b110011) + chr(0b110111) + chr(2252 - 2197), 5388 - 5380), ehT0Px3KOsy9(chr(48) + '\x6f' + chr(0b10011 + 0o41) + '\066', 8), ehT0Px3KOsy9(chr(1358 - 1310) + chr(111) + chr(130 - 81) + '\064' + '\065', 9059 - 9051), ehT0Px3KOsy9('\060' + chr(0b1101111) + chr(0b1100 + 0o47), 16840 - 16832), ehT0Px3KOsy9('\060' + '\157' + chr(2324 - 2273) + chr(0b110010) + '\062', 0b1000), ehT0Px3KOsy9(chr(48) + '\157' + chr(0b110001) + chr(53) + chr(0b1110 + 0o43), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(1426 - 1377) + '\060' + '\x35', 0b1000), ehT0Px3KOsy9(chr(48) + chr(111) + '\x34' + chr(0b110010 + 0o1), 56790 - 56782), ehT0Px3KOsy9(chr(2174 - 2126) + '\157' + chr(51) + chr(0b0 + 0o62), 0o10), ehT0Px3KOsy9(chr(982 - 934) + '\x6f' + '\x31' + chr(1520 - 1470) + chr(2222 - 2171), 0b1000)][WVxHKyX45z_L % ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(718 - 665) + chr(0b110000), 8)] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'i'), chr(0b101111 + 0o65) + chr(0b1001001 + 0o34) + '\143' + chr(0b1101111) + '\x64' + chr(101))('\x75' + chr(0b1100011 + 0o21) + chr(102) + chr(0b100110 + 0o7) + '\070') + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def d6pzPUPpnS8I(oVre8I6UXc3b, iuQpo2LpMAEe, TydLOnIvfjrJ):
if iuQpo2LpMAEe is None:
return
iuQpo2LpMAEe.XdowRbJKZWL9 = iuQpo2LpMAEe.index.IOBK62gJSlOh()
rTshwZ7NpmfX = oVre8I6UXc3b.trading_calendar.sessions_in_range(TydLOnIvfjrJ.start_session, TydLOnIvfjrJ.qRfpaQSMkwXK)
AkrVJX1ldwVG = iuQpo2LpMAEe.MRtOn47tdSTy([xafqLlk3kkUe(SXOLrMavuUCe(b'4\xd1M'), '\144' + '\145' + chr(8520 - 8421) + chr(0b1101111) + '\x64' + chr(0b110010 + 0o63))(chr(117) + chr(0b101101 + 0o107) + chr(0b1100110) + chr(914 - 869) + chr(0b111000))])
t0ldFBMG5o38 = AkrVJX1ldwVG.groups.keys()
JA7HuIAh0okr = {}
for HEe7CuRW2vqF in t0ldFBMG5o38:
JA7HuIAh0okr[HEe7CuRW2vqF] = AkrVJX1ldwVG.get_group(HEe7CuRW2vqF)
nVz6WGZ9iwVy = dubtF9GfzOdC.DataFrame()
for (IndhTE9HSpWS, aVhM9WzaWXU5) in WYXqUHkBa2Bx(JA7HuIAh0okr):
aVhM9WzaWXU5 = aVhM9WzaWXU5.groupby(level=ehT0Px3KOsy9(chr(263 - 215) + chr(0b1101111) + '\x30', 47350 - 47342)).Z6Ub1MQPX1kA()
aVhM9WzaWXU5 = oVre8I6UXc3b._reindex_extra_source(aVhM9WzaWXU5, rTshwZ7NpmfX)
for W93rymQCbozJ in xafqLlk3kkUe(aVhM9WzaWXU5.columns, xafqLlk3kkUe(SXOLrMavuUCe(b'#\xd1O:\xe0\xc2\xbeXGH'), chr(9435 - 9335) + chr(8172 - 8071) + chr(0b1100011) + chr(0b111101 + 0o62) + chr(0b1100100) + chr(8655 - 8554))(chr(5715 - 5598) + chr(0b111 + 0o155) + chr(6425 - 6323) + '\055' + chr(0b10111 + 0o41)))([xafqLlk3kkUe(SXOLrMavuUCe(b'4\xd1M'), chr(100) + chr(0b10000 + 0o125) + '\143' + '\157' + chr(0b1000100 + 0o40) + '\145')('\x75' + '\x74' + '\x66' + '\x2d' + '\x38')]):
if W93rymQCbozJ not in xafqLlk3kkUe(oVre8I6UXc3b, xafqLlk3kkUe(SXOLrMavuUCe(b'\x18\xd9\\;\xe8\xd5\xb5BAI\x12\x0e\x1ew_)\x86HUfSQ'), chr(975 - 875) + chr(0b1100101) + chr(99) + '\x6f' + chr(0b10010 + 0o122) + '\145')(chr(0b110001 + 0o104) + chr(0b1110100) + '\146' + chr(0b10001 + 0o34) + '\x38')):
oVre8I6UXc3b.A3WNfLcyzkQz[W93rymQCbozJ] = {}
oVre8I6UXc3b.A3WNfLcyzkQz[W93rymQCbozJ][IndhTE9HSpWS] = aVhM9WzaWXU5
nVz6WGZ9iwVy = nVz6WGZ9iwVy.append(aVhM9WzaWXU5)
oVre8I6UXc3b.S64CHfK1F6nj = nVz6WGZ9iwVy
|
quantopian/zipline
|
zipline/data/data_portal.py
|
DataPortal.get_last_traded_dt
|
def get_last_traded_dt(self, asset, dt, data_frequency):
"""
Given an asset and dt, returns the last traded dt from the viewpoint
of the given dt.
If there is a trade on the dt, the answer is dt provided.
"""
return self._get_pricing_reader(data_frequency).get_last_traded_dt(
asset, dt)
|
python
|
def get_last_traded_dt(self, asset, dt, data_frequency):
"""
Given an asset and dt, returns the last traded dt from the viewpoint
of the given dt.
If there is a trade on the dt, the answer is dt provided.
"""
return self._get_pricing_reader(data_frequency).get_last_traded_dt(
asset, dt)
|
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] |
Given an asset and dt, returns the last traded dt from the viewpoint
of the given dt.
If there is a trade on the dt, the answer is dt provided.
|
[
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] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/data/data_portal.py#L399-L407
|
train
|
Returns the last traded dt for the given asset and dt.
|
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SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9(chr(48) + chr(111) + chr(0b10001 + 0o46) + chr(1652 - 1603), 0b1000), ehT0Px3KOsy9('\060' + chr(0b1101111) + chr(55), ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + '\x31' + chr(52) + '\x37', 0b1000), ehT0Px3KOsy9(chr(0b101010 + 0o6) + chr(111) + chr(0b110111) + chr(53), 0b1000), ehT0Px3KOsy9(chr(0b110000 + 0o0) + chr(111) + chr(265 - 216) + chr(49) + '\060', 0o10), ehT0Px3KOsy9(chr(48) + '\157' + '\067' + chr(49), 8), ehT0Px3KOsy9(chr(48) + '\x6f' + '\062' + '\063' + '\x33', ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + '\061' + '\066' + '\x31', 0b1000), ehT0Px3KOsy9(chr(808 - 760) + chr(0b1101111) + chr(49) + '\x30' + chr(0b110111), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(951 - 900) + '\061' + chr(0b110110), ord("\x08")), ehT0Px3KOsy9(chr(0b100100 + 0o14) + chr(111) + '\x31' + chr(49) + chr(0b100 + 0o62), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(0b100101 + 0o14) + chr(0b100000 + 0o22) + chr(1374 - 1319), ord("\x08")), ehT0Px3KOsy9(chr(0b10010 + 0o36) + chr(5892 - 5781) + chr(0b110010) + chr(53) + chr(52), 0o10), ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(0b100001 + 0o22) + '\x32' + chr(0b100000 + 0o21), 0o10), ehT0Px3KOsy9(chr(48) + '\157' + chr(51) + '\x32' + '\066', ord("\x08")), ehT0Px3KOsy9(chr(0b0 + 0o60) + chr(0b1000110 + 0o51) + chr(50) + chr(0b11011 + 0o25) + chr(0b100010 + 0o25), 0o10), ehT0Px3KOsy9(chr(878 - 830) + chr(0b1101111) + '\061' + chr(53) + '\x36', 0o10), ehT0Px3KOsy9(chr(48) + chr(6375 - 6264) + '\x33' + '\x35' + '\x37', 43719 - 43711), ehT0Px3KOsy9(chr(48) + '\157' + chr(1051 - 1002) + chr(0b110100), 0o10), ehT0Px3KOsy9(chr(0b100010 + 0o16) + '\157' + chr(49) + '\066' + chr(49), 8), ehT0Px3KOsy9('\060' + chr(111) + chr(0b110001) + '\061' + chr(50), 0o10), ehT0Px3KOsy9(chr(48) + chr(0b1010011 + 0o34) + chr(0b101010 + 0o10) + chr(468 - 414), 36807 - 36799), ehT0Px3KOsy9('\060' + chr(111) + chr(1730 - 1681) + chr(1578 - 1527) + chr(0b110110), 0b1000), ehT0Px3KOsy9(chr(0b101000 + 0o10) + chr(0b1101111) + chr(0b11010 + 0o27) + '\061' + '\060', 8), ehT0Px3KOsy9('\060' + chr(111) + '\063' + chr(0b10100 + 0o34) + chr(2091 - 2037), 349 - 341), ehT0Px3KOsy9(chr(0b11111 + 0o21) + chr(111) + '\x31' + '\066' + chr(50), ord("\x08")), ehT0Px3KOsy9(chr(1705 - 1657) + chr(9498 - 9387) + '\062' + '\061', ord("\x08")), ehT0Px3KOsy9(chr(1530 - 1482) + '\x6f' + chr(0b110001) + chr(52) + chr(0b110001), 6888 - 6880), ehT0Px3KOsy9('\x30' + chr(0b111010 + 0o65) + '\062' + '\x34' + chr(1058 - 1003), 0o10), ehT0Px3KOsy9(chr(48) + '\x6f' + chr(0b110001) + '\x31' + chr(0b110110), 8), ehT0Px3KOsy9(chr(0b110000) + chr(6595 - 6484) + chr(0b110001) + chr(0b100 + 0o54) + chr(2221 - 2166), 8), ehT0Px3KOsy9(chr(48) + chr(0b10000 + 0o137) + '\x31' + '\062', 30146 - 30138), ehT0Px3KOsy9('\060' + '\x6f' + chr(1798 - 1749) + chr(963 - 910) + '\065', 0b1000), ehT0Px3KOsy9('\060' + chr(0b1101111) + '\x31' + '\064' + chr(0b100011 + 0o16), 8), ehT0Px3KOsy9('\x30' + '\157' + chr(50) + chr(0b1100 + 0o44) + chr(0b10111 + 0o32), ord("\x08")), ehT0Px3KOsy9('\060' + '\x6f' + '\062' + '\x36' + chr(48), 44846 - 44838), ehT0Px3KOsy9(chr(48) + '\157' + chr(0b10101 + 0o36) + chr(53) + chr(0b110111), 8), ehT0Px3KOsy9(chr(0b10110 + 0o32) + '\157' + chr(0b11011 + 0o26) + '\x32' + '\x36', ord("\x08")), ehT0Px3KOsy9(chr(48) + '\157' + chr(189 - 140) + chr(0b11111 + 0o23) + '\x33', ord("\x08")), ehT0Px3KOsy9(chr(0b1000 + 0o50) + '\x6f' + chr(51) + chr(0b111 + 0o52) + chr(50), 4989 - 4981)][WVxHKyX45z_L % ehT0Px3KOsy9('\060' + '\x6f' + chr(53) + chr(0b110000), 0o10)] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'\x17'), chr(0b1100100) + chr(9694 - 9593) + chr(99) + chr(111) + '\144' + chr(101))(chr(117) + chr(0b101011 + 0o111) + '\146' + chr(464 - 419) + chr(56)) + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def BL1jC1O5zgHB(oVre8I6UXc3b, tKJAwKiE1Zya, OmU3Un949MWT, bXS4MokNqKbm):
return xafqLlk3kkUe(oVre8I6UXc3b._get_pricing_reader(bXS4MokNqKbm), xafqLlk3kkUe(SXOLrMavuUCe(b'^b\x13b$X\xe8\x05\x18\xba<6\xc8\xb4\xb2\xd8\n\x9b'), '\x64' + chr(0b1001100 + 0o31) + chr(1687 - 1588) + '\157' + '\x64' + chr(0b1100101))('\165' + chr(8751 - 8635) + '\x66' + chr(45) + chr(56)))(tKJAwKiE1Zya, OmU3Un949MWT)
|
quantopian/zipline
|
zipline/data/data_portal.py
|
DataPortal._is_extra_source
|
def _is_extra_source(asset, field, map):
"""
Internal method that determines if this asset/field combination
represents a fetcher value or a regular OHLCVP lookup.
"""
# If we have an extra source with a column called "price", only look
# at it if it's on something like palladium and not AAPL (since our
# own price data always wins when dealing with assets).
return not (field in BASE_FIELDS and
(isinstance(asset, (Asset, ContinuousFuture))))
|
python
|
def _is_extra_source(asset, field, map):
"""
Internal method that determines if this asset/field combination
represents a fetcher value or a regular OHLCVP lookup.
"""
# If we have an extra source with a column called "price", only look
# at it if it's on something like palladium and not AAPL (since our
# own price data always wins when dealing with assets).
return not (field in BASE_FIELDS and
(isinstance(asset, (Asset, ContinuousFuture))))
|
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] |
Internal method that determines if this asset/field combination
represents a fetcher value or a regular OHLCVP lookup.
|
[
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"regular",
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"lookup",
"."
] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/data/data_portal.py#L410-L420
|
train
|
Internal method that determines if this asset or field combination is an extra source.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9(chr(0b110000) + chr(0b1010101 + 0o32) + chr(1462 - 1413) + chr(0b110100) + '\060', 0b1000), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(0b100001 + 0o22) + chr(48) + chr(49), 0b1000), ehT0Px3KOsy9(chr(1880 - 1832) + chr(111) + '\061' + chr(0b110001) + chr(0b11111 + 0o23), ord("\x08")), ehT0Px3KOsy9(chr(0b11000 + 0o30) + chr(0b1010110 + 0o31) + '\x35' + chr(0b100101 + 0o20), 0o10), ehT0Px3KOsy9(chr(561 - 513) + chr(111) + '\x33' + chr(140 - 86), 61266 - 61258), ehT0Px3KOsy9('\060' + chr(0b1101111) + chr(422 - 373) + '\060' + chr(1849 - 1798), 0b1000), ehT0Px3KOsy9('\060' + '\157' + chr(0b110101) + '\x34', 0o10), ehT0Px3KOsy9(chr(0b10111 + 0o31) + chr(0b1010000 + 0o37) + '\064' + '\x32', 0b1000), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(50) + chr(0b110010), 45056 - 45048), ehT0Px3KOsy9(chr(48) + chr(0b11110 + 0o121) + chr(50) + chr(0b111 + 0o53) + chr(0b110000 + 0o0), ord("\x08")), ehT0Px3KOsy9(chr(1415 - 1367) + '\157' + chr(388 - 337) + chr(0b110111) + chr(1003 - 954), 57484 - 57476), ehT0Px3KOsy9(chr(567 - 519) + chr(111) + chr(0b1111 + 0o41), 20053 - 20045), ehT0Px3KOsy9(chr(0b110 + 0o52) + chr(0b100011 + 0o114) + '\x32' + chr(0b110111) + chr(0b110011 + 0o3), 0b1000), ehT0Px3KOsy9(chr(48) + chr(0b11 + 0o154) + chr(51) + chr(0b11000 + 0o34) + chr(55), 0o10), ehT0Px3KOsy9(chr(1394 - 1346) + '\157' + chr(49) + '\x30' + chr(48), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(0b11101 + 0o25) + chr(764 - 713) + chr(0b11 + 0o63), 50343 - 50335), ehT0Px3KOsy9('\060' + '\x6f' + chr(51) + '\065' + '\063', 0b1000), ehT0Px3KOsy9('\060' + '\157' + '\x31' + chr(54) + chr(978 - 926), ord("\x08")), ehT0Px3KOsy9(chr(0b101100 + 0o4) + chr(0b101111 + 0o100) + chr(1054 - 1004) + chr(0b110011) + chr(0b110001), 26665 - 26657), ehT0Px3KOsy9('\060' + chr(0b1010110 + 0o31) + chr(53) + '\060', 0o10), ehT0Px3KOsy9(chr(274 - 226) + '\x6f' + chr(2757 - 2702) + chr(0b110010), ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(0b1111 + 0o140) + chr(0b110011) + chr(0b101001 + 0o11) + chr(0b110010 + 0o5), ord("\x08")), ehT0Px3KOsy9('\060' + chr(0b111011 + 0o64) + '\x36' + chr(0b110000), ord("\x08")), ehT0Px3KOsy9(chr(154 - 106) + chr(111) + chr(0b111 + 0o54) + chr(52), 0o10), ehT0Px3KOsy9(chr(1512 - 1464) + chr(0b1010010 + 0o35) + chr(433 - 382) + '\x35' + '\x34', 2092 - 2084), ehT0Px3KOsy9('\060' + chr(0b1101111) + '\x31' + '\x35' + chr(2757 - 2704), 0o10), ehT0Px3KOsy9('\060' + chr(111) + '\062' + chr(0b10110 + 0o35) + chr(54), 8), ehT0Px3KOsy9(chr(834 - 786) + chr(0b1101111) + chr(0b110011) + '\066', 8), ehT0Px3KOsy9('\x30' + '\x6f' + chr(2451 - 2401) + chr(53) + chr(2485 - 2433), 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(11920 - 11809) + '\x31' + '\x32' + chr(0b110101), 0o10), ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(0b110111) + chr(0b110001), ord("\x08")), ehT0Px3KOsy9(chr(1928 - 1880) + '\x6f' + chr(1071 - 1021) + '\061' + chr(0b10101 + 0o33), 0b1000), ehT0Px3KOsy9(chr(48) + chr(1591 - 1480) + '\x35' + chr(0b110100), 8), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + '\061' + '\x31' + chr(1167 - 1112), 40992 - 40984), ehT0Px3KOsy9(chr(0b11011 + 0o25) + '\x6f' + chr(0b1100 + 0o47) + chr(0b110010) + chr(2452 - 2401), 12099 - 12091), ehT0Px3KOsy9('\060' + '\157' + chr(2173 - 2123) + chr(0b10110 + 0o32) + '\062', 50836 - 50828), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(0b110011) + chr(51) + '\060', 42310 - 42302), ehT0Px3KOsy9(chr(523 - 475) + chr(0b1101111) + '\062' + '\x31' + '\x34', 0o10), ehT0Px3KOsy9('\060' + '\x6f' + '\061' + chr(0b11101 + 0o27) + chr(55), ord("\x08")), ehT0Px3KOsy9(chr(48) + '\157' + '\063' + chr(769 - 716), 0o10)][WVxHKyX45z_L % ehT0Px3KOsy9(chr(0b110000) + chr(0b101001 + 0o106) + chr(0b110100 + 0o1) + chr(0b11001 + 0o27), 8)] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'N'), chr(9274 - 9174) + chr(0b110101 + 0o60) + '\x63' + '\157' + chr(6777 - 6677) + chr(0b1100101))(chr(117) + chr(0b1110100) + chr(102) + '\055' + chr(2383 - 2327)) + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def sDkSBDKkbprk(tKJAwKiE1Zya, fEcfxx4smAdS, abA97kOQKaLo):
return not (fEcfxx4smAdS in IgIRilsDw83D and PlSM16l2KDPD(tKJAwKiE1Zya, (KFiLXGYtsK4j, LRSegj_MkOz7)))
|
quantopian/zipline
|
zipline/data/data_portal.py
|
DataPortal.get_spot_value
|
def get_spot_value(self, assets, field, dt, data_frequency):
"""
Public API method that returns a scalar value representing the value
of the desired asset's field at either the given dt.
Parameters
----------
assets : Asset, ContinuousFuture, or iterable of same.
The asset or assets whose data is desired.
field : {'open', 'high', 'low', 'close', 'volume',
'price', 'last_traded'}
The desired field of the asset.
dt : pd.Timestamp
The timestamp for the desired value.
data_frequency : str
The frequency of the data to query; i.e. whether the data is
'daily' or 'minute' bars
Returns
-------
value : float, int, or pd.Timestamp
The spot value of ``field`` for ``asset`` The return type is based
on the ``field`` requested. If the field is one of 'open', 'high',
'low', 'close', or 'price', the value will be a float. If the
``field`` is 'volume' the value will be a int. If the ``field`` is
'last_traded' the value will be a Timestamp.
"""
assets_is_scalar = False
if isinstance(assets, (AssetConvertible, PricingDataAssociable)):
assets_is_scalar = True
else:
# If 'assets' was not one of the expected types then it should be
# an iterable.
try:
iter(assets)
except TypeError:
raise TypeError(
"Unexpected 'assets' value of type {}."
.format(type(assets))
)
session_label = self.trading_calendar.minute_to_session_label(dt)
if assets_is_scalar:
return self._get_single_asset_value(
session_label,
assets,
field,
dt,
data_frequency,
)
else:
get_single_asset_value = self._get_single_asset_value
return [
get_single_asset_value(
session_label,
asset,
field,
dt,
data_frequency,
)
for asset in assets
]
|
python
|
def get_spot_value(self, assets, field, dt, data_frequency):
"""
Public API method that returns a scalar value representing the value
of the desired asset's field at either the given dt.
Parameters
----------
assets : Asset, ContinuousFuture, or iterable of same.
The asset or assets whose data is desired.
field : {'open', 'high', 'low', 'close', 'volume',
'price', 'last_traded'}
The desired field of the asset.
dt : pd.Timestamp
The timestamp for the desired value.
data_frequency : str
The frequency of the data to query; i.e. whether the data is
'daily' or 'minute' bars
Returns
-------
value : float, int, or pd.Timestamp
The spot value of ``field`` for ``asset`` The return type is based
on the ``field`` requested. If the field is one of 'open', 'high',
'low', 'close', or 'price', the value will be a float. If the
``field`` is 'volume' the value will be a int. If the ``field`` is
'last_traded' the value will be a Timestamp.
"""
assets_is_scalar = False
if isinstance(assets, (AssetConvertible, PricingDataAssociable)):
assets_is_scalar = True
else:
# If 'assets' was not one of the expected types then it should be
# an iterable.
try:
iter(assets)
except TypeError:
raise TypeError(
"Unexpected 'assets' value of type {}."
.format(type(assets))
)
session_label = self.trading_calendar.minute_to_session_label(dt)
if assets_is_scalar:
return self._get_single_asset_value(
session_label,
assets,
field,
dt,
data_frequency,
)
else:
get_single_asset_value = self._get_single_asset_value
return [
get_single_asset_value(
session_label,
asset,
field,
dt,
data_frequency,
)
for asset in assets
]
|
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",",
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"]"
] |
Public API method that returns a scalar value representing the value
of the desired asset's field at either the given dt.
Parameters
----------
assets : Asset, ContinuousFuture, or iterable of same.
The asset or assets whose data is desired.
field : {'open', 'high', 'low', 'close', 'volume',
'price', 'last_traded'}
The desired field of the asset.
dt : pd.Timestamp
The timestamp for the desired value.
data_frequency : str
The frequency of the data to query; i.e. whether the data is
'daily' or 'minute' bars
Returns
-------
value : float, int, or pd.Timestamp
The spot value of ``field`` for ``asset`` The return type is based
on the ``field`` requested. If the field is one of 'open', 'high',
'low', 'close', or 'price', the value will be a float. If the
``field`` is 'volume' the value will be a int. If the ``field`` is
'last_traded' the value will be a Timestamp.
|
[
"Public",
"API",
"method",
"that",
"returns",
"a",
"scalar",
"value",
"representing",
"the",
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"dt",
"."
] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/data/data_portal.py#L475-L537
|
train
|
Private method that returns a scalar value representing the value of the asset s field at either the given dt or the last traded value.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9('\x30' + chr(12252 - 12141) + '\x35', 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(1316 - 1205) + chr(49) + '\065' + chr(0b11011 + 0o25), 0b1000), ehT0Px3KOsy9('\060' + chr(111) + '\061' + chr(1693 - 1642) + '\063', 0o10), ehT0Px3KOsy9(chr(119 - 71) + '\x6f' + '\063' + chr(1485 - 1436) + chr(253 - 200), 0o10), ehT0Px3KOsy9('\x30' + chr(3294 - 3183) + chr(1222 - 1173) + '\x30' + '\065', ord("\x08")), ehT0Px3KOsy9(chr(0b101011 + 0o5) + '\x6f' + chr(50) + '\x36' + chr(53), ord("\x08")), ehT0Px3KOsy9('\x30' + '\157' + '\x31' + chr(0b11110 + 0o27) + chr(0b100000 + 0o22), 42258 - 42250), ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(0b101100 + 0o7) + chr(53) + '\x37', 36480 - 36472), ehT0Px3KOsy9('\x30' + chr(0b1101111) + '\x35' + '\x34', 0o10), ehT0Px3KOsy9('\x30' + chr(111) + chr(0b11110 + 0o30) + chr(52), ord("\x08")), ehT0Px3KOsy9(chr(0b101100 + 0o4) + chr(0b100111 + 0o110) + chr(0b110001 + 0o1) + '\x30' + chr(0b110010), 15255 - 15247), ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(0b110001) + chr(1828 - 1774) + chr(48), 0o10), ehT0Px3KOsy9(chr(0b1110 + 0o42) + '\x6f' + '\x31' + '\067' + chr(0b1000 + 0o52), 41541 - 41533), ehT0Px3KOsy9(chr(0b110000 + 0o0) + '\x6f' + chr(0b1 + 0o60) + '\x31' + chr(2546 - 2495), 35496 - 35488), ehT0Px3KOsy9(chr(48) + '\x6f' + chr(0b110001) + '\x31' + '\x33', 8), ehT0Px3KOsy9(chr(259 - 211) + '\157' + chr(0b110010) + chr(0b110011) + chr(0b110001), 0b1000), ehT0Px3KOsy9('\x30' + '\x6f' + chr(0b1001 + 0o52) + chr(49) + chr(52), 0b1000), ehT0Px3KOsy9(chr(1048 - 1000) + chr(0b1101111) + '\x33' + chr(0b110000) + '\066', 0b1000), ehT0Px3KOsy9(chr(0b10100 + 0o34) + chr(0b100111 + 0o110) + chr(49) + '\x35' + chr(1525 - 1473), 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(0b101010 + 0o105) + chr(1685 - 1637), 63336 - 63328), ehT0Px3KOsy9('\x30' + '\x6f' + '\x31' + chr(51) + chr(2438 - 2384), 25159 - 25151), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + '\x33' + chr(0b110111) + chr(294 - 242), ord("\x08")), ehT0Px3KOsy9(chr(0b1011 + 0o45) + chr(6857 - 6746) + chr(1994 - 1944) + chr(2955 - 2900) + chr(0b110001 + 0o1), ord("\x08")), ehT0Px3KOsy9(chr(0b100000 + 0o20) + '\157' + '\x33' + chr(0b11011 + 0o32) + chr(2027 - 1974), 0o10), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(101 - 50) + chr(757 - 705) + chr(0b110010), 57623 - 57615), ehT0Px3KOsy9(chr(0b110 + 0o52) + chr(0b1101111) + '\065' + '\x37', 0b1000), ehT0Px3KOsy9(chr(979 - 931) + chr(111) + chr(55) + chr(2086 - 2032), ord("\x08")), ehT0Px3KOsy9(chr(806 - 758) + chr(6684 - 6573) + '\065' + '\065', 46470 - 46462), ehT0Px3KOsy9('\x30' + chr(0b1101111) + '\x33' + chr(0b110101) + chr(524 - 474), 23874 - 23866), ehT0Px3KOsy9(chr(0b111 + 0o51) + chr(0b1101111) + '\061' + '\x35', ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(0b110001) + '\x33' + chr(1344 - 1295), 39898 - 39890), ehT0Px3KOsy9('\x30' + '\x6f' + chr(0b110 + 0o53) + '\062' + chr(0b110100), 0o10), ehT0Px3KOsy9('\x30' + chr(0b1101111) + chr(0b1110 + 0o50) + '\067', 63916 - 63908), ehT0Px3KOsy9(chr(0b101 + 0o53) + chr(6829 - 6718) + chr(2145 - 2096) + chr(0b1000 + 0o52) + chr(50), 4971 - 4963), ehT0Px3KOsy9(chr(0b110000) + chr(0b0 + 0o157) + chr(1049 - 998) + chr(0b11110 + 0o30) + chr(0b110100), 33368 - 33360), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(0b10000 + 0o42) + chr(487 - 437) + '\x32', 50552 - 50544), ehT0Px3KOsy9(chr(0b110000) + chr(1460 - 1349) + '\x33' + '\064' + chr(639 - 590), 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(5298 - 5187) + '\x33' + '\x30' + chr(52), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(7211 - 7100) + chr(49) + '\061', 0o10), ehT0Px3KOsy9(chr(0b100001 + 0o17) + chr(111) + chr(2435 - 2384) + '\067' + '\x30', 0o10)][WVxHKyX45z_L % ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(0b110101) + '\060', 0b1000)] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'+'), chr(0b1100100) + '\x65' + chr(99) + '\157' + '\x64' + chr(0b111111 + 0o46))(chr(0b110111 + 0o76) + chr(0b1110100) + chr(9264 - 9162) + chr(1489 - 1444) + chr(0b111000)) + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def EDrwXmTFp0_u(oVre8I6UXc3b, YGFU3oxACPcg, fEcfxx4smAdS, OmU3Un949MWT, bXS4MokNqKbm):
wF7oeVUs98kt = ehT0Px3KOsy9(chr(2201 - 2153) + chr(6388 - 6277) + chr(1162 - 1114), 8)
if PlSM16l2KDPD(YGFU3oxACPcg, (hxIis8TkVx8U, E7sIR5HtuCi2)):
wF7oeVUs98kt = ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(1214 - 1165), 0b1000)
else:
try:
ZdP978XkGspL(YGFU3oxACPcg)
except sznFqDbNBHlx:
raise sznFqDbNBHlx(xafqLlk3kkUe(xafqLlk3kkUe(SXOLrMavuUCe(b'P\x06>\xb55\xd0\t\x9bIP\xa2W\x1b88\xfc\xb8\xb5K (\x9d\xd6\x98\x87\x0fQK\xcay $Rr\x8f\xef\xcf'), '\144' + '\x65' + chr(0b100100 + 0o77) + chr(2102 - 1991) + '\144' + '\145')(chr(7057 - 6940) + chr(10813 - 10697) + '\146' + chr(0b101101) + chr(0b111000)), xafqLlk3kkUe(SXOLrMavuUCe(b'S\\)\xa2\r\xd49\xdc|D\xe7\x1a'), chr(6555 - 6455) + '\145' + '\143' + '\x6f' + chr(0b1100100) + '\x65')(chr(0b1110101) + chr(2972 - 2856) + '\x66' + '\x2d' + '\x38'))(wmQmyeWBmUpv(YGFU3oxACPcg)))
jHXBqk1Gbgoy = oVre8I6UXc3b.trading_calendar.minute_to_session_label(OmU3Un949MWT)
if wF7oeVUs98kt:
return xafqLlk3kkUe(oVre8I6UXc3b, xafqLlk3kkUe(SXOLrMavuUCe(b'Z\x0f>\xb9\x1a\xc6\x03\x81KX\xe7/\x1b88\xfc\xb8\x99\x1aa2\x89\xdf'), chr(0b1100100) + chr(101) + chr(0b1100011) + '\x6f' + chr(0b1100100) + '\145')(chr(0b1110101) + chr(0b101000 + 0o114) + '\x66' + chr(0b101101) + chr(0b111 + 0o61)))(jHXBqk1Gbgoy, YGFU3oxACPcg, fEcfxx4smAdS, OmU3Un949MWT, bXS4MokNqKbm)
else:
N8mZ9Fq_PJ25 = oVre8I6UXc3b._get_single_asset_value
return [N8mZ9Fq_PJ25(jHXBqk1Gbgoy, tKJAwKiE1Zya, fEcfxx4smAdS, OmU3Un949MWT, bXS4MokNqKbm) for tKJAwKiE1Zya in YGFU3oxACPcg]
|
quantopian/zipline
|
zipline/data/data_portal.py
|
DataPortal.get_scalar_asset_spot_value
|
def get_scalar_asset_spot_value(self, asset, field, dt, data_frequency):
"""
Public API method that returns a scalar value representing the value
of the desired asset's field at either the given dt.
Parameters
----------
assets : Asset
The asset or assets whose data is desired. This cannot be
an arbitrary AssetConvertible.
field : {'open', 'high', 'low', 'close', 'volume',
'price', 'last_traded'}
The desired field of the asset.
dt : pd.Timestamp
The timestamp for the desired value.
data_frequency : str
The frequency of the data to query; i.e. whether the data is
'daily' or 'minute' bars
Returns
-------
value : float, int, or pd.Timestamp
The spot value of ``field`` for ``asset`` The return type is based
on the ``field`` requested. If the field is one of 'open', 'high',
'low', 'close', or 'price', the value will be a float. If the
``field`` is 'volume' the value will be a int. If the ``field`` is
'last_traded' the value will be a Timestamp.
"""
return self._get_single_asset_value(
self.trading_calendar.minute_to_session_label(dt),
asset,
field,
dt,
data_frequency,
)
|
python
|
def get_scalar_asset_spot_value(self, asset, field, dt, data_frequency):
"""
Public API method that returns a scalar value representing the value
of the desired asset's field at either the given dt.
Parameters
----------
assets : Asset
The asset or assets whose data is desired. This cannot be
an arbitrary AssetConvertible.
field : {'open', 'high', 'low', 'close', 'volume',
'price', 'last_traded'}
The desired field of the asset.
dt : pd.Timestamp
The timestamp for the desired value.
data_frequency : str
The frequency of the data to query; i.e. whether the data is
'daily' or 'minute' bars
Returns
-------
value : float, int, or pd.Timestamp
The spot value of ``field`` for ``asset`` The return type is based
on the ``field`` requested. If the field is one of 'open', 'high',
'low', 'close', or 'price', the value will be a float. If the
``field`` is 'volume' the value will be a int. If the ``field`` is
'last_traded' the value will be a Timestamp.
"""
return self._get_single_asset_value(
self.trading_calendar.minute_to_session_label(dt),
asset,
field,
dt,
data_frequency,
)
|
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",",
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",",
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",",
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",",
"data_frequency",
",",
")"
] |
Public API method that returns a scalar value representing the value
of the desired asset's field at either the given dt.
Parameters
----------
assets : Asset
The asset or assets whose data is desired. This cannot be
an arbitrary AssetConvertible.
field : {'open', 'high', 'low', 'close', 'volume',
'price', 'last_traded'}
The desired field of the asset.
dt : pd.Timestamp
The timestamp for the desired value.
data_frequency : str
The frequency of the data to query; i.e. whether the data is
'daily' or 'minute' bars
Returns
-------
value : float, int, or pd.Timestamp
The spot value of ``field`` for ``asset`` The return type is based
on the ``field`` requested. If the field is one of 'open', 'high',
'low', 'close', or 'price', the value will be a float. If the
``field`` is 'volume' the value will be a int. If the ``field`` is
'last_traded' the value will be a Timestamp.
|
[
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"a",
"scalar",
"value",
"representing",
"the",
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"either",
"the",
"given",
"dt",
"."
] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/data/data_portal.py#L539-L573
|
train
|
Returns a scalar value representing the value of the asset s spot value at the given dt.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9(chr(378 - 330) + chr(5710 - 5599) + chr(1983 - 1933) + '\x34' + chr(0b1001 + 0o54), 0b1000), ehT0Px3KOsy9('\060' + chr(0b1101111) + chr(116 - 65) + chr(55) + chr(51), 0o10), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(0b10100 + 0o35) + chr(0b110100) + '\062', 8795 - 8787), ehT0Px3KOsy9(chr(48) + chr(4417 - 4306) + chr(0b1010 + 0o50) + '\x30' + chr(0b11 + 0o62), 2290 - 2282), ehT0Px3KOsy9('\060' + chr(0b11110 + 0o121) + '\x37' + chr(0b100001 + 0o26), 0b1000), ehT0Px3KOsy9('\x30' + '\x6f' + chr(0b110001) + chr(0b110100), 11076 - 11068), ehT0Px3KOsy9(chr(825 - 777) + chr(111) + chr(0b110001) + chr(0b110110) + chr(1331 - 1277), 26377 - 26369), ehT0Px3KOsy9(chr(1388 - 1340) + chr(0b1101111) + chr(50) + '\065' + chr(0b110000), 42195 - 42187), ehT0Px3KOsy9(chr(0b10101 + 0o33) + '\157' + chr(792 - 742) + '\061' + '\065', 0o10), ehT0Px3KOsy9(chr(2302 - 2254) + chr(0b1101111) + '\x33' + chr(1915 - 1860) + chr(0b110101), 0o10), ehT0Px3KOsy9('\x30' + chr(0b1101111) + chr(51) + chr(0b101010 + 0o13) + chr(1708 - 1655), 0o10), ehT0Px3KOsy9('\x30' + chr(3901 - 3790) + chr(50), 0o10), ehT0Px3KOsy9('\060' + chr(0b1101111) + '\063' + '\062', 0o10), ehT0Px3KOsy9(chr(48) + chr(3222 - 3111) + '\061' + chr(0b101110 + 0o4) + '\067', 44729 - 44721), ehT0Px3KOsy9('\x30' + '\x6f' + '\062' + '\x33' + '\065', ord("\x08")), ehT0Px3KOsy9(chr(48) + '\x6f' + chr(0b110001) + chr(1710 - 1662) + '\x36', 0b1000), ehT0Px3KOsy9(chr(1776 - 1728) + chr(0b1100011 + 0o14) + chr(0b11010 + 0o35) + chr(0b110110), 0o10), ehT0Px3KOsy9(chr(48) + chr(111) + chr(1181 - 1130) + '\x33' + '\063', 0b1000), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(1236 - 1185) + chr(0b110010) + chr(0b110110), 0o10), ehT0Px3KOsy9(chr(48) + chr(111) + '\061' + chr(51) + '\062', 0o10), ehT0Px3KOsy9('\060' + chr(0b1100111 + 0o10) + chr(1323 - 1274) + '\x37' + chr(53), 0b1000), ehT0Px3KOsy9(chr(0b110000) + '\157' + '\061' + '\x33' + chr(0b110011), 0o10), ehT0Px3KOsy9('\060' + chr(0b0 + 0o157) + chr(0b110011) + chr(0b11 + 0o56) + chr(786 - 731), 19113 - 19105), ehT0Px3KOsy9(chr(0b1100 + 0o44) + chr(0b11011 + 0o124) + chr(0b101101 + 0o5) + chr(2010 - 1959) + chr(0b10011 + 0o37), 13195 - 13187), ehT0Px3KOsy9(chr(48) + chr(4485 - 4374) + chr(1000 - 946) + chr(1377 - 1329), 0b1000), ehT0Px3KOsy9(chr(2076 - 2028) + chr(111) + chr(1992 - 1942) + chr(439 - 385) + chr(0b110100), 0o10), ehT0Px3KOsy9(chr(383 - 335) + chr(0b1101111) + chr(0b1110 + 0o43) + chr(2093 - 2045) + chr(1689 - 1636), 10209 - 10201), ehT0Px3KOsy9(chr(0b11101 + 0o23) + chr(449 - 338) + '\x32', 8), ehT0Px3KOsy9(chr(48) + '\157' + '\x32' + '\x31' + chr(2328 - 2276), 29603 - 29595), ehT0Px3KOsy9('\060' + chr(3959 - 3848) + chr(50) + chr(0b110100) + chr(0b110110), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(0b1 + 0o64) + chr(1860 - 1811), 0b1000), ehT0Px3KOsy9(chr(1671 - 1623) + chr(0b1100101 + 0o12) + chr(51) + '\x37' + '\x30', 0b1000), ehT0Px3KOsy9(chr(812 - 764) + '\x6f' + chr(0b110010) + '\x30' + chr(0b100110 + 0o16), 0o10), ehT0Px3KOsy9(chr(48) + chr(1294 - 1183) + chr(0b110011) + chr(289 - 236) + chr(0b100010 + 0o23), 8), ehT0Px3KOsy9(chr(0b110 + 0o52) + '\x6f' + '\061' + '\062' + '\x30', 0b1000), ehT0Px3KOsy9(chr(0b11010 + 0o26) + chr(0b1101111) + chr(0b1100 + 0o50) + chr(0b110100), 24452 - 24444), ehT0Px3KOsy9(chr(48) + chr(0b1010101 + 0o32) + chr(126 - 75) + chr(50) + '\060', 0o10), ehT0Px3KOsy9('\x30' + chr(6965 - 6854) + '\x31' + chr(50) + chr(0b110010), 0b1000), ehT0Px3KOsy9(chr(0b1011 + 0o45) + chr(10983 - 10872) + chr(829 - 778) + '\x36' + '\061', 0b1000), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + '\061' + chr(0b101100 + 0o6) + chr(415 - 363), 2072 - 2064)][WVxHKyX45z_L % ehT0Px3KOsy9('\060' + '\157' + chr(321 - 268) + '\060', 58173 - 58165)] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'\x8b'), '\144' + chr(7016 - 6915) + chr(0b1100011) + '\157' + chr(0b1100100) + '\x65')(chr(117) + chr(0b1110100) + chr(102) + '\055' + chr(72 - 16)) + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def ZFVB5mfaz5fr(oVre8I6UXc3b, tKJAwKiE1Zya, fEcfxx4smAdS, OmU3Un949MWT, bXS4MokNqKbm):
return xafqLlk3kkUe(oVre8I6UXc3b, xafqLlk3kkUe(SXOLrMavuUCe(b'\xfa\x9c\x07\xf1`\x7f\x1f\xc6\xea\x91\x88]{$\xee#J\x84\xa0;\x11.\xaa'), chr(0b1100100) + chr(0b11100 + 0o111) + '\143' + chr(111) + chr(100) + chr(0b1100101))(chr(0b1110101) + '\164' + chr(0b100000 + 0o106) + '\055' + '\x38'))(xafqLlk3kkUe(oVre8I6UXc3b.trading_calendar, xafqLlk3kkUe(SXOLrMavuUCe(b'\xc8\x92\x0c\xf0Ki)\xdc\xe2\xa2\x9egi$\xf4)P\x84\xba;\x1f>\xa3'), chr(4105 - 4005) + chr(8547 - 8446) + '\x63' + '\x6f' + '\144' + chr(0b1100101))(chr(0b1110101) + chr(0b1110100) + chr(0b1100110) + chr(0b10001 + 0o34) + '\x38'))(OmU3Un949MWT), tKJAwKiE1Zya, fEcfxx4smAdS, OmU3Un949MWT, bXS4MokNqKbm)
|
quantopian/zipline
|
zipline/data/data_portal.py
|
DataPortal.get_adjustments
|
def get_adjustments(self, assets, field, dt, perspective_dt):
"""
Returns a list of adjustments between the dt and perspective_dt for the
given field and list of assets
Parameters
----------
assets : list of type Asset, or Asset
The asset, or assets whose adjustments are desired.
field : {'open', 'high', 'low', 'close', 'volume', \
'price', 'last_traded'}
The desired field of the asset.
dt : pd.Timestamp
The timestamp for the desired value.
perspective_dt : pd.Timestamp
The timestamp from which the data is being viewed back from.
Returns
-------
adjustments : list[Adjustment]
The adjustments to that field.
"""
if isinstance(assets, Asset):
assets = [assets]
adjustment_ratios_per_asset = []
def split_adj_factor(x):
return x if field != 'volume' else 1.0 / x
for asset in assets:
adjustments_for_asset = []
split_adjustments = self._get_adjustment_list(
asset, self._splits_dict, "SPLITS"
)
for adj_dt, adj in split_adjustments:
if dt < adj_dt <= perspective_dt:
adjustments_for_asset.append(split_adj_factor(adj))
elif adj_dt > perspective_dt:
break
if field != 'volume':
merger_adjustments = self._get_adjustment_list(
asset, self._mergers_dict, "MERGERS"
)
for adj_dt, adj in merger_adjustments:
if dt < adj_dt <= perspective_dt:
adjustments_for_asset.append(adj)
elif adj_dt > perspective_dt:
break
dividend_adjustments = self._get_adjustment_list(
asset, self._dividends_dict, "DIVIDENDS",
)
for adj_dt, adj in dividend_adjustments:
if dt < adj_dt <= perspective_dt:
adjustments_for_asset.append(adj)
elif adj_dt > perspective_dt:
break
ratio = reduce(mul, adjustments_for_asset, 1.0)
adjustment_ratios_per_asset.append(ratio)
return adjustment_ratios_per_asset
|
python
|
def get_adjustments(self, assets, field, dt, perspective_dt):
"""
Returns a list of adjustments between the dt and perspective_dt for the
given field and list of assets
Parameters
----------
assets : list of type Asset, or Asset
The asset, or assets whose adjustments are desired.
field : {'open', 'high', 'low', 'close', 'volume', \
'price', 'last_traded'}
The desired field of the asset.
dt : pd.Timestamp
The timestamp for the desired value.
perspective_dt : pd.Timestamp
The timestamp from which the data is being viewed back from.
Returns
-------
adjustments : list[Adjustment]
The adjustments to that field.
"""
if isinstance(assets, Asset):
assets = [assets]
adjustment_ratios_per_asset = []
def split_adj_factor(x):
return x if field != 'volume' else 1.0 / x
for asset in assets:
adjustments_for_asset = []
split_adjustments = self._get_adjustment_list(
asset, self._splits_dict, "SPLITS"
)
for adj_dt, adj in split_adjustments:
if dt < adj_dt <= perspective_dt:
adjustments_for_asset.append(split_adj_factor(adj))
elif adj_dt > perspective_dt:
break
if field != 'volume':
merger_adjustments = self._get_adjustment_list(
asset, self._mergers_dict, "MERGERS"
)
for adj_dt, adj in merger_adjustments:
if dt < adj_dt <= perspective_dt:
adjustments_for_asset.append(adj)
elif adj_dt > perspective_dt:
break
dividend_adjustments = self._get_adjustment_list(
asset, self._dividends_dict, "DIVIDENDS",
)
for adj_dt, adj in dividend_adjustments:
if dt < adj_dt <= perspective_dt:
adjustments_for_asset.append(adj)
elif adj_dt > perspective_dt:
break
ratio = reduce(mul, adjustments_for_asset, 1.0)
adjustment_ratios_per_asset.append(ratio)
return adjustment_ratios_per_asset
|
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] |
Returns a list of adjustments between the dt and perspective_dt for the
given field and list of assets
Parameters
----------
assets : list of type Asset, or Asset
The asset, or assets whose adjustments are desired.
field : {'open', 'high', 'low', 'close', 'volume', \
'price', 'last_traded'}
The desired field of the asset.
dt : pd.Timestamp
The timestamp for the desired value.
perspective_dt : pd.Timestamp
The timestamp from which the data is being viewed back from.
Returns
-------
adjustments : list[Adjustment]
The adjustments to that field.
|
[
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] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/data/data_portal.py#L575-L638
|
train
|
Returns a list of adjustments between the dt and perspective_dt for the given field and list of assets.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9('\060' + '\157' + '\061' + chr(2380 - 2326) + '\x36', 0b1000), ehT0Px3KOsy9(chr(48) + '\157' + chr(49) + chr(0b110110) + '\x34', 0b1000), ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(1161 - 1111) + '\x32' + '\066', 0b1000), ehT0Px3KOsy9(chr(48) + '\x6f' + '\061' + chr(0b100110 + 0o20) + '\065', 0o10), ehT0Px3KOsy9(chr(1054 - 1006) + chr(0b1101000 + 0o7) + '\x31' + chr(54) + chr(0b1100 + 0o45), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + '\157' + '\063' + chr(2020 - 1969) + chr(0b110001), 38326 - 38318), ehT0Px3KOsy9(chr(0b110000) + chr(111) + '\x31' + chr(1517 - 1469) + chr(2411 - 2360), 0o10), ehT0Px3KOsy9('\060' + chr(0b1101000 + 0o7) + chr(0b1100 + 0o46) + chr(829 - 777) + '\066', 0o10), ehT0Px3KOsy9('\x30' + '\x6f' + chr(0b110010) + '\x35' + chr(49), 0b1000), ehT0Px3KOsy9(chr(1683 - 1635) + chr(111) + chr(827 - 775) + chr(1875 - 1825), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(0b100101 + 0o16) + '\062', 7659 - 7651), ehT0Px3KOsy9(chr(48) + '\157' + chr(1592 - 1538) + chr(0b110010), ord("\x08")), ehT0Px3KOsy9('\x30' + '\157' + chr(1689 - 1638) + '\065' + '\067', ord("\x08")), ehT0Px3KOsy9(chr(781 - 733) + '\157' + chr(1974 - 1921) + chr(0b100110 + 0o21), 9803 - 9795), ehT0Px3KOsy9(chr(2197 - 2149) + chr(0b11001 + 0o126) + chr(632 - 581) + chr(0b110011) + '\067', 0o10), ehT0Px3KOsy9(chr(48) + '\x6f' + '\063' + '\065' + chr(830 - 781), 0b1000), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(1008 - 959) + '\x35' + chr(2330 - 2279), 0b1000), ehT0Px3KOsy9('\060' + chr(10975 - 10864) + chr(853 - 804) + chr(466 - 415) + '\062', 0o10), ehT0Px3KOsy9(chr(0b101000 + 0o10) + chr(0b1101111) + chr(0b10011 + 0o37) + chr(148 - 97) + chr(1898 - 1845), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(6527 - 6416) + chr(50) + chr(0b10110 + 0o37) + chr(505 - 454), 0o10), ehT0Px3KOsy9('\x30' + '\157' + chr(0b110011) + '\x30' + chr(0b101011 + 0o11), ord("\x08")), ehT0Px3KOsy9('\x30' + chr(111) + '\061' + '\x36' + '\065', 8), ehT0Px3KOsy9(chr(48) + chr(9037 - 8926) + chr(49) + chr(0b110101) + '\060', 42171 - 42163), ehT0Px3KOsy9(chr(0b1101 + 0o43) + '\x6f' + chr(0b110001) + chr(2015 - 1962) + chr(1714 - 1665), 0b1000), ehT0Px3KOsy9('\060' + chr(0b1001110 + 0o41) + chr(1012 - 960) + chr(2867 - 2812), 60314 - 60306), ehT0Px3KOsy9(chr(2133 - 2085) + chr(0b1101111) + chr(0b110001) + chr(0b10000 + 0o42) + chr(490 - 442), ord("\x08")), ehT0Px3KOsy9(chr(580 - 532) + chr(111) + chr(0b110011) + chr(0b1 + 0o61) + chr(514 - 462), 0b1000), ehT0Px3KOsy9('\x30' + '\157' + '\063' + chr(0b110000 + 0o1) + chr(48), 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(9490 - 9379) + chr(0b110110), 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(0b11000 + 0o33) + chr(0b110000) + '\x34', 8), ehT0Px3KOsy9(chr(0b1 + 0o57) + chr(0b1010001 + 0o36) + chr(1278 - 1228) + chr(0b110100) + chr(0b10 + 0o62), ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(2773 - 2662) + chr(49) + chr(0b110011 + 0o4) + '\060', 21796 - 21788), ehT0Px3KOsy9(chr(1489 - 1441) + chr(0b1101111) + chr(0b110010) + chr(0b110001) + chr(0b110111), 0o10), ehT0Px3KOsy9('\060' + chr(1098 - 987) + '\066' + chr(55), 17634 - 17626), ehT0Px3KOsy9('\060' + chr(0b111110 + 0o61) + chr(1921 - 1868) + chr(1355 - 1300), 8), ehT0Px3KOsy9(chr(2282 - 2234) + '\x6f' + chr(0b110010) + chr(0b110100) + chr(1752 - 1701), ord("\x08")), ehT0Px3KOsy9(chr(0b11110 + 0o22) + '\x6f' + chr(0b110001 + 0o1) + chr(1773 - 1725) + chr(1366 - 1313), 18621 - 18613), ehT0Px3KOsy9(chr(1093 - 1045) + '\x6f' + chr(49) + chr(49), 13040 - 13032), ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(0b10110 + 0o41) + chr(0b110010 + 0o4), 0b1000), ehT0Px3KOsy9(chr(663 - 615) + '\x6f' + chr(0b1000 + 0o53) + chr(0b101001 + 0o7) + '\061', 0b1000)][WVxHKyX45z_L % ehT0Px3KOsy9(chr(2301 - 2253) + '\x6f' + chr(0b10101 + 0o40) + '\060', 0b1000)] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'X'), chr(0b1100100) + '\145' + '\x63' + chr(1478 - 1367) + '\144' + '\x65')(chr(0b1100110 + 0o17) + chr(8193 - 8077) + '\x66' + chr(45) + chr(0b100010 + 0o26)) + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
(RSYsB9TMxo_y,) = (xafqLlk3kkUe(NPPHb59961Bv(xafqLlk3kkUe(SXOLrMavuUCe(b'\x10\x01\xf8\x16\x05\xb6,\xca\xda'), '\x64' + '\x65' + chr(5416 - 5317) + chr(111) + chr(100) + '\145')(chr(0b100000 + 0o125) + chr(4101 - 3985) + chr(102) + '\055' + chr(0b111000)), xafqLlk3kkUe(SXOLrMavuUCe(b'\x04\x11\xf2\x00\x12\xbc'), '\144' + '\x65' + chr(0b1100011) + '\x6f' + '\144' + chr(0b1010000 + 0o25))('\165' + '\164' + chr(0b1100110) + chr(0b1010 + 0o43) + chr(0b101110 + 0o12))), xafqLlk3kkUe(SXOLrMavuUCe(b'\x04\x11\xf2\x00\x12\xbc'), chr(0b1100000 + 0o4) + chr(101) + '\x63' + '\x6f' + '\144' + chr(7761 - 7660))('\165' + chr(4769 - 4653) + chr(0b1100110) + chr(0b101101) + '\x38')),)
def chEJiXVjs1OQ(oVre8I6UXc3b, YGFU3oxACPcg, fEcfxx4smAdS, OmU3Un949MWT, N7BkMaOXrFvk):
if PlSM16l2KDPD(YGFU3oxACPcg, KFiLXGYtsK4j):
YGFU3oxACPcg = [YGFU3oxACPcg]
lC2r628pmqBe = []
def XBKPqdH3oboK(OeWW0F1dBPRQ):
return OeWW0F1dBPRQ if fEcfxx4smAdS != xafqLlk3kkUe(SXOLrMavuUCe(b'\x00\x1b\xfa\x00\x1c\xbc'), '\144' + chr(10109 - 10008) + chr(0b1100011) + chr(0b110000 + 0o77) + '\144' + chr(7129 - 7028))(chr(0b1110101) + '\x74' + '\x66' + '\055' + chr(56)) else 1.0 / OeWW0F1dBPRQ
for tKJAwKiE1Zya in YGFU3oxACPcg:
U47XHKehDibw = []
llEZKvQE6tjn = oVre8I6UXc3b._get_adjustment_list(tKJAwKiE1Zya, oVre8I6UXc3b._splits_dict, xafqLlk3kkUe(SXOLrMavuUCe(b'%$\xda<%\x8a'), chr(5486 - 5386) + chr(0b1000010 + 0o43) + chr(3841 - 3742) + chr(838 - 727) + chr(0b1100100) + chr(0b1100101))('\165' + chr(0b1110100) + '\x66' + chr(1024 - 979) + chr(0b111000)))
for (OBZCiPxJwmPA, zY4j_kVEljQN) in llEZKvQE6tjn:
if OmU3Un949MWT < OBZCiPxJwmPA <= N7BkMaOXrFvk:
xafqLlk3kkUe(U47XHKehDibw, xafqLlk3kkUe(SXOLrMavuUCe(b'\x17\x04\xe6\x10\x1f\xbd'), chr(5028 - 4928) + chr(0b1100101) + chr(0b1001111 + 0o24) + chr(0b1001 + 0o146) + chr(0b111000 + 0o54) + chr(101))(chr(0b1110101) + chr(0b1110100) + '\146' + '\055' + chr(506 - 450)))(XBKPqdH3oboK(zY4j_kVEljQN))
elif OBZCiPxJwmPA > N7BkMaOXrFvk:
break
if fEcfxx4smAdS != xafqLlk3kkUe(SXOLrMavuUCe(b'\x00\x1b\xfa\x00\x1c\xbc'), '\144' + chr(5243 - 5142) + chr(0b1100011) + chr(1626 - 1515) + chr(100) + '\145')(chr(0b1010100 + 0o41) + '\x74' + chr(7906 - 7804) + chr(45) + '\x38'):
ubVzkPcoSJBj = oVre8I6UXc3b._get_adjustment_list(tKJAwKiE1Zya, oVre8I6UXc3b._mergers_dict, xafqLlk3kkUe(SXOLrMavuUCe(b';1\xc424\x8b\x10'), '\144' + '\x65' + chr(99) + chr(719 - 608) + chr(9451 - 9351) + chr(0b1100101))('\165' + chr(2222 - 2106) + chr(0b1100110) + chr(1828 - 1783) + chr(2591 - 2535)))
for (OBZCiPxJwmPA, zY4j_kVEljQN) in ubVzkPcoSJBj:
if OmU3Un949MWT < OBZCiPxJwmPA <= N7BkMaOXrFvk:
xafqLlk3kkUe(U47XHKehDibw, xafqLlk3kkUe(SXOLrMavuUCe(b'\x17\x04\xe6\x10\x1f\xbd'), '\x64' + chr(0b1100101) + chr(99) + chr(0b1101111) + chr(0b1011111 + 0o5) + '\145')('\x75' + '\x74' + '\146' + '\055' + chr(0b110101 + 0o3)))(zY4j_kVEljQN)
elif OBZCiPxJwmPA > N7BkMaOXrFvk:
break
H3a6DBEWtpd9 = oVre8I6UXc3b._get_adjustment_list(tKJAwKiE1Zya, oVre8I6UXc3b._dividends_dict, xafqLlk3kkUe(SXOLrMavuUCe(b'2=\xc0<5\x9c\r\xe2\xfa'), '\x64' + chr(0b110110 + 0o57) + chr(4732 - 4633) + chr(111) + chr(100) + '\x65')(chr(117) + chr(116) + chr(8993 - 8891) + chr(0b100110 + 0o7) + chr(0b100101 + 0o23)))
for (OBZCiPxJwmPA, zY4j_kVEljQN) in H3a6DBEWtpd9:
if OmU3Un949MWT < OBZCiPxJwmPA <= N7BkMaOXrFvk:
xafqLlk3kkUe(U47XHKehDibw, xafqLlk3kkUe(SXOLrMavuUCe(b'\x17\x04\xe6\x10\x1f\xbd'), '\144' + '\x65' + chr(0b1100011) + chr(0b1101111) + chr(0b100111 + 0o75) + chr(8780 - 8679))('\x75' + chr(0b101001 + 0o113) + chr(0b0 + 0o146) + chr(0b101101) + '\x38'))(zY4j_kVEljQN)
elif OBZCiPxJwmPA > N7BkMaOXrFvk:
break
pyiPBPsXZj35 = RSYsB9TMxo_y(lvSCgY7ZhGFB, U47XHKehDibw, 1.0)
xafqLlk3kkUe(lC2r628pmqBe, xafqLlk3kkUe(SXOLrMavuUCe(b'\x17\x04\xe6\x10\x1f\xbd'), '\x64' + '\x65' + '\x63' + chr(0b1101111) + chr(4970 - 4870) + '\x65')(chr(0b1110101) + chr(0b1000010 + 0o62) + '\146' + '\055' + '\070'))(pyiPBPsXZj35)
return lC2r628pmqBe
|
quantopian/zipline
|
zipline/data/data_portal.py
|
DataPortal.get_adjusted_value
|
def get_adjusted_value(self, asset, field, dt,
perspective_dt,
data_frequency,
spot_value=None):
"""
Returns a scalar value representing the value
of the desired asset's field at the given dt with adjustments applied.
Parameters
----------
asset : Asset
The asset whose data is desired.
field : {'open', 'high', 'low', 'close', 'volume', \
'price', 'last_traded'}
The desired field of the asset.
dt : pd.Timestamp
The timestamp for the desired value.
perspective_dt : pd.Timestamp
The timestamp from which the data is being viewed back from.
data_frequency : str
The frequency of the data to query; i.e. whether the data is
'daily' or 'minute' bars
Returns
-------
value : float, int, or pd.Timestamp
The value of the given ``field`` for ``asset`` at ``dt`` with any
adjustments known by ``perspective_dt`` applied. The return type is
based on the ``field`` requested. If the field is one of 'open',
'high', 'low', 'close', or 'price', the value will be a float. If
the ``field`` is 'volume' the value will be a int. If the ``field``
is 'last_traded' the value will be a Timestamp.
"""
if spot_value is None:
# if this a fetcher field, we want to use perspective_dt (not dt)
# because we want the new value as of midnight (fetcher only works
# on a daily basis, all timestamps are on midnight)
if self._is_extra_source(asset, field,
self._augmented_sources_map):
spot_value = self.get_spot_value(asset, field, perspective_dt,
data_frequency)
else:
spot_value = self.get_spot_value(asset, field, dt,
data_frequency)
if isinstance(asset, Equity):
ratio = self.get_adjustments(asset, field, dt, perspective_dt)[0]
spot_value *= ratio
return spot_value
|
python
|
def get_adjusted_value(self, asset, field, dt,
perspective_dt,
data_frequency,
spot_value=None):
"""
Returns a scalar value representing the value
of the desired asset's field at the given dt with adjustments applied.
Parameters
----------
asset : Asset
The asset whose data is desired.
field : {'open', 'high', 'low', 'close', 'volume', \
'price', 'last_traded'}
The desired field of the asset.
dt : pd.Timestamp
The timestamp for the desired value.
perspective_dt : pd.Timestamp
The timestamp from which the data is being viewed back from.
data_frequency : str
The frequency of the data to query; i.e. whether the data is
'daily' or 'minute' bars
Returns
-------
value : float, int, or pd.Timestamp
The value of the given ``field`` for ``asset`` at ``dt`` with any
adjustments known by ``perspective_dt`` applied. The return type is
based on the ``field`` requested. If the field is one of 'open',
'high', 'low', 'close', or 'price', the value will be a float. If
the ``field`` is 'volume' the value will be a int. If the ``field``
is 'last_traded' the value will be a Timestamp.
"""
if spot_value is None:
# if this a fetcher field, we want to use perspective_dt (not dt)
# because we want the new value as of midnight (fetcher only works
# on a daily basis, all timestamps are on midnight)
if self._is_extra_source(asset, field,
self._augmented_sources_map):
spot_value = self.get_spot_value(asset, field, perspective_dt,
data_frequency)
else:
spot_value = self.get_spot_value(asset, field, dt,
data_frequency)
if isinstance(asset, Equity):
ratio = self.get_adjustments(asset, field, dt, perspective_dt)[0]
spot_value *= ratio
return spot_value
|
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"(",
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",",
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"perspective_dt",
",",
"data_frequency",
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] |
Returns a scalar value representing the value
of the desired asset's field at the given dt with adjustments applied.
Parameters
----------
asset : Asset
The asset whose data is desired.
field : {'open', 'high', 'low', 'close', 'volume', \
'price', 'last_traded'}
The desired field of the asset.
dt : pd.Timestamp
The timestamp for the desired value.
perspective_dt : pd.Timestamp
The timestamp from which the data is being viewed back from.
data_frequency : str
The frequency of the data to query; i.e. whether the data is
'daily' or 'minute' bars
Returns
-------
value : float, int, or pd.Timestamp
The value of the given ``field`` for ``asset`` at ``dt`` with any
adjustments known by ``perspective_dt`` applied. The return type is
based on the ``field`` requested. If the field is one of 'open',
'high', 'low', 'close', or 'price', the value will be a float. If
the ``field`` is 'volume' the value will be a int. If the ``field``
is 'last_traded' the value will be a Timestamp.
|
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"."
] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/data/data_portal.py#L640-L689
|
train
|
Returns the value of the asset s field at the given dt with adjustments applied.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9(chr(48) + '\157' + chr(0b110010) + chr(0b0 + 0o64) + '\x35', 0o10), ehT0Px3KOsy9('\x30' + chr(111) + chr(51) + chr(0b110001) + chr(49), 0o10), ehT0Px3KOsy9('\x30' + '\x6f' + '\x34' + '\065', 48744 - 48736), ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(0b110101) + chr(49), ord("\x08")), ehT0Px3KOsy9(chr(298 - 250) + chr(0b111111 + 0o60) + chr(0b11000 + 0o31) + chr(1713 - 1663) + chr(0b100111 + 0o13), ord("\x08")), ehT0Px3KOsy9(chr(1797 - 1749) + '\x6f' + chr(0b110001) + '\062' + chr(55), 41643 - 41635), ehT0Px3KOsy9(chr(1508 - 1460) + chr(0b1101111) + '\061' + chr(0b110000) + chr(509 - 454), 34193 - 34185), ehT0Px3KOsy9(chr(785 - 737) + '\x6f' + chr(0b110011) + '\x31' + chr(771 - 718), 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(2105 - 1994) + chr(0b101 + 0o61) + chr(0b110101), 0o10), ehT0Px3KOsy9(chr(1270 - 1222) + '\157' + chr(0b110010) + chr(0b110011), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(50) + '\066' + chr(54), 0b1000), ehT0Px3KOsy9('\x30' + chr(111) + chr(0b10101 + 0o35) + chr(457 - 403) + '\060', 0b1000), ehT0Px3KOsy9(chr(1963 - 1915) + chr(0b1101111) + '\061' + '\x33' + '\063', 33426 - 33418), ehT0Px3KOsy9(chr(0b1001 + 0o47) + chr(1310 - 1199) + '\061' + chr(50), 0b1000), ehT0Px3KOsy9('\060' + '\x6f' + chr(51) + chr(0b1101 + 0o45), 0o10), ehT0Px3KOsy9('\060' + chr(111) + chr(51) + '\060' + chr(0b101001 + 0o14), 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(1489 - 1378) + '\x32' + chr(0b110000) + chr(1690 - 1637), 0b1000), ehT0Px3KOsy9('\060' + '\x6f' + '\x33' + '\x32' + '\x31', 16397 - 16389), ehT0Px3KOsy9(chr(48) + '\x6f' + '\x32' + chr(54) + chr(0b110100), 12773 - 12765), ehT0Px3KOsy9(chr(1586 - 1538) + chr(111) + chr(0b101 + 0o55) + '\x33' + chr(531 - 477), 22582 - 22574), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + '\x33' + '\x34' + chr(328 - 277), 0o10), ehT0Px3KOsy9(chr(0b1111 + 0o41) + chr(111) + '\062' + '\x33' + '\x36', 8), ehT0Px3KOsy9('\060' + chr(111) + chr(0b110011) + '\x36' + chr(0b100001 + 0o24), 0b1000), ehT0Px3KOsy9('\x30' + '\157' + chr(0b100000 + 0o23) + chr(1113 - 1060) + chr(1983 - 1932), 0o10), ehT0Px3KOsy9('\060' + chr(0b100101 + 0o112) + chr(0b1 + 0o62) + '\061' + '\062', ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(111) + chr(0b11100 + 0o27) + chr(54) + chr(52), 0b1000), ehT0Px3KOsy9('\x30' + '\157' + chr(49) + chr(2219 - 2164), 48046 - 48038), ehT0Px3KOsy9('\x30' + chr(0b1101111) + chr(0b110010) + '\x33' + chr(0b1001 + 0o55), 8), ehT0Px3KOsy9('\x30' + '\157' + '\x30', 23230 - 23222), ehT0Px3KOsy9(chr(48) + chr(111) + chr(0b110010 + 0o1) + chr(0b10111 + 0o32) + chr(786 - 733), 8), ehT0Px3KOsy9('\x30' + chr(0b1101111) + chr(50) + chr(1607 - 1555) + '\062', 47105 - 47097), ehT0Px3KOsy9(chr(0b1100 + 0o44) + '\x6f' + chr(50) + '\x34' + chr(0b110110), ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(0b110011) + chr(0b11011 + 0o27) + chr(0b11011 + 0o33), 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(0b10110 + 0o131) + chr(49) + chr(651 - 603) + '\x30', 0o10), ehT0Px3KOsy9(chr(0b100000 + 0o20) + chr(111) + '\061' + chr(50) + chr(50), 8), ehT0Px3KOsy9('\x30' + chr(0b111111 + 0o60) + '\x35' + chr(0b1110 + 0o50), 0o10), ehT0Px3KOsy9(chr(48) + '\157' + chr(0b110110), 0o10), ehT0Px3KOsy9(chr(2288 - 2240) + '\157' + chr(0b100101 + 0o16) + chr(0b110000) + chr(0b110001), ord("\x08")), ehT0Px3KOsy9(chr(48) + '\x6f' + chr(52) + chr(0b110010 + 0o1), 0o10), ehT0Px3KOsy9('\x30' + '\x6f' + '\062' + chr(0b1100 + 0o51) + '\x35', 0o10)][WVxHKyX45z_L % ehT0Px3KOsy9('\060' + '\157' + chr(2388 - 2335) + '\x30', 0o10)] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'\x8b'), chr(2958 - 2858) + '\x65' + '\x63' + chr(111) + '\144' + chr(356 - 255))(chr(0b1110101) + '\164' + '\x66' + chr(45) + '\070') + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def jtlCJazwp9_T(oVre8I6UXc3b, tKJAwKiE1Zya, fEcfxx4smAdS, OmU3Un949MWT, N7BkMaOXrFvk, bXS4MokNqKbm, AToFvwTFAQQ0=None):
if AToFvwTFAQQ0 is None:
if xafqLlk3kkUe(oVre8I6UXc3b, xafqLlk3kkUe(SXOLrMavuUCe(b'\xfa\xa0Vv7/3\xbfTL\xc5\xdf.xy\xa0'), '\144' + '\x65' + '\143' + chr(111) + chr(0b1100100) + chr(0b1100101))(chr(117) + chr(0b1110100) + '\146' + '\x2d' + '\070'))(tKJAwKiE1Zya, fEcfxx4smAdS, xafqLlk3kkUe(oVre8I6UXc3b, xafqLlk3kkUe(SXOLrMavuUCe(b'\xe4\xfarg4\x1b$\xb4Ox\xe7\xca'), chr(100) + chr(0b100010 + 0o103) + chr(1212 - 1113) + chr(0b1101111) + '\x64' + chr(101))(chr(9510 - 9393) + chr(116) + '\x66' + chr(0b100110 + 0o7) + '\x38'))):
AToFvwTFAQQ0 = oVre8I6UXc3b.get_spot_value(tKJAwKiE1Zya, fEcfxx4smAdS, N7BkMaOXrFvk, bXS4MokNqKbm)
else:
AToFvwTFAQQ0 = oVre8I6UXc3b.get_spot_value(tKJAwKiE1Zya, fEcfxx4smAdS, OmU3Un949MWT, bXS4MokNqKbm)
if PlSM16l2KDPD(tKJAwKiE1Zya, ueYECkefpN2O):
pyiPBPsXZj35 = oVre8I6UXc3b.get_adjustments(tKJAwKiE1Zya, fEcfxx4smAdS, OmU3Un949MWT, N7BkMaOXrFvk)[ehT0Px3KOsy9(chr(604 - 556) + chr(0b1000101 + 0o52) + chr(48), 8)]
AToFvwTFAQQ0 *= pyiPBPsXZj35
return AToFvwTFAQQ0
|
quantopian/zipline
|
zipline/data/data_portal.py
|
DataPortal._get_history_daily_window
|
def _get_history_daily_window(self,
assets,
end_dt,
bar_count,
field_to_use,
data_frequency):
"""
Internal method that returns a dataframe containing history bars
of daily frequency for the given sids.
"""
session = self.trading_calendar.minute_to_session_label(end_dt)
days_for_window = self._get_days_for_window(session, bar_count)
if len(assets) == 0:
return pd.DataFrame(None,
index=days_for_window,
columns=None)
data = self._get_history_daily_window_data(
assets, days_for_window, end_dt, field_to_use, data_frequency
)
return pd.DataFrame(
data,
index=days_for_window,
columns=assets
)
|
python
|
def _get_history_daily_window(self,
assets,
end_dt,
bar_count,
field_to_use,
data_frequency):
"""
Internal method that returns a dataframe containing history bars
of daily frequency for the given sids.
"""
session = self.trading_calendar.minute_to_session_label(end_dt)
days_for_window = self._get_days_for_window(session, bar_count)
if len(assets) == 0:
return pd.DataFrame(None,
index=days_for_window,
columns=None)
data = self._get_history_daily_window_data(
assets, days_for_window, end_dt, field_to_use, data_frequency
)
return pd.DataFrame(
data,
index=days_for_window,
columns=assets
)
|
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Internal method that returns a dataframe containing history bars
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|
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] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/data/data_portal.py#L787-L812
|
train
|
Internal method that returns a dataframe containing history bars for the given sids and daily frequency.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9(chr(48) + '\x6f' + chr(0b11 + 0o63), 0b1000), ehT0Px3KOsy9('\x30' + chr(0b100000 + 0o117) + chr(0b110001) + '\067' + '\060', 0b1000), ehT0Px3KOsy9(chr(48) + chr(0b1011000 + 0o27) + '\061' + chr(53) + chr(50), 33516 - 33508), ehT0Px3KOsy9('\x30' + '\157' + chr(0b101001 + 0o12) + chr(55) + chr(0b100011 + 0o20), 0b1000), ehT0Px3KOsy9(chr(1071 - 1023) + '\157' + chr(0b110001) + chr(128 - 75) + chr(0b110001), 0b1000), ehT0Px3KOsy9('\060' + chr(0b1101111) + '\x32' + '\x33' + chr(48), 0o10), ehT0Px3KOsy9('\x30' + '\x6f' + chr(2308 - 2258) + chr(0b10100 + 0o42), 63518 - 63510), ehT0Px3KOsy9('\060' + chr(10578 - 10467) + chr(1650 - 1599) + chr(2133 - 2085) + '\060', 59737 - 59729), ehT0Px3KOsy9('\060' + '\157' + '\062' + chr(0b0 + 0o63) + '\063', ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(111) + '\x34' + chr(50), 0b1000), ehT0Px3KOsy9('\x30' + chr(4817 - 4706) + chr(262 - 212) + chr(0b110001) + chr(0b11111 + 0o21), 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(0b110011) + chr(0b110100) + chr(1894 - 1844), ord("\x08")), ehT0Px3KOsy9(chr(0b101 + 0o53) + '\157' + chr(0b100011 + 0o20) + '\065' + chr(49), 54095 - 54087), ehT0Px3KOsy9(chr(0b10010 + 0o36) + '\x6f' + chr(864 - 815) + chr(0b100 + 0o57) + chr(50), 0b1000), ehT0Px3KOsy9(chr(918 - 870) + '\157' + chr(0b110011), 0o10), ehT0Px3KOsy9(chr(48) + '\157' + chr(0b110001 + 0o2) + chr(0b110110 + 0o1) + chr(1576 - 1527), 42022 - 42014), ehT0Px3KOsy9(chr(48) + chr(3311 - 3200) + chr(1843 - 1790) + '\066', 0b1000), ehT0Px3KOsy9(chr(0b101110 + 0o2) + chr(459 - 348) + '\x31' + '\x37' + chr(2482 - 2432), 0b1000), ehT0Px3KOsy9(chr(48) + chr(0b101111 + 0o100) + '\x31' + chr(1600 - 1548) + chr(0b1100 + 0o52), 0b1000), ehT0Px3KOsy9('\060' + chr(2402 - 2291) + '\065' + chr(52), 23521 - 23513), ehT0Px3KOsy9(chr(0b110000) + chr(111) + '\062' + chr(0b100110 + 0o14), ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(111) + chr(0b100001 + 0o21) + chr(52) + chr(1727 - 1673), ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(0b1011010 + 0o25) + chr(121 - 72) + '\x36' + chr(52), ord("\x08")), ehT0Px3KOsy9(chr(1078 - 1030) + '\157' + chr(53) + chr(0b10 + 0o64), 8), ehT0Px3KOsy9(chr(48) + chr(111) + '\x36' + '\x33', 0b1000), ehT0Px3KOsy9(chr(0b100000 + 0o20) + chr(0b1001001 + 0o46) + '\x33' + '\x37', 9691 - 9683), ehT0Px3KOsy9(chr(0b1001 + 0o47) + '\x6f' + chr(0b1000 + 0o54) + chr(0b11111 + 0o21), ord("\x08")), ehT0Px3KOsy9('\x30' + chr(0b1101 + 0o142) + chr(1252 - 1203) + chr(705 - 650) + '\x37', 0b1000), ehT0Px3KOsy9(chr(48) + '\x6f' + '\x34' + '\x37', 57314 - 57306), ehT0Px3KOsy9('\x30' + '\157' + chr(55) + chr(0b110110), 0b1000), ehT0Px3KOsy9(chr(48) + '\x6f' + '\061' + chr(0b110111) + chr(0b1000 + 0o50), 8), ehT0Px3KOsy9(chr(48) + chr(6027 - 5916) + chr(50) + chr(0b110000), 62923 - 62915), ehT0Px3KOsy9('\x30' + chr(0b1101111) + chr(290 - 239) + chr(0b10111 + 0o34) + chr(0b110111), 0b1000), ehT0Px3KOsy9(chr(690 - 642) + '\x6f' + chr(289 - 239) + '\x33' + '\x33', 8), ehT0Px3KOsy9(chr(0b10100 + 0o34) + chr(111) + '\063' + chr(0b101000 + 0o12) + chr(0b101010 + 0o13), 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(51) + '\x33' + '\061', 0o10), ehT0Px3KOsy9('\060' + '\157' + chr(50) + '\067' + chr(55), 0b1000), ehT0Px3KOsy9('\x30' + '\x6f' + chr(0b1001 + 0o50), ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + '\x33' + '\064', ord("\x08")), ehT0Px3KOsy9('\x30' + '\x6f' + chr(0b10000 + 0o43) + '\x36' + '\065', 0b1000)][WVxHKyX45z_L % ehT0Px3KOsy9(chr(48) + chr(8919 - 8808) + '\x35' + chr(0b10110 + 0o32), 0o10)] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'('), '\x64' + chr(9700 - 9599) + chr(7751 - 7652) + '\x6f' + chr(100) + chr(0b10000 + 0o125))('\x75' + '\x74' + chr(4056 - 3954) + chr(0b101101) + chr(3084 - 3028)) + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def TEzTgH6ZhWFl(oVre8I6UXc3b, YGFU3oxACPcg, H53hAzPUC6Rt, g2GEhO4QQANY, VLvcJ7GMO57L, bXS4MokNqKbm):
Q4vuWJRZ65bC = oVre8I6UXc3b.trading_calendar.minute_to_session_label(H53hAzPUC6Rt)
UhDluDjruqjt = oVre8I6UXc3b._get_days_for_window(Q4vuWJRZ65bC, g2GEhO4QQANY)
if c2A0yzQpDQB3(YGFU3oxACPcg) == ehT0Px3KOsy9(chr(896 - 848) + chr(3607 - 3496) + chr(2167 - 2119), ord("\x08")):
return xafqLlk3kkUe(dubtF9GfzOdC, xafqLlk3kkUe(SXOLrMavuUCe(b'B\x19\x1e\x9a/\xeaw\xad\xfe'), chr(9043 - 8943) + chr(0b1001000 + 0o35) + chr(0b1100011) + '\157' + chr(7237 - 7137) + '\145')(chr(0b1110001 + 0o4) + chr(2057 - 1941) + chr(0b1 + 0o145) + chr(0b10 + 0o53) + chr(0b111000)))(None, index=UhDluDjruqjt, columns=None)
ULnjp6D6efFH = oVre8I6UXc3b._get_history_daily_window_data(YGFU3oxACPcg, UhDluDjruqjt, H53hAzPUC6Rt, VLvcJ7GMO57L, bXS4MokNqKbm)
return xafqLlk3kkUe(dubtF9GfzOdC, xafqLlk3kkUe(SXOLrMavuUCe(b'B\x19\x1e\x9a/\xeaw\xad\xfe'), chr(0b111011 + 0o51) + chr(9698 - 9597) + '\x63' + chr(0b11001 + 0o126) + chr(100) + chr(6845 - 6744))(chr(117) + chr(13164 - 13048) + chr(0b1100110) + '\055' + chr(95 - 39)))(ULnjp6D6efFH, index=UhDluDjruqjt, columns=YGFU3oxACPcg)
|
quantopian/zipline
|
zipline/data/data_portal.py
|
DataPortal._get_history_minute_window
|
def _get_history_minute_window(self, assets, end_dt, bar_count,
field_to_use):
"""
Internal method that returns a dataframe containing history bars
of minute frequency for the given sids.
"""
# get all the minutes for this window
try:
minutes_for_window = self.trading_calendar.minutes_window(
end_dt, -bar_count
)
except KeyError:
self._handle_minute_history_out_of_bounds(bar_count)
if minutes_for_window[0] < self._first_trading_minute:
self._handle_minute_history_out_of_bounds(bar_count)
asset_minute_data = self._get_minute_window_data(
assets,
field_to_use,
minutes_for_window,
)
return pd.DataFrame(
asset_minute_data,
index=minutes_for_window,
columns=assets
)
|
python
|
def _get_history_minute_window(self, assets, end_dt, bar_count,
field_to_use):
"""
Internal method that returns a dataframe containing history bars
of minute frequency for the given sids.
"""
# get all the minutes for this window
try:
minutes_for_window = self.trading_calendar.minutes_window(
end_dt, -bar_count
)
except KeyError:
self._handle_minute_history_out_of_bounds(bar_count)
if minutes_for_window[0] < self._first_trading_minute:
self._handle_minute_history_out_of_bounds(bar_count)
asset_minute_data = self._get_minute_window_data(
assets,
field_to_use,
minutes_for_window,
)
return pd.DataFrame(
asset_minute_data,
index=minutes_for_window,
columns=assets
)
|
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] |
Internal method that returns a dataframe containing history bars
of minute frequency for the given sids.
|
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] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/data/data_portal.py#L886-L913
|
train
|
Internal method that returns a dataframe containing history bars for the given sids and the given field_to_use.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9(chr(0b110 + 0o52) + chr(111) + chr(0b110011 + 0o4) + chr(0b10100 + 0o34), ord("\x08")), ehT0Px3KOsy9('\060' + chr(0b1 + 0o156) + chr(0b110011) + chr(0b110110), ord("\x08")), ehT0Px3KOsy9(chr(2147 - 2099) + chr(0b1100110 + 0o11) + chr(1471 - 1420) + chr(0b110110) + chr(0b11100 + 0o30), 0o10), ehT0Px3KOsy9(chr(2038 - 1990) + '\x6f' + '\x31' + chr(53), ord("\x08")), ehT0Px3KOsy9(chr(2067 - 2019) + '\157' + chr(1044 - 990) + chr(365 - 314), 0o10), ehT0Px3KOsy9(chr(1880 - 1832) + '\x6f' + chr(53) + chr(54), ord("\x08")), ehT0Px3KOsy9('\060' + '\157' + chr(0b101010 + 0o7) + '\060' + chr(1150 - 1097), 0o10), ehT0Px3KOsy9(chr(0b101100 + 0o4) + chr(10644 - 10533) + '\061' + chr(50), 3275 - 3267), ehT0Px3KOsy9(chr(0b11110 + 0o22) + chr(111) + '\062' + chr(0b101000 + 0o11), 0b1000), ehT0Px3KOsy9(chr(1588 - 1540) + chr(0b1101 + 0o142) + chr(0b110000 + 0o3) + chr(0b110110) + chr(0b110111), 0b1000), ehT0Px3KOsy9(chr(48) + chr(11475 - 11364) + chr(51) + chr(0b100101 + 0o17) + '\x30', 0b1000), ehT0Px3KOsy9(chr(712 - 664) + chr(10272 - 10161) + chr(50) + chr(0b110011) + '\x33', 0o10), ehT0Px3KOsy9(chr(0b1 + 0o57) + chr(0b1000101 + 0o52) + chr(688 - 639) + '\x32' + chr(1744 - 1692), 3625 - 3617), ehT0Px3KOsy9(chr(48) + chr(6032 - 5921) + '\063' + '\x37' + '\062', 0o10), ehT0Px3KOsy9(chr(0b101101 + 0o3) + chr(0b1101111) + chr(0b1101 + 0o44) + chr(53) + chr(0b1000 + 0o56), 0o10), ehT0Px3KOsy9('\060' + chr(3717 - 3606) + chr(50) + '\060' + chr(0b11101 + 0o30), 0o10), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(50) + chr(0b110010) + chr(1927 - 1872), 0o10), ehT0Px3KOsy9(chr(48) + '\157' + chr(52) + chr(2299 - 2251), ord("\x08")), ehT0Px3KOsy9('\060' + chr(2887 - 2776) + chr(0b110001) + chr(962 - 912) + chr(54), 0o10), ehT0Px3KOsy9(chr(48) + chr(0b100011 + 0o114) + chr(76 - 27) + chr(51) + chr(0b100101 + 0o17), 0o10), ehT0Px3KOsy9(chr(0b101101 + 0o3) + '\x6f' + chr(0b110001) + chr(0b110000) + chr(0b110010), 0b1000), ehT0Px3KOsy9('\060' + chr(0b1001010 + 0o45) + '\067' + chr(2349 - 2298), 3223 - 3215), ehT0Px3KOsy9(chr(0b1000 + 0o50) + chr(3975 - 3864) + chr(49) + chr(53) + chr(0b110000), ord("\x08")), ehT0Px3KOsy9(chr(0b111 + 0o51) + chr(0b111110 + 0o61) + chr(0b1110 + 0o45) + chr(49) + chr(0b110110 + 0o1), 0o10), ehT0Px3KOsy9(chr(1980 - 1932) + chr(0b1101 + 0o142) + '\x34' + '\x36', 39528 - 39520), ehT0Px3KOsy9(chr(0b100111 + 0o11) + '\157' + '\061' + chr(49) + '\063', 0b1000), ehT0Px3KOsy9('\060' + chr(0b1101111) + '\061' + chr(0b110100) + chr(0b110111), 0o10), ehT0Px3KOsy9(chr(0b111 + 0o51) + chr(6828 - 6717) + '\x31' + chr(50), 8), ehT0Px3KOsy9('\x30' + chr(12092 - 11981) + chr(0b110011 + 0o0) + '\x37' + chr(2141 - 2092), 0b1000), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(0b110010) + chr(0b1001 + 0o52) + '\x36', 0o10), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(0b101010 + 0o7) + '\x30' + chr(1891 - 1836), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(51) + '\061' + chr(0b110010), 0b1000), ehT0Px3KOsy9('\060' + chr(111) + '\063' + chr(0b110001), 48661 - 48653), ehT0Px3KOsy9(chr(0b110000) + chr(718 - 607) + chr(1911 - 1861) + chr(50) + chr(50), 5509 - 5501), ehT0Px3KOsy9('\x30' + chr(4027 - 3916) + '\062' + chr(51) + chr(0b10101 + 0o33), 0o10), ehT0Px3KOsy9(chr(48) + chr(10364 - 10253) + '\x32' + chr(0b11100 + 0o25) + chr(0b110110), 0o10), ehT0Px3KOsy9(chr(48) + chr(2207 - 2096) + chr(1161 - 1110) + chr(53) + '\x36', 0o10), ehT0Px3KOsy9(chr(0b11 + 0o55) + chr(0b100000 + 0o117) + chr(0b0 + 0o62) + '\065' + chr(0b10001 + 0o42), 0b1000), ehT0Px3KOsy9(chr(1618 - 1570) + chr(0b110100 + 0o73) + chr(1348 - 1298) + chr(718 - 663) + chr(0b110110), 0o10), ehT0Px3KOsy9('\060' + chr(0b1101111) + chr(0b110001) + '\063' + chr(0b110110), 37542 - 37534)][WVxHKyX45z_L % ehT0Px3KOsy9(chr(48) + chr(0b1101111) + '\065' + chr(75 - 27), ord("\x08"))] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'\x16'), chr(100) + chr(2547 - 2446) + chr(99) + chr(0b1101111) + chr(0b1100100) + chr(3611 - 3510))(chr(12561 - 12444) + chr(0b1110100) + chr(0b1100110) + chr(0b10010 + 0o33) + '\x38') + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def i0KyWj_CCoSU(oVre8I6UXc3b, YGFU3oxACPcg, H53hAzPUC6Rt, g2GEhO4QQANY, VLvcJ7GMO57L):
try:
DHj5qrh9UrLE = oVre8I6UXc3b.trading_calendar.minutes_window(H53hAzPUC6Rt, -g2GEhO4QQANY)
except RQ6CSRrFArYB:
xafqLlk3kkUe(oVre8I6UXc3b, xafqLlk3kkUe(SXOLrMavuUCe(b'gv\x95cWB U|\x9e\x8e\xee \x9f1\xed\xfeS"30B7\xa0S?8e\x9f\xc1%\xa5l\xfc\xfc\xfd'), chr(4156 - 4056) + chr(5918 - 5817) + '\x63' + chr(6068 - 5957) + '\144' + chr(101))(chr(10794 - 10677) + chr(116) + chr(10182 - 10080) + '\055' + '\x38'))(g2GEhO4QQANY)
if DHj5qrh9UrLE[ehT0Px3KOsy9(chr(48) + chr(8710 - 8599) + chr(48), 4505 - 4497)] < xafqLlk3kkUe(oVre8I6UXc3b, xafqLlk3kkUe(SXOLrMavuUCe(b"gx\x9d\x7f@Z\x1a~c\x96\x84\xf2:\x9d1\xe8\xfeN#('"), chr(0b1100100) + chr(9128 - 9027) + chr(0b10001 + 0o122) + '\157' + '\144' + chr(7310 - 7209))(chr(0b1110101) + '\164' + chr(5221 - 5119) + '\055' + chr(56))):
xafqLlk3kkUe(oVre8I6UXc3b, xafqLlk3kkUe(SXOLrMavuUCe(b'gv\x95cWB U|\x9e\x8e\xee \x9f1\xed\xfeS"30B7\xa0S?8e\x9f\xc1%\xa5l\xfc\xfc\xfd'), chr(100) + chr(101) + chr(0b1100011) + '\157' + chr(0b1100100) + chr(0b1011111 + 0o6))(chr(10256 - 10139) + '\164' + chr(102) + chr(0b101101) + chr(3079 - 3023)))(g2GEhO4QQANY)
ULi2JQpZUAwC = oVre8I6UXc3b._get_minute_window_data(YGFU3oxACPcg, VLvcJ7GMO57L, DHj5qrh9UrLE)
return xafqLlk3kkUe(dubtF9GfzOdC, xafqLlk3kkUe(SXOLrMavuUCe(b'|\x7f\x80lu\\$gt'), '\144' + chr(0b11000 + 0o115) + chr(0b1010001 + 0o22) + '\x6f' + '\144' + chr(422 - 321))(chr(117) + '\x74' + chr(3419 - 3317) + chr(45) + chr(2323 - 2267)))(ULi2JQpZUAwC, index=DHj5qrh9UrLE, columns=YGFU3oxACPcg)
|
quantopian/zipline
|
zipline/data/data_portal.py
|
DataPortal.get_history_window
|
def get_history_window(self,
assets,
end_dt,
bar_count,
frequency,
field,
data_frequency,
ffill=True):
"""
Public API method that returns a dataframe containing the requested
history window. Data is fully adjusted.
Parameters
----------
assets : list of zipline.data.Asset objects
The assets whose data is desired.
bar_count: int
The number of bars desired.
frequency: string
"1d" or "1m"
field: string
The desired field of the asset.
data_frequency: string
The frequency of the data to query; i.e. whether the data is
'daily' or 'minute' bars.
ffill: boolean
Forward-fill missing values. Only has effect if field
is 'price'.
Returns
-------
A dataframe containing the requested data.
"""
if field not in OHLCVP_FIELDS and field != 'sid':
raise ValueError("Invalid field: {0}".format(field))
if bar_count < 1:
raise ValueError(
"bar_count must be >= 1, but got {}".format(bar_count)
)
if frequency == "1d":
if field == "price":
df = self._get_history_daily_window(assets, end_dt, bar_count,
"close", data_frequency)
else:
df = self._get_history_daily_window(assets, end_dt, bar_count,
field, data_frequency)
elif frequency == "1m":
if field == "price":
df = self._get_history_minute_window(assets, end_dt, bar_count,
"close")
else:
df = self._get_history_minute_window(assets, end_dt, bar_count,
field)
else:
raise ValueError("Invalid frequency: {0}".format(frequency))
# forward-fill price
if field == "price":
if frequency == "1m":
ffill_data_frequency = 'minute'
elif frequency == "1d":
ffill_data_frequency = 'daily'
else:
raise Exception(
"Only 1d and 1m are supported for forward-filling.")
assets_with_leading_nan = np.where(isnull(df.iloc[0]))[0]
history_start, history_end = df.index[[0, -1]]
if ffill_data_frequency == 'daily' and data_frequency == 'minute':
# When we're looking for a daily value, but we haven't seen any
# volume in today's minute bars yet, we need to use the
# previous day's ffilled daily price. Using today's daily price
# could yield a value from later today.
history_start -= self.trading_calendar.day
initial_values = []
for asset in df.columns[assets_with_leading_nan]:
last_traded = self.get_last_traded_dt(
asset,
history_start,
ffill_data_frequency,
)
if isnull(last_traded):
initial_values.append(nan)
else:
initial_values.append(
self.get_adjusted_value(
asset,
field,
dt=last_traded,
perspective_dt=history_end,
data_frequency=ffill_data_frequency,
)
)
# Set leading values for assets that were missing data, then ffill.
df.ix[0, assets_with_leading_nan] = np.array(
initial_values,
dtype=np.float64
)
df.fillna(method='ffill', inplace=True)
# forward-filling will incorrectly produce values after the end of
# an asset's lifetime, so write NaNs back over the asset's
# end_date.
normed_index = df.index.normalize()
for asset in df.columns:
if history_end >= asset.end_date:
# if the window extends past the asset's end date, set
# all post-end-date values to NaN in that asset's series
df.loc[normed_index > asset.end_date, asset] = nan
return df
|
python
|
def get_history_window(self,
assets,
end_dt,
bar_count,
frequency,
field,
data_frequency,
ffill=True):
"""
Public API method that returns a dataframe containing the requested
history window. Data is fully adjusted.
Parameters
----------
assets : list of zipline.data.Asset objects
The assets whose data is desired.
bar_count: int
The number of bars desired.
frequency: string
"1d" or "1m"
field: string
The desired field of the asset.
data_frequency: string
The frequency of the data to query; i.e. whether the data is
'daily' or 'minute' bars.
ffill: boolean
Forward-fill missing values. Only has effect if field
is 'price'.
Returns
-------
A dataframe containing the requested data.
"""
if field not in OHLCVP_FIELDS and field != 'sid':
raise ValueError("Invalid field: {0}".format(field))
if bar_count < 1:
raise ValueError(
"bar_count must be >= 1, but got {}".format(bar_count)
)
if frequency == "1d":
if field == "price":
df = self._get_history_daily_window(assets, end_dt, bar_count,
"close", data_frequency)
else:
df = self._get_history_daily_window(assets, end_dt, bar_count,
field, data_frequency)
elif frequency == "1m":
if field == "price":
df = self._get_history_minute_window(assets, end_dt, bar_count,
"close")
else:
df = self._get_history_minute_window(assets, end_dt, bar_count,
field)
else:
raise ValueError("Invalid frequency: {0}".format(frequency))
# forward-fill price
if field == "price":
if frequency == "1m":
ffill_data_frequency = 'minute'
elif frequency == "1d":
ffill_data_frequency = 'daily'
else:
raise Exception(
"Only 1d and 1m are supported for forward-filling.")
assets_with_leading_nan = np.where(isnull(df.iloc[0]))[0]
history_start, history_end = df.index[[0, -1]]
if ffill_data_frequency == 'daily' and data_frequency == 'minute':
# When we're looking for a daily value, but we haven't seen any
# volume in today's minute bars yet, we need to use the
# previous day's ffilled daily price. Using today's daily price
# could yield a value from later today.
history_start -= self.trading_calendar.day
initial_values = []
for asset in df.columns[assets_with_leading_nan]:
last_traded = self.get_last_traded_dt(
asset,
history_start,
ffill_data_frequency,
)
if isnull(last_traded):
initial_values.append(nan)
else:
initial_values.append(
self.get_adjusted_value(
asset,
field,
dt=last_traded,
perspective_dt=history_end,
data_frequency=ffill_data_frequency,
)
)
# Set leading values for assets that were missing data, then ffill.
df.ix[0, assets_with_leading_nan] = np.array(
initial_values,
dtype=np.float64
)
df.fillna(method='ffill', inplace=True)
# forward-filling will incorrectly produce values after the end of
# an asset's lifetime, so write NaNs back over the asset's
# end_date.
normed_index = df.index.normalize()
for asset in df.columns:
if history_end >= asset.end_date:
# if the window extends past the asset's end date, set
# all post-end-date values to NaN in that asset's series
df.loc[normed_index > asset.end_date, asset] = nan
return df
|
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"# When we're looking for a daily value, but we haven't seen any",
"# volume in today's minute bars yet, we need to use the",
"# previous day's ffilled daily price. Using today's daily price",
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] |
Public API method that returns a dataframe containing the requested
history window. Data is fully adjusted.
Parameters
----------
assets : list of zipline.data.Asset objects
The assets whose data is desired.
bar_count: int
The number of bars desired.
frequency: string
"1d" or "1m"
field: string
The desired field of the asset.
data_frequency: string
The frequency of the data to query; i.e. whether the data is
'daily' or 'minute' bars.
ffill: boolean
Forward-fill missing values. Only has effect if field
is 'price'.
Returns
-------
A dataframe containing the requested data.
|
[
"Public",
"API",
"method",
"that",
"returns",
"a",
"dataframe",
"containing",
"the",
"requested",
"history",
"window",
".",
"Data",
"is",
"fully",
"adjusted",
"."
] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/data/data_portal.py#L915-L1034
|
train
|
Returns a dataframe containing the requested data for the specified assets and bar count and frequency.
|
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SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9(chr(48) + chr(0b110111 + 0o70) + '\061' + chr(0b110001) + chr(54), 0o10), ehT0Px3KOsy9('\060' + chr(0b1100100 + 0o13) + chr(0b11000 + 0o31) + '\x37' + '\066', 0o10), ehT0Px3KOsy9(chr(0b101000 + 0o10) + chr(0b1101111) + chr(54) + '\062', ord("\x08")), ehT0Px3KOsy9(chr(0b1010 + 0o46) + chr(0b1101111) + chr(0b110001) + chr(53) + '\060', 0o10), ehT0Px3KOsy9(chr(0b100 + 0o54) + chr(0b1101111) + chr(0b110001) + chr(0b101 + 0o61) + '\x32', 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(3241 - 3130) + chr(52) + '\x31', 0o10), ehT0Px3KOsy9(chr(48) + chr(0b1101111 + 0o0) + '\063' + chr(0b110001 + 0o6) + chr(53), ord("\x08")), ehT0Px3KOsy9(chr(1831 - 1783) + '\x6f' + chr(0b1100 + 0o51) + chr(55), 0b1000), ehT0Px3KOsy9('\x30' + chr(111) + '\061' + chr(0b110000) + chr(1023 - 972), 39730 - 39722), ehT0Px3KOsy9(chr(0b101101 + 0o3) + chr(0b1001101 + 0o42) + '\x33' + chr(0b100000 + 0o20) + chr(0b110011), 29183 - 29175), ehT0Px3KOsy9(chr(0b1001 + 0o47) + '\157' + '\x31' + chr(1717 - 1663) + '\060', 13479 - 13471), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(0b101001 + 0o12) + chr(0b11011 + 0o27) + '\062', 0b1000), ehT0Px3KOsy9(chr(48) + chr(111) + chr(1349 - 1299) + chr(419 - 365) + chr(1154 - 1105), 0b1000), ehT0Px3KOsy9(chr(0b1 + 0o57) + '\157' + '\063' + '\x30' + chr(53), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(2222 - 2173) + chr(0b110110) + chr(0b10011 + 0o36), 0b1000), ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(50) + chr(149 - 97), 0o10), ehT0Px3KOsy9(chr(48) + '\x6f' + chr(49) + '\064' + chr(0b10000 + 0o43), 0b1000), ehT0Px3KOsy9('\x30' + chr(111) + chr(0b11000 + 0o33) + '\067' + chr(485 - 433), 0b1000), ehT0Px3KOsy9(chr(0b10011 + 0o35) + chr(111) + chr(0b110001) + chr(0b11101 + 0o32) + chr(221 - 168), 23071 - 23063), ehT0Px3KOsy9(chr(48) + chr(111) + chr(0b110010) + chr(526 - 474) + chr(52), 40599 - 40591), ehT0Px3KOsy9(chr(48) + chr(0b110011 + 0o74) + chr(0b110001) + chr(0b110110), 23503 - 23495), ehT0Px3KOsy9(chr(0b11000 + 0o30) + '\x6f' + '\063' + chr(50) + chr(0b110000), 0b1000), ehT0Px3KOsy9(chr(0b1011 + 0o45) + chr(9183 - 9072) + '\061' + '\x30' + chr(52), ord("\x08")), ehT0Px3KOsy9(chr(2205 - 2157) + chr(0b1101111) + chr(50) + chr(52) + '\x36', 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(0b110001 + 0o76) + '\066', 1021 - 1013), ehT0Px3KOsy9(chr(48) + chr(0b1100001 + 0o16) + chr(2545 - 2494) + chr(54) + chr(53), 0o10), ehT0Px3KOsy9(chr(48) + chr(111) + '\061' + chr(52) + '\x34', 0o10), ehT0Px3KOsy9('\060' + '\157' + '\061' + chr(0b10101 + 0o33) + chr(0b110101), 45353 - 45345), ehT0Px3KOsy9('\060' + chr(0b1101111) + chr(963 - 912) + '\060' + chr(718 - 670), 48970 - 48962), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + '\x37' + chr(0b101001 + 0o14), 0b1000), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(0b10001 + 0o45) + chr(534 - 480), 0o10), ehT0Px3KOsy9(chr(780 - 732) + chr(111) + '\x33' + '\x35' + chr(0b110100), 44439 - 44431), ehT0Px3KOsy9('\x30' + chr(0b1001111 + 0o40) + '\x32' + chr(48) + '\x30', 18984 - 18976), ehT0Px3KOsy9('\060' + chr(111) + '\062' + chr(1326 - 1273) + chr(53), ord("\x08")), ehT0Px3KOsy9(chr(0b10110 + 0o32) + '\157' + '\x33' + '\064' + '\062', ord("\x08")), ehT0Px3KOsy9('\x30' + '\157' + chr(2266 - 2216) + chr(2770 - 2717) + '\x31', ord("\x08")), ehT0Px3KOsy9(chr(48) + '\157' + chr(50) + '\066' + chr(52), 0b1000), ehT0Px3KOsy9('\x30' + '\x6f' + '\x33' + chr(0b1000 + 0o52), 29210 - 29202), ehT0Px3KOsy9('\x30' + chr(0b1010110 + 0o31) + '\063' + chr(755 - 707) + '\x32', ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(0b1 + 0o60) + '\066' + '\x37', 13640 - 13632)][WVxHKyX45z_L % ehT0Px3KOsy9(chr(0b110000) + chr(7432 - 7321) + chr(53) + chr(1583 - 1535), 0o10)] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'`'), chr(9826 - 9726) + '\145' + '\143' + '\157' + chr(4592 - 4492) + chr(1988 - 1887))(chr(0b100100 + 0o121) + chr(0b1110011 + 0o1) + chr(102) + '\055' + '\070') + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def wuseQxaJ5aj7(oVre8I6UXc3b, YGFU3oxACPcg, H53hAzPUC6Rt, g2GEhO4QQANY, pOUplog6yHx6, fEcfxx4smAdS, bXS4MokNqKbm, EtZxbtRXEm8n=ehT0Px3KOsy9(chr(1852 - 1804) + chr(0b1101111) + chr(49), 0o10)):
if fEcfxx4smAdS not in dyNUaosrdetd and fEcfxx4smAdS != xafqLlk3kkUe(SXOLrMavuUCe(b'=\x17V'), chr(0b1100100) + chr(1394 - 1293) + '\143' + '\x6f' + chr(9745 - 9645) + '\x65')(chr(0b1110101) + chr(0b10 + 0o162) + chr(102) + chr(0b101101) + chr(56)):
raise q1QCh3W88sgk(xafqLlk3kkUe(xafqLlk3kkUe(SXOLrMavuUCe(b'\x07\x10D\t\x1eH\x99\x0f%\xaa\x15\xbe\xd5\xffQoS\x81'), chr(0b10100 + 0o120) + '\x65' + '\x63' + chr(0b1101111) + '\x64' + chr(101))(chr(9027 - 8910) + chr(0b1110100) + chr(0b1100000 + 0o6) + chr(0b11000 + 0o25) + chr(56)), xafqLlk3kkUe(SXOLrMavuUCe(b'\x18J@\x07:@\xae\x1c\x13\xb3\x15\xb8'), chr(100) + chr(101) + chr(0b1100011) + chr(6604 - 6493) + '\144' + '\x65')(chr(0b1110101) + chr(0b111011 + 0o71) + chr(0b100111 + 0o77) + chr(45) + chr(0b10 + 0o66)))(fEcfxx4smAdS))
if g2GEhO4QQANY < ehT0Px3KOsy9('\060' + chr(0b1011010 + 0o25) + '\x31', 8):
raise q1QCh3W88sgk(xafqLlk3kkUe(xafqLlk3kkUe(SXOLrMavuUCe(b',\x1f@7\x11N\x88A7\xe3\x1d\xa7\xc2\xb1Qv\x06\xdcC\x99.\xe1h\x86d\x80\x10e\xa7RB\xcc\xfb\xd0'), '\144' + chr(0b100011 + 0o102) + chr(2944 - 2845) + chr(0b1101111) + chr(0b1100100) + chr(101))(chr(0b1001010 + 0o53) + chr(116) + chr(8770 - 8668) + chr(45) + chr(0b10010 + 0o46)), xafqLlk3kkUe(SXOLrMavuUCe(b'\x18J@\x07:@\xae\x1c\x13\xb3\x15\xb8'), chr(100) + '\x65' + '\x63' + chr(0b1101111) + chr(0b1100100) + chr(0b1100101))(chr(0b110100 + 0o101) + '\164' + '\x66' + chr(0b101101) + chr(0b110000 + 0o10)))(g2GEhO4QQANY))
if pOUplog6yHx6 == xafqLlk3kkUe(SXOLrMavuUCe(b'\x7f\x1a'), chr(0b1100100) + chr(101) + chr(99) + chr(0b1101111) + chr(100) + chr(5878 - 5777))(chr(0b1110101) + chr(116) + chr(0b1100110) + '\x2d' + chr(56)):
if fEcfxx4smAdS == xafqLlk3kkUe(SXOLrMavuUCe(b'>\x0c[\x0b\x17'), '\144' + chr(0b111000 + 0o55) + chr(0b11000 + 0o113) + chr(0b1101111) + chr(0b1100100) + chr(0b1100101))(chr(0b100000 + 0o125) + chr(0b101100 + 0o110) + chr(0b1100110) + chr(0b0 + 0o55) + '\070'):
aVhM9WzaWXU5 = oVre8I6UXc3b._get_history_daily_window(YGFU3oxACPcg, H53hAzPUC6Rt, g2GEhO4QQANY, xafqLlk3kkUe(SXOLrMavuUCe(b'-\x12]\x1b\x17'), chr(0b1100100 + 0o0) + chr(101) + chr(0b111100 + 0o47) + chr(0b101 + 0o152) + '\x64' + chr(101))(chr(117) + chr(8261 - 8145) + '\x66' + '\055' + chr(0b111000)), bXS4MokNqKbm)
else:
aVhM9WzaWXU5 = oVre8I6UXc3b._get_history_daily_window(YGFU3oxACPcg, H53hAzPUC6Rt, g2GEhO4QQANY, fEcfxx4smAdS, bXS4MokNqKbm)
elif pOUplog6yHx6 == xafqLlk3kkUe(SXOLrMavuUCe(b'\x7f\x13'), chr(100) + chr(2646 - 2545) + '\x63' + chr(111) + chr(0b1100100) + '\145')('\x75' + '\164' + chr(8104 - 8002) + chr(1076 - 1031) + chr(56)):
if fEcfxx4smAdS == xafqLlk3kkUe(SXOLrMavuUCe(b'>\x0c[\x0b\x17'), chr(7090 - 6990) + chr(7232 - 7131) + '\143' + chr(0b1101111) + chr(100) + chr(0b110000 + 0o65))(chr(0b111 + 0o156) + '\164' + '\x66' + '\x2d' + chr(1670 - 1614)):
aVhM9WzaWXU5 = oVre8I6UXc3b._get_history_minute_window(YGFU3oxACPcg, H53hAzPUC6Rt, g2GEhO4QQANY, xafqLlk3kkUe(SXOLrMavuUCe(b'-\x12]\x1b\x17'), chr(100) + '\x65' + chr(0b1100011) + '\157' + '\x64' + '\x65')(chr(0b1110101) + '\164' + chr(0b1100110) + chr(0b1110 + 0o37) + chr(56)))
else:
aVhM9WzaWXU5 = oVre8I6UXc3b._get_history_minute_window(YGFU3oxACPcg, H53hAzPUC6Rt, g2GEhO4QQANY, fEcfxx4smAdS)
else:
raise q1QCh3W88sgk(xafqLlk3kkUe(xafqLlk3kkUe(SXOLrMavuUCe(b'\x07\x10D\t\x1eH\x99\x0f%\xb1\x15\xa3\xc4\xa0\x1fw\x1a\xc6]\xdf>\xad'), '\144' + chr(101) + chr(99) + chr(0b1101111) + chr(0b1100100) + chr(0b110000 + 0o65))(chr(0b110101 + 0o100) + '\x74' + chr(0b110001 + 0o65) + chr(972 - 927) + chr(56)), xafqLlk3kkUe(SXOLrMavuUCe(b'\x18J@\x07:@\xae\x1c\x13\xb3\x15\xb8'), chr(100) + '\145' + chr(99) + chr(111) + chr(3780 - 3680) + '\x65')(chr(0b1011001 + 0o34) + chr(116) + chr(0b1100110) + chr(45) + chr(0b111000)))(pOUplog6yHx6))
if fEcfxx4smAdS == xafqLlk3kkUe(SXOLrMavuUCe(b'>\x0c[\x0b\x17'), chr(0b1100100) + chr(949 - 848) + '\x63' + '\x6f' + '\x64' + chr(101))(chr(0b1110101) + '\164' + '\146' + '\x2d' + chr(56)):
if pOUplog6yHx6 == xafqLlk3kkUe(SXOLrMavuUCe(b'\x7f\x13'), '\144' + '\x65' + '\x63' + chr(111) + '\x64' + chr(0b1011111 + 0o6))(chr(117) + '\x74' + chr(0b1100110) + chr(1805 - 1760) + '\070'):
SnXPDe6qZvUl = xafqLlk3kkUe(SXOLrMavuUCe(b'#\x17\\\x1d\x06D'), chr(0b11110 + 0o106) + chr(101) + chr(0b1100011) + '\x6f' + chr(0b100110 + 0o76) + chr(101))(chr(8907 - 8790) + chr(0b1110100) + chr(0b1100110) + '\x2d' + '\x38')
elif pOUplog6yHx6 == xafqLlk3kkUe(SXOLrMavuUCe(b'\x7f\x1a'), chr(0b1100100) + chr(101) + chr(0b111111 + 0o44) + chr(6643 - 6532) + chr(0b1100100) + '\x65')(chr(117) + chr(0b1000000 + 0o64) + chr(0b1100110) + '\x2d' + '\x38'):
SnXPDe6qZvUl = xafqLlk3kkUe(SXOLrMavuUCe(b'*\x1f[\x04\x0b'), chr(0b10101 + 0o117) + chr(0b1000011 + 0o42) + chr(2310 - 2211) + chr(0b110 + 0o151) + '\x64' + chr(0b1010001 + 0o24))(chr(6693 - 6576) + '\x74' + chr(0b1010010 + 0o24) + chr(0b100010 + 0o13) + '\070')
else:
raise jLmadlzMdunT(xafqLlk3kkUe(SXOLrMavuUCe(b'\x01\x10^\x11R\x10\x99\x0f"\xad\x14\xf2\x80\xa8Qu\x11\x99]\xd7{\xa04\xc9t\x81\x01!\xe0[Y\x9e\xa0\xcb\x8d\xdb\xc3{\xb0\x13c\x18[\x04\x1eH\x93Hm'), '\144' + '\145' + chr(99) + '\157' + chr(0b101100 + 0o70) + '\x65')(chr(0b1110101) + '\x74' + '\146' + '\055' + chr(56)))
AGBmP0sY_gRT = WqUC3KWvYVup.dRFAC59yQBm_(R4EGdzBGz77Q(aVhM9WzaWXU5.j91vOdIHACRC[ehT0Px3KOsy9(chr(48) + chr(0b100010 + 0o115) + chr(0b10101 + 0o33), ord("\x08"))]))[ehT0Px3KOsy9(chr(2181 - 2133) + chr(6960 - 6849) + '\x30', 8)]
(P5ze0RkKB8P_, QW0C5MAsWCOR) = aVhM9WzaWXU5.XdowRbJKZWL9[[ehT0Px3KOsy9(chr(0b101100 + 0o4) + '\x6f' + chr(48), 8), -ehT0Px3KOsy9(chr(48) + chr(0b1011011 + 0o24) + '\x31', 8)]]
if SnXPDe6qZvUl == xafqLlk3kkUe(SXOLrMavuUCe(b'*\x1f[\x04\x0b'), chr(100) + chr(0b101110 + 0o67) + chr(99) + chr(111) + chr(0b1100100) + chr(0b1100101))(chr(117) + chr(12463 - 12347) + chr(2295 - 2193) + chr(394 - 349) + chr(1064 - 1008)) and bXS4MokNqKbm == xafqLlk3kkUe(SXOLrMavuUCe(b'#\x17\\\x1d\x06D'), chr(7327 - 7227) + chr(101) + '\x63' + chr(10181 - 10070) + chr(0b10110 + 0o116) + '\145')(chr(2162 - 2045) + chr(0b101001 + 0o113) + '\146' + '\055' + chr(0b10010 + 0o46)):
P5ze0RkKB8P_ -= oVre8I6UXc3b.trading_calendar.day
RHT7xkD9A1Bo = []
for tKJAwKiE1Zya in xafqLlk3kkUe(aVhM9WzaWXU5, xafqLlk3kkUe(SXOLrMavuUCe(b'?5^00U\x93\x1c\x13\x88\t\xe6'), chr(100) + chr(0b1100101) + chr(7259 - 7160) + chr(0b111100 + 0o63) + chr(100) + chr(0b1100101))('\165' + chr(0b1110100) + '\x66' + chr(0b10 + 0o53) + chr(0b111000)))[AGBmP0sY_gRT]:
GvIc_qcyrsD6 = oVre8I6UXc3b.get_last_traded_dt(tKJAwKiE1Zya, P5ze0RkKB8P_, SnXPDe6qZvUl)
if R4EGdzBGz77Q(GvIc_qcyrsD6):
xafqLlk3kkUe(RHT7xkD9A1Bo, xafqLlk3kkUe(SXOLrMavuUCe(b'/\x0eB\r\x1cE'), '\144' + chr(101) + '\143' + '\157' + '\144' + chr(0b1000000 + 0o45))(chr(0b1110101) + chr(0b1110100) + chr(6357 - 6255) + chr(45) + '\070'))(wL5W1xj47aOd)
else:
xafqLlk3kkUe(RHT7xkD9A1Bo, xafqLlk3kkUe(SXOLrMavuUCe(b'/\x0eB\r\x1cE'), '\144' + chr(0b1100101) + chr(0b1011010 + 0o11) + chr(0b1101111) + chr(100) + '\145')('\x75' + '\x74' + chr(0b1001010 + 0o34) + chr(0b101101) + chr(59 - 3)))(xafqLlk3kkUe(oVre8I6UXc3b, xafqLlk3kkUe(SXOLrMavuUCe(b')\x1bF7\x13E\x97Z0\xb7\x15\xb6\xee\xb3\x10x\x16\x99'), chr(0b1010111 + 0o15) + chr(4999 - 4898) + chr(6386 - 6287) + chr(111) + chr(0b1100100) + chr(7203 - 7102))(chr(0b1110101) + chr(2630 - 2514) + chr(2686 - 2584) + chr(0b1111 + 0o36) + chr(56)))(tKJAwKiE1Zya, fEcfxx4smAdS, dt=GvIc_qcyrsD6, perspective_dt=QW0C5MAsWCOR, data_frequency=SnXPDe6qZvUl))
aVhM9WzaWXU5.NhWUxmSUCcoW[ehT0Px3KOsy9('\x30' + chr(111) + '\x30', 8), AGBmP0sY_gRT] = WqUC3KWvYVup.B0ePDhpqxN5n(RHT7xkD9A1Bo, dtype=WqUC3KWvYVup.float64)
xafqLlk3kkUe(aVhM9WzaWXU5, xafqLlk3kkUe(SXOLrMavuUCe(b'(\x17^\x04\x1c@'), chr(100) + chr(0b1100101) + chr(0b11000 + 0o113) + chr(0b1000000 + 0o57) + chr(0b1100100) + chr(0b1100101))('\x75' + chr(116) + chr(102) + chr(0b101101) + chr(0b111000)))(method=xafqLlk3kkUe(SXOLrMavuUCe(b'(\x18[\x04\x1e'), chr(7096 - 6996) + '\x65' + chr(0b1100011) + '\157' + '\144' + '\x65')(chr(0b11010 + 0o133) + '\164' + chr(0b10111 + 0o117) + chr(1033 - 988) + chr(2259 - 2203)), inplace=ehT0Px3KOsy9(chr(2215 - 2167) + chr(2242 - 2131) + chr(0b11111 + 0o22), 8))
ln5PhSj0tNW8 = aVhM9WzaWXU5.index.IOBK62gJSlOh()
for tKJAwKiE1Zya in xafqLlk3kkUe(aVhM9WzaWXU5, xafqLlk3kkUe(SXOLrMavuUCe(b'?5^00U\x93\x1c\x13\x88\t\xe6'), chr(0b1100100 + 0o0) + '\145' + '\x63' + '\157' + '\x64' + chr(0b1100101))(chr(7140 - 7023) + chr(6102 - 5986) + chr(0b1100110) + chr(45) + chr(56))):
if QW0C5MAsWCOR >= xafqLlk3kkUe(tKJAwKiE1Zya, xafqLlk3kkUe(SXOLrMavuUCe(b'+\x10V7\x16@\x89J'), chr(8249 - 8149) + chr(7648 - 7547) + chr(0b1010010 + 0o21) + chr(0b11010 + 0o125) + chr(100) + chr(101))(chr(117) + chr(10853 - 10737) + chr(0b1000 + 0o136) + '\x2d' + chr(56))):
aVhM9WzaWXU5.MmVY7Id_ODNA[ln5PhSj0tNW8 > tKJAwKiE1Zya.joOGoPpJ_sck, tKJAwKiE1Zya] = wL5W1xj47aOd
return aVhM9WzaWXU5
|
quantopian/zipline
|
zipline/data/data_portal.py
|
DataPortal._get_minute_window_data
|
def _get_minute_window_data(self, assets, field, minutes_for_window):
"""
Internal method that gets a window of adjusted minute data for an asset
and specified date range. Used to support the history API method for
minute bars.
Missing bars are filled with NaN.
Parameters
----------
assets : iterable[Asset]
The assets whose data is desired.
field: string
The specific field to return. "open", "high", "close_price", etc.
minutes_for_window: pd.DateTimeIndex
The list of minutes representing the desired window. Each minute
is a pd.Timestamp.
Returns
-------
A numpy array with requested values.
"""
return self._minute_history_loader.history(assets,
minutes_for_window,
field,
False)
|
python
|
def _get_minute_window_data(self, assets, field, minutes_for_window):
"""
Internal method that gets a window of adjusted minute data for an asset
and specified date range. Used to support the history API method for
minute bars.
Missing bars are filled with NaN.
Parameters
----------
assets : iterable[Asset]
The assets whose data is desired.
field: string
The specific field to return. "open", "high", "close_price", etc.
minutes_for_window: pd.DateTimeIndex
The list of minutes representing the desired window. Each minute
is a pd.Timestamp.
Returns
-------
A numpy array with requested values.
"""
return self._minute_history_loader.history(assets,
minutes_for_window,
field,
False)
|
[
"def",
"_get_minute_window_data",
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",",
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",",
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",",
"minutes_for_window",
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":",
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"_minute_history_loader",
".",
"history",
"(",
"assets",
",",
"minutes_for_window",
",",
"field",
",",
"False",
")"
] |
Internal method that gets a window of adjusted minute data for an asset
and specified date range. Used to support the history API method for
minute bars.
Missing bars are filled with NaN.
Parameters
----------
assets : iterable[Asset]
The assets whose data is desired.
field: string
The specific field to return. "open", "high", "close_price", etc.
minutes_for_window: pd.DateTimeIndex
The list of minutes representing the desired window. Each minute
is a pd.Timestamp.
Returns
-------
A numpy array with requested values.
|
[
"Internal",
"method",
"that",
"gets",
"a",
"window",
"of",
"adjusted",
"minute",
"data",
"for",
"an",
"asset",
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"date",
"range",
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"for",
"minute",
"bars",
"."
] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/data/data_portal.py#L1036-L1063
|
train
|
Internal method that returns a window of adjusted minute data for an asset and a specific field.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(0b10110 + 0o33) + chr(54), ord("\x08")), ehT0Px3KOsy9(chr(48) + '\x6f' + chr(0b100000 + 0o23) + chr(0b110010), 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(50) + chr(0b10101 + 0o37) + chr(49), ord("\x08")), ehT0Px3KOsy9(chr(0b101 + 0o53) + '\157' + chr(0b101000 + 0o13) + '\x30', 0b1000), ehT0Px3KOsy9(chr(305 - 257) + chr(111) + '\x33' + '\066' + '\x37', 0o10), ehT0Px3KOsy9('\x30' + chr(0b1101111) + chr(541 - 492) + chr(0b110100) + '\063', 0o10), ehT0Px3KOsy9('\060' + chr(0b110101 + 0o72) + '\062' + '\063' + chr(1740 - 1691), 0o10), ehT0Px3KOsy9(chr(48) + chr(1523 - 1412) + chr(51) + chr(0b110110), 0o10), ehT0Px3KOsy9(chr(0b101001 + 0o7) + '\x6f' + '\061' + chr(0b110110), 8), ehT0Px3KOsy9(chr(48) + chr(5564 - 5453) + chr(50) + '\x30' + '\060', 0b1000), ehT0Px3KOsy9(chr(0b10001 + 0o37) + chr(0b1101111) + chr(0b110010) + '\060', 0o10), ehT0Px3KOsy9('\060' + '\157' + '\061' + chr(1459 - 1409) + '\x34', 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(0b10 + 0o60) + chr(0b111 + 0o52), 0b1000), ehT0Px3KOsy9(chr(48) + chr(0b110110 + 0o71) + '\x31' + chr(49) + chr(2148 - 2098), 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(7174 - 7063) + chr(53) + chr(0b110001), ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(111) + '\x33' + chr(0b110010) + chr(0b110000), 0o10), ehT0Px3KOsy9(chr(48) + chr(111) + chr(925 - 874) + chr(2057 - 2003) + chr(0b1110 + 0o47), 14157 - 14149), ehT0Px3KOsy9(chr(0b11111 + 0o21) + chr(347 - 236) + '\x32' + chr(815 - 765) + '\x35', 0o10), ehT0Px3KOsy9('\x30' + chr(0b1001010 + 0o45) + chr(0b1001 + 0o50) + chr(0b110110) + chr(0b1 + 0o61), 55953 - 55945), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(0b110011) + '\x34', 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(4139 - 4028) + chr(53), 10920 - 10912), ehT0Px3KOsy9('\x30' + chr(0b1101111) + chr(50) + chr(53), 23139 - 23131), ehT0Px3KOsy9('\x30' + '\157' + chr(0b110000), 0b1000), ehT0Px3KOsy9(chr(740 - 692) + chr(111) + '\x31' + chr(0b110001) + chr(0b110010), 8), ehT0Px3KOsy9(chr(0b10101 + 0o33) + chr(111) + '\x31' + chr(0b110101) + chr(586 - 535), 0o10), ehT0Px3KOsy9(chr(48) + '\x6f' + '\x32' + chr(0b110000), 8), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(0b110001) + chr(0b110101) + chr(0b110111), 23363 - 23355), ehT0Px3KOsy9('\060' + chr(0b1101111) + chr(0b110001) + chr(51) + chr(0b110100), 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(6547 - 6436) + '\061' + chr(49) + chr(53), ord("\x08")), ehT0Px3KOsy9(chr(163 - 115) + chr(111) + chr(0b101100 + 0o7) + chr(54) + '\066', 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(50) + '\x33' + chr(0b1110 + 0o46), 34927 - 34919), ehT0Px3KOsy9(chr(0b100100 + 0o14) + chr(111) + chr(51) + chr(0b10001 + 0o40) + chr(0b110001), 0b1000), ehT0Px3KOsy9(chr(48) + chr(0b100110 + 0o111) + chr(0b110001) + chr(48) + chr(54), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(7772 - 7661) + chr(1781 - 1732) + '\x31' + chr(0b110000 + 0o0), 33823 - 33815), ehT0Px3KOsy9(chr(48) + chr(0b1100100 + 0o13) + '\x31' + chr(50) + chr(53), 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(50) + chr(53) + '\066', 0b1000), ehT0Px3KOsy9(chr(2096 - 2048) + chr(111) + chr(735 - 686) + chr(1617 - 1564) + chr(0b10101 + 0o42), 8), ehT0Px3KOsy9(chr(0b10 + 0o56) + chr(0b101110 + 0o101) + '\067' + chr(0b110100), 0b1000), ehT0Px3KOsy9(chr(48) + chr(111) + chr(54) + chr(0b100000 + 0o27), ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(111) + '\063' + chr(943 - 892) + '\066', ord("\x08"))][WVxHKyX45z_L % ehT0Px3KOsy9(chr(0b101101 + 0o3) + '\157' + chr(0b111 + 0o56) + chr(48), 0b1000)] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b' '), '\x64' + chr(0b1100101 + 0o0) + chr(0b1100010 + 0o1) + chr(2144 - 2033) + chr(100) + chr(101))('\x75' + chr(0b1110000 + 0o4) + chr(0b1100110) + chr(0b101101) + '\x38') + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def _FesL0MYz33t(oVre8I6UXc3b, YGFU3oxACPcg, fEcfxx4smAdS, DHj5qrh9UrLE):
return xafqLlk3kkUe(oVre8I6UXc3b._minute_history_loader, xafqLlk3kkUe(SXOLrMavuUCe(b'}^\x90S\xc00\xd5x^\xeeT\x16'), chr(0b1001111 + 0o25) + chr(0b1100101) + chr(99) + chr(3388 - 3277) + chr(0b1100100) + '\x65')(chr(117) + chr(6928 - 6812) + chr(0b110000 + 0o66) + '\x2d' + chr(0b10001 + 0o47)))(YGFU3oxACPcg, DHj5qrh9UrLE, fEcfxx4smAdS, ehT0Px3KOsy9('\x30' + chr(0b1101111) + '\x30', 8))
|
quantopian/zipline
|
zipline/data/data_portal.py
|
DataPortal._get_daily_window_data
|
def _get_daily_window_data(self,
assets,
field,
days_in_window,
extra_slot=True):
"""
Internal method that gets a window of adjusted daily data for a sid
and specified date range. Used to support the history API method for
daily bars.
Parameters
----------
asset : Asset
The asset whose data is desired.
start_dt: pandas.Timestamp
The start of the desired window of data.
bar_count: int
The number of days of data to return.
field: string
The specific field to return. "open", "high", "close_price", etc.
extra_slot: boolean
Whether to allocate an extra slot in the returned numpy array.
This extra slot will hold the data for the last partial day. It's
much better to create it here than to create a copy of the array
later just to add a slot.
Returns
-------
A numpy array with requested values. Any missing slots filled with
nan.
"""
bar_count = len(days_in_window)
# create an np.array of size bar_count
dtype = float64 if field != 'sid' else int64
if extra_slot:
return_array = np.zeros((bar_count + 1, len(assets)), dtype=dtype)
else:
return_array = np.zeros((bar_count, len(assets)), dtype=dtype)
if field != "volume":
# volumes default to 0, so we don't need to put NaNs in the array
return_array[:] = np.NAN
if bar_count != 0:
data = self._history_loader.history(assets,
days_in_window,
field,
extra_slot)
if extra_slot:
return_array[:len(return_array) - 1, :] = data
else:
return_array[:len(data)] = data
return return_array
|
python
|
def _get_daily_window_data(self,
assets,
field,
days_in_window,
extra_slot=True):
"""
Internal method that gets a window of adjusted daily data for a sid
and specified date range. Used to support the history API method for
daily bars.
Parameters
----------
asset : Asset
The asset whose data is desired.
start_dt: pandas.Timestamp
The start of the desired window of data.
bar_count: int
The number of days of data to return.
field: string
The specific field to return. "open", "high", "close_price", etc.
extra_slot: boolean
Whether to allocate an extra slot in the returned numpy array.
This extra slot will hold the data for the last partial day. It's
much better to create it here than to create a copy of the array
later just to add a slot.
Returns
-------
A numpy array with requested values. Any missing slots filled with
nan.
"""
bar_count = len(days_in_window)
# create an np.array of size bar_count
dtype = float64 if field != 'sid' else int64
if extra_slot:
return_array = np.zeros((bar_count + 1, len(assets)), dtype=dtype)
else:
return_array = np.zeros((bar_count, len(assets)), dtype=dtype)
if field != "volume":
# volumes default to 0, so we don't need to put NaNs in the array
return_array[:] = np.NAN
if bar_count != 0:
data = self._history_loader.history(assets,
days_in_window,
field,
extra_slot)
if extra_slot:
return_array[:len(return_array) - 1, :] = data
else:
return_array[:len(data)] = data
return return_array
|
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] |
Internal method that gets a window of adjusted daily data for a sid
and specified date range. Used to support the history API method for
daily bars.
Parameters
----------
asset : Asset
The asset whose data is desired.
start_dt: pandas.Timestamp
The start of the desired window of data.
bar_count: int
The number of days of data to return.
field: string
The specific field to return. "open", "high", "close_price", etc.
extra_slot: boolean
Whether to allocate an extra slot in the returned numpy array.
This extra slot will hold the data for the last partial day. It's
much better to create it here than to create a copy of the array
later just to add a slot.
Returns
-------
A numpy array with requested values. Any missing slots filled with
nan.
|
[
"Internal",
"method",
"that",
"gets",
"a",
"window",
"of",
"adjusted",
"daily",
"data",
"for",
"a",
"sid",
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"range",
".",
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"the",
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"."
] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/data/data_portal.py#L1065-L1122
|
train
|
Internal method that returns a daily window of data for a specific asset and a specific date range.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9(chr(0b100100 + 0o14) + '\157' + chr(0b0 + 0o62) + '\067' + chr(52), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(53 - 4) + chr(0b110111) + chr(0b110011), 0o10), ehT0Px3KOsy9(chr(0b101001 + 0o7) + chr(0b1101111) + chr(246 - 197) + '\x36' + chr(54), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(980 - 929) + chr(0b101001 + 0o7) + chr(0b110010), 29675 - 29667), ehT0Px3KOsy9(chr(0b11101 + 0o23) + chr(111) + '\x31' + chr(2415 - 2361) + chr(0b110011), 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + '\x32' + chr(0b0 + 0o61) + chr(1786 - 1732), 0o10), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + '\063' + chr(1404 - 1354) + chr(0b11110 + 0o26), 0o10), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(0b110011) + chr(0b110001) + chr(55), ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + '\061' + chr(54) + chr(1704 - 1656), 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101010 + 0o5) + chr(0b1011 + 0o50) + chr(0b110000), 0o10), ehT0Px3KOsy9('\x30' + '\x6f' + chr(2318 - 2268) + chr(1964 - 1916) + '\x34', 0o10), ehT0Px3KOsy9(chr(0b101100 + 0o4) + '\157' + chr(50) + '\063' + chr(0b110111), 0b1000), ehT0Px3KOsy9(chr(1988 - 1940) + '\157' + chr(1999 - 1950) + chr(0b100111 + 0o16) + '\067', ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(7861 - 7750) + chr(0b110001) + '\x37', 0o10), ehT0Px3KOsy9(chr(1323 - 1275) + chr(10456 - 10345) + '\x31' + '\063' + chr(569 - 515), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(111) + '\063' + chr(0b11 + 0o62) + '\060', 60995 - 60987), ehT0Px3KOsy9(chr(48) + '\157' + '\061' + chr(971 - 918) + chr(0b100 + 0o62), 3823 - 3815), ehT0Px3KOsy9('\x30' + '\x6f' + chr(0b110010) + '\x35' + chr(211 - 157), 44855 - 44847), ehT0Px3KOsy9('\x30' + chr(111) + chr(2273 - 2224) + chr(0b110101), 3651 - 3643), ehT0Px3KOsy9(chr(0b101100 + 0o4) + chr(0b1101111) + chr(2540 - 2487) + chr(0b110101), 0b1000), ehT0Px3KOsy9(chr(251 - 203) + chr(9524 - 9413) + '\x31' + chr(0b11 + 0o55) + chr(0b1001 + 0o56), 0b1000), ehT0Px3KOsy9(chr(48) + '\157' + chr(0b11101 + 0o25) + chr(0b11100 + 0o26) + '\064', 0b1000), ehT0Px3KOsy9(chr(48) + chr(111) + chr(51) + chr(53) + chr(0b101111 + 0o7), 0o10), ehT0Px3KOsy9(chr(472 - 424) + chr(111) + chr(0b10000 + 0o45) + chr(0b10100 + 0o41), 8), ehT0Px3KOsy9(chr(48) + chr(0b1000011 + 0o54) + '\x35' + chr(52), ord("\x08")), ehT0Px3KOsy9('\x30' + chr(111) + '\x33' + chr(51) + chr(51), 0o10), ehT0Px3KOsy9(chr(0b100000 + 0o20) + chr(6500 - 6389) + '\x32' + chr(1174 - 1123) + '\x30', 3931 - 3923), ehT0Px3KOsy9('\x30' + chr(0b1101111) + '\065' + '\064', 8), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(1748 - 1697) + chr(50) + chr(51), 0o10), ehT0Px3KOsy9(chr(0b10000 + 0o40) + chr(0b1101111) + chr(0b110110) + chr(1241 - 1187), 41960 - 41952), ehT0Px3KOsy9(chr(1491 - 1443) + chr(0b1101111) + chr(0b10010 + 0o41) + chr(2131 - 2078), 41758 - 41750), ehT0Px3KOsy9(chr(0b110000) + '\157' + '\x33' + chr(1380 - 1332) + chr(0b100110 + 0o17), ord("\x08")), ehT0Px3KOsy9(chr(763 - 715) + chr(2211 - 2100) + chr(2768 - 2714) + chr(0b101010 + 0o10), 0o10), ehT0Px3KOsy9(chr(48) + chr(0b111100 + 0o63) + '\x31' + chr(0b110111) + chr(53), 36493 - 36485), ehT0Px3KOsy9(chr(0b11110 + 0o22) + chr(0b10011 + 0o134) + chr(0b110010) + chr(0b10101 + 0o35) + '\x35', 54304 - 54296), ehT0Px3KOsy9(chr(0b1110 + 0o42) + '\x6f' + chr(51) + chr(0b110100) + chr(49), 0o10), ehT0Px3KOsy9(chr(48) + chr(111) + chr(0b101011 + 0o7) + chr(1185 - 1137) + '\063', ord("\x08")), ehT0Px3KOsy9('\x30' + chr(0b1011010 + 0o25) + chr(1511 - 1461) + '\064' + chr(850 - 802), ord("\x08")), ehT0Px3KOsy9('\x30' + chr(0b1101111) + chr(2465 - 2415) + chr(2220 - 2171) + chr(0b110010), 0b1000), ehT0Px3KOsy9('\060' + '\157' + chr(0b100110 + 0o14) + chr(1977 - 1922) + chr(0b100001 + 0o21), 0o10)][WVxHKyX45z_L % ehT0Px3KOsy9(chr(0b110000) + chr(3841 - 3730) + '\065' + chr(470 - 422), 0o10)] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'\x92'), '\144' + chr(101) + '\143' + chr(111) + chr(0b100010 + 0o102) + chr(0b1010010 + 0o23))(chr(117) + '\x74' + chr(0b1100110) + chr(45) + '\x38') + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def KJDHH1IlAfRm(oVre8I6UXc3b, YGFU3oxACPcg, fEcfxx4smAdS, Dwu5Fs9jeB8X, rXADoMJAxDIu=ehT0Px3KOsy9(chr(0b110000) + chr(5454 - 5343) + chr(0b11000 + 0o31), 15808 - 15800)):
g2GEhO4QQANY = c2A0yzQpDQB3(Dwu5Fs9jeB8X)
jSV9IKnemH7K = UDFMTvC8EtwJ if fEcfxx4smAdS != xafqLlk3kkUe(SXOLrMavuUCe(b'\xcf\x12\x12'), chr(0b111010 + 0o52) + chr(0b1000111 + 0o36) + chr(0b101000 + 0o73) + '\157' + chr(0b1100100) + chr(0b10 + 0o143))(chr(4817 - 4700) + '\164' + chr(102) + '\x2d' + chr(0b111000)) else RiF2m1w6Ige4
if rXADoMJAxDIu:
pVWtcVpgJuJY = WqUC3KWvYVup.zeros((g2GEhO4QQANY + ehT0Px3KOsy9(chr(0b11110 + 0o22) + '\x6f' + chr(2283 - 2234), 8), c2A0yzQpDQB3(YGFU3oxACPcg)), dtype=jSV9IKnemH7K)
else:
pVWtcVpgJuJY = WqUC3KWvYVup.zeros((g2GEhO4QQANY, c2A0yzQpDQB3(YGFU3oxACPcg)), dtype=jSV9IKnemH7K)
if fEcfxx4smAdS != xafqLlk3kkUe(SXOLrMavuUCe(b'\xca\x14\x1a\xb7\x1e\xeb'), chr(0b1100100) + chr(101) + '\143' + '\x6f' + chr(100) + chr(101))(chr(0b100011 + 0o122) + chr(0b11110 + 0o126) + chr(0b1100110) + '\x2d' + chr(1491 - 1435)):
pVWtcVpgJuJY[:] = WqUC3KWvYVup.NAN
if g2GEhO4QQANY != ehT0Px3KOsy9(chr(48) + chr(111) + chr(0b110000), ord("\x08")):
ULnjp6D6efFH = oVre8I6UXc3b._history_loader.sD1K7SLfPnDB(YGFU3oxACPcg, Dwu5Fs9jeB8X, fEcfxx4smAdS, rXADoMJAxDIu)
if rXADoMJAxDIu:
pVWtcVpgJuJY[:c2A0yzQpDQB3(pVWtcVpgJuJY) - ehT0Px3KOsy9('\x30' + chr(0b101000 + 0o107) + chr(0b1101 + 0o44), 8), :] = ULnjp6D6efFH
else:
pVWtcVpgJuJY[:c2A0yzQpDQB3(ULnjp6D6efFH)] = ULnjp6D6efFH
return pVWtcVpgJuJY
|
quantopian/zipline
|
zipline/data/data_portal.py
|
DataPortal._get_adjustment_list
|
def _get_adjustment_list(self, asset, adjustments_dict, table_name):
"""
Internal method that returns a list of adjustments for the given sid.
Parameters
----------
asset : Asset
The asset for which to return adjustments.
adjustments_dict: dict
A dictionary of sid -> list that is used as a cache.
table_name: string
The table that contains this data in the adjustments db.
Returns
-------
adjustments: list
A list of [multiplier, pd.Timestamp], earliest first
"""
if self._adjustment_reader is None:
return []
sid = int(asset)
try:
adjustments = adjustments_dict[sid]
except KeyError:
adjustments = adjustments_dict[sid] = self._adjustment_reader.\
get_adjustments_for_sid(table_name, sid)
return adjustments
|
python
|
def _get_adjustment_list(self, asset, adjustments_dict, table_name):
"""
Internal method that returns a list of adjustments for the given sid.
Parameters
----------
asset : Asset
The asset for which to return adjustments.
adjustments_dict: dict
A dictionary of sid -> list that is used as a cache.
table_name: string
The table that contains this data in the adjustments db.
Returns
-------
adjustments: list
A list of [multiplier, pd.Timestamp], earliest first
"""
if self._adjustment_reader is None:
return []
sid = int(asset)
try:
adjustments = adjustments_dict[sid]
except KeyError:
adjustments = adjustments_dict[sid] = self._adjustment_reader.\
get_adjustments_for_sid(table_name, sid)
return adjustments
|
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] |
Internal method that returns a list of adjustments for the given sid.
Parameters
----------
asset : Asset
The asset for which to return adjustments.
adjustments_dict: dict
A dictionary of sid -> list that is used as a cache.
table_name: string
The table that contains this data in the adjustments db.
Returns
-------
adjustments: list
A list of [multiplier, pd.Timestamp], earliest first
|
[
"Internal",
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"."
] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/data/data_portal.py#L1124-L1156
|
train
|
Internal method that returns a list of adjustments for the given sid.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9('\060' + '\157' + chr(0b11111 + 0o22) + chr(0b110111) + chr(0b101 + 0o61), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(10574 - 10463) + chr(0b10010 + 0o37) + chr(189 - 139), 42862 - 42854), ehT0Px3KOsy9(chr(0b110000) + chr(0b1000011 + 0o54) + '\062' + '\066' + '\x34', 59398 - 59390), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(0b11100 + 0o26) + chr(49) + chr(2305 - 2254), 0b1000), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(1902 - 1853) + chr(53) + chr(0b110010), 15416 - 15408), ehT0Px3KOsy9(chr(1562 - 1514) + '\157' + '\x33' + chr(2653 - 2599) + chr(0b110110), ord("\x08")), ehT0Px3KOsy9('\060' + '\x6f' + chr(0b100111 + 0o13) + chr(0b110011) + chr(0b110010), ord("\x08")), ehT0Px3KOsy9('\060' + '\157' + chr(51) + '\066', 0o10), ehT0Px3KOsy9(chr(0b101001 + 0o7) + '\157' + '\x31' + chr(48) + '\062', 51990 - 51982), ehT0Px3KOsy9(chr(0b10001 + 0o37) + chr(111) + chr(49) + chr(53) + '\x30', 26793 - 26785), ehT0Px3KOsy9('\x30' + '\x6f' + '\063' + chr(0b110101) + '\x30', ord("\x08")), ehT0Px3KOsy9(chr(48) + '\x6f' + '\063' + '\x31' + '\062', ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(0b101101 + 0o4) + '\x34', 0o10), ehT0Px3KOsy9('\060' + chr(0b1101111) + chr(0b10110 + 0o35) + chr(0b101001 + 0o7) + '\x37', ord("\x08")), ehT0Px3KOsy9(chr(726 - 678) + chr(0b1001000 + 0o47) + '\063' + chr(305 - 251) + chr(2076 - 2028), 62750 - 62742), ehT0Px3KOsy9(chr(0b110000) + chr(8287 - 8176) + '\062' + '\x33' + chr(2172 - 2122), 8), ehT0Px3KOsy9('\060' + chr(111) + chr(0b110111) + chr(0b11000 + 0o33), 0b1000), ehT0Px3KOsy9('\060' + chr(111) + '\063' + chr(50) + chr(0b101 + 0o54), ord("\x08")), ehT0Px3KOsy9('\x30' + chr(0b101 + 0o152) + chr(0b110001) + chr(55) + chr(51), ord("\x08")), ehT0Px3KOsy9(chr(1093 - 1045) + '\x6f' + chr(131 - 81) + chr(0b11100 + 0o24) + chr(0b110010), ord("\x08")), ehT0Px3KOsy9(chr(198 - 150) + chr(0b10001 + 0o136) + chr(0b1011 + 0o50) + chr(0b110101 + 0o1) + '\x33', 6604 - 6596), ehT0Px3KOsy9('\060' + '\x6f' + chr(0b110011) + chr(54) + '\065', 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(0b1001010 + 0o45) + chr(1974 - 1920) + chr(970 - 917), 0b1000), ehT0Px3KOsy9('\x30' + chr(5176 - 5065) + '\x31' + chr(544 - 495) + chr(55), ord("\x08")), ehT0Px3KOsy9(chr(0b10010 + 0o36) + chr(0b1101111) + chr(0b110110) + chr(0b110101), 8), ehT0Px3KOsy9('\x30' + '\x6f' + '\x33' + '\066' + '\063', 8), ehT0Px3KOsy9(chr(906 - 858) + chr(0b1101111) + chr(0b110011) + chr(0b100101 + 0o20) + chr(922 - 867), 11987 - 11979), ehT0Px3KOsy9('\060' + chr(0b1101111) + chr(454 - 403) + chr(55) + '\062', ord("\x08")), ehT0Px3KOsy9('\060' + '\157' + chr(0b11111 + 0o27), 8612 - 8604), ehT0Px3KOsy9(chr(2150 - 2102) + chr(111) + '\x31' + '\x32' + chr(0b110010), 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(8733 - 8622) + chr(0b110100) + '\061', 0o10), ehT0Px3KOsy9(chr(0b1110 + 0o42) + chr(111) + chr(0b110001) + chr(0b1000 + 0o52), 8), ehT0Px3KOsy9('\x30' + '\157' + chr(1604 - 1554) + chr(0b0 + 0o65) + chr(1281 - 1230), 57341 - 57333), ehT0Px3KOsy9(chr(0b101111 + 0o1) + chr(111) + chr(0b110001) + chr(53) + '\066', 64130 - 64122), ehT0Px3KOsy9(chr(0b10000 + 0o40) + chr(0b10010 + 0o135) + chr(0b101101 + 0o5) + chr(539 - 489) + chr(0b110110), 0b1000), ehT0Px3KOsy9(chr(0b1111 + 0o41) + '\157' + chr(0b100010 + 0o20) + chr(0b110010) + '\x34', 0o10), ehT0Px3KOsy9(chr(48) + '\x6f' + '\x32' + '\x33' + chr(0b11001 + 0o34), 0o10), ehT0Px3KOsy9('\x30' + chr(9362 - 9251) + '\x33' + chr(1477 - 1428), 19444 - 19436), ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(2503 - 2452) + '\x30' + chr(0b110001), 0o10), ehT0Px3KOsy9('\x30' + chr(0b1101011 + 0o4) + chr(1661 - 1612) + '\064' + chr(2121 - 2068), ord("\x08"))][WVxHKyX45z_L % ehT0Px3KOsy9('\x30' + chr(111) + '\x35' + chr(48), 0o10)] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'P'), '\144' + '\x65' + '\x63' + chr(5106 - 4995) + chr(6753 - 6653) + chr(6057 - 5956))(chr(325 - 208) + '\x74' + chr(0b1100110) + '\x2d' + chr(0b10111 + 0o41)) + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def YpaKgYx7pVcO(oVre8I6UXc3b, tKJAwKiE1Zya, LAJpdOSgNYIY, NKKFbr2Z4sr1):
if xafqLlk3kkUe(oVre8I6UXc3b, xafqLlk3kkUe(SXOLrMavuUCe(b"!k\xd0\xe1\x1f\x85\xees'\x06\x9c\x95~\xa2\x91\xfe^\xa3"), chr(4851 - 4751) + chr(0b1010011 + 0o22) + chr(99) + chr(111) + chr(593 - 493) + chr(0b1100101))('\165' + chr(0b1110100) + chr(0b1100110) + chr(174 - 129) + '\070')) is None:
return []
Cli4Sf5HnGOS = ehT0Px3KOsy9(tKJAwKiE1Zya)
try:
KdhBARPBiGt5 = LAJpdOSgNYIY[Cli4Sf5HnGOS]
except RQ6CSRrFArYB:
KdhBARPBiGt5 = LAJpdOSgNYIY[Cli4Sf5HnGOS] = oVre8I6UXc3b._adjustment_reader.get_adjustments_for_sid(NKKFbr2Z4sr1, Cli4Sf5HnGOS)
return KdhBARPBiGt5
|
quantopian/zipline
|
zipline/data/data_portal.py
|
DataPortal.get_splits
|
def get_splits(self, assets, dt):
"""
Returns any splits for the given sids and the given dt.
Parameters
----------
assets : container
Assets for which we want splits.
dt : pd.Timestamp
The date for which we are checking for splits. Note: this is
expected to be midnight UTC.
Returns
-------
splits : list[(asset, float)]
List of splits, where each split is a (asset, ratio) tuple.
"""
if self._adjustment_reader is None or not assets:
return []
# convert dt to # of seconds since epoch, because that's what we use
# in the adjustments db
seconds = int(dt.value / 1e9)
splits = self._adjustment_reader.conn.execute(
"SELECT sid, ratio FROM SPLITS WHERE effective_date = ?",
(seconds,)).fetchall()
splits = [split for split in splits if split[0] in assets]
splits = [(self.asset_finder.retrieve_asset(split[0]), split[1])
for split in splits]
return splits
|
python
|
def get_splits(self, assets, dt):
"""
Returns any splits for the given sids and the given dt.
Parameters
----------
assets : container
Assets for which we want splits.
dt : pd.Timestamp
The date for which we are checking for splits. Note: this is
expected to be midnight UTC.
Returns
-------
splits : list[(asset, float)]
List of splits, where each split is a (asset, ratio) tuple.
"""
if self._adjustment_reader is None or not assets:
return []
# convert dt to # of seconds since epoch, because that's what we use
# in the adjustments db
seconds = int(dt.value / 1e9)
splits = self._adjustment_reader.conn.execute(
"SELECT sid, ratio FROM SPLITS WHERE effective_date = ?",
(seconds,)).fetchall()
splits = [split for split in splits if split[0] in assets]
splits = [(self.asset_finder.retrieve_asset(split[0]), split[1])
for split in splits]
return splits
|
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] |
Returns any splits for the given sids and the given dt.
Parameters
----------
assets : container
Assets for which we want splits.
dt : pd.Timestamp
The date for which we are checking for splits. Note: this is
expected to be midnight UTC.
Returns
-------
splits : list[(asset, float)]
List of splits, where each split is a (asset, ratio) tuple.
|
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] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/data/data_portal.py#L1158-L1190
|
train
|
Returns any splits for the given sids and the given dt.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9('\060' + chr(0b1000 + 0o147) + '\063' + '\066' + chr(0b101000 + 0o10), 0o10), ehT0Px3KOsy9('\x30' + chr(0b110001 + 0o76) + chr(0b110110) + '\067', ord("\x08")), ehT0Px3KOsy9('\060' + chr(4375 - 4264) + chr(2346 - 2297) + '\x33' + '\060', ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(0b101111 + 0o100) + chr(596 - 547) + chr(49) + chr(0b110100), 0o10), ehT0Px3KOsy9(chr(48) + '\157' + '\067' + '\066', ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + '\x31' + chr(52) + chr(0b1100 + 0o45), 0b1000), ehT0Px3KOsy9(chr(48) + chr(12065 - 11954) + '\x31' + chr(2683 - 2631) + chr(0b110011), 0o10), ehT0Px3KOsy9(chr(0b101011 + 0o5) + chr(0b110011 + 0o74) + chr(49) + chr(0b11011 + 0o30) + '\x35', 0o10), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(0b10110 + 0o41) + '\x33', 0b1000), ehT0Px3KOsy9('\x30' + chr(0b1101111) + chr(0b110001) + chr(1547 - 1495) + chr(0b10011 + 0o41), 0o10), ehT0Px3KOsy9(chr(2269 - 2221) + chr(111) + chr(50) + chr(55) + chr(0b11110 + 0o30), 11033 - 11025), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(0b101000 + 0o13) + '\066', 0b1000), ehT0Px3KOsy9('\060' + chr(9429 - 9318) + '\x33' + chr(0b110011 + 0o1) + '\x37', ord("\x08")), ehT0Px3KOsy9(chr(2296 - 2248) + '\x6f' + '\063' + chr(0b110010) + '\x31', ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + '\157' + '\067' + chr(0b10011 + 0o36), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(49) + chr(2285 - 2233) + chr(0b110010), 0b1000), ehT0Px3KOsy9(chr(0b11011 + 0o25) + chr(4552 - 4441) + chr(0b110001) + '\x37' + chr(0b110111), 0o10), ehT0Px3KOsy9(chr(1337 - 1289) + '\x6f' + chr(0b100010 + 0o21) + '\067' + '\067', 0b1000), ehT0Px3KOsy9(chr(0b101 + 0o53) + '\x6f' + chr(0b110011) + chr(0b110001 + 0o0) + chr(49), 0o10), ehT0Px3KOsy9(chr(48) + chr(0b101100 + 0o103) + chr(0b110010) + chr(0b110101) + '\x34', ord("\x08")), ehT0Px3KOsy9(chr(1570 - 1522) + chr(0b11111 + 0o120) + chr(0b110001) + chr(51) + '\x33', ord("\x08")), ehT0Px3KOsy9('\060' + chr(0b1101111) + chr(2169 - 2119) + chr(0b1001 + 0o50) + chr(0b110110), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(4611 - 4500) + chr(51) + '\060' + chr(750 - 698), 52510 - 52502), ehT0Px3KOsy9(chr(0b110000) + chr(0b1100000 + 0o17) + '\x35' + chr(50), 0o10), ehT0Px3KOsy9(chr(767 - 719) + chr(6202 - 6091) + chr(152 - 102) + chr(55) + chr(0b110111), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + '\065' + chr(0b110110), ord("\x08")), ehT0Px3KOsy9(chr(1779 - 1731) + '\x6f' + chr(2640 - 2588) + '\063', 0o10), ehT0Px3KOsy9(chr(0b100100 + 0o14) + '\x6f' + chr(52) + chr(0b110001), ord("\x08")), ehT0Px3KOsy9(chr(0b1000 + 0o50) + chr(111) + '\x32' + '\x35' + chr(0b110010), 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(9578 - 9467) + chr(1756 - 1703) + '\064', 0b1000), ehT0Px3KOsy9(chr(207 - 159) + chr(0b1101111) + '\x31' + chr(52) + '\x35', 35483 - 35475), ehT0Px3KOsy9('\060' + chr(0b111001 + 0o66) + '\066' + chr(0b101101 + 0o6), 0b1000), ehT0Px3KOsy9('\x30' + '\157' + '\061' + chr(0b100101 + 0o22) + '\062', 0o10), ehT0Px3KOsy9(chr(0b10111 + 0o31) + chr(0b1011000 + 0o27) + chr(2061 - 2011) + '\065', 0o10), ehT0Px3KOsy9(chr(957 - 909) + chr(0b1101111) + chr(0b101010 + 0o11) + '\x37' + chr(0b110101), ord("\x08")), ehT0Px3KOsy9(chr(0b10110 + 0o32) + chr(0b1101101 + 0o2) + chr(55) + '\x30', 0o10), ehT0Px3KOsy9('\060' + '\x6f' + chr(405 - 356) + chr(0b110011), 0o10), ehT0Px3KOsy9('\x30' + chr(0b1101111) + chr(0b0 + 0o63) + chr(0b110111) + chr(139 - 88), 0b1000), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + '\x33' + chr(0b110100) + chr(50), ord("\x08")), ehT0Px3KOsy9('\x30' + chr(6085 - 5974) + chr(0b11000 + 0o32) + chr(0b100 + 0o57) + chr(1098 - 1049), 0b1000)][WVxHKyX45z_L % ehT0Px3KOsy9(chr(1901 - 1853) + chr(0b10110 + 0o131) + '\x35' + chr(961 - 913), 0o10)] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'\xde'), chr(1357 - 1257) + '\x65' + chr(99) + chr(8506 - 8395) + '\144' + chr(101))('\165' + chr(0b1110100) + chr(0b1100110) + chr(0b101100 + 0o1) + '\070') + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def uDSoZgrMSy1q(oVre8I6UXc3b, YGFU3oxACPcg, OmU3Un949MWT):
if xafqLlk3kkUe(oVre8I6UXc3b, xafqLlk3kkUe(SXOLrMavuUCe(b'\xafV<&K\x12\x170^\n\xcaA\x95\xb4X\x06\x1a\x8d'), chr(0b1100100) + chr(6670 - 6569) + '\143' + chr(0b1101111) + chr(100) + '\x65')('\x75' + chr(5900 - 5784) + '\x66' + '\x2d' + '\070')) is None or not YGFU3oxACPcg:
return []
n8shiI_5pCL9 = ehT0Px3KOsy9(OmU3Un949MWT.QmmgWUB13VCJ / 1000000000.0)
uSBCRSw0LUmo = oVre8I6UXc3b._adjustment_reader.conn.execute(xafqLlk3kkUe(SXOLrMavuUCe(b'\xa3r\x14\t}5C.R\x00\x92>\x95\xb0M\x0b\x10\xdf\x8f\xfe\x14\xc3\xe4y\xefbju\xf9\x0c2{?G\xb8\x18n\x9d\x84\xfc\x93C1:[>\x07<O\x01\x9e#\xc7\xee'), chr(0b1000 + 0o134) + '\145' + chr(99) + chr(111) + chr(0b111000 + 0o54) + chr(101))(chr(6248 - 6131) + chr(9848 - 9732) + '\146' + '\x2d' + chr(0b1111 + 0o51)), (n8shiI_5pCL9,)).fetchall()
uSBCRSw0LUmo = [vsJU7GhuEuh6 for vsJU7GhuEuh6 in uSBCRSw0LUmo if vsJU7GhuEuh6[ehT0Px3KOsy9(chr(0b0 + 0o60) + '\x6f' + chr(0b101001 + 0o7), 0b1000)] in YGFU3oxACPcg]
uSBCRSw0LUmo = [(oVre8I6UXc3b.asset_finder.retrieve_asset(vsJU7GhuEuh6[ehT0Px3KOsy9('\060' + '\157' + chr(0b110000), 8)]), vsJU7GhuEuh6[ehT0Px3KOsy9(chr(48) + '\157' + chr(0b1101 + 0o44), 0o10)]) for vsJU7GhuEuh6 in uSBCRSw0LUmo]
return uSBCRSw0LUmo
|
quantopian/zipline
|
zipline/data/data_portal.py
|
DataPortal.get_stock_dividends
|
def get_stock_dividends(self, sid, trading_days):
"""
Returns all the stock dividends for a specific sid that occur
in the given trading range.
Parameters
----------
sid: int
The asset whose stock dividends should be returned.
trading_days: pd.DatetimeIndex
The trading range.
Returns
-------
list: A list of objects with all relevant attributes populated.
All timestamp fields are converted to pd.Timestamps.
"""
if self._adjustment_reader is None:
return []
if len(trading_days) == 0:
return []
start_dt = trading_days[0].value / 1e9
end_dt = trading_days[-1].value / 1e9
dividends = self._adjustment_reader.conn.execute(
"SELECT * FROM stock_dividend_payouts WHERE sid = ? AND "
"ex_date > ? AND pay_date < ?", (int(sid), start_dt, end_dt,)).\
fetchall()
dividend_info = []
for dividend_tuple in dividends:
dividend_info.append({
"declared_date": dividend_tuple[1],
"ex_date": pd.Timestamp(dividend_tuple[2], unit="s"),
"pay_date": pd.Timestamp(dividend_tuple[3], unit="s"),
"payment_sid": dividend_tuple[4],
"ratio": dividend_tuple[5],
"record_date": pd.Timestamp(dividend_tuple[6], unit="s"),
"sid": dividend_tuple[7]
})
return dividend_info
|
python
|
def get_stock_dividends(self, sid, trading_days):
"""
Returns all the stock dividends for a specific sid that occur
in the given trading range.
Parameters
----------
sid: int
The asset whose stock dividends should be returned.
trading_days: pd.DatetimeIndex
The trading range.
Returns
-------
list: A list of objects with all relevant attributes populated.
All timestamp fields are converted to pd.Timestamps.
"""
if self._adjustment_reader is None:
return []
if len(trading_days) == 0:
return []
start_dt = trading_days[0].value / 1e9
end_dt = trading_days[-1].value / 1e9
dividends = self._adjustment_reader.conn.execute(
"SELECT * FROM stock_dividend_payouts WHERE sid = ? AND "
"ex_date > ? AND pay_date < ?", (int(sid), start_dt, end_dt,)).\
fetchall()
dividend_info = []
for dividend_tuple in dividends:
dividend_info.append({
"declared_date": dividend_tuple[1],
"ex_date": pd.Timestamp(dividend_tuple[2], unit="s"),
"pay_date": pd.Timestamp(dividend_tuple[3], unit="s"),
"payment_sid": dividend_tuple[4],
"ratio": dividend_tuple[5],
"record_date": pd.Timestamp(dividend_tuple[6], unit="s"),
"sid": dividend_tuple[7]
})
return dividend_info
|
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] |
Returns all the stock dividends for a specific sid that occur
in the given trading range.
Parameters
----------
sid: int
The asset whose stock dividends should be returned.
trading_days: pd.DatetimeIndex
The trading range.
Returns
-------
list: A list of objects with all relevant attributes populated.
All timestamp fields are converted to pd.Timestamps.
|
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] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/data/data_portal.py#L1192-L1237
|
train
|
Returns all stock dividends for a specific sid that occur
in the given trading range.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9('\060' + chr(111) + '\061' + chr(0b1101 + 0o44) + '\x33', 0o10), ehT0Px3KOsy9(chr(0b100101 + 0o13) + chr(0b1101111) + '\x33' + chr(0b11011 + 0o33) + chr(0b101101 + 0o6), ord("\x08")), ehT0Px3KOsy9('\060' + '\157' + chr(51) + '\x35' + '\062', 41649 - 41641), ehT0Px3KOsy9(chr(366 - 318) + chr(111) + chr(0b10011 + 0o40) + chr(54) + '\065', 0o10), ehT0Px3KOsy9('\x30' + chr(0b1101111) + chr(1603 - 1554) + chr(0b10001 + 0o45), 0o10), ehT0Px3KOsy9(chr(48) + chr(111) + chr(0b11000 + 0o33) + chr(1865 - 1813) + '\x37', 0o10), ehT0Px3KOsy9('\x30' + chr(1028 - 917) + chr(0b110 + 0o53) + chr(1711 - 1659) + chr(0b1111 + 0o41), 0o10), ehT0Px3KOsy9(chr(800 - 752) + chr(0b10000 + 0o137) + '\x31' + '\062' + chr(1943 - 1889), 0b1000), ehT0Px3KOsy9(chr(0b10010 + 0o36) + chr(0b1101111) + chr(0b110010) + chr(0b110100) + chr(0b111 + 0o57), 27115 - 27107), ehT0Px3KOsy9(chr(0b110000) + chr(111) + '\061' + chr(356 - 302), 8), ehT0Px3KOsy9('\x30' + chr(0b1101111) + chr(2032 - 1983) + chr(93 - 40) + chr(49), 0b1000), ehT0Px3KOsy9('\x30' + chr(111) + '\x36', 40554 - 40546), ehT0Px3KOsy9('\060' + '\157' + chr(470 - 415) + chr(2800 - 2747), 19022 - 19014), ehT0Px3KOsy9('\060' + chr(0b1010000 + 0o37) + chr(65 - 15) + chr(2434 - 2384) + chr(0b110110), ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(9728 - 9617) + chr(50) + chr(0b0 + 0o64) + chr(0b1010 + 0o52), ord("\x08")), ehT0Px3KOsy9(chr(0b11 + 0o55) + '\157' + chr(0b110100) + '\060', ord("\x08")), ehT0Px3KOsy9('\x30' + chr(0b111011 + 0o64) + chr(1831 - 1778) + chr(0b110110), 0o10), ehT0Px3KOsy9(chr(2155 - 2107) + chr(666 - 555) + '\x31' + chr(48) + chr(0b101010 + 0o12), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(0b101010 + 0o11) + chr(49), 0b1000), ehT0Px3KOsy9(chr(1742 - 1694) + chr(0b110011 + 0o74) + chr(87 - 36) + '\067' + chr(52), 7727 - 7719), ehT0Px3KOsy9('\060' + chr(0b1101111) + chr(2281 - 2232) + chr(728 - 680), ord("\x08")), ehT0Px3KOsy9('\060' + chr(10573 - 10462) + '\063' + '\x30' + '\067', ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(3377 - 3266) + chr(0b110100) + '\062', 18305 - 18297), ehT0Px3KOsy9(chr(0b1000 + 0o50) + chr(111) + chr(49) + chr(0b110100) + '\x32', 44919 - 44911), ehT0Px3KOsy9(chr(431 - 383) + chr(3651 - 3540) + chr(50) + chr(0b110010 + 0o2) + '\067', 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(0b110001) + chr(50), 54637 - 54629), ehT0Px3KOsy9(chr(549 - 501) + chr(0b1100111 + 0o10) + chr(899 - 850) + chr(0b1000 + 0o56) + '\x32', 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(2840 - 2786), 8), ehT0Px3KOsy9('\060' + chr(8062 - 7951) + chr(186 - 136) + '\066' + '\x31', 0b1000), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + '\x32' + chr(48) + '\066', 39742 - 39734), ehT0Px3KOsy9(chr(385 - 337) + chr(111) + chr(50) + chr(875 - 826) + '\061', ord("\x08")), ehT0Px3KOsy9('\060' + chr(0b111 + 0o150) + '\063' + chr(0b100001 + 0o25) + chr(185 - 132), 8), ehT0Px3KOsy9(chr(0b101101 + 0o3) + chr(111) + '\x32' + chr(0b11101 + 0o27) + chr(0b110011), 31657 - 31649), ehT0Px3KOsy9(chr(48) + '\x6f' + '\063' + chr(0b10011 + 0o37) + chr(48), 60088 - 60080), ehT0Px3KOsy9('\x30' + '\157' + chr(1040 - 986) + '\062', 0b1000), ehT0Px3KOsy9(chr(0b1110 + 0o42) + '\x6f' + '\061' + chr(2825 - 2770) + chr(48), 0o10), ehT0Px3KOsy9(chr(48) + chr(11012 - 10901) + chr(0b1100 + 0o46) + '\x36' + chr(0b1010 + 0o55), 0b1000), ehT0Px3KOsy9('\x30' + chr(111) + chr(51) + '\064' + chr(0b10111 + 0o37), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(4231 - 4120) + chr(0b101 + 0o55) + '\063' + chr(55), 12396 - 12388), ehT0Px3KOsy9(chr(0b10111 + 0o31) + chr(111) + '\x31', 0b1000)][WVxHKyX45z_L % ehT0Px3KOsy9('\060' + chr(0b1001110 + 0o41) + chr(0b0 + 0o65) + chr(48), 0b1000)] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'e'), chr(2144 - 2044) + '\x65' + '\x63' + '\157' + '\x64' + chr(0b1010000 + 0o25))(chr(0b1110101) + chr(0b110011 + 0o101) + chr(0b1100110) + chr(0b101101) + chr(0b111000)) + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def S_Ama8vzauS2(oVre8I6UXc3b, Cli4Sf5HnGOS, YlNBidr8uuv4):
if xafqLlk3kkUe(oVre8I6UXc3b, xafqLlk3kkUe(SXOLrMavuUCe(b'\x14\x92\x8e\x9f{\x94\x14;\xc3`\x1dYO\xf3\xc5DK6'), chr(100) + chr(4038 - 3937) + '\143' + chr(0b1101111) + chr(0b1011000 + 0o14) + chr(101))(chr(0b1110101) + chr(0b1110100) + chr(0b1100110) + chr(0b1 + 0o54) + '\070')) is None:
return []
if c2A0yzQpDQB3(YlNBidr8uuv4) == ehT0Px3KOsy9('\060' + chr(0b1101111) + chr(0b110000), 32285 - 32277):
return []
Rp7gZ6knJjRy = YlNBidr8uuv4[ehT0Px3KOsy9('\x30' + chr(10870 - 10759) + chr(48), 8)].QmmgWUB13VCJ / 1000000000.0
H53hAzPUC6Rt = YlNBidr8uuv4[-ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(2225 - 2176), 8)].QmmgWUB13VCJ / 1000000000.0
cFAyuTNKZHE5 = oVre8I6UXc3b._adjustment_reader.conn.execute(xafqLlk3kkUe(SXOLrMavuUCe(b"\x18\xb6\xa6\xb0M\xb3@|\x86H;Ip\xb6\xd7TA'r\xa3l\xaeT\x0b\xc3o\x1cb\xee\xf6\xe8\x8c\xcc\xa5F\x0b\x97\xb1\xd7D\x19\xb6\xca\x86g\x83@k\x861IGs\xd2\x84EV\x1b}\x9d|\xa2\x02\\\x875RG\xff\xc2\xa9\x85\xc2\xa9m\x1c\xd6\x92\xfa!w\xd3\xd5"), '\x64' + '\x65' + chr(1569 - 1470) + '\157' + chr(0b1100100) + chr(0b10101 + 0o120))('\x75' + chr(116) + chr(0b1100110) + '\x2d' + chr(56)), (ehT0Px3KOsy9(Cli4Sf5HnGOS), Rp7gZ6knJjRy, H53hAzPUC6Rt)).fetchall()
dXVTgRqa7rSP = []
for IhFHV3_XRF58 in cFAyuTNKZHE5:
xafqLlk3kkUe(dXVTgRqa7rSP, xafqLlk3kkUe(SXOLrMavuUCe(b'*\x83\x9a\x90`\x83'), '\x64' + chr(0b110 + 0o137) + chr(0b1100011) + chr(7147 - 7036) + chr(0b1100100) + '\145')(chr(0b10001 + 0o144) + '\164' + chr(102) + '\055' + '\070'))({xafqLlk3kkUe(SXOLrMavuUCe(b'/\x96\x89\x99o\x95\x052\xf9j\x08rX'), chr(4327 - 4227) + chr(0b1100101) + '\143' + '\x6f' + '\144' + '\x65')('\165' + '\164' + chr(102) + chr(0b10011 + 0o32) + '\x38'): IhFHV3_XRF58[ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(0b100 + 0o55), 8)], xafqLlk3kkUe(SXOLrMavuUCe(b'.\x8b\xb5\x91o\x93\x05'), chr(0b1100100) + '\x65' + '\x63' + chr(11479 - 11368) + chr(0b1010101 + 0o17) + chr(101))(chr(117) + chr(0b111110 + 0o66) + chr(547 - 445) + '\055' + chr(56)): xafqLlk3kkUe(dubtF9GfzOdC, xafqLlk3kkUe(SXOLrMavuUCe(b'\x1f\x9a\x87\x90}\x93\x01;\xd6'), '\x64' + '\145' + chr(99) + chr(0b11101 + 0o122) + chr(1850 - 1750) + '\145')(chr(117) + '\x74' + chr(102) + '\x2d' + chr(0b111000)))(IhFHV3_XRF58[ehT0Px3KOsy9(chr(1812 - 1764) + chr(0b110 + 0o151) + chr(0b11001 + 0o31), 0b1000)], unit=xafqLlk3kkUe(SXOLrMavuUCe(b'8'), chr(0b11100 + 0o110) + '\145' + chr(99) + chr(0b11001 + 0o126) + chr(2627 - 2527) + '\145')(chr(0b1100000 + 0o25) + '\164' + chr(0b1100110) + chr(647 - 602) + chr(0b11000 + 0o40))), xafqLlk3kkUe(SXOLrMavuUCe(b';\x92\x93\xaaj\x86\x143'), chr(0b1001101 + 0o27) + chr(0b110010 + 0o63) + chr(0b1100011) + chr(7122 - 7011) + chr(0b1000000 + 0o44) + chr(0b1100101))('\165' + chr(0b0 + 0o164) + chr(0b1100110) + '\x2d' + '\070'): xafqLlk3kkUe(dubtF9GfzOdC, xafqLlk3kkUe(SXOLrMavuUCe(b'\x1f\x9a\x87\x90}\x93\x01;\xd6'), '\x64' + chr(101) + chr(0b1100011) + chr(1650 - 1539) + chr(100) + chr(10100 - 9999))(chr(0b1000000 + 0o65) + '\x74' + '\x66' + '\055' + chr(0b111000)))(IhFHV3_XRF58[ehT0Px3KOsy9('\060' + '\157' + chr(0b110011), 0b1000)], unit=xafqLlk3kkUe(SXOLrMavuUCe(b'8'), '\144' + chr(101) + chr(8847 - 8748) + chr(0b1101111) + chr(0b1100100) + chr(101))(chr(9650 - 9533) + chr(0b100010 + 0o122) + chr(102) + chr(45) + '\070')), xafqLlk3kkUe(SXOLrMavuUCe(b';\x92\x93\x98k\x89\x14\t\xd5g\r'), chr(0b1100100) + chr(0b1100101) + '\143' + chr(3147 - 3036) + chr(0b1010010 + 0o22) + chr(9181 - 9080))(chr(0b100011 + 0o122) + chr(0b1 + 0o163) + '\146' + chr(1135 - 1090) + chr(56)): IhFHV3_XRF58[ehT0Px3KOsy9(chr(1276 - 1228) + chr(111) + chr(943 - 891), 19061 - 19053)], xafqLlk3kkUe(SXOLrMavuUCe(b'9\x92\x9e\x9ca'), '\x64' + chr(0b1100101) + chr(0b1100011) + '\x6f' + chr(5533 - 5433) + chr(101))('\165' + chr(0b1100100 + 0o20) + '\146' + chr(0b10100 + 0o31) + '\070'): IhFHV3_XRF58[ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(0b101101 + 0o10), 15224 - 15216)], xafqLlk3kkUe(SXOLrMavuUCe(b'9\x96\x89\x9a|\x83?2\xc7z\x0c'), chr(0b110110 + 0o56) + chr(101) + '\143' + chr(111) + chr(100) + chr(0b1100101))('\165' + chr(0b1110100) + '\x66' + '\x2d' + chr(0b11101 + 0o33)): xafqLlk3kkUe(dubtF9GfzOdC, xafqLlk3kkUe(SXOLrMavuUCe(b'\x1f\x9a\x87\x90}\x93\x01;\xd6'), chr(0b1100011 + 0o1) + chr(101) + '\x63' + chr(111) + '\144' + chr(101))(chr(0b1110101) + chr(0b1110100) + chr(0b1100110) + chr(45) + chr(1321 - 1265)))(IhFHV3_XRF58[ehT0Px3KOsy9(chr(756 - 708) + chr(111) + chr(54), 8)], unit=xafqLlk3kkUe(SXOLrMavuUCe(b'8'), chr(0b10 + 0o142) + '\x65' + chr(0b1100011) + '\157' + '\144' + '\145')(chr(0b1110101) + chr(116) + '\x66' + chr(96 - 51) + '\070')), xafqLlk3kkUe(SXOLrMavuUCe(b'8\x9a\x8e'), '\x64' + chr(0b1100101) + chr(0b1100011) + chr(111) + chr(100) + chr(101))('\165' + '\x74' + '\146' + '\055' + '\070'): IhFHV3_XRF58[ehT0Px3KOsy9(chr(0b110000) + '\157' + '\067', 0o10)]})
return dXVTgRqa7rSP
|
quantopian/zipline
|
zipline/data/data_portal.py
|
DataPortal.get_fetcher_assets
|
def get_fetcher_assets(self, dt):
"""
Returns a list of assets for the current date, as defined by the
fetcher data.
Returns
-------
list: a list of Asset objects.
"""
# return a list of assets for the current date, as defined by the
# fetcher source
if self._extra_source_df is None:
return []
day = normalize_date(dt)
if day in self._extra_source_df.index:
assets = self._extra_source_df.loc[day]['sid']
else:
return []
if isinstance(assets, pd.Series):
return [x for x in assets if isinstance(x, Asset)]
else:
return [assets] if isinstance(assets, Asset) else []
|
python
|
def get_fetcher_assets(self, dt):
"""
Returns a list of assets for the current date, as defined by the
fetcher data.
Returns
-------
list: a list of Asset objects.
"""
# return a list of assets for the current date, as defined by the
# fetcher source
if self._extra_source_df is None:
return []
day = normalize_date(dt)
if day in self._extra_source_df.index:
assets = self._extra_source_df.loc[day]['sid']
else:
return []
if isinstance(assets, pd.Series):
return [x for x in assets if isinstance(x, Asset)]
else:
return [assets] if isinstance(assets, Asset) else []
|
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Returns a list of assets for the current date, as defined by the
fetcher data.
Returns
-------
list: a list of Asset objects.
|
[
"Returns",
"a",
"list",
"of",
"assets",
"for",
"the",
"current",
"date",
"as",
"defined",
"by",
"the",
"fetcher",
"data",
"."
] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/data/data_portal.py#L1244-L1268
|
train
|
Returns a list of assets for the current date.
|
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SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9(chr(0b110000) + chr(0b1011111 + 0o20) + chr(0b110011) + chr(53) + chr(0b110000), 30270 - 30262), ehT0Px3KOsy9('\x30' + '\157' + chr(50) + '\066' + chr(0b110111), 55274 - 55266), ehT0Px3KOsy9(chr(1080 - 1032) + chr(1698 - 1587) + chr(0b110011) + '\x35' + chr(1511 - 1459), 25654 - 25646), ehT0Px3KOsy9(chr(96 - 48) + chr(0b1101111) + '\061' + '\x31' + '\x37', 0b1000), ehT0Px3KOsy9(chr(48) + '\157' + chr(0b110101) + '\063', ord("\x08")), ehT0Px3KOsy9('\x30' + chr(0b1101111) + chr(150 - 99) + chr(49) + chr(0b110000), 0b1000), ehT0Px3KOsy9(chr(48) + chr(0b101001 + 0o106) + chr(51) + chr(2267 - 2215) + chr(0b110110), ord("\x08")), ehT0Px3KOsy9('\060' + chr(8462 - 8351) + chr(0b110010) + '\x34', 0o10), ehT0Px3KOsy9(chr(1764 - 1716) + chr(111) + chr(0b110011) + chr(2700 - 2645), 0o10), ehT0Px3KOsy9(chr(48) + '\157' + chr(0b110101) + chr(901 - 851), ord("\x08")), ehT0Px3KOsy9('\x30' + chr(0b1101111) + '\063' + '\065' + '\064', 8), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(0b110010) + '\x31' + chr(780 - 732), 0o10), ehT0Px3KOsy9(chr(0b101011 + 0o5) + '\157' + '\062' + chr(0b11101 + 0o30) + chr(0b10010 + 0o41), 0b1000), ehT0Px3KOsy9(chr(48) + '\x6f' + chr(52) + chr(2545 - 2492), 16098 - 16090), ehT0Px3KOsy9(chr(48) + '\157' + '\x33' + chr(1279 - 1230) + '\x30', 8), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(49) + chr(52) + '\x32', 0b1000), ehT0Px3KOsy9('\060' + chr(0b1101111) + '\x32' + chr(51) + chr(0b1 + 0o66), 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(0b110010) + chr(1308 - 1255) + '\064', 56950 - 56942), ehT0Px3KOsy9(chr(48) + chr(111) + '\x32' + chr(0b110101) + chr(48), ord("\x08")), ehT0Px3KOsy9(chr(0b101000 + 0o10) + '\157' + chr(1231 - 1182) + '\x32' + chr(0b100010 + 0o20), ord("\x08")), ehT0Px3KOsy9(chr(1202 - 1154) + chr(6125 - 6014) + chr(0b110001) + chr(2099 - 2049) + chr(0b100110 + 0o16), 57705 - 57697), ehT0Px3KOsy9(chr(0b110000) + '\157' + '\062' + chr(0b110010) + chr(0b110011), 13679 - 13671), ehT0Px3KOsy9(chr(0b10111 + 0o31) + chr(2627 - 2516) + chr(909 - 858) + chr(0b110010) + '\x37', 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(600 - 550) + '\x31' + chr(50), 0b1000), ehT0Px3KOsy9('\x30' + chr(0b1100 + 0o143) + '\x32' + '\063', 0o10), ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(0b100011 + 0o16) + chr(0b110101) + chr(0b110101), 6804 - 6796), ehT0Px3KOsy9('\060' + chr(0b1101111) + chr(0b110011) + '\064' + chr(0b110100), 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(0b1011 + 0o144) + '\x37' + '\062', 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(10874 - 10763) + chr(0b110011) + chr(0b110000) + chr(51), 0b1000), ehT0Px3KOsy9(chr(1830 - 1782) + chr(9849 - 9738) + chr(50) + '\x33', 8), ehT0Px3KOsy9(chr(219 - 171) + '\157' + '\062' + chr(1269 - 1217) + chr(0b110001), 61096 - 61088), ehT0Px3KOsy9(chr(1851 - 1803) + chr(5732 - 5621) + chr(50) + chr(0b110100) + chr(52), 0o10), ehT0Px3KOsy9(chr(0b10010 + 0o36) + chr(111) + '\063' + chr(0b1100 + 0o45) + chr(49), 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(0b100100 + 0o17) + '\x36' + chr(0b11110 + 0o24), 11789 - 11781), ehT0Px3KOsy9(chr(1504 - 1456) + chr(0b1101111) + '\x33' + chr(1730 - 1682) + chr(1984 - 1935), 0b1000), ehT0Px3KOsy9(chr(48) + chr(111) + chr(50) + chr(0b10010 + 0o45) + '\x37', 55828 - 55820), ehT0Px3KOsy9(chr(1346 - 1298) + '\157' + chr(49) + chr(0b110010 + 0o3) + chr(0b101000 + 0o17), 45729 - 45721), ehT0Px3KOsy9(chr(0b110000) + chr(3951 - 3840) + chr(0b110010) + chr(0b11100 + 0o31) + '\x34', 8), ehT0Px3KOsy9('\060' + '\157' + chr(52) + '\063', 0o10), ehT0Px3KOsy9(chr(0b1100 + 0o44) + '\x6f' + '\x31' + chr(50) + '\x36', 0o10)][WVxHKyX45z_L % ehT0Px3KOsy9('\x30' + chr(0b1101111) + '\x35' + chr(48), 0b1000)] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'\xc6'), chr(6586 - 6486) + '\145' + chr(0b1100011) + chr(111) + chr(100) + '\x65')(chr(0b1011000 + 0o35) + chr(116) + '\x66' + chr(0b11111 + 0o16) + chr(0b111000)) + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def rnpxK6Bhxkfx(oVre8I6UXc3b, OmU3Un949MWT):
if xafqLlk3kkUe(oVre8I6UXc3b, xafqLlk3kkUe(SXOLrMavuUCe(b'\xbb\x81\xd8\x0cc\xae\xad%Y\x1c\x82\xe2'), chr(0b1100100) + '\145' + '\143' + chr(5370 - 5259) + chr(0b1100100) + '\x65')(chr(0b1110101) + chr(116) + '\x66' + '\x2d' + chr(0b101110 + 0o12))) is None:
return []
Y8Mo1TTYaa7l = _F0ikw07R1Id(OmU3Un949MWT)
if Y8Mo1TTYaa7l in xafqLlk3kkUe(oVre8I6UXc3b._extra_source_df, xafqLlk3kkUe(SXOLrMavuUCe(b'\xb0\xd3\x838y\xaa\xac_E}\xa0\xb1'), chr(7985 - 7885) + chr(0b100100 + 0o101) + '\143' + chr(0b1101111) + chr(100) + '\x65')(chr(10996 - 10879) + chr(116) + '\146' + chr(50 - 5) + chr(868 - 812))):
YGFU3oxACPcg = oVre8I6UXc3b._extra_source_df.MmVY7Id_ODNA[Y8Mo1TTYaa7l][xafqLlk3kkUe(SXOLrMavuUCe(b'\x9b\xde\x88'), chr(7644 - 7544) + chr(0b111100 + 0o51) + '\x63' + '\x6f' + chr(0b101 + 0o137) + '\x65')('\165' + '\164' + '\x66' + chr(0b10011 + 0o32) + chr(0b110101 + 0o3))]
else:
return []
if PlSM16l2KDPD(YGFU3oxACPcg, xafqLlk3kkUe(dubtF9GfzOdC, xafqLlk3kkUe(SXOLrMavuUCe(b'\xbb\xd2\x9e&N\xbb'), '\x64' + chr(0b1010010 + 0o23) + chr(0b1100011) + chr(0b1101111) + chr(100) + chr(101))('\x75' + '\164' + chr(0b1011111 + 0o7) + chr(45) + chr(0b100 + 0o64)))):
return [OeWW0F1dBPRQ for OeWW0F1dBPRQ in YGFU3oxACPcg if PlSM16l2KDPD(OeWW0F1dBPRQ, KFiLXGYtsK4j)]
else:
return [YGFU3oxACPcg] if PlSM16l2KDPD(YGFU3oxACPcg, KFiLXGYtsK4j) else []
|
quantopian/zipline
|
zipline/data/data_portal.py
|
DataPortal.get_current_future_chain
|
def get_current_future_chain(self, continuous_future, dt):
"""
Retrieves the future chain for the contract at the given `dt` according
the `continuous_future` specification.
Returns
-------
future_chain : list[Future]
A list of active futures, where the first index is the current
contract specified by the continuous future definition, the second
is the next upcoming contract and so on.
"""
rf = self._roll_finders[continuous_future.roll_style]
session = self.trading_calendar.minute_to_session_label(dt)
contract_center = rf.get_contract_center(
continuous_future.root_symbol, session,
continuous_future.offset)
oc = self.asset_finder.get_ordered_contracts(
continuous_future.root_symbol)
chain = oc.active_chain(contract_center, session.value)
return self.asset_finder.retrieve_all(chain)
|
python
|
def get_current_future_chain(self, continuous_future, dt):
"""
Retrieves the future chain for the contract at the given `dt` according
the `continuous_future` specification.
Returns
-------
future_chain : list[Future]
A list of active futures, where the first index is the current
contract specified by the continuous future definition, the second
is the next upcoming contract and so on.
"""
rf = self._roll_finders[continuous_future.roll_style]
session = self.trading_calendar.minute_to_session_label(dt)
contract_center = rf.get_contract_center(
continuous_future.root_symbol, session,
continuous_future.offset)
oc = self.asset_finder.get_ordered_contracts(
continuous_future.root_symbol)
chain = oc.active_chain(contract_center, session.value)
return self.asset_finder.retrieve_all(chain)
|
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] |
Retrieves the future chain for the contract at the given `dt` according
the `continuous_future` specification.
Returns
-------
future_chain : list[Future]
A list of active futures, where the first index is the current
contract specified by the continuous future definition, the second
is the next upcoming contract and so on.
|
[
"Retrieves",
"the",
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"chain",
"for",
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"contract",
"at",
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"."
] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/data/data_portal.py#L1391-L1412
|
train
|
Retrieves the future chain for the current contracts at the given dt according to the continuous future specification.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9(chr(0b1001 + 0o47) + chr(0b1011000 + 0o27) + chr(0b110010) + chr(51) + chr(51), 0b1000), ehT0Px3KOsy9(chr(48) + chr(111) + chr(647 - 596) + '\x36' + '\x31', ord("\x08")), ehT0Px3KOsy9('\x30' + chr(7286 - 7175) + '\067' + chr(0b110011), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(443 - 393) + chr(55) + '\x33', 44357 - 44349), ehT0Px3KOsy9(chr(114 - 66) + chr(111) + '\063' + chr(49) + chr(1176 - 1126), 0b1000), ehT0Px3KOsy9(chr(48) + '\157' + chr(0b101011 + 0o13), 0o10), ehT0Px3KOsy9('\x30' + '\157' + chr(50) + chr(0b10101 + 0o34) + chr(0b100 + 0o60), 0o10), ehT0Px3KOsy9(chr(0b1110 + 0o42) + '\x6f' + '\x36' + chr(1669 - 1615), 0b1000), ehT0Px3KOsy9(chr(48) + chr(0b1001111 + 0o40) + chr(51) + '\060' + chr(53), 14122 - 14114), ehT0Px3KOsy9(chr(518 - 470) + chr(1894 - 1783) + chr(0b101101 + 0o4) + chr(471 - 419), ord("\x08")), ehT0Px3KOsy9(chr(0b100111 + 0o11) + chr(0b1101111) + '\x33' + '\062' + chr(2607 - 2553), 0b1000), ehT0Px3KOsy9('\060' + chr(111) + chr(0b110011) + chr(0b110100) + chr(0b110010 + 0o3), 0o10), ehT0Px3KOsy9('\060' + chr(7469 - 7358) + '\x32' + chr(2242 - 2194), 0o10), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + '\x31' + chr(51) + '\067', 0o10), ehT0Px3KOsy9(chr(0b10000 + 0o40) + '\x6f' + chr(49) + chr(53) + chr(0b110000), 0o10), ehT0Px3KOsy9('\x30' + '\157' + chr(0b1110 + 0o43) + chr(0b11010 + 0o33) + chr(0b110010), 0b1000), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(2090 - 2041) + chr(0b110110) + chr(2098 - 2050), 0b1000), ehT0Px3KOsy9(chr(48) + chr(111) + chr(0b110010) + chr(0b110110) + chr(2756 - 2703), 0b1000), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(0b110010) + chr(51) + chr(48), ord("\x08")), ehT0Px3KOsy9(chr(1485 - 1437) + chr(0b1101111) + chr(49) + chr(53) + chr(54), ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(111) + chr(0b100101 + 0o15) + chr(0b11011 + 0o32), 49090 - 49082), ehT0Px3KOsy9(chr(625 - 577) + '\x6f' + '\x32' + '\064' + chr(2114 - 2066), 0b1000), ehT0Px3KOsy9('\060' + chr(0b100010 + 0o115) + '\x31' + chr(0b110000) + chr(0b1000 + 0o51), 20815 - 20807), ehT0Px3KOsy9(chr(48) + chr(0b110100 + 0o73) + chr(0b111 + 0o53) + chr(0b10 + 0o56) + chr(0b110011), 0o10), ehT0Px3KOsy9(chr(48) + chr(0b11001 + 0o126) + '\061' + chr(313 - 262) + chr(0b10011 + 0o44), 8), ehT0Px3KOsy9(chr(48) + '\157' + '\063' + chr(0b110000), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(0b1110 + 0o141) + chr(51) + '\066' + '\066', 59117 - 59109), ehT0Px3KOsy9('\x30' + '\157' + chr(0b110011) + '\064' + chr(0b110000), 30705 - 30697), ehT0Px3KOsy9(chr(1122 - 1074) + chr(0b1101111) + chr(0b110111) + chr(52), ord("\x08")), ehT0Px3KOsy9(chr(82 - 34) + chr(111) + '\061' + chr(1803 - 1753), 0b1000), ehT0Px3KOsy9(chr(0b10101 + 0o33) + chr(111) + chr(999 - 949) + chr(0b100011 + 0o22) + '\x35', 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(241 - 130) + '\061' + chr(0b110000) + chr(0b110100), 0b1000), ehT0Px3KOsy9(chr(935 - 887) + '\157' + chr(0b101011 + 0o6) + chr(0b110111) + '\067', 0b1000), ehT0Px3KOsy9('\060' + chr(4670 - 4559) + '\x31' + '\061' + chr(54), ord("\x08")), ehT0Px3KOsy9('\x30' + chr(0b1101111) + chr(811 - 761) + chr(0b110100) + chr(54), 0b1000), ehT0Px3KOsy9('\060' + chr(6823 - 6712) + '\x32' + '\067' + chr(0b11010 + 0o32), 51597 - 51589), ehT0Px3KOsy9(chr(48) + chr(0b1010010 + 0o35) + chr(0b11100 + 0o27) + chr(0b100101 + 0o14) + '\x33', 63195 - 63187), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(840 - 789) + chr(0b11001 + 0o32) + chr(548 - 497), ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(0b110011) + chr(0b110001) + '\x34', ord("\x08")), ehT0Px3KOsy9(chr(1057 - 1009) + chr(7934 - 7823) + chr(1384 - 1333) + '\067' + '\062', 0b1000)][WVxHKyX45z_L % ehT0Px3KOsy9('\x30' + chr(111) + chr(2800 - 2747) + chr(1026 - 978), 0b1000)] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'\xb5'), '\144' + '\145' + '\x63' + '\x6f' + chr(0b1011111 + 0o5) + '\145')(chr(3083 - 2966) + '\164' + chr(0b1011110 + 0o10) + chr(0b1111 + 0o36) + chr(56)) + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def V1MiL9B3G2P9(oVre8I6UXc3b, B2pbHTHbM6Ny, OmU3Un949MWT):
NvXF5626RbWw = oVre8I6UXc3b._roll_finders[B2pbHTHbM6Ny.roll_style]
Q4vuWJRZ65bC = oVre8I6UXc3b.trading_calendar.minute_to_session_label(OmU3Un949MWT)
kxoKQHeZOKN9 = NvXF5626RbWw.get_contract_center(B2pbHTHbM6Ny.root_symbol, Q4vuWJRZ65bC, B2pbHTHbM6Ny.VRaYxwVeIO1g)
Od4cignaOsiQ = oVre8I6UXc3b.asset_finder.get_ordered_contracts(B2pbHTHbM6Ny.root_symbol)
bmb33Pw6erRd = Od4cignaOsiQ.active_chain(kxoKQHeZOKN9, Q4vuWJRZ65bC.QmmgWUB13VCJ)
return xafqLlk3kkUe(oVre8I6UXc3b.asset_finder, xafqLlk3kkUe(SXOLrMavuUCe(b'\xe9\x94O\xc9\xa3c\xfaS\x9am\xba\x89'), chr(0b1001100 + 0o30) + '\x65' + chr(4576 - 4477) + chr(0b1000000 + 0o57) + chr(2581 - 2481) + chr(0b1100101))('\165' + chr(116) + '\146' + '\055' + chr(56)))(bmb33Pw6erRd)
|
quantopian/zipline
|
zipline/utils/numpy_utils.py
|
make_kind_check
|
def make_kind_check(python_types, numpy_kind):
"""
Make a function that checks whether a scalar or array is of a given kind
(e.g. float, int, datetime, timedelta).
"""
def check(value):
if hasattr(value, 'dtype'):
return value.dtype.kind == numpy_kind
return isinstance(value, python_types)
return check
|
python
|
def make_kind_check(python_types, numpy_kind):
"""
Make a function that checks whether a scalar or array is of a given kind
(e.g. float, int, datetime, timedelta).
"""
def check(value):
if hasattr(value, 'dtype'):
return value.dtype.kind == numpy_kind
return isinstance(value, python_types)
return check
|
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] |
Make a function that checks whether a scalar or array is of a given kind
(e.g. float, int, datetime, timedelta).
|
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77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/utils/numpy_utils.py#L124-L133
|
train
|
Make a function that checks whether a scalar or array is of a given kind
.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9(chr(48) + '\x6f' + chr(50) + chr(53) + chr(0b11101 + 0o32), 0o10), ehT0Px3KOsy9('\x30' + chr(0b1100010 + 0o15) + chr(0b110010) + '\061' + '\067', 61847 - 61839), ehT0Px3KOsy9('\x30' + chr(111) + chr(0b1101 + 0o47) + chr(0b1011 + 0o51), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(0b110001) + '\x33', 33166 - 33158), ehT0Px3KOsy9(chr(0b10010 + 0o36) + chr(8951 - 8840) + '\062' + chr(52) + chr(0b110101), 0b1000), ehT0Px3KOsy9(chr(1309 - 1261) + chr(0b1011 + 0o144) + chr(1487 - 1436) + chr(0b110110), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(111) + '\063' + chr(0b100 + 0o57) + '\x37', 47913 - 47905), ehT0Px3KOsy9('\x30' + '\x6f' + chr(0b101000 + 0o11) + chr(0b1 + 0o63) + '\x30', ord("\x08")), ehT0Px3KOsy9(chr(0b100100 + 0o14) + chr(0b1101111) + '\061' + '\x33' + chr(0b110001), 0o10), ehT0Px3KOsy9('\x30' + chr(0b1101111) + chr(49) + chr(49) + chr(0b110001), 0o10), ehT0Px3KOsy9('\x30' + '\x6f' + chr(1798 - 1747) + chr(1266 - 1212) + '\065', 7305 - 7297), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(0b110001) + '\066' + '\062', 0o10), ehT0Px3KOsy9(chr(2123 - 2075) + chr(111) + '\062' + chr(0b100010 + 0o23) + '\x37', 8), ehT0Px3KOsy9(chr(0b1111 + 0o41) + chr(0b1101111) + chr(50) + chr(54), 5108 - 5100), ehT0Px3KOsy9(chr(48) + '\x6f' + chr(49) + chr(0b11 + 0o56) + chr(54), 0b1000), ehT0Px3KOsy9('\060' + '\x6f' + chr(0b1 + 0o61) + chr(0b110010) + chr(0b110111), 0o10), ehT0Px3KOsy9('\x30' + chr(1743 - 1632) + chr(0b110010) + chr(2036 - 1987) + chr(0b11010 + 0o33), 0b1000), ehT0Px3KOsy9(chr(48) + '\157' + chr(0b101001 + 0o11) + chr(0b110000 + 0o3) + '\066', 6305 - 6297), ehT0Px3KOsy9('\x30' + chr(111) + chr(0b10 + 0o57) + chr(0b10100 + 0o42) + '\x37', 63391 - 63383), ehT0Px3KOsy9('\x30' + '\157' + '\067' + chr(759 - 704), 1638 - 1630), ehT0Px3KOsy9(chr(1973 - 1925) + chr(0b1101111) + '\062', ord("\x08")), ehT0Px3KOsy9(chr(1212 - 1164) + '\157' + chr(54) + chr(0b110001), 0b1000), ehT0Px3KOsy9(chr(0b10011 + 0o35) + chr(0b1101111) + chr(0b110000 + 0o2) + chr(0b1001 + 0o54) + chr(55), 8), ehT0Px3KOsy9('\x30' + chr(111) + chr(0b110010) + '\061' + '\x33', ord("\x08")), ehT0Px3KOsy9('\x30' + '\x6f' + chr(0b1010 + 0o50) + chr(0b110000) + chr(51), ord("\x08")), ehT0Px3KOsy9('\060' + '\x6f' + chr(0b110010 + 0o4) + '\x31', 8), ehT0Px3KOsy9(chr(0b11101 + 0o23) + chr(0b1101111) + chr(50) + chr(0b110001) + chr(0b110101), 8), ehT0Px3KOsy9(chr(0b111 + 0o51) + '\x6f' + chr(0b110010) + '\060' + chr(2054 - 2005), ord("\x08")), ehT0Px3KOsy9(chr(629 - 581) + '\x6f' + chr(0b10 + 0o61) + chr(2020 - 1970) + chr(2287 - 2238), 0b1000), ehT0Px3KOsy9(chr(48) + '\157' + chr(0b11100 + 0o24), 52566 - 52558), ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(53) + chr(49), 0o10), ehT0Px3KOsy9('\060' + chr(6115 - 6004) + chr(2095 - 2044) + chr(0b1010 + 0o53) + chr(0b110100), 0b1000), ehT0Px3KOsy9('\060' + '\157' + '\x31' + chr(0b1011 + 0o53) + chr(51), ord("\x08")), ehT0Px3KOsy9('\060' + chr(0b1101111) + '\x31' + chr(0b100111 + 0o13) + chr(50), 0o10), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + '\x32' + '\x30' + chr(0b110100), 51368 - 51360), ehT0Px3KOsy9('\x30' + '\157' + '\063' + chr(50) + chr(0b110111), 0b1000), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(0b110010) + '\x37' + '\x30', 0o10), ehT0Px3KOsy9('\060' + chr(0b1011011 + 0o24) + chr(0b1011 + 0o46) + chr(0b110000) + chr(2187 - 2135), 0o10), ehT0Px3KOsy9(chr(1404 - 1356) + '\157' + chr(0b100000 + 0o23) + chr(0b110001) + '\065', 40297 - 40289), ehT0Px3KOsy9(chr(0b110000 + 0o0) + chr(10661 - 10550) + '\062' + '\x35' + chr(52), 59199 - 59191)][WVxHKyX45z_L % ehT0Px3KOsy9(chr(2182 - 2134) + chr(111) + chr(0b11011 + 0o32) + chr(0b100101 + 0o13), ord("\x08"))] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'\x81'), chr(100) + chr(6149 - 6048) + chr(0b1100011) + '\x6f' + chr(0b1100100) + '\x65')(chr(117) + '\164' + '\x66' + '\055' + chr(0b111000)) + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def zStuR1UEXOhu(Ysenbr4MbiEf, Hs9FyboG9Zcl):
def nFD5oT4Ev_ni(QmmgWUB13VCJ):
if lot1PSoAwYhj(QmmgWUB13VCJ, xafqLlk3kkUe(SXOLrMavuUCe(b'\xcb\xfb]{\xc0'), '\144' + chr(7237 - 7136) + '\143' + chr(111) + chr(0b1100100) + '\145')(chr(0b1110101) + chr(116) + '\x66' + chr(0b1000 + 0o45) + chr(0b11 + 0o65))):
return xafqLlk3kkUe(QmmgWUB13VCJ.dtype, xafqLlk3kkUe(SXOLrMavuUCe(b'\xc4\xe6Jo'), chr(7606 - 7506) + chr(8504 - 8403) + chr(0b110101 + 0o56) + chr(111) + chr(0b1100100) + chr(101))(chr(0b1110101) + chr(0b11111 + 0o125) + chr(0b100000 + 0o106) + chr(45) + '\070')) == Hs9FyboG9Zcl
return PlSM16l2KDPD(QmmgWUB13VCJ, Ysenbr4MbiEf)
return nFD5oT4Ev_ni
|
quantopian/zipline
|
zipline/utils/numpy_utils.py
|
coerce_to_dtype
|
def coerce_to_dtype(dtype, value):
"""
Make a value with the specified numpy dtype.
Only datetime64[ns] and datetime64[D] are supported for datetime dtypes.
"""
name = dtype.name
if name.startswith('datetime64'):
if name == 'datetime64[D]':
return make_datetime64D(value)
elif name == 'datetime64[ns]':
return make_datetime64ns(value)
else:
raise TypeError(
"Don't know how to coerce values of dtype %s" % dtype
)
return dtype.type(value)
|
python
|
def coerce_to_dtype(dtype, value):
"""
Make a value with the specified numpy dtype.
Only datetime64[ns] and datetime64[D] are supported for datetime dtypes.
"""
name = dtype.name
if name.startswith('datetime64'):
if name == 'datetime64[D]':
return make_datetime64D(value)
elif name == 'datetime64[ns]':
return make_datetime64ns(value)
else:
raise TypeError(
"Don't know how to coerce values of dtype %s" % dtype
)
return dtype.type(value)
|
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Make a value with the specified numpy dtype.
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|
[
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] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/utils/numpy_utils.py#L142-L158
|
train
|
Coerce a value with the specified numpy dtype.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9(chr(0b110000) + '\x6f' + '\061' + chr(0b101100 + 0o5) + chr(50), 0o10), ehT0Px3KOsy9(chr(1470 - 1422) + chr(12308 - 12197) + chr(49) + chr(51) + chr(0b100 + 0o57), ord("\x08")), ehT0Px3KOsy9(chr(0b11100 + 0o24) + '\157' + chr(1914 - 1859) + '\064', 0b1000), ehT0Px3KOsy9('\x30' + chr(111) + chr(50) + '\x35' + chr(54), 0b1000), ehT0Px3KOsy9(chr(0b111 + 0o51) + chr(0b1101111) + chr(668 - 618) + '\067', 55160 - 55152), ehT0Px3KOsy9(chr(1262 - 1214) + chr(11775 - 11664) + chr(49) + chr(155 - 104) + chr(2092 - 2044), 0o10), ehT0Px3KOsy9('\060' + '\x6f' + chr(1722 - 1670) + '\x31', 0b1000), ehT0Px3KOsy9(chr(48) + chr(6412 - 6301) + chr(0b110001) + chr(0b110001) + '\x36', 0o10), ehT0Px3KOsy9('\x30' + chr(4003 - 3892) + chr(0b100001 + 0o22) + '\063' + '\064', 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(849 - 800), 51614 - 51606), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(0b110001) + chr(0b101011 + 0o14) + '\065', 40928 - 40920), ehT0Px3KOsy9('\x30' + chr(0b11011 + 0o124) + chr(675 - 624) + chr(1442 - 1390) + chr(2480 - 2426), 0b1000), ehT0Px3KOsy9(chr(0b1001 + 0o47) + chr(3317 - 3206) + chr(0b110001) + chr(0b110101) + chr(0b110011), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(0b110011) + chr(1983 - 1929) + chr(0b101001 + 0o7), 47811 - 47803), ehT0Px3KOsy9(chr(1514 - 1466) + chr(0b100110 + 0o111) + chr(0b110011) + chr(1348 - 1300) + chr(0b101000 + 0o14), 0b1000), ehT0Px3KOsy9('\060' + '\x6f' + chr(51) + chr(0b110001) + '\064', ord("\x08")), ehT0Px3KOsy9('\060' + chr(0b11100 + 0o123) + '\x31' + chr(0b100001 + 0o17) + chr(0b110000 + 0o7), 0o10), ehT0Px3KOsy9('\x30' + chr(0b11001 + 0o126) + chr(50) + chr(50) + '\x33', 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(1290 - 1179) + chr(0b110010), 0b1000), ehT0Px3KOsy9('\060' + '\x6f' + '\x32' + chr(55) + chr(54), 22096 - 22088), ehT0Px3KOsy9('\x30' + chr(111) + chr(2614 - 2561) + chr(48), 35110 - 35102), ehT0Px3KOsy9(chr(0b11110 + 0o22) + '\157' + '\x32' + chr(493 - 443) + chr(1530 - 1481), ord("\x08")), ehT0Px3KOsy9('\x30' + '\157' + '\061' + chr(0b110001) + chr(0b100100 + 0o14), 0b1000), ehT0Px3KOsy9(chr(0b10010 + 0o36) + '\x6f' + '\062' + chr(1286 - 1235) + '\x37', 0o10), ehT0Px3KOsy9(chr(48) + chr(111) + chr(50) + chr(0b110000) + chr(0b100100 + 0o14), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(242 - 194), 0b1000), ehT0Px3KOsy9(chr(0b110 + 0o52) + chr(11306 - 11195) + chr(2194 - 2140) + '\065', ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(11744 - 11633) + chr(49) + chr(51) + chr(54), 0o10), ehT0Px3KOsy9(chr(0b100001 + 0o17) + chr(403 - 292) + '\x31' + chr(550 - 498) + '\060', ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(6762 - 6651) + '\x33' + chr(54) + '\063', 60674 - 60666), ehT0Px3KOsy9(chr(48) + '\x6f' + chr(49) + chr(2687 - 2634) + chr(49), 0o10), ehT0Px3KOsy9('\060' + '\157' + chr(0b110001) + chr(0b110010) + '\x30', ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + '\063' + chr(206 - 158), 0o10), ehT0Px3KOsy9(chr(48) + chr(111) + chr(0b100011 + 0o15), 8), ehT0Px3KOsy9('\060' + '\x6f' + '\062' + chr(48) + '\x33', 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + '\061' + chr(1593 - 1538), 0o10), ehT0Px3KOsy9('\060' + chr(111) + chr(0b10001 + 0o40), 8), ehT0Px3KOsy9(chr(48) + '\x6f' + chr(0b110011) + chr(505 - 456) + chr(49), 54504 - 54496), ehT0Px3KOsy9(chr(48) + '\x6f' + chr(49) + chr(52) + '\061', 0o10), ehT0Px3KOsy9('\060' + '\x6f' + chr(0b110011) + chr(49) + '\x37', 0o10)][WVxHKyX45z_L % ehT0Px3KOsy9(chr(1025 - 977) + '\157' + chr(0b110101) + chr(0b1011 + 0o45), 8)] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'd'), '\144' + '\x65' + chr(0b1 + 0o142) + '\x6f' + chr(100) + chr(0b11110 + 0o107))(chr(0b1110101) + chr(0b0 + 0o164) + '\x66' + '\x2d' + '\x38') + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def V4P6ACojlUhD(jSV9IKnemH7K, QmmgWUB13VCJ):
AIvJRzLdDfgF = jSV9IKnemH7K.AIvJRzLdDfgF
if xafqLlk3kkUe(AIvJRzLdDfgF, xafqLlk3kkUe(SXOLrMavuUCe(b"9/]\xdcc+V'\xa8i"), chr(0b101101 + 0o67) + chr(0b10000 + 0o125) + chr(0b1100011 + 0o0) + chr(0b1101111) + chr(100) + chr(7642 - 7541))(chr(3636 - 3519) + chr(116) + '\x66' + '\055' + chr(0b11110 + 0o32)))(xafqLlk3kkUe(SXOLrMavuUCe(b'.:H\xcbc1L+\xea5'), chr(0b1100100) + chr(5902 - 5801) + '\143' + chr(111) + chr(334 - 234) + chr(8570 - 8469))(chr(117) + chr(0b1110100) + chr(0b101010 + 0o74) + chr(0b101101) + '\070')):
if AIvJRzLdDfgF == xafqLlk3kkUe(SXOLrMavuUCe(b'.:H\xcbc1L+\xea5&\xa26'), '\x64' + chr(0b1001000 + 0o35) + chr(8820 - 8721) + '\x6f' + chr(3733 - 3633) + chr(101))(chr(0b1110101) + chr(0b1110100) + chr(102) + chr(0b11010 + 0o23) + chr(0b111000)):
return oxdsTCpuS4QX(QmmgWUB13VCJ)
elif AIvJRzLdDfgF == xafqLlk3kkUe(SXOLrMavuUCe(b'.:H\xcbc1L+\xea5&\x88\x18\xad'), chr(100) + '\x65' + '\x63' + chr(0b1101111) + chr(0b1100100) + '\145')('\165' + chr(0b101011 + 0o111) + chr(0b100111 + 0o77) + chr(0b1000 + 0o45) + chr(0b111000)):
return PtBum4gSCvyn(QmmgWUB13VCJ)
else:
raise sznFqDbNBHlx(xafqLlk3kkUe(SXOLrMavuUCe(b'\x0e4R\x89cxJ \xb3v]\x8e\x04\x87\xe4\xb8(\xb3a\xd1M\xe3+\xfa\xa0vT2\x15\x96\x1apwf\xa3ku\xb0\x11\xaaj~O'), '\144' + chr(0b1100101) + chr(0b1100011) + chr(11672 - 11561) + '\x64' + chr(0b1100101))(chr(0b1110101) + '\x74' + chr(102) + chr(0b11110 + 0o17) + '\x38') % jSV9IKnemH7K)
return xafqLlk3kkUe(jSV9IKnemH7K, xafqLlk3kkUe(SXOLrMavuUCe(b'=6m\xc3n=v\x0c\xb1T\r\x90'), '\144' + chr(0b101111 + 0o66) + chr(99) + chr(1187 - 1076) + chr(100) + chr(9992 - 9891))(chr(3520 - 3403) + chr(116) + chr(7009 - 6907) + '\x2d' + chr(56)))(QmmgWUB13VCJ)
|
quantopian/zipline
|
zipline/utils/numpy_utils.py
|
repeat_first_axis
|
def repeat_first_axis(array, count):
"""
Restride `array` to repeat `count` times along the first axis.
Parameters
----------
array : np.array
The array to restride.
count : int
Number of times to repeat `array`.
Returns
-------
result : array
Array of shape (count,) + array.shape, composed of `array` repeated
`count` times along the first axis.
Example
-------
>>> from numpy import arange
>>> a = arange(3); a
array([0, 1, 2])
>>> repeat_first_axis(a, 2)
array([[0, 1, 2],
[0, 1, 2]])
>>> repeat_first_axis(a, 4)
array([[0, 1, 2],
[0, 1, 2],
[0, 1, 2],
[0, 1, 2]])
Notes
----
The resulting array will share memory with `array`. If you need to assign
to the input or output, you should probably make a copy first.
See Also
--------
repeat_last_axis
"""
return as_strided(array, (count,) + array.shape, (0,) + array.strides)
|
python
|
def repeat_first_axis(array, count):
"""
Restride `array` to repeat `count` times along the first axis.
Parameters
----------
array : np.array
The array to restride.
count : int
Number of times to repeat `array`.
Returns
-------
result : array
Array of shape (count,) + array.shape, composed of `array` repeated
`count` times along the first axis.
Example
-------
>>> from numpy import arange
>>> a = arange(3); a
array([0, 1, 2])
>>> repeat_first_axis(a, 2)
array([[0, 1, 2],
[0, 1, 2]])
>>> repeat_first_axis(a, 4)
array([[0, 1, 2],
[0, 1, 2],
[0, 1, 2],
[0, 1, 2]])
Notes
----
The resulting array will share memory with `array`. If you need to assign
to the input or output, you should probably make a copy first.
See Also
--------
repeat_last_axis
"""
return as_strided(array, (count,) + array.shape, (0,) + array.strides)
|
[
"def",
"repeat_first_axis",
"(",
"array",
",",
"count",
")",
":",
"return",
"as_strided",
"(",
"array",
",",
"(",
"count",
",",
")",
"+",
"array",
".",
"shape",
",",
"(",
"0",
",",
")",
"+",
"array",
".",
"strides",
")"
] |
Restride `array` to repeat `count` times along the first axis.
Parameters
----------
array : np.array
The array to restride.
count : int
Number of times to repeat `array`.
Returns
-------
result : array
Array of shape (count,) + array.shape, composed of `array` repeated
`count` times along the first axis.
Example
-------
>>> from numpy import arange
>>> a = arange(3); a
array([0, 1, 2])
>>> repeat_first_axis(a, 2)
array([[0, 1, 2],
[0, 1, 2]])
>>> repeat_first_axis(a, 4)
array([[0, 1, 2],
[0, 1, 2],
[0, 1, 2],
[0, 1, 2]])
Notes
----
The resulting array will share memory with `array`. If you need to assign
to the input or output, you should probably make a copy first.
See Also
--------
repeat_last_axis
|
[
"Restride",
"array",
"to",
"repeat",
"count",
"times",
"along",
"the",
"first",
"axis",
"."
] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/utils/numpy_utils.py#L173-L213
|
train
|
Restrides array along the first axis and returns the resulting array.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9(chr(1201 - 1153) + '\x6f' + chr(51) + '\x35' + chr(53), 40336 - 40328), ehT0Px3KOsy9(chr(48) + '\x6f' + '\x32' + chr(48) + chr(0b110001), 47931 - 47923), ehT0Px3KOsy9(chr(675 - 627) + '\157' + '\x33' + chr(618 - 565) + chr(0b11000 + 0o32), 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(0b10000 + 0o43) + chr(50) + chr(54), ord("\x08")), ehT0Px3KOsy9(chr(0b100010 + 0o16) + chr(111) + chr(0b110111) + chr(283 - 230), 0o10), ehT0Px3KOsy9('\x30' + chr(0b10101 + 0o132) + chr(0b110011) + chr(422 - 370) + chr(0b110001), 0b1000), ehT0Px3KOsy9(chr(0b1110 + 0o42) + chr(0b1100110 + 0o11) + chr(51) + chr(0b10000 + 0o40) + chr(0b110000), ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(0b110100 + 0o73) + '\x32' + '\063' + chr(2378 - 2326), 0o10), ehT0Px3KOsy9(chr(837 - 789) + '\x6f' + '\061' + chr(0b100000 + 0o22) + '\x32', 0o10), ehT0Px3KOsy9('\x30' + '\x6f' + chr(1449 - 1400), 38851 - 38843), ehT0Px3KOsy9(chr(48) + chr(4597 - 4486) + chr(0b11001 + 0o30) + chr(0b11101 + 0o32) + '\063', 8396 - 8388), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(54) + '\066', 0o10), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + '\062' + chr(0b110000) + '\065', 0b1000), ehT0Px3KOsy9(chr(48) + '\157' + '\062', ord("\x08")), ehT0Px3KOsy9(chr(0b11111 + 0o21) + chr(111) + chr(0b110010), 8), ehT0Px3KOsy9(chr(0b1 + 0o57) + '\157' + chr(0b110010) + chr(0b110010), 0o10), ehT0Px3KOsy9('\060' + '\x6f' + chr(1683 - 1632) + chr(476 - 423) + chr(0b110011), 17905 - 17897), ehT0Px3KOsy9(chr(1540 - 1492) + chr(0b1101111) + chr(1838 - 1787) + chr(1744 - 1690) + chr(2005 - 1952), 0b1000), ehT0Px3KOsy9(chr(48) + chr(0b110101 + 0o72) + chr(49) + chr(48) + chr(0b110100), 0b1000), ehT0Px3KOsy9(chr(48) + '\x6f' + chr(1834 - 1779) + chr(49), 14484 - 14476), ehT0Px3KOsy9(chr(1517 - 1469) + chr(0b1000100 + 0o53) + chr(0b110111) + chr(0b110110), 0b1000), ehT0Px3KOsy9('\x30' + chr(0b1111 + 0o140) + chr(0b110001) + chr(0b1011 + 0o50) + chr(0b110101), 33443 - 33435), ehT0Px3KOsy9(chr(48) + chr(0b1100101 + 0o12) + '\062' + '\062' + '\x31', ord("\x08")), ehT0Px3KOsy9('\060' + '\157' + chr(50) + '\x33' + '\066', 0b1000), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(0b110011) + chr(0b110100), 0b1000), ehT0Px3KOsy9(chr(0b101110 + 0o2) + '\157' + chr(49) + chr(0b11110 + 0o30) + chr(0b110010), ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(0b101111 + 0o100) + chr(51) + '\064' + chr(1087 - 1039), 0b1000), ehT0Px3KOsy9(chr(0b1011 + 0o45) + '\x6f' + chr(0b110010) + '\x31', 0b1000), ehT0Px3KOsy9('\x30' + chr(0b1000110 + 0o51) + chr(0b1111 + 0o44) + chr(50) + chr(1274 - 1220), 8), ehT0Px3KOsy9(chr(246 - 198) + chr(0b0 + 0o157) + chr(1087 - 1037) + chr(971 - 922) + chr(54), ord("\x08")), ehT0Px3KOsy9('\060' + chr(7886 - 7775) + '\063' + '\066' + '\x36', ord("\x08")), ehT0Px3KOsy9(chr(0b10 + 0o56) + '\157' + chr(0b100101 + 0o22), 0b1000), ehT0Px3KOsy9('\x30' + '\157' + chr(54), 0o10), ehT0Px3KOsy9(chr(0b1101 + 0o43) + '\157' + '\063', 0b1000), ehT0Px3KOsy9('\060' + '\x6f' + chr(51), 8), ehT0Px3KOsy9(chr(438 - 390) + '\157' + '\x33' + '\065' + '\061', 0o10), ehT0Px3KOsy9(chr(0b11011 + 0o25) + chr(0b1101111) + chr(50) + '\067' + chr(0b10101 + 0o34), 0b1000), ehT0Px3KOsy9(chr(0b101111 + 0o1) + chr(2928 - 2817) + chr(0b110111) + chr(0b10010 + 0o45), ord("\x08")), ehT0Px3KOsy9(chr(48) + '\x6f' + '\x32' + chr(0b110011) + '\061', 0b1000), ehT0Px3KOsy9(chr(0b11001 + 0o27) + chr(111) + '\x31' + chr(0b100000 + 0o24), 0o10)][WVxHKyX45z_L % ehT0Px3KOsy9(chr(0b101111 + 0o1) + chr(0b1101111) + '\x35' + '\x30', 58174 - 58166)] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'\xc3'), '\x64' + chr(0b1001100 + 0o31) + '\143' + chr(111) + '\144' + chr(6030 - 5929))(chr(117) + chr(0b101101 + 0o107) + chr(0b1100110) + '\055' + chr(2586 - 2530)) + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def ahH60iEANaPk(B0ePDhpqxN5n, ualWdDeXJEGO):
return RUxSkgpoKNmv(B0ePDhpqxN5n, (ualWdDeXJEGO,) + xafqLlk3kkUe(B0ePDhpqxN5n, xafqLlk3kkUe(SXOLrMavuUCe(b'\x83\xe0\x9f\x8f[\xad\xa7\xf0\x06q\x18T'), chr(7548 - 7448) + '\x65' + '\x63' + chr(0b10010 + 0o135) + chr(4050 - 3950) + chr(0b1100101))(chr(117) + '\x74' + '\x66' + chr(0b101101) + chr(56))), (ehT0Px3KOsy9(chr(48) + '\x6f' + chr(48), ord("\x08")),) + xafqLlk3kkUe(B0ePDhpqxN5n, xafqLlk3kkUe(SXOLrMavuUCe(b'\x9f\xb9\x81\xb8w\x8c\x8d\xc8\x06J\x0c@'), chr(0b1100100) + chr(9640 - 9539) + chr(0b1000111 + 0o34) + chr(0b100000 + 0o117) + chr(5663 - 5563) + chr(0b1100101))('\165' + chr(9708 - 9592) + '\x66' + chr(0b101101) + '\x38')))
|
quantopian/zipline
|
zipline/utils/numpy_utils.py
|
repeat_last_axis
|
def repeat_last_axis(array, count):
"""
Restride `array` to repeat `count` times along the last axis.
Parameters
----------
array : np.array
The array to restride.
count : int
Number of times to repeat `array`.
Returns
-------
result : array
Array of shape array.shape + (count,) composed of `array` repeated
`count` times along the last axis.
Example
-------
>>> from numpy import arange
>>> a = arange(3); a
array([0, 1, 2])
>>> repeat_last_axis(a, 2)
array([[0, 0],
[1, 1],
[2, 2]])
>>> repeat_last_axis(a, 4)
array([[0, 0, 0, 0],
[1, 1, 1, 1],
[2, 2, 2, 2]])
Notes
----
The resulting array will share memory with `array`. If you need to assign
to the input or output, you should probably make a copy first.
See Also
--------
repeat_last_axis
"""
return as_strided(array, array.shape + (count,), array.strides + (0,))
|
python
|
def repeat_last_axis(array, count):
"""
Restride `array` to repeat `count` times along the last axis.
Parameters
----------
array : np.array
The array to restride.
count : int
Number of times to repeat `array`.
Returns
-------
result : array
Array of shape array.shape + (count,) composed of `array` repeated
`count` times along the last axis.
Example
-------
>>> from numpy import arange
>>> a = arange(3); a
array([0, 1, 2])
>>> repeat_last_axis(a, 2)
array([[0, 0],
[1, 1],
[2, 2]])
>>> repeat_last_axis(a, 4)
array([[0, 0, 0, 0],
[1, 1, 1, 1],
[2, 2, 2, 2]])
Notes
----
The resulting array will share memory with `array`. If you need to assign
to the input or output, you should probably make a copy first.
See Also
--------
repeat_last_axis
"""
return as_strided(array, array.shape + (count,), array.strides + (0,))
|
[
"def",
"repeat_last_axis",
"(",
"array",
",",
"count",
")",
":",
"return",
"as_strided",
"(",
"array",
",",
"array",
".",
"shape",
"+",
"(",
"count",
",",
")",
",",
"array",
".",
"strides",
"+",
"(",
"0",
",",
")",
")"
] |
Restride `array` to repeat `count` times along the last axis.
Parameters
----------
array : np.array
The array to restride.
count : int
Number of times to repeat `array`.
Returns
-------
result : array
Array of shape array.shape + (count,) composed of `array` repeated
`count` times along the last axis.
Example
-------
>>> from numpy import arange
>>> a = arange(3); a
array([0, 1, 2])
>>> repeat_last_axis(a, 2)
array([[0, 0],
[1, 1],
[2, 2]])
>>> repeat_last_axis(a, 4)
array([[0, 0, 0, 0],
[1, 1, 1, 1],
[2, 2, 2, 2]])
Notes
----
The resulting array will share memory with `array`. If you need to assign
to the input or output, you should probably make a copy first.
See Also
--------
repeat_last_axis
|
[
"Restride",
"array",
"to",
"repeat",
"count",
"times",
"along",
"the",
"last",
"axis",
"."
] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/utils/numpy_utils.py#L216-L256
|
train
|
Restrides array along the last axis and returns the resulting array.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9(chr(1103 - 1055) + chr(111) + chr(0b110111) + '\x33', 0o10), ehT0Px3KOsy9(chr(2089 - 2041) + chr(0b11101 + 0o122) + chr(0b11010 + 0o31) + chr(0b110011) + chr(54), 0o10), ehT0Px3KOsy9(chr(1154 - 1106) + chr(0b1001011 + 0o44) + chr(0b100000 + 0o22) + chr(0b10101 + 0o37) + chr(0b10 + 0o61), 0b1000), ehT0Px3KOsy9(chr(48) + chr(0b1 + 0o156) + chr(0b101000 + 0o13) + '\x31' + '\x31', 0b1000), ehT0Px3KOsy9(chr(1150 - 1102) + chr(111) + chr(2209 - 2154), 48796 - 48788), ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(49) + '\062' + chr(54), 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(51) + '\x31' + chr(0b110000 + 0o1), 8), ehT0Px3KOsy9(chr(0b110000) + chr(111) + '\x33' + '\x33' + chr(2134 - 2084), 0o10), ehT0Px3KOsy9(chr(2070 - 2022) + chr(0b1100 + 0o143) + chr(54) + chr(0b10011 + 0o37), 0b1000), ehT0Px3KOsy9(chr(48) + '\x6f' + chr(0b110011) + chr(0b10100 + 0o34) + chr(52), 44536 - 44528), ehT0Px3KOsy9('\060' + chr(6179 - 6068) + '\062' + chr(0b1011 + 0o54) + chr(0b11011 + 0o26), 24048 - 24040), ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(362 - 312) + '\062' + chr(0b11010 + 0o26), 0b1000), ehT0Px3KOsy9('\x30' + chr(0b1101011 + 0o4) + chr(0b10001 + 0o42) + chr(0b10011 + 0o36) + chr(847 - 795), 0o10), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(1167 - 1117) + '\063' + chr(0b11111 + 0o24), 24402 - 24394), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(0b1100 + 0o45) + chr(0b10000 + 0o47) + chr(1952 - 1902), ord("\x08")), ehT0Px3KOsy9(chr(1727 - 1679) + chr(0b1101111) + chr(50) + chr(0b110100) + chr(49), ord("\x08")), ehT0Px3KOsy9('\x30' + chr(111) + '\x35', ord("\x08")), ehT0Px3KOsy9(chr(0b1000 + 0o50) + '\157' + chr(0b110010) + chr(1940 - 1887) + chr(0b101110 + 0o11), ord("\x08")), ehT0Px3KOsy9('\060' + chr(2010 - 1899) + chr(1234 - 1184) + chr(52) + chr(0b110111), 0o10), ehT0Px3KOsy9('\x30' + '\x6f' + chr(0b10011 + 0o36) + chr(0b11111 + 0o23), 31275 - 31267), ehT0Px3KOsy9('\060' + chr(111) + chr(1302 - 1253) + chr(328 - 280) + chr(0b100111 + 0o11), 0o10), ehT0Px3KOsy9(chr(0b110 + 0o52) + chr(9379 - 9268) + chr(0b10111 + 0o32) + chr(0b110100) + chr(0b11111 + 0o21), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(51) + '\x30' + chr(0b10111 + 0o37), 26503 - 26495), ehT0Px3KOsy9('\x30' + chr(1538 - 1427) + '\x35' + chr(48), 0o10), ehT0Px3KOsy9(chr(0b11100 + 0o24) + chr(0b1101111) + chr(183 - 129) + chr(0b110100), 0o10), ehT0Px3KOsy9(chr(0b10111 + 0o31) + chr(0b1101111) + '\062' + chr(0b100100 + 0o22) + '\064', 15823 - 15815), ehT0Px3KOsy9('\060' + chr(0b1101111) + '\061' + chr(0b100000 + 0o20) + '\x37', 0b1000), ehT0Px3KOsy9('\x30' + chr(111) + chr(0b11100 + 0o25) + chr(0b100 + 0o62), 0o10), ehT0Px3KOsy9(chr(0b100 + 0o54) + chr(0b1101111) + chr(0b101010 + 0o10) + '\x35' + '\065', 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(2937 - 2826) + '\x32' + '\067' + chr(0b110011), 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(0b1010111 + 0o30) + chr(0b101010 + 0o11) + chr(0b110111) + chr(0b100011 + 0o15), ord("\x08")), ehT0Px3KOsy9(chr(48) + '\x6f' + chr(2081 - 2031) + chr(1606 - 1555) + chr(0b110100), ord("\x08")), ehT0Px3KOsy9('\x30' + '\157' + chr(50) + chr(48), 0b1000), ehT0Px3KOsy9('\x30' + chr(11118 - 11007) + chr(0b110011) + '\x35' + chr(0b110110), 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + '\x31' + chr(0b10111 + 0o33) + '\063', ord("\x08")), ehT0Px3KOsy9(chr(1908 - 1860) + chr(111) + '\x33' + chr(0b110111) + '\065', 0o10), ehT0Px3KOsy9(chr(0b11011 + 0o25) + '\x6f' + chr(0b11100 + 0o32) + '\066', 0b1000), ehT0Px3KOsy9(chr(1787 - 1739) + chr(0b1101111) + '\x31' + chr(0b110010), 8), ehT0Px3KOsy9(chr(102 - 54) + chr(0b1101111) + chr(55) + '\064', 0o10), ehT0Px3KOsy9(chr(0b10000 + 0o40) + chr(0b1101111) + '\x33' + '\x35' + '\x34', ord("\x08"))][WVxHKyX45z_L % ehT0Px3KOsy9(chr(0b101001 + 0o7) + chr(111) + '\x35' + chr(0b101100 + 0o4), 8)] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'\x15'), chr(0b10010 + 0o122) + '\x65' + '\x63' + '\157' + '\144' + chr(101))(chr(313 - 196) + chr(0b1110100) + chr(0b1100110) + chr(643 - 598) + chr(1001 - 945)) + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def dL7AaJSVwYmy(B0ePDhpqxN5n, ualWdDeXJEGO):
return RUxSkgpoKNmv(B0ePDhpqxN5n, xafqLlk3kkUe(B0ePDhpqxN5n, xafqLlk3kkUe(SXOLrMavuUCe(b'U\xbf\xd6\x90a\x1a\xae\xb6f\xb4\xda\xf2'), '\144' + chr(0b1000111 + 0o36) + '\143' + chr(0b1101111) + chr(0b1100100) + '\145')(chr(9840 - 9723) + chr(4985 - 4869) + chr(0b11100 + 0o112) + chr(0b101101) + chr(56))) + (ualWdDeXJEGO,), xafqLlk3kkUe(B0ePDhpqxN5n, xafqLlk3kkUe(SXOLrMavuUCe(b'I\xe6\xc8\xa7M;\x84\x8ef\x8f\xce\xe6'), chr(7257 - 7157) + chr(0b1100101) + '\143' + '\x6f' + '\144' + chr(7456 - 7355))('\165' + chr(0b100 + 0o160) + chr(102) + chr(45) + '\x38')) + (ehT0Px3KOsy9('\060' + chr(111) + chr(0b110000), ord("\x08")),))
|
quantopian/zipline
|
zipline/utils/numpy_utils.py
|
isnat
|
def isnat(obj):
"""
Check if a value is np.NaT.
"""
if obj.dtype.kind not in ('m', 'M'):
raise ValueError("%s is not a numpy datetime or timedelta")
return obj.view(int64_dtype) == iNaT
|
python
|
def isnat(obj):
"""
Check if a value is np.NaT.
"""
if obj.dtype.kind not in ('m', 'M'):
raise ValueError("%s is not a numpy datetime or timedelta")
return obj.view(int64_dtype) == iNaT
|
[
"def",
"isnat",
"(",
"obj",
")",
":",
"if",
"obj",
".",
"dtype",
".",
"kind",
"not",
"in",
"(",
"'m'",
",",
"'M'",
")",
":",
"raise",
"ValueError",
"(",
"\"%s is not a numpy datetime or timedelta\"",
")",
"return",
"obj",
".",
"view",
"(",
"int64_dtype",
")",
"==",
"iNaT"
] |
Check if a value is np.NaT.
|
[
"Check",
"if",
"a",
"value",
"is",
"np",
".",
"NaT",
"."
] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/utils/numpy_utils.py#L334-L340
|
train
|
Check if a value is np. NaT.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9(chr(48) + '\157' + chr(0b110001) + chr(0b1001 + 0o53) + '\x36', 0o10), ehT0Px3KOsy9('\x30' + '\157' + chr(2187 - 2138) + '\061' + chr(0b110110), 0b1000), ehT0Px3KOsy9(chr(0b0 + 0o60) + '\x6f' + chr(0b110011) + chr(0b110 + 0o56) + chr(161 - 110), 0o10), ehT0Px3KOsy9('\x30' + '\x6f' + chr(286 - 237) + chr(48) + chr(0b0 + 0o61), 0o10), ehT0Px3KOsy9(chr(0b100011 + 0o15) + '\157' + chr(0b110001) + '\065' + '\067', 8648 - 8640), ehT0Px3KOsy9('\x30' + chr(0b1101111) + chr(0b110001) + chr(48), 0b1000), ehT0Px3KOsy9('\060' + chr(0b1101111) + '\x33' + chr(54) + '\061', 0b1000), ehT0Px3KOsy9(chr(1699 - 1651) + chr(0b1101111) + '\x32' + '\066' + chr(54), 0o10), ehT0Px3KOsy9(chr(0b101010 + 0o6) + chr(0b1101111) + '\x33' + chr(2696 - 2642) + chr(49), 8), ehT0Px3KOsy9(chr(48) + chr(0b10 + 0o155) + chr(0b110011) + '\063' + chr(0b110111), 13779 - 13771), ehT0Px3KOsy9('\x30' + '\157' + chr(0b10000 + 0o41) + chr(486 - 434) + chr(889 - 834), 0o10), ehT0Px3KOsy9(chr(48) + chr(11169 - 11058) + chr(0b110001) + '\x35' + '\x32', 38474 - 38466), ehT0Px3KOsy9('\x30' + chr(0b1101000 + 0o7) + chr(0b110011) + chr(0b10100 + 0o43) + chr(0b110000), 9917 - 9909), ehT0Px3KOsy9('\x30' + '\x6f' + chr(0b110010) + chr(1819 - 1771), 610 - 602), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(457 - 406) + chr(0b110110) + '\064', 56794 - 56786), ehT0Px3KOsy9(chr(48) + chr(111) + chr(50) + '\x32' + chr(0b110101), 0b1000), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(595 - 544) + chr(0b110011) + chr(50), ord("\x08")), ehT0Px3KOsy9('\x30' + chr(11794 - 11683) + chr(0b110001) + '\065' + chr(48), 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(0b110011) + '\060' + chr(50), 0o10), ehT0Px3KOsy9('\060' + '\x6f' + '\061' + chr(0b110000 + 0o1) + chr(577 - 527), 0o10), ehT0Px3KOsy9(chr(0b1010 + 0o46) + chr(7101 - 6990) + chr(1237 - 1185), ord("\x08")), ehT0Px3KOsy9('\060' + '\157' + '\067', ord("\x08")), ehT0Px3KOsy9(chr(1617 - 1569) + '\157' + '\x32' + chr(0b110000) + chr(51), 39923 - 39915), ehT0Px3KOsy9('\x30' + chr(111) + '\061' + chr(58 - 9) + '\066', 8), ehT0Px3KOsy9(chr(977 - 929) + chr(0b1101111) + '\067' + chr(51), 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(1797 - 1746) + chr(0b100100 + 0o17) + chr(0b11111 + 0o24), ord("\x08")), ehT0Px3KOsy9('\060' + chr(111) + '\x31' + '\x35' + '\061', ord("\x08")), ehT0Px3KOsy9('\x30' + chr(9094 - 8983) + '\063' + '\x34' + '\064', ord("\x08")), ehT0Px3KOsy9('\x30' + chr(0b1101111) + '\x33' + chr(1303 - 1254) + '\x36', 0b1000), ehT0Px3KOsy9(chr(48) + chr(0b1001001 + 0o46) + '\062' + chr(48) + chr(0b100010 + 0o24), 0b1000), ehT0Px3KOsy9(chr(48) + '\157' + chr(0b110010) + chr(0b110101) + '\061', 0b1000), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(0b11010 + 0o31) + chr(0b100011 + 0o17) + chr(0b110100), 0b1000), ehT0Px3KOsy9(chr(2124 - 2076) + chr(0b1101111) + chr(52) + '\x37', 5810 - 5802), ehT0Px3KOsy9(chr(0b101011 + 0o5) + chr(111) + '\063' + chr(2606 - 2551) + chr(0b110110), 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(0b11001 + 0o126) + '\063' + chr(51) + chr(0b110011), 8), ehT0Px3KOsy9(chr(0b101011 + 0o5) + '\157' + '\063' + chr(0b110100) + chr(1076 - 1027), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + '\157' + '\x34' + '\x30', 0b1000), ehT0Px3KOsy9('\060' + chr(0b110001 + 0o76) + '\x31' + chr(55) + chr(0b110100), 0o10), ehT0Px3KOsy9(chr(0b10100 + 0o34) + chr(0b1101111) + '\x32' + '\x33' + chr(0b10111 + 0o34), ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(2537 - 2426) + chr(1476 - 1427) + chr(356 - 307), 44503 - 44495)][WVxHKyX45z_L % ehT0Px3KOsy9(chr(929 - 881) + chr(4564 - 4453) + '\065' + '\060', 19039 - 19031)] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'H'), chr(1052 - 952) + chr(101) + chr(0b1100011 + 0o0) + '\x6f' + chr(0b1100100) + chr(101))(chr(4857 - 4740) + chr(116) + chr(0b1100110) + chr(0b11011 + 0o22) + chr(0b100010 + 0o26)) + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def gtgKknxf4gHf(mDuDykdz0pcm):
if xafqLlk3kkUe(mDuDykdz0pcm.dtype, xafqLlk3kkUe(SXOLrMavuUCe(b"\r'\x8d%"), '\144' + chr(101) + chr(6713 - 6614) + '\x6f' + '\144' + '\x65')(chr(0b1110101) + chr(10512 - 10396) + chr(0b1100110) + '\055' + chr(2370 - 2314))) not in (xafqLlk3kkUe(SXOLrMavuUCe(b'\x0b'), chr(100) + chr(0b1010 + 0o133) + '\143' + chr(0b1000001 + 0o56) + '\144' + '\145')(chr(12899 - 12782) + '\164' + chr(6998 - 6896) + chr(0b101101) + chr(897 - 841)), xafqLlk3kkUe(SXOLrMavuUCe(b'+'), chr(100) + '\145' + chr(2563 - 2464) + chr(7748 - 7637) + '\144' + chr(0b1100101))(chr(5014 - 4897) + '\164' + '\146' + '\055' + chr(0b111000))):
raise q1QCh3W88sgk(xafqLlk3kkUe(SXOLrMavuUCe(b"C=\xc3(\x1c(\x9f\xd9\x85\xff\x06J\x96e\x99\xe5\xa3H\xa6+pb\xf7'V\xbeI\x8b\xbc\xa6\xdd\xbdJ\x9b\xbf\x84L\x08\xfa"), '\x64' + '\x65' + '\143' + chr(111) + '\x64' + chr(0b1100101))(chr(0b1000001 + 0o64) + chr(0b1101010 + 0o12) + chr(0b1011000 + 0o16) + chr(45) + chr(1460 - 1404)))
return xafqLlk3kkUe(mDuDykdz0pcm, xafqLlk3kkUe(SXOLrMavuUCe(b"\x10'\x866"), '\144' + chr(8160 - 8059) + chr(6421 - 6322) + chr(10338 - 10227) + '\144' + '\x65')('\165' + chr(2987 - 2871) + chr(0b1100110) + chr(0b101101) + chr(0b111000)))(kcCBRWN1iVp9) == gvW8CI2WhTEx
|
quantopian/zipline
|
zipline/utils/numpy_utils.py
|
is_missing
|
def is_missing(data, missing_value):
"""
Generic is_missing function that handles NaN and NaT.
"""
if is_float(data) and isnan(missing_value):
return isnan(data)
elif is_datetime(data) and isnat(missing_value):
return isnat(data)
return (data == missing_value)
|
python
|
def is_missing(data, missing_value):
"""
Generic is_missing function that handles NaN and NaT.
"""
if is_float(data) and isnan(missing_value):
return isnan(data)
elif is_datetime(data) and isnat(missing_value):
return isnat(data)
return (data == missing_value)
|
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"is_missing",
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"data",
",",
"missing_value",
")",
":",
"if",
"is_float",
"(",
"data",
")",
"and",
"isnan",
"(",
"missing_value",
")",
":",
"return",
"isnan",
"(",
"data",
")",
"elif",
"is_datetime",
"(",
"data",
")",
"and",
"isnat",
"(",
"missing_value",
")",
":",
"return",
"isnat",
"(",
"data",
")",
"return",
"(",
"data",
"==",
"missing_value",
")"
] |
Generic is_missing function that handles NaN and NaT.
|
[
"Generic",
"is_missing",
"function",
"that",
"handles",
"NaN",
"and",
"NaT",
"."
] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/utils/numpy_utils.py#L343-L351
|
train
|
Generic is_missing function that handles NaN and NaT.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9(chr(0b11111 + 0o21) + chr(11882 - 11771) + '\x33' + chr(466 - 418), 0o10), ehT0Px3KOsy9(chr(2048 - 2000) + chr(11149 - 11038) + chr(0b110001) + chr(0b110011) + chr(0b100001 + 0o17), 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(0b1100 + 0o46) + chr(1271 - 1217), ord("\x08")), ehT0Px3KOsy9('\060' + chr(0b0 + 0o157) + chr(49) + chr(522 - 469) + '\061', ord("\x08")), ehT0Px3KOsy9('\x30' + chr(0b11101 + 0o122) + chr(0b101 + 0o54) + '\x35' + '\065', 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + '\061' + '\x31', ord("\x08")), ehT0Px3KOsy9(chr(0b11101 + 0o23) + chr(0b1100001 + 0o16) + '\062' + '\067', 62110 - 62102), ehT0Px3KOsy9('\060' + '\157' + chr(489 - 439) + chr(0b110010) + chr(0b101101 + 0o12), 42562 - 42554), ehT0Px3KOsy9('\x30' + '\x6f' + chr(0b110011 + 0o0) + '\x34' + '\x36', ord("\x08")), ehT0Px3KOsy9(chr(48) + '\157' + chr(0b100001 + 0o22) + chr(0b101101 + 0o7) + chr(1303 - 1255), 25933 - 25925), ehT0Px3KOsy9('\x30' + '\x6f' + chr(50) + chr(54) + chr(51), 63446 - 63438), ehT0Px3KOsy9(chr(48) + chr(5102 - 4991) + '\063' + chr(55) + '\064', 0o10), ehT0Px3KOsy9(chr(48) + '\157' + chr(1517 - 1466) + '\x32' + chr(2376 - 2322), 6206 - 6198), ehT0Px3KOsy9(chr(48) + chr(2541 - 2430) + chr(0b101110 + 0o4) + '\x37' + chr(0b110101), ord("\x08")), ehT0Px3KOsy9('\x30' + chr(111) + chr(0b110100) + chr(52), 0o10), ehT0Px3KOsy9('\060' + chr(7371 - 7260) + chr(2717 - 2663) + chr(49), ord("\x08")), ehT0Px3KOsy9('\x30' + '\x6f' + chr(0b110 + 0o55) + chr(0b110000) + chr(54), ord("\x08")), ehT0Px3KOsy9(chr(1367 - 1319) + chr(0b1101111) + '\061' + chr(0b10001 + 0o45) + '\062', 0o10), ehT0Px3KOsy9('\x30' + '\157' + chr(0b110010) + chr(873 - 821) + chr(1072 - 1023), ord("\x08")), ehT0Px3KOsy9('\x30' + chr(2896 - 2785) + '\x36', 65154 - 65146), ehT0Px3KOsy9('\060' + '\x6f' + '\061' + '\063', 19697 - 19689), ehT0Px3KOsy9('\060' + chr(111) + chr(101 - 51) + chr(0b1101 + 0o45) + '\x37', 8), ehT0Px3KOsy9(chr(667 - 619) + '\157' + chr(0b101101 + 0o4), 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(50) + chr(49) + chr(54), 28048 - 28040), ehT0Px3KOsy9(chr(48) + '\157' + chr(0b110011) + chr(1749 - 1701) + chr(0b1001 + 0o53), ord("\x08")), ehT0Px3KOsy9(chr(0b100 + 0o54) + chr(111) + chr(0b110001) + chr(1758 - 1707) + chr(0b1011 + 0o46), 0o10), ehT0Px3KOsy9(chr(48) + '\157' + '\061' + '\062' + chr(0b110001), 36908 - 36900), ehT0Px3KOsy9('\060' + chr(0b1011010 + 0o25) + chr(49) + '\x36', 0o10), ehT0Px3KOsy9('\060' + chr(0b1101111) + chr(0b110010) + chr(0b110100), 0o10), ehT0Px3KOsy9(chr(48) + '\157' + chr(0b110001) + chr(932 - 879) + '\065', 8), ehT0Px3KOsy9('\x30' + chr(0b1001010 + 0o45) + chr(349 - 295) + chr(0b10111 + 0o33), ord("\x08")), ehT0Px3KOsy9(chr(334 - 286) + chr(0b1101111) + chr(0b11010 + 0o27) + '\x34', ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(5103 - 4992) + chr(1323 - 1272) + chr(0b110101) + chr(0b110111), ord("\x08")), ehT0Px3KOsy9(chr(1622 - 1574) + '\x6f' + chr(0b110 + 0o53) + chr(0b11101 + 0o30) + chr(50), 52745 - 52737), ehT0Px3KOsy9('\x30' + chr(111) + '\x35' + '\062', 0b1000), ehT0Px3KOsy9('\x30' + '\157' + chr(0b110011) + '\x31' + chr(52), 61943 - 61935), ehT0Px3KOsy9(chr(48) + chr(0b1111 + 0o140) + '\x31' + chr(0b10010 + 0o40) + '\062', 0b1000), ehT0Px3KOsy9('\060' + chr(0b1101111) + chr(0b110011) + chr(0b110000) + chr(49), 0o10), ehT0Px3KOsy9('\x30' + chr(12095 - 11984) + chr(51) + '\x37' + chr(2463 - 2408), 15245 - 15237), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(0b100011 + 0o21) + chr(0b11 + 0o57), ord("\x08"))][WVxHKyX45z_L % ehT0Px3KOsy9('\060' + '\x6f' + '\065' + chr(0b11000 + 0o30), ord("\x08"))] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'6'), chr(0b1100100) + chr(0b1001101 + 0o30) + '\x63' + '\x6f' + chr(100) + chr(0b1000110 + 0o37))('\x75' + '\164' + '\146' + chr(0b101101) + chr(167 - 111)) + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def U3w9Hd3T_KjS(ULnjp6D6efFH, cM6FSYO3vPuj):
if got4HTQTZoix(ULnjp6D6efFH) and wN4RVZAxJEhp(cM6FSYO3vPuj):
return wN4RVZAxJEhp(ULnjp6D6efFH)
elif ArniSirHW7kI(ULnjp6D6efFH) and gtgKknxf4gHf(cM6FSYO3vPuj):
return gtgKknxf4gHf(ULnjp6D6efFH)
return ULnjp6D6efFH == cM6FSYO3vPuj
|
quantopian/zipline
|
zipline/utils/numpy_utils.py
|
busday_count_mask_NaT
|
def busday_count_mask_NaT(begindates, enddates, out=None):
"""
Simple of numpy.busday_count that returns `float` arrays rather than int
arrays, and handles `NaT`s by returning `NaN`s where the inputs were `NaT`.
Doesn't support custom weekdays or calendars, but probably should in the
future.
See Also
--------
np.busday_count
"""
if out is None:
out = empty(broadcast(begindates, enddates).shape, dtype=float)
beginmask = isnat(begindates)
endmask = isnat(enddates)
out = busday_count(
# Temporarily fill in non-NaT values.
where(beginmask, _notNaT, begindates),
where(endmask, _notNaT, enddates),
out=out,
)
# Fill in entries where either comparison was NaT with nan in the output.
out[beginmask | endmask] = nan
return out
|
python
|
def busday_count_mask_NaT(begindates, enddates, out=None):
"""
Simple of numpy.busday_count that returns `float` arrays rather than int
arrays, and handles `NaT`s by returning `NaN`s where the inputs were `NaT`.
Doesn't support custom weekdays or calendars, but probably should in the
future.
See Also
--------
np.busday_count
"""
if out is None:
out = empty(broadcast(begindates, enddates).shape, dtype=float)
beginmask = isnat(begindates)
endmask = isnat(enddates)
out = busday_count(
# Temporarily fill in non-NaT values.
where(beginmask, _notNaT, begindates),
where(endmask, _notNaT, enddates),
out=out,
)
# Fill in entries where either comparison was NaT with nan in the output.
out[beginmask | endmask] = nan
return out
|
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] |
Simple of numpy.busday_count that returns `float` arrays rather than int
arrays, and handles `NaT`s by returning `NaN`s where the inputs were `NaT`.
Doesn't support custom weekdays or calendars, but probably should in the
future.
See Also
--------
np.busday_count
|
[
"Simple",
"of",
"numpy",
".",
"busday_count",
"that",
"returns",
"float",
"arrays",
"rather",
"than",
"int",
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"."
] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/utils/numpy_utils.py#L354-L381
|
train
|
Simple of numpy. busday_count that returns float arrays rather than int
arrays and handles NaTs by returning NaNs where the inputs were NaT.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9(chr(0b11100 + 0o24) + chr(0b1101111) + chr(0b110010) + '\x30' + chr(49), 0b1000), ehT0Px3KOsy9('\060' + chr(7944 - 7833) + chr(0b110010) + chr(53) + chr(0b1111 + 0o43), 57634 - 57626), ehT0Px3KOsy9(chr(48) + chr(111) + chr(51) + '\x30' + chr(743 - 691), 0o10), ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(49) + chr(52) + '\065', 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(111) + '\x35' + chr(1585 - 1535), 0o10), ehT0Px3KOsy9(chr(0b11000 + 0o30) + '\x6f' + '\x32' + chr(0b10110 + 0o34) + chr(1007 - 958), 0b1000), ehT0Px3KOsy9(chr(48) + chr(111) + chr(0b11010 + 0o30) + chr(1115 - 1067) + '\x36', ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(1863 - 1813) + chr(0b110101) + '\065', 0o10), ehT0Px3KOsy9('\060' + chr(0b1101111) + '\062' + chr(55) + '\060', 10518 - 10510), ehT0Px3KOsy9('\x30' + '\x6f' + chr(49) + '\x33' + '\066', ord("\x08")), ehT0Px3KOsy9('\060' + chr(111) + chr(0b11010 + 0o27) + chr(0b101110 + 0o3) + chr(51), ord("\x08")), ehT0Px3KOsy9(chr(2235 - 2187) + '\x6f' + chr(0b110010) + chr(55) + chr(1492 - 1443), 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(0b110010 + 0o75) + chr(1057 - 1008) + '\065' + '\067', 0o10), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(0b11110 + 0o25) + '\x37' + chr(52), ord("\x08")), ehT0Px3KOsy9(chr(0b1100 + 0o44) + '\157' + chr(49) + chr(0b110010) + '\x36', 0b1000), ehT0Px3KOsy9(chr(1463 - 1415) + '\157' + chr(0b110010) + chr(1431 - 1378) + '\066', 0o10), ehT0Px3KOsy9(chr(0b10 + 0o56) + chr(111) + chr(49) + chr(0b1011 + 0o50), 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101100 + 0o3) + chr(0b110011) + chr(1771 - 1716), 19021 - 19013), ehT0Px3KOsy9(chr(1670 - 1622) + chr(11786 - 11675) + '\063' + '\061' + chr(0b110101), 33864 - 33856), ehT0Px3KOsy9(chr(0b1001 + 0o47) + '\157' + chr(595 - 545) + chr(2694 - 2641) + chr(0b110100), 48466 - 48458), ehT0Px3KOsy9('\x30' + chr(0b1101111) + chr(0b101110 + 0o3) + chr(55) + chr(54), ord("\x08")), ehT0Px3KOsy9(chr(1203 - 1155) + '\x6f' + chr(51) + chr(0b10101 + 0o33) + chr(0b110000), 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(2446 - 2335) + chr(49) + chr(51) + chr(1758 - 1703), 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(111) + '\x34' + chr(0b1 + 0o66), 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(1740 - 1689) + chr(0b110011) + chr(0b110101), 0o10), ehT0Px3KOsy9('\x30' + chr(7892 - 7781) + chr(0b100100 + 0o16) + '\061', 45280 - 45272), ehT0Px3KOsy9(chr(0b100100 + 0o14) + chr(0b1101111) + chr(0b100011 + 0o17) + chr(55) + chr(0b110100), ord("\x08")), ehT0Px3KOsy9('\x30' + chr(3433 - 3322) + '\061' + '\065' + chr(52), 0o10), ehT0Px3KOsy9('\060' + '\157' + '\063' + '\063', 0b1000), ehT0Px3KOsy9(chr(176 - 128) + '\157' + '\063' + chr(55) + chr(48), 14364 - 14356), ehT0Px3KOsy9('\060' + chr(9804 - 9693) + '\064' + chr(0b11010 + 0o34), 0o10), ehT0Px3KOsy9(chr(447 - 399) + chr(2082 - 1971) + '\x31' + '\062' + chr(1670 - 1619), 0b1000), ehT0Px3KOsy9('\x30' + chr(0b1101111) + chr(0b110010) + chr(675 - 627) + '\061', 8), ehT0Px3KOsy9(chr(0b100010 + 0o16) + '\157' + chr(0b1001 + 0o50) + chr(1826 - 1773) + chr(521 - 466), 8), ehT0Px3KOsy9(chr(1262 - 1214) + chr(111) + chr(0b110001) + chr(49) + chr(0b110101), 0o10), ehT0Px3KOsy9(chr(1775 - 1727) + chr(0b1101111) + chr(0b110001) + chr(55), 4555 - 4547), ehT0Px3KOsy9(chr(1526 - 1478) + chr(111) + chr(50) + '\x34' + chr(48), 0o10), ehT0Px3KOsy9('\x30' + chr(7351 - 7240) + chr(0b10101 + 0o34) + chr(174 - 126) + chr(1023 - 973), ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(9374 - 9263) + '\x32' + '\x36' + chr(0b110010), 60181 - 60173), ehT0Px3KOsy9(chr(456 - 408) + chr(6810 - 6699) + '\061' + chr(0b100011 + 0o16) + chr(2386 - 2334), ord("\x08"))][WVxHKyX45z_L % ehT0Px3KOsy9('\x30' + chr(0b1010010 + 0o35) + chr(53) + '\060', 30977 - 30969)] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'\xaf'), chr(0b101001 + 0o73) + '\x65' + chr(99) + chr(10733 - 10622) + '\144' + '\145')(chr(0b1011000 + 0o35) + chr(0b1110100) + chr(0b1100110) + '\055' + chr(56)) + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def EcqSqB0tFD9Y(_MJlZLVm4OpC, LGYh5ZQieq36, UkrMp_I0RDmo=None):
if UkrMp_I0RDmo is None:
UkrMp_I0RDmo = QxT4AUiPWdm4(SFLwxj1AxqH2(_MJlZLVm4OpC, LGYh5ZQieq36).nauYfLglTpcb, dtype=kkSX4ccExqw4)
jE1oeapdbYKc = gtgKknxf4gHf(_MJlZLVm4OpC)
ztjbpPBSLyT7 = gtgKknxf4gHf(LGYh5ZQieq36)
UkrMp_I0RDmo = hFQxy67Hfo2j(dRFAC59yQBm_(jE1oeapdbYKc, sA7VRB8xnxL5, _MJlZLVm4OpC), dRFAC59yQBm_(ztjbpPBSLyT7, sA7VRB8xnxL5, LGYh5ZQieq36), out=UkrMp_I0RDmo)
UkrMp_I0RDmo[jE1oeapdbYKc | ztjbpPBSLyT7] = wL5W1xj47aOd
return UkrMp_I0RDmo
|
quantopian/zipline
|
zipline/utils/numpy_utils.py
|
changed_locations
|
def changed_locations(a, include_first):
"""
Compute indices of values in ``a`` that differ from the previous value.
Parameters
----------
a : np.ndarray
The array on which to indices of change.
include_first : bool
Whether or not to consider the first index of the array as "changed".
Example
-------
>>> import numpy as np
>>> changed_locations(np.array([0, 0, 5, 5, 1, 1]), include_first=False)
array([2, 4])
>>> changed_locations(np.array([0, 0, 5, 5, 1, 1]), include_first=True)
array([0, 2, 4])
"""
if a.ndim > 1:
raise ValueError("indices_of_changed_values only supports 1D arrays.")
indices = flatnonzero(diff(a)) + 1
if not include_first:
return indices
return hstack([[0], indices])
|
python
|
def changed_locations(a, include_first):
"""
Compute indices of values in ``a`` that differ from the previous value.
Parameters
----------
a : np.ndarray
The array on which to indices of change.
include_first : bool
Whether or not to consider the first index of the array as "changed".
Example
-------
>>> import numpy as np
>>> changed_locations(np.array([0, 0, 5, 5, 1, 1]), include_first=False)
array([2, 4])
>>> changed_locations(np.array([0, 0, 5, 5, 1, 1]), include_first=True)
array([0, 2, 4])
"""
if a.ndim > 1:
raise ValueError("indices_of_changed_values only supports 1D arrays.")
indices = flatnonzero(diff(a)) + 1
if not include_first:
return indices
return hstack([[0], indices])
|
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"[",
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] |
Compute indices of values in ``a`` that differ from the previous value.
Parameters
----------
a : np.ndarray
The array on which to indices of change.
include_first : bool
Whether or not to consider the first index of the array as "changed".
Example
-------
>>> import numpy as np
>>> changed_locations(np.array([0, 0, 5, 5, 1, 1]), include_first=False)
array([2, 4])
>>> changed_locations(np.array([0, 0, 5, 5, 1, 1]), include_first=True)
array([0, 2, 4])
|
[
"Compute",
"indices",
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"values",
"in",
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"that",
"differ",
"from",
"the",
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"."
] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/utils/numpy_utils.py#L469-L496
|
train
|
Compute indices of values in a that differ from the previous value.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9(chr(1877 - 1829) + '\157' + chr(0b111 + 0o55) + '\x36', ord("\x08")), ehT0Px3KOsy9('\x30' + chr(11209 - 11098) + '\062' + chr(0b110011) + '\x32', 0b1000), ehT0Px3KOsy9(chr(0b1101 + 0o43) + chr(0b1101111) + chr(52) + chr(0b10110 + 0o32), 0o10), ehT0Px3KOsy9(chr(1067 - 1019) + chr(4512 - 4401) + '\x31' + '\064' + '\066', 63477 - 63469), ehT0Px3KOsy9(chr(0b110000) + chr(8692 - 8581) + '\x33' + '\x35' + chr(1922 - 1868), 0o10), ehT0Px3KOsy9(chr(0b110000) + '\157' + '\062' + chr(53) + chr(0b110101), 21584 - 21576), ehT0Px3KOsy9(chr(0b100000 + 0o20) + chr(111) + '\x32' + '\063' + '\x35', ord("\x08")), ehT0Px3KOsy9('\x30' + chr(111) + chr(0b110011) + '\x33' + '\061', 0b1000), ehT0Px3KOsy9('\060' + chr(0b1101111) + chr(0b110011) + chr(460 - 411) + chr(0b110111), 0o10), ehT0Px3KOsy9(chr(110 - 62) + chr(0b1010 + 0o145) + '\x32' + '\061' + chr(989 - 936), 29295 - 29287), ehT0Px3KOsy9(chr(48) + '\x6f' + chr(0b100011 + 0o16) + chr(0b101100 + 0o7) + chr(615 - 562), 24049 - 24041), ehT0Px3KOsy9(chr(48) + '\157' + '\x32' + chr(168 - 115) + '\x34', 21274 - 21266), ehT0Px3KOsy9(chr(0b110000) + chr(0b1100110 + 0o11) + chr(0b110001) + chr(0b110101), 46086 - 46078), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(2178 - 2127) + chr(2419 - 2366) + chr(52), 0o10), ehT0Px3KOsy9(chr(0b100111 + 0o11) + '\157' + chr(0b110011) + chr(0b100101 + 0o17) + chr(0b110101), 0b1000), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + '\063' + chr(0b100001 + 0o20) + chr(0b1011 + 0o50), 0b1000), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(51) + '\x31', 57963 - 57955), ehT0Px3KOsy9(chr(0b10010 + 0o36) + chr(0b1101111) + chr(181 - 132) + chr(1368 - 1313) + chr(0b1 + 0o65), 0o10), ehT0Px3KOsy9(chr(0b110 + 0o52) + chr(0b1101111) + '\x33' + chr(52) + '\x31', ord("\x08")), ehT0Px3KOsy9('\060' + chr(0b110010 + 0o75) + chr(1493 - 1442) + chr(54) + chr(0b110110), 0b1000), ehT0Px3KOsy9('\x30' + chr(0b1010011 + 0o34) + chr(0b110111) + chr(55), 36960 - 36952), ehT0Px3KOsy9('\x30' + chr(111) + '\061' + chr(0b110001) + chr(2508 - 2456), 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(943 - 894) + chr(55) + '\063', 0b1000), ehT0Px3KOsy9(chr(48) + '\x6f' + chr(0b110010) + chr(55) + '\066', ord("\x08")), ehT0Px3KOsy9(chr(200 - 152) + chr(3309 - 3198) + chr(49) + chr(0b110001) + '\x37', 55121 - 55113), ehT0Px3KOsy9(chr(461 - 413) + '\x6f' + chr(0b11001 + 0o31) + chr(0b10101 + 0o37) + '\066', ord("\x08")), ehT0Px3KOsy9(chr(650 - 602) + '\157' + '\061' + chr(0b110 + 0o61), ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(9157 - 9046) + '\062' + chr(0b110110), 0o10), ehT0Px3KOsy9(chr(48) + chr(111) + '\062' + chr(1153 - 1099) + '\065', ord("\x08")), ehT0Px3KOsy9('\x30' + chr(111) + chr(53) + chr(0b101001 + 0o10), 0b1000), ehT0Px3KOsy9(chr(154 - 106) + chr(7952 - 7841) + chr(479 - 424) + '\066', 0b1000), ehT0Px3KOsy9('\x30' + chr(0b10010 + 0o135) + chr(815 - 766) + chr(0b11100 + 0o31) + chr(53), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(0b101001 + 0o12) + '\x32' + chr(0b110101), 0b1000), ehT0Px3KOsy9('\x30' + chr(5596 - 5485) + chr(0b110010) + '\x34' + '\061', ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + '\x37' + chr(0b10100 + 0o40), ord("\x08")), ehT0Px3KOsy9(chr(2217 - 2169) + '\x6f' + chr(1152 - 1101) + '\063' + chr(50), 0b1000), ehT0Px3KOsy9(chr(0b100000 + 0o20) + chr(0b1101111) + chr(51) + chr(53) + chr(811 - 761), 48248 - 48240), ehT0Px3KOsy9(chr(0b0 + 0o60) + chr(111) + chr(1489 - 1439) + chr(2196 - 2142) + chr(472 - 418), 55115 - 55107), ehT0Px3KOsy9('\x30' + chr(0b1101111) + chr(2061 - 2010) + '\x36' + '\x36', 8), ehT0Px3KOsy9(chr(1735 - 1687) + chr(0b10 + 0o155) + chr(0b10011 + 0o43), 0b1000)][WVxHKyX45z_L % ehT0Px3KOsy9(chr(0b100101 + 0o13) + '\x6f' + chr(0b110101) + chr(0b110000), 0o10)] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'\x08'), '\x64' + '\x65' + chr(0b1100011) + '\x6f' + '\144' + '\145')(chr(5912 - 5795) + '\164' + '\146' + chr(45) + chr(0b110000 + 0o10)) + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def FulzHSIWxANh(XPh1qbAgrPgG, eALq4BUOlAZV):
if xafqLlk3kkUe(XPh1qbAgrPgG, xafqLlk3kkUe(SXOLrMavuUCe(b'A\xf5M\x16\xa6\xef\xf4\x8d\xbc\xeb\x17\xf8'), chr(0b1100100) + chr(101) + chr(0b1100011) + chr(0b1101111) + '\x64' + '\145')(chr(117) + '\164' + chr(5742 - 5640) + '\055' + chr(2149 - 2093))) > ehT0Px3KOsy9(chr(0b11001 + 0o27) + chr(9687 - 9576) + chr(0b110001), ord("\x08")):
raise q1QCh3W88sgk(xafqLlk3kkUe(SXOLrMavuUCe(b'O\xf4D\x0f\x8d\xc8\xee\x86\xa0\xeb\x02\xcfe\x8d\x8b\xac|\x1a\xbe\x80^ \x0e\xdb<\x86`x\xd9P\x1e\x1e\xa0\xd1L\xb5\x98\xc2\x85&\x17\xde\x00\x07\x9c\xdf\xfc\xa0\xbc\xa3'), chr(0b1100100) + chr(0b100011 + 0o102) + chr(0b1100011) + chr(111) + '\x64' + '\x65')('\165' + '\x74' + chr(102) + chr(45) + chr(2816 - 2760)))
pIcoaXENl5Pw = ovIDE5WP7iWM(A3JtwFGKVTf0(XPh1qbAgrPgG)) + ehT0Px3KOsy9(chr(48) + chr(760 - 649) + '\x31', 8)
if not eALq4BUOlAZV:
return pIcoaXENl5Pw
return UNwTzO2RRAN1([[ehT0Px3KOsy9(chr(2156 - 2108) + '\x6f' + '\x30', 6424 - 6416)], pIcoaXENl5Pw])
|
quantopian/zipline
|
zipline/utils/date_utils.py
|
compute_date_range_chunks
|
def compute_date_range_chunks(sessions, start_date, end_date, chunksize):
"""Compute the start and end dates to run a pipeline for.
Parameters
----------
sessions : DatetimeIndex
The available dates.
start_date : pd.Timestamp
The first date in the pipeline.
end_date : pd.Timestamp
The last date in the pipeline.
chunksize : int or None
The size of the chunks to run. Setting this to None returns one chunk.
Returns
-------
ranges : iterable[(np.datetime64, np.datetime64)]
A sequence of start and end dates to run the pipeline for.
"""
if start_date not in sessions:
raise KeyError("Start date %s is not found in calendar." %
(start_date.strftime("%Y-%m-%d"),))
if end_date not in sessions:
raise KeyError("End date %s is not found in calendar." %
(end_date.strftime("%Y-%m-%d"),))
if end_date < start_date:
raise ValueError("End date %s cannot precede start date %s." %
(end_date.strftime("%Y-%m-%d"),
start_date.strftime("%Y-%m-%d")))
if chunksize is None:
return [(start_date, end_date)]
start_ix, end_ix = sessions.slice_locs(start_date, end_date)
return (
(r[0], r[-1]) for r in partition_all(
chunksize, sessions[start_ix:end_ix]
)
)
|
python
|
def compute_date_range_chunks(sessions, start_date, end_date, chunksize):
"""Compute the start and end dates to run a pipeline for.
Parameters
----------
sessions : DatetimeIndex
The available dates.
start_date : pd.Timestamp
The first date in the pipeline.
end_date : pd.Timestamp
The last date in the pipeline.
chunksize : int or None
The size of the chunks to run. Setting this to None returns one chunk.
Returns
-------
ranges : iterable[(np.datetime64, np.datetime64)]
A sequence of start and end dates to run the pipeline for.
"""
if start_date not in sessions:
raise KeyError("Start date %s is not found in calendar." %
(start_date.strftime("%Y-%m-%d"),))
if end_date not in sessions:
raise KeyError("End date %s is not found in calendar." %
(end_date.strftime("%Y-%m-%d"),))
if end_date < start_date:
raise ValueError("End date %s cannot precede start date %s." %
(end_date.strftime("%Y-%m-%d"),
start_date.strftime("%Y-%m-%d")))
if chunksize is None:
return [(start_date, end_date)]
start_ix, end_ix = sessions.slice_locs(start_date, end_date)
return (
(r[0], r[-1]) for r in partition_all(
chunksize, sessions[start_ix:end_ix]
)
)
|
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] |
Compute the start and end dates to run a pipeline for.
Parameters
----------
sessions : DatetimeIndex
The available dates.
start_date : pd.Timestamp
The first date in the pipeline.
end_date : pd.Timestamp
The last date in the pipeline.
chunksize : int or None
The size of the chunks to run. Setting this to None returns one chunk.
Returns
-------
ranges : iterable[(np.datetime64, np.datetime64)]
A sequence of start and end dates to run the pipeline for.
|
[
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"."
] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/utils/date_utils.py#L4-L42
|
train
|
Compute the start and end dates for a single segment of the pipeline for a given date range.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9(chr(0b110000) + '\157' + '\x32' + chr(321 - 271), 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(1496 - 1447) + '\062' + chr(49), 0o10), ehT0Px3KOsy9('\x30' + chr(4918 - 4807) + chr(52), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(0b1001111 + 0o40) + chr(0b110010) + '\x36' + '\x35', 0b1000), ehT0Px3KOsy9('\060' + chr(0b101101 + 0o102) + chr(0b110 + 0o55) + chr(0b11101 + 0o24) + '\x32', 0b1000), ehT0Px3KOsy9('\x30' + '\157' + chr(51) + chr(0b101011 + 0o13) + chr(0b110010), 0o10), ehT0Px3KOsy9(chr(0b10001 + 0o37) + chr(0b1101000 + 0o7) + chr(1561 - 1511) + chr(0b110001), 0o10), ehT0Px3KOsy9(chr(1884 - 1836) + chr(111) + chr(0b110010) + chr(0b1111 + 0o44) + '\065', ord("\x08")), ehT0Px3KOsy9('\x30' + chr(0b10111 + 0o130) + '\x32' + chr(724 - 669) + chr(0b110111), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(0b100010 + 0o17) + '\x31' + chr(0b1010 + 0o46), 0b1000), ehT0Px3KOsy9(chr(0b10101 + 0o33) + chr(0b1101111) + '\063' + '\x30' + '\066', 0o10), ehT0Px3KOsy9(chr(0b101111 + 0o1) + chr(0b101011 + 0o104) + '\062' + '\064' + chr(0b110011), 4643 - 4635), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(0b110010) + chr(53) + chr(0b110111), ord("\x08")), ehT0Px3KOsy9(chr(0b11110 + 0o22) + chr(0b1101111) + chr(0b1111 + 0o43) + chr(0b10001 + 0o43) + chr(0b110001), 0o10), ehT0Px3KOsy9(chr(0b110 + 0o52) + chr(5983 - 5872) + '\062' + chr(0b1011 + 0o53) + chr(0b110111), 0b1000), ehT0Px3KOsy9(chr(48) + chr(374 - 263) + chr(49) + '\067' + chr(907 - 856), 0b1000), ehT0Px3KOsy9(chr(0b1100 + 0o44) + chr(111) + '\067' + '\x37', 0o10), ehT0Px3KOsy9(chr(723 - 675) + '\157' + '\061' + chr(2888 - 2833), 31005 - 30997), ehT0Px3KOsy9(chr(256 - 208) + chr(111) + '\061' + chr(699 - 646) + '\064', ord("\x08")), ehT0Px3KOsy9(chr(0b1111 + 0o41) + chr(3595 - 3484) + chr(0b110101), ord("\x08")), ehT0Px3KOsy9('\060' + chr(0b1101111) + chr(0b110001) + chr(1586 - 1536) + chr(51), 0o10), ehT0Px3KOsy9(chr(48) + chr(0b11101 + 0o122) + chr(1481 - 1428) + chr(0b1011 + 0o47), ord("\x08")), ehT0Px3KOsy9(chr(1081 - 1033) + chr(0b1101111) + chr(586 - 536) + chr(1048 - 996) + '\x35', 18197 - 18189), ehT0Px3KOsy9(chr(703 - 655) + chr(6397 - 6286) + chr(0b110011) + '\x30', 0o10), ehT0Px3KOsy9('\x30' + '\x6f' + '\x32' + chr(0b110010) + chr(0b110000), 25263 - 25255), ehT0Px3KOsy9('\060' + chr(10703 - 10592) + chr(0b110010) + '\062' + chr(0b10000 + 0o44), 16588 - 16580), ehT0Px3KOsy9(chr(151 - 103) + chr(990 - 879) + '\x32' + chr(0b110000) + '\064', 0b1000), ehT0Px3KOsy9(chr(48) + chr(7250 - 7139) + chr(0b100111 + 0o14) + chr(0b110011) + chr(0b10111 + 0o36), 0b1000), ehT0Px3KOsy9(chr(0b1011 + 0o45) + chr(111) + chr(50) + '\x30', 0b1000), ehT0Px3KOsy9(chr(1038 - 990) + chr(0b1101111) + chr(0b10000 + 0o42) + '\060' + chr(0b110111), 42334 - 42326), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(0b101010 + 0o11) + chr(0b110001) + chr(0b110110), 18538 - 18530), ehT0Px3KOsy9('\060' + '\157' + chr(0b110010) + chr(48) + chr(1758 - 1707), 62125 - 62117), ehT0Px3KOsy9(chr(0b110000) + chr(8188 - 8077) + '\062' + chr(0b110111) + '\062', ord("\x08")), ehT0Px3KOsy9(chr(1030 - 982) + '\x6f' + chr(51) + '\x37' + chr(663 - 613), 42246 - 42238), ehT0Px3KOsy9(chr(1387 - 1339) + chr(0b1101111) + chr(0b110011) + chr(1800 - 1745) + chr(0b1000 + 0o57), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(54) + '\061', ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(5678 - 5567) + chr(49) + chr(0b110010) + chr(0b10011 + 0o36), 8), ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(0b110111) + chr(0b110111), 8), ehT0Px3KOsy9('\x30' + chr(111) + '\x31' + chr(0b110111) + chr(49), ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(10700 - 10589) + chr(0b110001) + '\062' + chr(0b110000), 0o10)][WVxHKyX45z_L % ehT0Px3KOsy9(chr(48) + chr(4191 - 4080) + chr(0b11011 + 0o32) + chr(0b110000), ord("\x08"))] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'<'), '\144' + chr(7066 - 6965) + '\143' + chr(4466 - 4355) + chr(0b101010 + 0o72) + chr(0b1101 + 0o130))('\165' + '\x74' + chr(8931 - 8829) + chr(77 - 32) + chr(56)) + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def dlrjLVgZITIp(xmHFfrmM5EeF, NcwNd9gvgEB5, joOGoPpJ_sck, op94qe_Rdjul):
if NcwNd9gvgEB5 not in xmHFfrmM5EeF:
raise RQ6CSRrFArYB(xafqLlk3kkUe(SXOLrMavuUCe(b'A%e\xc7\xbe\xd2u\xfc\xcb-\xe6\x86\xdc\x81\xde\x08\x1fa\x03qsL\xcam\xfe\xf0\xa4\xb4~\xa7\xad\xe2\xd6\x9f\x91U0MW'), chr(0b100 + 0o140) + '\145' + '\143' + chr(0b1101111) + '\144' + chr(0b1001100 + 0o31))(chr(192 - 75) + chr(0b1001001 + 0o53) + chr(0b1000010 + 0o44) + '\x2d' + chr(0b101000 + 0o20)) % (xafqLlk3kkUe(NcwNd9gvgEB5, xafqLlk3kkUe(SXOLrMavuUCe(b'a%v\xd3\xbe\x9b|\xf8'), chr(0b11101 + 0o107) + '\145' + '\143' + chr(0b1101111 + 0o0) + '\x64' + chr(0b11000 + 0o115))('\165' + chr(0b1110100) + chr(102) + chr(45) + chr(0b1111 + 0o51)))(xafqLlk3kkUe(SXOLrMavuUCe(b'7\x08)\x90\xa7\xdf4\xf9'), '\x64' + '\x65' + '\143' + '\157' + chr(100) + '\x65')(chr(0b1110101) + chr(0b11 + 0o161) + '\x66' + '\055' + chr(684 - 628))),))
if joOGoPpJ_sck not in xmHFfrmM5EeF:
raise RQ6CSRrFArYB(xafqLlk3kkUe(SXOLrMavuUCe(b'W?`\x95\xae\x93e\xf8\x9fm\xb5\x83\xc6\xd2\x97\x15P{Lc<_\xcb|\xb0\xfd\xea\xfds\xe6\xa2\xe6\xd4\x9e\x9eC\x7f'), chr(0b1100100) + chr(9399 - 9298) + chr(3354 - 3255) + chr(0b1101111) + '\x64' + chr(101))(chr(0b1110101) + '\164' + chr(0b1100110) + '\x2d' + chr(0b111000)) % (xafqLlk3kkUe(joOGoPpJ_sck, xafqLlk3kkUe(SXOLrMavuUCe(b'a%v\xd3\xbe\x9b|\xf8'), chr(8627 - 8527) + '\145' + chr(0b1011110 + 0o5) + chr(0b1101111) + chr(100) + chr(0b111010 + 0o53))(chr(6376 - 6259) + chr(0b111101 + 0o67) + '\146' + '\055' + chr(56)))(xafqLlk3kkUe(SXOLrMavuUCe(b'7\x08)\x90\xa7\xdf4\xf9'), chr(0b1100100) + '\x65' + chr(0b1011100 + 0o7) + chr(0b1001010 + 0o45) + '\x64' + chr(0b10101 + 0o120))('\x75' + chr(0b11100 + 0o130) + chr(102) + chr(45) + chr(56))),))
if joOGoPpJ_sck < NcwNd9gvgEB5:
raise q1QCh3W88sgk(xafqLlk3kkUe(SXOLrMavuUCe(b'W?`\x95\xae\x93e\xf8\x9fm\xb5\x83\xcc\xc0\xd9\x15P{Lu!O\xc6}\xf4\xf1\xa4\xaed\xe6\xbc\xf7\x9a\x9e\x9eE4\x1f\\#<'), chr(100) + chr(101) + '\143' + chr(0b111011 + 0o64) + '\144' + chr(0b111101 + 0o50))(chr(117) + '\164' + chr(0b1100110) + '\x2d' + chr(56)) % (xafqLlk3kkUe(joOGoPpJ_sck, xafqLlk3kkUe(SXOLrMavuUCe(b'a%v\xd3\xbe\x9b|\xf8'), chr(0b11100 + 0o110) + '\145' + chr(99) + chr(0b1000110 + 0o51) + '\x64' + chr(0b1100101))(chr(0b1110101) + chr(0b1110100) + chr(1539 - 1437) + chr(0b101101) + chr(0b111000)))(xafqLlk3kkUe(SXOLrMavuUCe(b'7\x08)\x90\xa7\xdf4\xf9'), chr(9882 - 9782) + '\145' + '\143' + chr(0b1101111) + chr(100) + '\x65')('\x75' + '\164' + '\x66' + chr(0b11010 + 0o23) + chr(56))), xafqLlk3kkUe(NcwNd9gvgEB5, xafqLlk3kkUe(SXOLrMavuUCe(b'a%v\xd3\xbe\x9b|\xf8'), '\x64' + chr(7786 - 7685) + chr(99) + chr(8789 - 8678) + '\144' + chr(101))(chr(117) + chr(0b1110100) + chr(0b100100 + 0o102) + chr(0b101101) + chr(0b110110 + 0o2)))(xafqLlk3kkUe(SXOLrMavuUCe(b'7\x08)\x90\xa7\xdf4\xf9'), chr(7063 - 6963) + '\145' + chr(99) + chr(0b1101111) + chr(0b1100100) + '\145')('\165' + chr(6432 - 6316) + '\146' + chr(0b101101) + chr(0b111000)))))
if op94qe_Rdjul is None:
return [(NcwNd9gvgEB5, joOGoPpJ_sck)]
(MyWq51Oq33ym, n8b4ZbtzwxpZ) = xmHFfrmM5EeF.slice_locs(NcwNd9gvgEB5, joOGoPpJ_sck)
return ((JWG5qApaeJkp[ehT0Px3KOsy9('\060' + '\157' + chr(48), 0b1000)], JWG5qApaeJkp[-ehT0Px3KOsy9(chr(48) + '\157' + '\061', 0o10)]) for JWG5qApaeJkp in XPZhL9vNVsnj(op94qe_Rdjul, xmHFfrmM5EeF[MyWq51Oq33ym:n8b4ZbtzwxpZ]))
|
quantopian/zipline
|
zipline/pipeline/engine.py
|
SimplePipelineEngine.run_pipeline
|
def run_pipeline(self, pipeline, start_date, end_date):
"""
Compute a pipeline.
Parameters
----------
pipeline : zipline.pipeline.Pipeline
The pipeline to run.
start_date : pd.Timestamp
Start date of the computed matrix.
end_date : pd.Timestamp
End date of the computed matrix.
Returns
-------
result : pd.DataFrame
A frame of computed results.
The ``result`` columns correspond to the entries of
`pipeline.columns`, which should be a dictionary mapping strings to
instances of :class:`zipline.pipeline.term.Term`.
For each date between ``start_date`` and ``end_date``, ``result``
will contain a row for each asset that passed `pipeline.screen`.
A screen of ``None`` indicates that a row should be returned for
each asset that existed each day.
See Also
--------
:meth:`zipline.pipeline.engine.PipelineEngine.run_pipeline`
:meth:`zipline.pipeline.engine.PipelineEngine.run_chunked_pipeline`
"""
# See notes at the top of this module for a description of the
# algorithm implemented here.
if end_date < start_date:
raise ValueError(
"start_date must be before or equal to end_date \n"
"start_date=%s, end_date=%s" % (start_date, end_date)
)
domain = self.resolve_domain(pipeline)
graph = pipeline.to_execution_plan(
domain, self._root_mask_term, start_date, end_date,
)
extra_rows = graph.extra_rows[self._root_mask_term]
root_mask = self._compute_root_mask(
domain, start_date, end_date, extra_rows,
)
dates, assets, root_mask_values = explode(root_mask)
initial_workspace = self._populate_initial_workspace(
{
self._root_mask_term: root_mask_values,
self._root_mask_dates_term: as_column(dates.values)
},
self._root_mask_term,
graph,
dates,
assets,
)
results = self.compute_chunk(graph, dates, assets, initial_workspace)
return self._to_narrow(
graph.outputs,
results,
results.pop(graph.screen_name),
dates[extra_rows:],
assets,
)
|
python
|
def run_pipeline(self, pipeline, start_date, end_date):
"""
Compute a pipeline.
Parameters
----------
pipeline : zipline.pipeline.Pipeline
The pipeline to run.
start_date : pd.Timestamp
Start date of the computed matrix.
end_date : pd.Timestamp
End date of the computed matrix.
Returns
-------
result : pd.DataFrame
A frame of computed results.
The ``result`` columns correspond to the entries of
`pipeline.columns`, which should be a dictionary mapping strings to
instances of :class:`zipline.pipeline.term.Term`.
For each date between ``start_date`` and ``end_date``, ``result``
will contain a row for each asset that passed `pipeline.screen`.
A screen of ``None`` indicates that a row should be returned for
each asset that existed each day.
See Also
--------
:meth:`zipline.pipeline.engine.PipelineEngine.run_pipeline`
:meth:`zipline.pipeline.engine.PipelineEngine.run_chunked_pipeline`
"""
# See notes at the top of this module for a description of the
# algorithm implemented here.
if end_date < start_date:
raise ValueError(
"start_date must be before or equal to end_date \n"
"start_date=%s, end_date=%s" % (start_date, end_date)
)
domain = self.resolve_domain(pipeline)
graph = pipeline.to_execution_plan(
domain, self._root_mask_term, start_date, end_date,
)
extra_rows = graph.extra_rows[self._root_mask_term]
root_mask = self._compute_root_mask(
domain, start_date, end_date, extra_rows,
)
dates, assets, root_mask_values = explode(root_mask)
initial_workspace = self._populate_initial_workspace(
{
self._root_mask_term: root_mask_values,
self._root_mask_dates_term: as_column(dates.values)
},
self._root_mask_term,
graph,
dates,
assets,
)
results = self.compute_chunk(graph, dates, assets, initial_workspace)
return self._to_narrow(
graph.outputs,
results,
results.pop(graph.screen_name),
dates[extra_rows:],
assets,
)
|
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] |
Compute a pipeline.
Parameters
----------
pipeline : zipline.pipeline.Pipeline
The pipeline to run.
start_date : pd.Timestamp
Start date of the computed matrix.
end_date : pd.Timestamp
End date of the computed matrix.
Returns
-------
result : pd.DataFrame
A frame of computed results.
The ``result`` columns correspond to the entries of
`pipeline.columns`, which should be a dictionary mapping strings to
instances of :class:`zipline.pipeline.term.Term`.
For each date between ``start_date`` and ``end_date``, ``result``
will contain a row for each asset that passed `pipeline.screen`.
A screen of ``None`` indicates that a row should be returned for
each asset that existed each day.
See Also
--------
:meth:`zipline.pipeline.engine.PipelineEngine.run_pipeline`
:meth:`zipline.pipeline.engine.PipelineEngine.run_chunked_pipeline`
|
[
"Compute",
"a",
"pipeline",
"."
] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/pipeline/engine.py#L265-L336
|
train
|
Compute a pipeline and return a DataFrame of results.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(0b110010) + chr(0b110100) + chr(1265 - 1213), 14035 - 14027), ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(1493 - 1443) + chr(2674 - 2620) + chr(2352 - 2300), 60659 - 60651), ehT0Px3KOsy9('\x30' + '\x6f' + chr(0b1001 + 0o51) + chr(411 - 356), 0o10), ehT0Px3KOsy9(chr(0b1101 + 0o43) + chr(111) + '\x32' + '\065' + chr(0b101001 + 0o11), 0o10), ehT0Px3KOsy9('\060' + '\x6f' + '\x33' + '\x33' + '\x36', 0o10), ehT0Px3KOsy9(chr(0b110000) + '\157' + '\x32' + '\065' + chr(0b100001 + 0o20), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(111) + '\x33' + chr(0b110111), 0o10), ehT0Px3KOsy9('\060' + '\x6f' + '\x36' + '\064', 3858 - 3850), ehT0Px3KOsy9(chr(0b10000 + 0o40) + chr(0b1101111) + chr(0b100000 + 0o23) + chr(0b110110) + chr(2515 - 2461), 0o10), ehT0Px3KOsy9('\x30' + '\x6f' + chr(1635 - 1585) + '\064' + chr(0b110111), ord("\x08")), ehT0Px3KOsy9('\x30' + chr(4651 - 4540) + chr(827 - 776) + '\062' + '\x36', ord("\x08")), ehT0Px3KOsy9('\060' + '\157' + '\065', ord("\x08")), ehT0Px3KOsy9(chr(1537 - 1489) + chr(4369 - 4258) + '\x35' + '\x34', 0o10), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + '\062' + '\x32' + '\x32', 55401 - 55393), ehT0Px3KOsy9(chr(0b10000 + 0o40) + chr(4964 - 4853) + chr(1255 - 1205) + chr(1709 - 1656) + chr(0b110011 + 0o1), 0b1000), ehT0Px3KOsy9(chr(0b100101 + 0o13) + chr(0b11011 + 0o124) + chr(50) + chr(50) + chr(49), 0o10), ehT0Px3KOsy9(chr(0b100011 + 0o15) + '\x6f' + '\066' + '\064', 8), ehT0Px3KOsy9('\x30' + '\x6f' + chr(0b100 + 0o57) + chr(0b1111 + 0o44) + '\x34', ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(0b1001000 + 0o47) + chr(50) + '\062' + chr(54), 40734 - 40726), ehT0Px3KOsy9('\x30' + chr(9580 - 9469) + chr(0b10000 + 0o41) + chr(51) + chr(1148 - 1095), 0b1000), ehT0Px3KOsy9('\060' + chr(454 - 343) + '\062' + chr(0b110011) + '\x32', 0o10), ehT0Px3KOsy9(chr(0b1000 + 0o50) + '\157' + chr(0b101 + 0o55) + chr(798 - 749) + chr(55), 0b1000), ehT0Px3KOsy9('\060' + '\x6f' + '\061' + chr(1566 - 1518) + '\061', 39310 - 39302), ehT0Px3KOsy9(chr(470 - 422) + chr(0b1101111 + 0o0) + chr(394 - 343) + chr(0b1001 + 0o56) + chr(55), 17788 - 17780), ehT0Px3KOsy9(chr(0b111 + 0o51) + chr(111) + '\x33' + '\x32' + chr(51), 4436 - 4428), ehT0Px3KOsy9(chr(0b1000 + 0o50) + chr(0b101110 + 0o101) + chr(0b110001) + '\x36' + '\x34', 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(111) + '\063' + chr(0b110011) + '\062', 0b1000), ehT0Px3KOsy9(chr(141 - 93) + chr(0b1101111) + chr(0b11101 + 0o26) + '\063' + chr(2118 - 2068), 8), ehT0Px3KOsy9(chr(206 - 158) + '\x6f' + chr(0b1110 + 0o44) + chr(0b11110 + 0o26) + chr(0b110010 + 0o5), 8), ehT0Px3KOsy9(chr(1854 - 1806) + chr(0b1101111) + chr(0b100111 + 0o13) + chr(0b110110) + chr(0b110001), 20773 - 20765), ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(1528 - 1478) + '\x35', 0b1000), ehT0Px3KOsy9(chr(0b101011 + 0o5) + chr(2989 - 2878) + chr(1683 - 1631) + '\066', 61095 - 61087), ehT0Px3KOsy9('\x30' + '\157' + chr(0b110010) + chr(1171 - 1116) + chr(0b100110 + 0o16), 9752 - 9744), ehT0Px3KOsy9('\x30' + chr(111) + chr(2273 - 2224) + '\062' + '\x34', 0o10), ehT0Px3KOsy9(chr(0b10101 + 0o33) + chr(0b1100100 + 0o13) + '\x34' + chr(52), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(111) + '\063' + chr(54) + '\065', ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(6450 - 6339) + chr(0b10000 + 0o41) + chr(0b110110) + '\065', 0b1000), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(51) + '\066' + '\066', 8), ehT0Px3KOsy9(chr(1641 - 1593) + chr(0b11100 + 0o123) + chr(51) + chr(2121 - 2066) + '\061', ord("\x08")), ehT0Px3KOsy9(chr(0b10001 + 0o37) + '\x6f' + '\x33' + chr(2172 - 2122), 16807 - 16799)][WVxHKyX45z_L % ehT0Px3KOsy9(chr(0b110000) + '\x6f' + '\065' + '\060', ord("\x08"))] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'\x8a'), chr(2343 - 2243) + chr(0b1000 + 0o135) + chr(0b1100011) + '\x6f' + '\144' + chr(0b10101 + 0o120))(chr(10398 - 10281) + chr(5659 - 5543) + chr(102) + chr(0b101101) + '\070') + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def ccrbs4WUfSdK(oVre8I6UXc3b, ri8yqNQ1eQuR, NcwNd9gvgEB5, joOGoPpJ_sck):
if joOGoPpJ_sck < NcwNd9gvgEB5:
raise q1QCh3W88sgk(xafqLlk3kkUe(SXOLrMavuUCe(b"\xd7\xc0v\xd8\xaa\xf6{U\x82\xc2\xf6hY\xe1\xd8\xb1V\xb9\xb6?\xff\xe9.\x8d\xb6T\xb5\xa8\x87\xd4dS\xdd8\x04\x81\x1a\xd6\x9ct\xc0\xebs\xcb\xaa\xcc?>\x85\xd3\xb7wX\xcd\xc8\xf0@\xb9\xabx\xe9\xa3a\x9a\xbd\x10\x85\xbe\xc6\xc5p\x1b\x99'"), '\x64' + chr(0b1100101) + chr(99) + chr(0b1101111) + '\144' + chr(101))('\165' + '\164' + chr(0b111 + 0o137) + '\x2d' + chr(0b111000)) % (NcwNd9gvgEB5, joOGoPpJ_sck))
psizfxY_oCoV = oVre8I6UXc3b.resolve_domain(ri8yqNQ1eQuR)
H9yw8tZKkKME = ri8yqNQ1eQuR.to_execution_plan(psizfxY_oCoV, oVre8I6UXc3b._root_mask_term, NcwNd9gvgEB5, joOGoPpJ_sck)
TXd2BYxb2pNV = H9yw8tZKkKME.extra_rows[oVre8I6UXc3b._root_mask_term]
IKVWMS0lN6mN = oVre8I6UXc3b._compute_root_mask(psizfxY_oCoV, NcwNd9gvgEB5, joOGoPpJ_sck, TXd2BYxb2pNV)
(SLiSZu5nk7Kn, YGFU3oxACPcg, COdAXT6sci0k) = n69eHvRvZMka(IKVWMS0lN6mN)
UA_xrSW_iNom = oVre8I6UXc3b._populate_initial_workspace({oVre8I6UXc3b._root_mask_term: COdAXT6sci0k, oVre8I6UXc3b._root_mask_dates_term: xt0x9fsZpIQK(SLiSZu5nk7Kn.SPnCNu54H1db)}, oVre8I6UXc3b._root_mask_term, H9yw8tZKkKME, SLiSZu5nk7Kn, YGFU3oxACPcg)
iIGKX2zSEGYP = oVre8I6UXc3b.compute_chunk(H9yw8tZKkKME, SLiSZu5nk7Kn, YGFU3oxACPcg, UA_xrSW_iNom)
return xafqLlk3kkUe(oVre8I6UXc3b, xafqLlk3kkUe(SXOLrMavuUCe(b'\xfb\xc0x\xf5\xb0\xc8mF\x99\xd0'), chr(4660 - 4560) + chr(7694 - 7593) + chr(0b1100011) + '\x6f' + chr(0b1100100) + chr(101))(chr(117) + '\164' + '\146' + '\055' + chr(2837 - 2781)))(xafqLlk3kkUe(H9yw8tZKkKME, xafqLlk3kkUe(SXOLrMavuUCe(b'\xe0\xccH\xee\xb2\xc5E\x0c\x83\xe4\xbdj'), '\144' + '\x65' + chr(0b1010 + 0o131) + '\157' + chr(0b1100100) + '\x65')('\x75' + chr(8214 - 8098) + '\146' + '\055' + chr(56))), iIGKX2zSEGYP, xafqLlk3kkUe(iIGKX2zSEGYP, xafqLlk3kkUe(SXOLrMavuUCe(b'\xd4\xdbg'), chr(0b1100100) + chr(0b1100101) + chr(99) + chr(0b1101111) + '\144' + chr(0b1100101))(chr(0b1110101) + chr(0b11110 + 0o126) + chr(0b1100110) + '\055' + '\070'))(xafqLlk3kkUe(H9yw8tZKkKME, xafqLlk3kkUe(SXOLrMavuUCe(b'\xd7\xd7e\xcf\xbb\xc7@Z\x97\xca\xb3'), chr(0b1100100) + chr(101) + chr(5355 - 5256) + chr(0b11111 + 0o120) + chr(1710 - 1610) + chr(101))('\x75' + '\x74' + chr(102) + '\x2d' + chr(709 - 653)))), SLiSZu5nk7Kn[TXd2BYxb2pNV:], YGFU3oxACPcg)
|
quantopian/zipline
|
zipline/pipeline/engine.py
|
SimplePipelineEngine._compute_root_mask
|
def _compute_root_mask(self, domain, start_date, end_date, extra_rows):
"""
Compute a lifetimes matrix from our AssetFinder, then drop columns that
didn't exist at all during the query dates.
Parameters
----------
domain : zipline.pipeline.domain.Domain
Domain for which we're computing a pipeline.
start_date : pd.Timestamp
Base start date for the matrix.
end_date : pd.Timestamp
End date for the matrix.
extra_rows : int
Number of extra rows to compute before `start_date`.
Extra rows are needed by terms like moving averages that require a
trailing window of data.
Returns
-------
lifetimes : pd.DataFrame
Frame of dtype `bool` containing dates from `extra_rows` days
before `start_date`, continuing through to `end_date`. The
returned frame contains as columns all assets in our AssetFinder
that existed for at least one day between `start_date` and
`end_date`.
"""
sessions = domain.all_sessions()
if start_date not in sessions:
raise ValueError(
"Pipeline start date ({}) is not a trading session for "
"domain {}.".format(start_date, domain)
)
elif end_date not in sessions:
raise ValueError(
"Pipeline end date {} is not a trading session for "
"domain {}.".format(end_date, domain)
)
start_idx, end_idx = sessions.slice_locs(start_date, end_date)
if start_idx < extra_rows:
raise NoFurtherDataError.from_lookback_window(
initial_message="Insufficient data to compute Pipeline:",
first_date=sessions[0],
lookback_start=start_date,
lookback_length=extra_rows,
)
# NOTE: This logic should probably be delegated to the domain once we
# start adding more complex domains.
#
# Build lifetimes matrix reaching back to `extra_rows` days before
# `start_date.`
finder = self._finder
lifetimes = finder.lifetimes(
sessions[start_idx - extra_rows:end_idx],
include_start_date=False,
country_codes=(domain.country_code,),
)
if not lifetimes.columns.unique:
columns = lifetimes.columns
duplicated = columns[columns.duplicated()].unique()
raise AssertionError("Duplicated sids: %d" % duplicated)
# Filter out columns that didn't exist from the farthest look back
# window through the end of the requested dates.
existed = lifetimes.any()
ret = lifetimes.loc[:, existed]
num_assets = ret.shape[1]
if num_assets == 0:
raise ValueError(
"Failed to find any assets with country_code {!r} that traded "
"between {} and {}.\n"
"This probably means that your asset db is old or that it has "
"incorrect country/exchange metadata.".format(
domain.country_code, start_date, end_date,
)
)
return ret
|
python
|
def _compute_root_mask(self, domain, start_date, end_date, extra_rows):
"""
Compute a lifetimes matrix from our AssetFinder, then drop columns that
didn't exist at all during the query dates.
Parameters
----------
domain : zipline.pipeline.domain.Domain
Domain for which we're computing a pipeline.
start_date : pd.Timestamp
Base start date for the matrix.
end_date : pd.Timestamp
End date for the matrix.
extra_rows : int
Number of extra rows to compute before `start_date`.
Extra rows are needed by terms like moving averages that require a
trailing window of data.
Returns
-------
lifetimes : pd.DataFrame
Frame of dtype `bool` containing dates from `extra_rows` days
before `start_date`, continuing through to `end_date`. The
returned frame contains as columns all assets in our AssetFinder
that existed for at least one day between `start_date` and
`end_date`.
"""
sessions = domain.all_sessions()
if start_date not in sessions:
raise ValueError(
"Pipeline start date ({}) is not a trading session for "
"domain {}.".format(start_date, domain)
)
elif end_date not in sessions:
raise ValueError(
"Pipeline end date {} is not a trading session for "
"domain {}.".format(end_date, domain)
)
start_idx, end_idx = sessions.slice_locs(start_date, end_date)
if start_idx < extra_rows:
raise NoFurtherDataError.from_lookback_window(
initial_message="Insufficient data to compute Pipeline:",
first_date=sessions[0],
lookback_start=start_date,
lookback_length=extra_rows,
)
# NOTE: This logic should probably be delegated to the domain once we
# start adding more complex domains.
#
# Build lifetimes matrix reaching back to `extra_rows` days before
# `start_date.`
finder = self._finder
lifetimes = finder.lifetimes(
sessions[start_idx - extra_rows:end_idx],
include_start_date=False,
country_codes=(domain.country_code,),
)
if not lifetimes.columns.unique:
columns = lifetimes.columns
duplicated = columns[columns.duplicated()].unique()
raise AssertionError("Duplicated sids: %d" % duplicated)
# Filter out columns that didn't exist from the farthest look back
# window through the end of the requested dates.
existed = lifetimes.any()
ret = lifetimes.loc[:, existed]
num_assets = ret.shape[1]
if num_assets == 0:
raise ValueError(
"Failed to find any assets with country_code {!r} that traded "
"between {} and {}.\n"
"This probably means that your asset db is old or that it has "
"incorrect country/exchange metadata.".format(
domain.country_code, start_date, end_date,
)
)
return ret
|
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] |
Compute a lifetimes matrix from our AssetFinder, then drop columns that
didn't exist at all during the query dates.
Parameters
----------
domain : zipline.pipeline.domain.Domain
Domain for which we're computing a pipeline.
start_date : pd.Timestamp
Base start date for the matrix.
end_date : pd.Timestamp
End date for the matrix.
extra_rows : int
Number of extra rows to compute before `start_date`.
Extra rows are needed by terms like moving averages that require a
trailing window of data.
Returns
-------
lifetimes : pd.DataFrame
Frame of dtype `bool` containing dates from `extra_rows` days
before `start_date`, continuing through to `end_date`. The
returned frame contains as columns all assets in our AssetFinder
that existed for at least one day between `start_date` and
`end_date`.
|
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"during",
"the",
"query",
"dates",
"."
] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/pipeline/engine.py#L356-L439
|
train
|
Compute a lifetimes matrix from our AssetFinder and then drop columns that didn t exist at all during the query dates.
|
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SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9(chr(1712 - 1664) + '\157' + chr(0b1 + 0o62) + chr(0b110010) + '\x33', 22844 - 22836), ehT0Px3KOsy9('\x30' + '\157' + '\x31' + chr(0b110101) + '\063', 0o10), ehT0Px3KOsy9('\x30' + chr(0b1101111) + '\062' + '\x33' + chr(0b1000 + 0o52), ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + '\x33' + chr(0b110100) + '\x35', 0b1000), ehT0Px3KOsy9(chr(0b10 + 0o56) + chr(111) + '\x33' + chr(0b101110 + 0o4) + chr(0b110100), 41207 - 41199), ehT0Px3KOsy9(chr(1358 - 1310) + '\x6f' + chr(51) + chr(181 - 130) + chr(52), 15576 - 15568), ehT0Px3KOsy9(chr(48) + chr(6504 - 6393) + '\x33' + '\066' + chr(0b100110 + 0o17), ord("\x08")), ehT0Px3KOsy9('\x30' + '\x6f' + chr(1359 - 1309) + chr(48) + '\x32', 0o10), ehT0Px3KOsy9('\060' + chr(0b1101111) + chr(1022 - 970) + chr(0b11000 + 0o33), 19151 - 19143), ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(0b110010) + chr(52) + chr(52), 5064 - 5056), ehT0Px3KOsy9(chr(0b110000) + chr(2461 - 2350) + chr(0b10100 + 0o36) + '\060' + chr(49), 0b1000), ehT0Px3KOsy9('\060' + chr(0b11011 + 0o124) + chr(0b101011 + 0o10) + chr(108 - 57) + '\067', ord("\x08")), ehT0Px3KOsy9('\x30' + '\157' + chr(0b10110 + 0o35) + chr(51) + chr(0b10011 + 0o43), 0b1000), ehT0Px3KOsy9('\x30' + '\x6f' + '\x33' + '\060' + chr(0b11010 + 0o27), 47099 - 47091), ehT0Px3KOsy9(chr(0b100101 + 0o13) + chr(0b1101111) + chr(2116 - 2065) + '\x36' + chr(271 - 219), 0b1000), ehT0Px3KOsy9(chr(1159 - 1111) + chr(111) + chr(50) + chr(2122 - 2069) + chr(0b11110 + 0o24), 48033 - 48025), ehT0Px3KOsy9(chr(0b101110 + 0o2) + chr(0b1101111) + chr(50) + chr(0b110100) + chr(1754 - 1702), 8), ehT0Px3KOsy9(chr(0b101011 + 0o5) + '\x6f' + '\061' + '\x33' + chr(358 - 308), 0o10), ehT0Px3KOsy9(chr(0b10101 + 0o33) + chr(111) + '\061' + chr(0b10111 + 0o32), 0o10), ehT0Px3KOsy9('\060' + '\157' + chr(0b110011 + 0o1), 0o10), ehT0Px3KOsy9(chr(252 - 204) + chr(10246 - 10135) + chr(49) + chr(0b100111 + 0o12) + chr(1835 - 1782), 0b1000), ehT0Px3KOsy9(chr(48) + chr(8366 - 8255) + chr(50) + chr(0b110110) + '\066', 47290 - 47282), ehT0Px3KOsy9('\060' + chr(0b110111 + 0o70) + chr(0b110011) + chr(0b101111 + 0o10) + chr(0b110011), 44605 - 44597), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(51) + '\066' + chr(0b11111 + 0o24), 0o10), ehT0Px3KOsy9(chr(48) + chr(0b1100000 + 0o17) + chr(1781 - 1732) + chr(0b110001) + chr(54), 41927 - 41919), ehT0Px3KOsy9(chr(0b1000 + 0o50) + chr(9037 - 8926) + chr(49) + chr(0b110110) + chr(0b110110), ord("\x08")), ehT0Px3KOsy9('\x30' + '\157' + chr(49) + chr(0b110010) + '\x36', ord("\x08")), ehT0Px3KOsy9(chr(1610 - 1562) + chr(0b111100 + 0o63) + chr(0b110010) + chr(55) + chr(2513 - 2462), 0o10), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + '\061' + chr(0b100 + 0o56) + '\x37', ord("\x08")), ehT0Px3KOsy9(chr(1369 - 1321) + chr(0b1010 + 0o145) + '\x37' + '\x32', 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(0b111111 + 0o60) + chr(0b1001 + 0o52) + chr(52) + chr(0b10100 + 0o36), 0b1000), ehT0Px3KOsy9(chr(0b1101 + 0o43) + chr(111) + '\x32' + chr(398 - 344) + chr(0b110111), 0o10), ehT0Px3KOsy9(chr(2073 - 2025) + '\157' + chr(0b110010) + chr(151 - 100) + chr(1691 - 1641), 8), ehT0Px3KOsy9('\x30' + chr(111) + chr(0b1100 + 0o50) + chr(0b110101), 0b1000), ehT0Px3KOsy9(chr(671 - 623) + chr(0b1101111) + chr(110 - 61) + chr(48) + '\x33', 0b1000), ehT0Px3KOsy9(chr(0b10011 + 0o35) + chr(10015 - 9904) + chr(49) + '\x36' + chr(48), 0o10), ehT0Px3KOsy9(chr(0b11 + 0o55) + chr(0b11001 + 0o126) + '\x33' + chr(2235 - 2185) + chr(0b100100 + 0o15), 28749 - 28741), ehT0Px3KOsy9(chr(48) + chr(111) + '\063' + chr(0b10101 + 0o42) + '\x37', ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + '\157' + '\x36' + chr(228 - 175), 0o10), ehT0Px3KOsy9('\060' + '\157' + chr(0b1101 + 0o50) + chr(0b110000), ord("\x08"))][WVxHKyX45z_L % ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(774 - 721) + chr(1702 - 1654), 8)] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'\xfd'), chr(0b1010010 + 0o22) + chr(101) + chr(0b1100010 + 0o1) + chr(0b1101111) + chr(6991 - 6891) + chr(101))('\165' + '\164' + chr(0b11101 + 0o111) + '\x2d' + chr(0b111000)) + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def T43qg9uYcXSD(oVre8I6UXc3b, psizfxY_oCoV, NcwNd9gvgEB5, joOGoPpJ_sck, TXd2BYxb2pNV):
xmHFfrmM5EeF = psizfxY_oCoV.all_sessions()
if NcwNd9gvgEB5 not in xmHFfrmM5EeF:
raise q1QCh3W88sgk(xafqLlk3kkUe(xafqLlk3kkUe(SXOLrMavuUCe(b'\x83\x02\xea\x80\xb8\xb5\x9b\xe7\x03\xd7\xf5\xbe\xac\xb5\xd4\xce\xc5.l$e\xcd\x86\xdan\x1f%\x9b9U\x96\x97\xfb\x057\x02\xb0\x9b\\F\xb4K\xe9\x80\xa7\xaf\x9c\xedM\x84\xe7\xb0\xac\xe1\x90\xc5\xc9;`jm\xcd\x86\xdd'), '\x64' + '\145' + chr(0b1001100 + 0o27) + '\157' + '\144' + chr(843 - 742))(chr(0b101010 + 0o113) + '\164' + chr(102) + chr(0b11111 + 0o16) + chr(56)), xafqLlk3kkUe(SXOLrMavuUCe(b'\x85_\xe8\x8a\x9c\xbd\xa6\xb1s\xd4\xe4\xb5'), chr(0b1100100) + '\145' + chr(0b1100011) + chr(0b111011 + 0o64) + chr(100) + chr(0b1100101))(chr(4165 - 4048) + chr(116) + '\146' + chr(45) + chr(2534 - 2478)))(NcwNd9gvgEB5, psizfxY_oCoV))
elif joOGoPpJ_sck not in xmHFfrmM5EeF:
raise q1QCh3W88sgk(xafqLlk3kkUe(xafqLlk3kkUe(SXOLrMavuUCe(b'\x83\x02\xea\x80\xb8\xb5\x9b\xe7\x03\xc1\xef\xbb\xfe\xa5\x95\xde\xc1zrym\xdf\x88\xd3 \x19"\x9b6\x1a\x96\xc5\xfbA*\x1e\xb6\xdfFM\xa0\x18\xf3\x8a\xba\xfc\x93\xedQ\x84\xe5\xb0\xb3\xa0\x9d\xc4\x84!t*'), chr(100) + '\145' + chr(0b110100 + 0o57) + chr(111) + chr(0b1100100) + chr(101))(chr(0b1110101) + chr(8407 - 8291) + chr(0b1100110) + '\x2d' + chr(0b1001 + 0o57)), xafqLlk3kkUe(SXOLrMavuUCe(b'\x85_\xe8\x8a\x9c\xbd\xa6\xb1s\xd4\xe4\xb5'), '\x64' + '\145' + chr(2886 - 2787) + chr(5279 - 5168) + chr(100) + chr(0b1100101))('\x75' + chr(3776 - 3660) + chr(0b1100110) + chr(45) + '\x38'))(joOGoPpJ_sck, psizfxY_oCoV))
(NOt5Gkf5z9g4, p6zNIQAtD3F5) = xmHFfrmM5EeF.slice_locs(NcwNd9gvgEB5, joOGoPpJ_sck)
if NOt5Gkf5z9g4 < TXd2BYxb2pNV:
raise xafqLlk3kkUe(rLplDgouBqvI, xafqLlk3kkUe(SXOLrMavuUCe(b'\xb5\x19\xf5\x88\x8b\xb0\x9a\xedH\xc6\xe0\xbc\xb5\x9e\x83\xc3\xca>fs'), '\144' + chr(101) + '\x63' + chr(9820 - 9709) + '\x64' + chr(6123 - 6022))('\165' + chr(0b1110100) + '\x66' + '\055' + chr(1019 - 963)))(initial_message=xafqLlk3kkUe(SXOLrMavuUCe(b'\x9a\x05\xe9\x90\xb2\xba\x9c\xe1J\xc1\xef\xab\xfe\xa5\x95\xde\xc5z}km\xd5\x94\x9e>\x03"\xdewj\x8b\xc7\xffI*\x1e\xb4\xc5'), '\x64' + chr(0b100000 + 0o105) + chr(0b1100011) + chr(1120 - 1009) + chr(4278 - 4178) + '\145')(chr(0b1101100 + 0o11) + chr(116) + '\x66' + chr(0b101101) + chr(0b1 + 0o67)), first_date=xmHFfrmM5EeF[ehT0Px3KOsy9(chr(0b110000) + chr(0b0 + 0o157) + chr(0b101 + 0o53), 0o10)], lookback_start=NcwNd9gvgEB5, lookback_length=TXd2BYxb2pNV)
KYdCfy6A0CPH = oVre8I6UXc3b._finder
nAo8tPyqOYrw = KYdCfy6A0CPH.lifetimes(xmHFfrmM5EeF[NOt5Gkf5z9g4 - TXd2BYxb2pNV:p6zNIQAtD3F5], include_start_date=ehT0Px3KOsy9('\060' + '\157' + '\060', 8), country_codes=(psizfxY_oCoV.country_code,))
if not xafqLlk3kkUe(nAo8tPyqOYrw.columns, xafqLlk3kkUe(SXOLrMavuUCe(b'\xa6\x05\xf3\x94\xa1\xb9'), chr(100) + chr(0b1011100 + 0o11) + chr(99) + '\x6f' + chr(0b1100000 + 0o4) + '\145')(chr(0b1010001 + 0o44) + '\164' + chr(0b1000010 + 0o44) + '\055' + chr(0b101000 + 0o20))):
qKlXBtn3PKy4 = nAo8tPyqOYrw.qKlXBtn3PKy4
X0bnUMgjnLF5 = qKlXBtn3PKy4[qKlXBtn3PKy4.duplicated()].unique()
raise vcEHXBQXuDuh(xafqLlk3kkUe(SXOLrMavuUCe(b'\x97\x1e\xea\x89\xbd\xbf\x94\xf6F\xc0\xa1\xac\xb7\xa5\x87\x90\x84\x7fm'), '\x64' + '\x65' + chr(0b1100011) + '\157' + '\x64' + chr(0b1100101))(chr(0b1110101) + chr(0b10010 + 0o142) + chr(2261 - 2159) + chr(98 - 53) + chr(56)) % X0bnUMgjnLF5)
KMnrvcWQX3s6 = nAo8tPyqOYrw.UVSi4XW7eBIM()
VHn4CV4Ymrei = nAo8tPyqOYrw.MmVY7Id_ODNA[:, KMnrvcWQX3s6]
jItIh7dn3Gvo = VHn4CV4Ymrei.nauYfLglTpcb[ehT0Px3KOsy9(chr(48) + chr(0b1101111) + '\x31', 39595 - 39587)]
if jItIh7dn3Gvo == ehT0Px3KOsy9('\x30' + chr(0b1 + 0o156) + '\x30', 8):
raise q1QCh3W88sgk(xafqLlk3kkUe(xafqLlk3kkUe(SXOLrMavuUCe(b'\x95\n\xf3\x89\xb1\xb8\xd5\xf6L\x84\xe7\xb6\xb0\xa5\xd4\xcb\xca#)e>\xc5\x9e\x87=V!\xd2#R\xc2\xd4\xf5P-\x04\xa3\x86jK\xbc\x0f\xff\xc5\xaf\xfd\x87\xff\x03\xd0\xe9\xbe\xaa\xe1\x80\xd8\xc5>l`m\xd4\x9e\x879\x133\xd5wA\x9f\x97\xfbK\'P\xaa\x82\x1b"\x87\x03\xf3\x96\xf4\xac\x87\xedA\xc5\xe3\xb3\xa7\xe1\x99\xcf\xc54z$9\xde\x9a\x87n\x0f9\xce%\x1a\x83\xc4\xe9@7P\xb5\x9d\x15A\xa0K\xf5\x89\xb0\xfc\x9a\xf0\x03\xd0\xe9\xbe\xaa\xe1\x9d\xde\x842hwm\xdf\x95\x90!\x04$\xde4N\xc2\xd4\xf5P-\x04\xa3\x86\x1aM\xab\x08\xf2\x84\xba\xbb\x90\xa2N\xc1\xf5\xbe\xba\xa0\x80\xcb\x8a'), chr(3594 - 3494) + chr(0b0 + 0o145) + chr(99) + '\157' + chr(100) + '\145')('\x75' + '\x74' + chr(0b101011 + 0o73) + '\055' + '\070'), xafqLlk3kkUe(SXOLrMavuUCe(b'\x85_\xe8\x8a\x9c\xbd\xa6\xb1s\xd4\xe4\xb5'), chr(0b1100100) + '\145' + '\143' + '\x6f' + '\x64' + '\145')(chr(117) + chr(116) + chr(0b1100110) + chr(45) + chr(0b10101 + 0o43)))(xafqLlk3kkUe(psizfxY_oCoV, xafqLlk3kkUe(SXOLrMavuUCe(b'\xb0\x04\xef\x8b\xa0\xae\x8c\xdd@\xcb\xe5\xba'), chr(100) + chr(3577 - 3476) + '\x63' + chr(0b1100111 + 0o10) + chr(2488 - 2388) + chr(419 - 318))('\165' + chr(8484 - 8368) + '\146' + '\055' + chr(0b111000))), NcwNd9gvgEB5, joOGoPpJ_sck))
return VHn4CV4Ymrei
|
quantopian/zipline
|
zipline/pipeline/engine.py
|
SimplePipelineEngine.compute_chunk
|
def compute_chunk(self, graph, dates, sids, initial_workspace):
"""
Compute the Pipeline terms in the graph for the requested start and end
dates.
This is where we do the actual work of running a pipeline.
Parameters
----------
graph : zipline.pipeline.graph.ExecutionPlan
Dependency graph of the terms to be executed.
dates : pd.DatetimeIndex
Row labels for our root mask.
assets : pd.Int64Index
Column labels for our root mask.
initial_workspace : dict
Map from term -> output.
Must contain at least entry for `self._root_mask_term` whose shape
is `(len(dates), len(assets))`, but may contain additional
pre-computed terms for testing or optimization purposes.
Returns
-------
results : dict
Dictionary mapping requested results to outputs.
"""
self._validate_compute_chunk_params(
graph, dates, sids, initial_workspace,
)
get_loader = self._get_loader
# Copy the supplied initial workspace so we don't mutate it in place.
workspace = initial_workspace.copy()
refcounts = graph.initial_refcounts(workspace)
execution_order = graph.execution_order(refcounts)
domain = graph.domain
# Many loaders can fetch data more efficiently if we ask them to
# retrieve all their inputs at once. For example, a loader backed by a
# SQL database can fetch multiple columns from the database in a single
# query.
#
# To enable these loaders to fetch their data efficiently, we group
# together requests for LoadableTerms if they are provided by the same
# loader and they require the same number of extra rows.
#
# The extra rows condition is a simplification: we don't currently have
# a mechanism for asking a loader to fetch different windows of data
# for different terms, so we only batch requests together when they're
# going to produce data for the same set of dates. That may change in
# the future if we find a loader that can still benefit significantly
# from batching unequal-length requests.
def loader_group_key(term):
loader = get_loader(term)
extra_rows = graph.extra_rows[term]
return loader, extra_rows
# Only produce loader groups for the terms we expect to load. This
# ensures that we can run pipelines for graphs where we don't have a
# loader registered for an atomic term if all the dependencies of that
# term were supplied in the initial workspace.
will_be_loaded = graph.loadable_terms - viewkeys(workspace)
loader_groups = groupby(
loader_group_key,
(t for t in execution_order if t in will_be_loaded),
)
for term in graph.execution_order(refcounts):
# `term` may have been supplied in `initial_workspace`, and in the
# future we may pre-compute loadable terms coming from the same
# dataset. In either case, we will already have an entry for this
# term, which we shouldn't re-compute.
if term in workspace:
continue
# Asset labels are always the same, but date labels vary by how
# many extra rows are needed.
mask, mask_dates = graph.mask_and_dates_for_term(
term,
self._root_mask_term,
workspace,
dates,
)
if isinstance(term, LoadableTerm):
loader = get_loader(term)
to_load = sorted(
loader_groups[loader_group_key(term)],
key=lambda t: t.dataset
)
loaded = loader.load_adjusted_array(
domain, to_load, mask_dates, sids, mask,
)
assert set(loaded) == set(to_load), (
'loader did not return an AdjustedArray for each column\n'
'expected: %r\n'
'got: %r' % (sorted(to_load), sorted(loaded))
)
workspace.update(loaded)
else:
workspace[term] = term._compute(
self._inputs_for_term(term, workspace, graph, domain),
mask_dates,
sids,
mask,
)
if term.ndim == 2:
assert workspace[term].shape == mask.shape
else:
assert workspace[term].shape == (mask.shape[0], 1)
# Decref dependencies of ``term``, and clear any terms whose
# refcounts hit 0.
for garbage_term in graph.decref_dependencies(term, refcounts):
del workspace[garbage_term]
# At this point, all the output terms are in the workspace.
out = {}
graph_extra_rows = graph.extra_rows
for name, term in iteritems(graph.outputs):
# Truncate off extra rows from outputs.
out[name] = workspace[term][graph_extra_rows[term]:]
return out
|
python
|
def compute_chunk(self, graph, dates, sids, initial_workspace):
"""
Compute the Pipeline terms in the graph for the requested start and end
dates.
This is where we do the actual work of running a pipeline.
Parameters
----------
graph : zipline.pipeline.graph.ExecutionPlan
Dependency graph of the terms to be executed.
dates : pd.DatetimeIndex
Row labels for our root mask.
assets : pd.Int64Index
Column labels for our root mask.
initial_workspace : dict
Map from term -> output.
Must contain at least entry for `self._root_mask_term` whose shape
is `(len(dates), len(assets))`, but may contain additional
pre-computed terms for testing or optimization purposes.
Returns
-------
results : dict
Dictionary mapping requested results to outputs.
"""
self._validate_compute_chunk_params(
graph, dates, sids, initial_workspace,
)
get_loader = self._get_loader
# Copy the supplied initial workspace so we don't mutate it in place.
workspace = initial_workspace.copy()
refcounts = graph.initial_refcounts(workspace)
execution_order = graph.execution_order(refcounts)
domain = graph.domain
# Many loaders can fetch data more efficiently if we ask them to
# retrieve all their inputs at once. For example, a loader backed by a
# SQL database can fetch multiple columns from the database in a single
# query.
#
# To enable these loaders to fetch their data efficiently, we group
# together requests for LoadableTerms if they are provided by the same
# loader and they require the same number of extra rows.
#
# The extra rows condition is a simplification: we don't currently have
# a mechanism for asking a loader to fetch different windows of data
# for different terms, so we only batch requests together when they're
# going to produce data for the same set of dates. That may change in
# the future if we find a loader that can still benefit significantly
# from batching unequal-length requests.
def loader_group_key(term):
loader = get_loader(term)
extra_rows = graph.extra_rows[term]
return loader, extra_rows
# Only produce loader groups for the terms we expect to load. This
# ensures that we can run pipelines for graphs where we don't have a
# loader registered for an atomic term if all the dependencies of that
# term were supplied in the initial workspace.
will_be_loaded = graph.loadable_terms - viewkeys(workspace)
loader_groups = groupby(
loader_group_key,
(t for t in execution_order if t in will_be_loaded),
)
for term in graph.execution_order(refcounts):
# `term` may have been supplied in `initial_workspace`, and in the
# future we may pre-compute loadable terms coming from the same
# dataset. In either case, we will already have an entry for this
# term, which we shouldn't re-compute.
if term in workspace:
continue
# Asset labels are always the same, but date labels vary by how
# many extra rows are needed.
mask, mask_dates = graph.mask_and_dates_for_term(
term,
self._root_mask_term,
workspace,
dates,
)
if isinstance(term, LoadableTerm):
loader = get_loader(term)
to_load = sorted(
loader_groups[loader_group_key(term)],
key=lambda t: t.dataset
)
loaded = loader.load_adjusted_array(
domain, to_load, mask_dates, sids, mask,
)
assert set(loaded) == set(to_load), (
'loader did not return an AdjustedArray for each column\n'
'expected: %r\n'
'got: %r' % (sorted(to_load), sorted(loaded))
)
workspace.update(loaded)
else:
workspace[term] = term._compute(
self._inputs_for_term(term, workspace, graph, domain),
mask_dates,
sids,
mask,
)
if term.ndim == 2:
assert workspace[term].shape == mask.shape
else:
assert workspace[term].shape == (mask.shape[0], 1)
# Decref dependencies of ``term``, and clear any terms whose
# refcounts hit 0.
for garbage_term in graph.decref_dependencies(term, refcounts):
del workspace[garbage_term]
# At this point, all the output terms are in the workspace.
out = {}
graph_extra_rows = graph.extra_rows
for name, term in iteritems(graph.outputs):
# Truncate off extra rows from outputs.
out[name] = workspace[term][graph_extra_rows[term]:]
return out
|
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] |
Compute the Pipeline terms in the graph for the requested start and end
dates.
This is where we do the actual work of running a pipeline.
Parameters
----------
graph : zipline.pipeline.graph.ExecutionPlan
Dependency graph of the terms to be executed.
dates : pd.DatetimeIndex
Row labels for our root mask.
assets : pd.Int64Index
Column labels for our root mask.
initial_workspace : dict
Map from term -> output.
Must contain at least entry for `self._root_mask_term` whose shape
is `(len(dates), len(assets))`, but may contain additional
pre-computed terms for testing or optimization purposes.
Returns
-------
results : dict
Dictionary mapping requested results to outputs.
|
[
"Compute",
"the",
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"terms",
"in",
"the",
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"for",
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"requested",
"start",
"and",
"end",
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"."
] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/pipeline/engine.py#L484-L606
|
train
|
Compute the pipeline terms for the requested start and end dates and store the results in a dict.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9(chr(0b110000) + chr(12160 - 12049) + '\061' + '\064' + chr(0b1101 + 0o52), 31778 - 31770), ehT0Px3KOsy9(chr(0b110000) + chr(3419 - 3308) + '\063' + chr(0b110010) + '\065', 22321 - 22313), ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(50) + chr(0b110011) + chr(0b101000 + 0o12), 0o10), ehT0Px3KOsy9(chr(0b100010 + 0o16) + chr(0b1001100 + 0o43) + '\061' + chr(1996 - 1947) + chr(0b101011 + 0o6), 46749 - 46741), ehT0Px3KOsy9('\060' + '\x6f' + chr(0b110001) + chr(52) + chr(55), 8), ehT0Px3KOsy9('\x30' + chr(9433 - 9322) + '\063' + chr(55) + chr(0b10011 + 0o44), 0b1000), ehT0Px3KOsy9('\060' + '\157' + chr(50) + chr(0b110111) + chr(0b110110), 0o10), ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(91 - 41) + chr(55) + chr(0b110000), ord("\x08")), ehT0Px3KOsy9('\060' + chr(0b1101111) + '\063' + chr(0b110 + 0o55) + '\061', ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + '\062', 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(1781 - 1731) + chr(0b110001) + chr(0b110001 + 0o2), 0o10), ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(50) + chr(1670 - 1621) + chr(0b110011), 8), ehT0Px3KOsy9(chr(837 - 789) + chr(0b1101111) + chr(0b10001 + 0o42) + '\x30' + '\x30', 0b1000), ehT0Px3KOsy9(chr(48) + chr(111) + chr(0b110011) + '\065', 0o10), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(0b11110 + 0o23) + chr(707 - 654) + chr(611 - 563), 0b1000), ehT0Px3KOsy9('\x30' + '\157' + chr(1173 - 1123), 8), ehT0Px3KOsy9('\x30' + '\157' + chr(0b101001 + 0o7), 17114 - 17106), ehT0Px3KOsy9(chr(1065 - 1017) + '\x6f' + '\061' + chr(0b110000) + chr(0b110001), 0o10), ehT0Px3KOsy9(chr(2215 - 2167) + chr(0b111010 + 0o65) + chr(51) + '\x36' + chr(52), 0o10), ehT0Px3KOsy9(chr(514 - 466) + '\x6f' + '\061' + chr(0b100011 + 0o20) + chr(52), ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(111) + '\x33' + chr(0b100111 + 0o14) + '\x37', 0o10), ehT0Px3KOsy9(chr(48) + '\x6f' + '\063' + chr(0b110 + 0o55) + chr(597 - 544), 0o10), ehT0Px3KOsy9('\060' + chr(0b11110 + 0o121) + '\063' + chr(1175 - 1127) + chr(246 - 191), ord("\x08")), ehT0Px3KOsy9('\x30' + '\x6f' + chr(49) + chr(729 - 681) + chr(0b110110), 0o10), ehT0Px3KOsy9('\060' + '\157' + '\064' + chr(295 - 241), 4410 - 4402), ehT0Px3KOsy9(chr(0b110000 + 0o0) + chr(10749 - 10638) + chr(0b11011 + 0o27) + chr(307 - 259) + '\x34', 0b1000), ehT0Px3KOsy9(chr(0b0 + 0o60) + chr(111) + chr(0b110001) + chr(1489 - 1435) + chr(0b11010 + 0o33), ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(0b1010111 + 0o30) + '\x31' + '\x33' + chr(748 - 699), 0b1000), ehT0Px3KOsy9(chr(48) + '\x6f' + chr(0b100011 + 0o20) + chr(0b101110 + 0o4) + '\x32', 0b1000), ehT0Px3KOsy9(chr(48) + '\157' + chr(51) + '\066' + chr(1252 - 1199), ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(10548 - 10437) + chr(0b101010 + 0o7) + '\065' + chr(53), 0b1000), ehT0Px3KOsy9(chr(0b110000) + '\157' + '\062' + chr(51) + chr(1630 - 1575), 0o10), ehT0Px3KOsy9(chr(0b1110 + 0o42) + chr(0b1101100 + 0o3) + chr(54) + chr(52), 51798 - 51790), ehT0Px3KOsy9(chr(343 - 295) + chr(0b1101111) + '\062' + chr(0b110011), 47043 - 47035), ehT0Px3KOsy9('\060' + chr(4113 - 4002) + chr(676 - 627) + chr(0b110100 + 0o0) + '\062', 0b1000), ehT0Px3KOsy9(chr(48) + chr(1527 - 1416) + '\x33' + '\x30' + chr(0b10101 + 0o36), ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(0b1010111 + 0o30) + '\063' + chr(0b110000) + chr(0b110011), 8), ehT0Px3KOsy9(chr(306 - 258) + chr(111) + '\x33' + chr(0b110010) + chr(48), 27095 - 27087), ehT0Px3KOsy9('\x30' + chr(6189 - 6078) + '\x33' + '\x33' + chr(55), 8), ehT0Px3KOsy9('\x30' + chr(0b1101111) + '\x33' + chr(48), 0b1000)][WVxHKyX45z_L % ehT0Px3KOsy9('\x30' + '\x6f' + chr(0b1010 + 0o53) + chr(0b110000), 0b1000)] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'I'), chr(0b1011100 + 0o10) + '\x65' + '\x63' + '\x6f' + chr(7122 - 7022) + chr(0b1100101))(chr(12349 - 12232) + chr(0b1110100) + chr(102) + chr(0b100001 + 0o14) + chr(56)) + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def Y8mIS9Lgn4Rp(oVre8I6UXc3b, H9yw8tZKkKME, SLiSZu5nk7Kn, vpNBss375oFz, UA_xrSW_iNom):
xafqLlk3kkUe(oVre8I6UXc3b, xafqLlk3kkUe(SXOLrMavuUCe(b'8\xa3\xfb%\x0e\x9b\xdf\xcc\xbc]\xe8\xe4\xadm\x1dve\x1e\x974\xaa\xb3\xac\x19V\xe5\x078\xbf\x86'), chr(0b10111 + 0o115) + chr(0b1100101) + chr(0b110101 + 0o56) + chr(7019 - 6908) + chr(1561 - 1461) + '\145')(chr(117) + '\x74' + chr(102) + chr(0b101000 + 0o5) + chr(56)))(H9yw8tZKkKME, SLiSZu5nk7Kn, vpNBss375oFz, UA_xrSW_iNom)
SIYxeZnWoV9m = oVre8I6UXc3b._get_loader
ODF7TTtq_kKc = UA_xrSW_iNom.igThHS4jwVsa()
dTprSchKabOH = H9yw8tZKkKME.initial_refcounts(ODF7TTtq_kKc)
vlljLe878nOt = H9yw8tZKkKME.execution_order(dTprSchKabOH)
psizfxY_oCoV = H9yw8tZKkKME.psizfxY_oCoV
def frMDZ1YniLWm(BnuOe7t2jDZ6):
JtQ_Es21wyVN = SIYxeZnWoV9m(BnuOe7t2jDZ6)
TXd2BYxb2pNV = H9yw8tZKkKME.extra_rows[BnuOe7t2jDZ6]
return (JtQ_Es21wyVN, TXd2BYxb2pNV)
XGlQwxszPOiw = H9yw8tZKkKME.loadable_terms - ibVce80NjHnP(ODF7TTtq_kKc)
W6rG8X6Rc7xX = MRtOn47tdSTy(frMDZ1YniLWm, (YeT3l7JgTbWR for YeT3l7JgTbWR in vlljLe878nOt if YeT3l7JgTbWR in XGlQwxszPOiw))
for BnuOe7t2jDZ6 in xafqLlk3kkUe(H9yw8tZKkKME, xafqLlk3kkUe(SXOLrMavuUCe(b'\x02\xad\xff*\x12\x8b\xd7\xd7\xb7]\xe4\xf9\xa4x\x1a'), chr(0b1100100) + '\x65' + chr(0b11111 + 0o104) + chr(0b100000 + 0o117) + '\x64' + chr(9565 - 9464))('\165' + chr(116) + chr(102) + chr(0b101101) + '\x38'))(dTprSchKabOH):
if BnuOe7t2jDZ6 in ODF7TTtq_kKc:
continue
(Iz1jSgUKZDvt, D4397KeSpAkR) = H9yw8tZKkKME.mask_and_dates_for_term(BnuOe7t2jDZ6, oVre8I6UXc3b._root_mask_term, ODF7TTtq_kKc, SLiSZu5nk7Kn)
if PlSM16l2KDPD(BnuOe7t2jDZ6, p6lYdHiP4DL2):
JtQ_Es21wyVN = SIYxeZnWoV9m(BnuOe7t2jDZ6)
UlobiOKdx0j8 = vUlqIvNSaRMa(W6rG8X6Rc7xX[frMDZ1YniLWm(BnuOe7t2jDZ6)], key=lambda YeT3l7JgTbWR: YeT3l7JgTbWR.dataset)
KPNLJT5LGB6k = JtQ_Es21wyVN.load_adjusted_array(psizfxY_oCoV, UlobiOKdx0j8, D4397KeSpAkR, vpNBss375oFz, Iz1jSgUKZDvt)
assert MVEN8G6CxlvR(KPNLJT5LGB6k) == MVEN8G6CxlvR(UlobiOKdx0j8), xafqLlk3kkUe(SXOLrMavuUCe(b'\x0b\xba\xfb-\x02\x8d\x9e\xdc\xb0f\xab\xe5\xafiHpe5\x81.\xb1\xfd\xa6(\x06\xc5\x113\xa7\x86\x19\xfaPR\x10\xb1\xa2\xa9\xff~\x08\xa7\xba,\x06\x9c\xd6\x98\xbam\xe7\xfe\xadsbgx1\x91?\xab\xb8\xa3|\x06\xa1\x07S\xb5\x9a\x19\xa5\x143B\xe3\xe3\xf0\xfaj'), chr(0b1100100) + chr(101) + chr(0b10010 + 0o121) + chr(111) + chr(0b111011 + 0o51) + chr(5050 - 4949))('\165' + '\x74' + '\x66' + '\055' + chr(0b111000)) % (vUlqIvNSaRMa(UlobiOKdx0j8), vUlqIvNSaRMa(KPNLJT5LGB6k))
xafqLlk3kkUe(ODF7TTtq_kKc, xafqLlk3kkUe(SXOLrMavuUCe(b'=\xa1\xdb\x0c\x0e\xb1\xf4\xd6\xa06\xee\xbb'), chr(3542 - 3442) + chr(101) + chr(486 - 387) + '\157' + chr(2691 - 2591) + chr(0b1100101))(chr(7253 - 7136) + chr(0b0 + 0o164) + chr(0b1001111 + 0o27) + chr(1081 - 1036) + '\x38'))(KPNLJT5LGB6k)
else:
ODF7TTtq_kKc[BnuOe7t2jDZ6] = BnuOe7t2jDZ6._compute(oVre8I6UXc3b._inputs_for_term(BnuOe7t2jDZ6, ODF7TTtq_kKc, H9yw8tZKkKME, psizfxY_oCoV), D4397KeSpAkR, vpNBss375oFz, Iz1jSgUKZDvt)
if xafqLlk3kkUe(BnuOe7t2jDZ6, xafqLlk3kkUe(SXOLrMavuUCe(b'\x00\xba\xf79/\xbd\xd7\xec\xaad\xc1\xdf'), chr(2136 - 2036) + chr(0b1101 + 0o130) + '\143' + '\x6f' + chr(100) + '\145')(chr(117) + chr(0b100010 + 0o122) + chr(4667 - 4565) + chr(1051 - 1006) + '\x38')) == ehT0Px3KOsy9('\x30' + chr(0b1101111) + '\062', 8):
assert xafqLlk3kkUe(ODF7TTtq_kKc[BnuOe7t2jDZ6], xafqLlk3kkUe(SXOLrMavuUCe(b'\t\xb4\xef\x10\x01\xb3\xd9\xd4\x8dr\xe8\xe9'), chr(0b1100100) + chr(0b1011110 + 0o7) + chr(0b1100011) + '\157' + chr(4746 - 4646) + '\145')(chr(0b1110101) + chr(0b1110100) + '\146' + chr(45) + chr(3102 - 3046))) == xafqLlk3kkUe(Iz1jSgUKZDvt, xafqLlk3kkUe(SXOLrMavuUCe(b'\t\xb4\xef\x10\x01\xb3\xd9\xd4\x8dr\xe8\xe9'), chr(0b1011111 + 0o5) + chr(101) + chr(0b1100011) + chr(0b1101011 + 0o4) + chr(100) + chr(8429 - 8328))(chr(7504 - 7387) + chr(0b1110100) + chr(3688 - 3586) + chr(1989 - 1944) + chr(0b11001 + 0o37)))
else:
assert xafqLlk3kkUe(ODF7TTtq_kKc[BnuOe7t2jDZ6], xafqLlk3kkUe(SXOLrMavuUCe(b'\t\xb4\xef\x10\x01\xb3\xd9\xd4\x8dr\xe8\xe9'), '\144' + '\x65' + '\143' + '\157' + '\x64' + '\145')(chr(117) + chr(0b1110100) + chr(0b1100110) + chr(45) + '\070')) == (xafqLlk3kkUe(Iz1jSgUKZDvt, xafqLlk3kkUe(SXOLrMavuUCe(b'\t\xb4\xef\x10\x01\xb3\xd9\xd4\x8dr\xe8\xe9'), '\144' + '\145' + chr(0b1100011) + chr(0b111 + 0o150) + chr(8638 - 8538) + chr(0b1001011 + 0o32))(chr(117) + chr(7356 - 7240) + chr(8424 - 8322) + chr(436 - 391) + chr(56)))[ehT0Px3KOsy9('\060' + chr(0b10001 + 0o136) + chr(48), 8)], ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(0b100000 + 0o21), 0b1000))
for c_U0ERi2jqKp in xafqLlk3kkUe(H9yw8tZKkKME, xafqLlk3kkUe(SXOLrMavuUCe(b'\x03\xb0\xf9;\x02\x99\xe1\xdc\xbcr\xee\xe5\xa4x\x06ai$\x87'), '\x64' + chr(0b1100101) + chr(99) + '\157' + '\x64' + chr(101))(chr(0b1110101) + chr(116) + chr(8906 - 8804) + chr(45) + '\070'))(BnuOe7t2jDZ6, dTprSchKabOH):
del ODF7TTtq_kKc[c_U0ERi2jqKp]
UkrMp_I0RDmo = {}
vSrLKnDgxSv4 = H9yw8tZKkKME.extra_rows
for (AIvJRzLdDfgF, BnuOe7t2jDZ6) in WYXqUHkBa2Bx(xafqLlk3kkUe(H9yw8tZKkKME, xafqLlk3kkUe(SXOLrMavuUCe(b'#\xad\xc5\r\x0b\x93\xe4\x80\xacA\xe0\xe4'), chr(0b1100100) + chr(1701 - 1600) + chr(0b1000001 + 0o42) + chr(111) + chr(9800 - 9700) + '\145')(chr(888 - 771) + chr(0b1110100) + chr(102) + '\x2d' + chr(469 - 413)))):
UkrMp_I0RDmo[AIvJRzLdDfgF] = ODF7TTtq_kKc[BnuOe7t2jDZ6][vSrLKnDgxSv4[BnuOe7t2jDZ6]:]
return UkrMp_I0RDmo
|
quantopian/zipline
|
zipline/pipeline/engine.py
|
SimplePipelineEngine._to_narrow
|
def _to_narrow(self, terms, data, mask, dates, assets):
"""
Convert raw computed pipeline results into a DataFrame for public APIs.
Parameters
----------
terms : dict[str -> Term]
Dict mapping column names to terms.
data : dict[str -> ndarray[ndim=2]]
Dict mapping column names to computed results for those names.
mask : ndarray[bool, ndim=2]
Mask array of values to keep.
dates : ndarray[datetime64, ndim=1]
Row index for arrays `data` and `mask`
assets : ndarray[int64, ndim=2]
Column index for arrays `data` and `mask`
Returns
-------
results : pd.DataFrame
The indices of `results` are as follows:
index : two-tiered MultiIndex of (date, asset).
Contains an entry for each (date, asset) pair corresponding to
a `True` value in `mask`.
columns : Index of str
One column per entry in `data`.
If mask[date, asset] is True, then result.loc[(date, asset), colname]
will contain the value of data[colname][date, asset].
"""
if not mask.any():
# Manually handle the empty DataFrame case. This is a workaround
# to pandas failing to tz_localize an empty dataframe with a
# MultiIndex. It also saves us the work of applying a known-empty
# mask to each array.
#
# Slicing `dates` here to preserve pandas metadata.
empty_dates = dates[:0]
empty_assets = array([], dtype=object)
return DataFrame(
data={
name: array([], dtype=arr.dtype)
for name, arr in iteritems(data)
},
index=MultiIndex.from_arrays([empty_dates, empty_assets]),
)
resolved_assets = array(self._finder.retrieve_all(assets))
dates_kept = repeat_last_axis(dates.values, len(assets))[mask]
assets_kept = repeat_first_axis(resolved_assets, len(dates))[mask]
final_columns = {}
for name in data:
# Each term that computed an output has its postprocess method
# called on the filtered result.
#
# As of Mon May 2 15:38:47 2016, we only use this to convert
# LabelArrays into categoricals.
final_columns[name] = terms[name].postprocess(data[name][mask])
return DataFrame(
data=final_columns,
index=MultiIndex.from_arrays([dates_kept, assets_kept]),
).tz_localize('UTC', level=0)
|
python
|
def _to_narrow(self, terms, data, mask, dates, assets):
"""
Convert raw computed pipeline results into a DataFrame for public APIs.
Parameters
----------
terms : dict[str -> Term]
Dict mapping column names to terms.
data : dict[str -> ndarray[ndim=2]]
Dict mapping column names to computed results for those names.
mask : ndarray[bool, ndim=2]
Mask array of values to keep.
dates : ndarray[datetime64, ndim=1]
Row index for arrays `data` and `mask`
assets : ndarray[int64, ndim=2]
Column index for arrays `data` and `mask`
Returns
-------
results : pd.DataFrame
The indices of `results` are as follows:
index : two-tiered MultiIndex of (date, asset).
Contains an entry for each (date, asset) pair corresponding to
a `True` value in `mask`.
columns : Index of str
One column per entry in `data`.
If mask[date, asset] is True, then result.loc[(date, asset), colname]
will contain the value of data[colname][date, asset].
"""
if not mask.any():
# Manually handle the empty DataFrame case. This is a workaround
# to pandas failing to tz_localize an empty dataframe with a
# MultiIndex. It also saves us the work of applying a known-empty
# mask to each array.
#
# Slicing `dates` here to preserve pandas metadata.
empty_dates = dates[:0]
empty_assets = array([], dtype=object)
return DataFrame(
data={
name: array([], dtype=arr.dtype)
for name, arr in iteritems(data)
},
index=MultiIndex.from_arrays([empty_dates, empty_assets]),
)
resolved_assets = array(self._finder.retrieve_all(assets))
dates_kept = repeat_last_axis(dates.values, len(assets))[mask]
assets_kept = repeat_first_axis(resolved_assets, len(dates))[mask]
final_columns = {}
for name in data:
# Each term that computed an output has its postprocess method
# called on the filtered result.
#
# As of Mon May 2 15:38:47 2016, we only use this to convert
# LabelArrays into categoricals.
final_columns[name] = terms[name].postprocess(data[name][mask])
return DataFrame(
data=final_columns,
index=MultiIndex.from_arrays([dates_kept, assets_kept]),
).tz_localize('UTC', level=0)
|
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] |
Convert raw computed pipeline results into a DataFrame for public APIs.
Parameters
----------
terms : dict[str -> Term]
Dict mapping column names to terms.
data : dict[str -> ndarray[ndim=2]]
Dict mapping column names to computed results for those names.
mask : ndarray[bool, ndim=2]
Mask array of values to keep.
dates : ndarray[datetime64, ndim=1]
Row index for arrays `data` and `mask`
assets : ndarray[int64, ndim=2]
Column index for arrays `data` and `mask`
Returns
-------
results : pd.DataFrame
The indices of `results` are as follows:
index : two-tiered MultiIndex of (date, asset).
Contains an entry for each (date, asset) pair corresponding to
a `True` value in `mask`.
columns : Index of str
One column per entry in `data`.
If mask[date, asset] is True, then result.loc[(date, asset), colname]
will contain the value of data[colname][date, asset].
|
[
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"."
] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/pipeline/engine.py#L608-L672
|
train
|
Convert raw computed pipeline results into a DataFrame for public APIs.
|
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SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9(chr(1019 - 971) + '\x6f' + chr(0b110001) + '\066' + chr(2462 - 2408), 64179 - 64171), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + '\x33' + '\x32' + chr(50), 0o10), ehT0Px3KOsy9(chr(48) + chr(0b101100 + 0o103) + '\x31' + chr(0b110001) + '\x32', ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(0b1100010 + 0o15) + chr(0b11101 + 0o25) + chr(55) + chr(50), 0o10), ehT0Px3KOsy9(chr(1222 - 1174) + chr(2714 - 2603) + '\x31' + '\x37' + chr(0b110100), 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(10082 - 9971) + '\x32' + chr(0b1000 + 0o56) + '\x33', 0b1000), ehT0Px3KOsy9('\060' + chr(0b10011 + 0o134) + '\x31' + chr(54) + '\061', ord("\x08")), ehT0Px3KOsy9(chr(0b1001 + 0o47) + chr(111) + '\066' + chr(951 - 900), 0o10), ehT0Px3KOsy9(chr(0b11100 + 0o24) + chr(0b1101111) + chr(0b110001) + chr(0b100100 + 0o16) + chr(55), 57600 - 57592), ehT0Px3KOsy9('\x30' + chr(111) + '\061' + chr(0b1 + 0o61) + chr(51), 0o10), ehT0Px3KOsy9('\x30' + chr(111) + '\063' + '\x37' + chr(0b1011 + 0o52), 52293 - 52285), ehT0Px3KOsy9('\060' + '\x6f' + chr(1281 - 1232) + chr(51) + '\x30', ord("\x08")), ehT0Px3KOsy9(chr(0b101101 + 0o3) + chr(111) + chr(51) + chr(1811 - 1762) + '\065', 0b1000), ehT0Px3KOsy9(chr(455 - 407) + chr(0b11 + 0o154) + '\062' + '\062' + chr(0b110011), ord("\x08")), ehT0Px3KOsy9(chr(0b100010 + 0o16) + chr(111) + '\x34' + chr(715 - 663), 0o10), ehT0Px3KOsy9('\060' + chr(111) + chr(1999 - 1945) + chr(0b101 + 0o56), 8), ehT0Px3KOsy9(chr(0b110000) + chr(0b1100010 + 0o15) + '\x32' + chr(0b110111) + '\066', 0b1000), ehT0Px3KOsy9('\x30' + chr(111) + '\x36' + chr(52), 0b1000), ehT0Px3KOsy9(chr(766 - 718) + '\157' + '\x32' + '\x37' + '\x32', 8), ehT0Px3KOsy9(chr(0b11 + 0o55) + chr(111) + chr(0b11110 + 0o27) + chr(0b110111), 25836 - 25828), ehT0Px3KOsy9('\060' + '\157' + '\x32' + '\063' + chr(339 - 290), 0o10), ehT0Px3KOsy9(chr(68 - 20) + '\x6f' + chr(50) + chr(683 - 633) + chr(0b10001 + 0o40), ord("\x08")), ehT0Px3KOsy9('\060' + '\x6f' + chr(2267 - 2216) + '\x30' + '\x35', 4647 - 4639), ehT0Px3KOsy9(chr(0b10110 + 0o32) + '\157' + '\061' + chr(1033 - 978) + chr(0b110010), 0b1000), ehT0Px3KOsy9(chr(48) + chr(111) + chr(858 - 808) + chr(2082 - 2028) + '\067', 0o10), ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(0b100000 + 0o21) + chr(1462 - 1414) + chr(1191 - 1142), 41387 - 41379), ehT0Px3KOsy9(chr(0b101000 + 0o10) + chr(9296 - 9185) + chr(0b11110 + 0o25) + chr(1932 - 1882) + chr(0b101011 + 0o7), 8), ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(0b110010) + chr(1725 - 1676) + chr(0b110 + 0o53), ord("\x08")), ehT0Px3KOsy9('\060' + '\157' + '\062' + chr(0b100110 + 0o16) + chr(53), ord("\x08")), ehT0Px3KOsy9(chr(1250 - 1202) + chr(9893 - 9782) + chr(51) + '\062' + chr(0b100100 + 0o14), 0o10), ehT0Px3KOsy9(chr(0b100110 + 0o12) + chr(111) + '\x33' + chr(0b110001) + '\x36', 0b1000), ehT0Px3KOsy9(chr(0b110000) + '\157' + '\x33' + chr(53) + chr(0b10110 + 0o34), ord("\x08")), ehT0Px3KOsy9(chr(0b101011 + 0o5) + chr(0b1101111) + chr(0b1000 + 0o52) + chr(0b101 + 0o53) + chr(0b110000), 0o10), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(51) + '\x31' + '\x34', 0o10), ehT0Px3KOsy9(chr(0b1010 + 0o46) + chr(0b10111 + 0o130) + '\062' + '\065' + '\060', ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(51) + chr(0b110010) + '\067', ord("\x08")), ehT0Px3KOsy9('\x30' + chr(111) + '\x32' + '\063' + chr(0b110111), 0b1000), ehT0Px3KOsy9(chr(0b100100 + 0o14) + chr(0b1011100 + 0o23) + '\065' + chr(1032 - 983), 0b1000), ehT0Px3KOsy9('\060' + chr(6563 - 6452) + '\x33' + chr(0b111 + 0o56) + chr(0b100110 + 0o16), 29433 - 29425), ehT0Px3KOsy9(chr(1344 - 1296) + '\x6f' + chr(1703 - 1652) + chr(0b1 + 0o62) + chr(396 - 341), 49285 - 49277)][WVxHKyX45z_L % ehT0Px3KOsy9(chr(48) + chr(0b1000 + 0o147) + '\x35' + '\060', ord("\x08"))] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'X'), chr(100) + '\145' + '\143' + chr(6773 - 6662) + '\144' + chr(101))(chr(0b1110101) + chr(0b1010000 + 0o44) + chr(4322 - 4220) + chr(0b101101) + chr(0b1010 + 0o56)) + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def czfhOpVX3c2n(oVre8I6UXc3b, XN41EaTdyMxN, ULnjp6D6efFH, Iz1jSgUKZDvt, SLiSZu5nk7Kn, YGFU3oxACPcg):
if not xafqLlk3kkUe(Iz1jSgUKZDvt, xafqLlk3kkUe(SXOLrMavuUCe(b'#\x84\x19\xd3H\xeb&\x042\x11\xb4\x15'), chr(0b101010 + 0o72) + chr(0b1100101) + '\143' + '\157' + chr(2146 - 2046) + chr(101))(chr(0b10110 + 0o137) + chr(0b1110100) + '\x66' + chr(45) + chr(2449 - 2393)))():
qY8lITCF1MsC = SLiSZu5nk7Kn[:ehT0Px3KOsy9(chr(0b11000 + 0o30) + '\157' + chr(2098 - 2050), 5672 - 5664)]
GjCH8sQTzLnT = B0ePDhpqxN5n([], dtype=sR_24x3xd4bh)
return TTWbaLX2VikC(data={AIvJRzLdDfgF: B0ePDhpqxN5n([], dtype=xafqLlk3kkUe(ZxkNvNvuRNy5, xafqLlk3kkUe(SXOLrMavuUCe(b'\x1c\x81\x1c\x835\xf8\x1fV:\x1b\xca\x13'), chr(8515 - 8415) + chr(605 - 504) + chr(3836 - 3737) + chr(0b1101111) + chr(100) + chr(101))(chr(0b1110101) + chr(116) + chr(0b1010010 + 0o24) + '\055' + chr(0b111000)))) for (AIvJRzLdDfgF, ZxkNvNvuRNy5) in WYXqUHkBa2Bx(ULnjp6D6efFH)}, index=xafqLlk3kkUe(X6ABZiFGr623, xafqLlk3kkUe(SXOLrMavuUCe(b'\x10\xa0%\xd7#\xd2\x03A6*\x8e'), chr(100) + chr(101) + chr(0b1000001 + 0o42) + '\157' + '\144' + chr(8389 - 8288))('\x75' + chr(0b10000 + 0o144) + '\x66' + chr(0b101101) + chr(56)))([qY8lITCF1MsC, GjCH8sQTzLnT]))
wWwpsdkCkRj7 = B0ePDhpqxN5n(oVre8I6UXc3b._finder.retrieve_all(YGFU3oxACPcg))
HtG6k_wVaPS6 = dL7AaJSVwYmy(SLiSZu5nk7Kn.SPnCNu54H1db, c2A0yzQpDQB3(YGFU3oxACPcg))[Iz1jSgUKZDvt]
NGeQo9ovdag7 = ahH60iEANaPk(wWwpsdkCkRj7, c2A0yzQpDQB3(SLiSZu5nk7Kn))[Iz1jSgUKZDvt]
QHMwZLBBd0DG = {}
for AIvJRzLdDfgF in ULnjp6D6efFH:
QHMwZLBBd0DG[AIvJRzLdDfgF] = XN41EaTdyMxN[AIvJRzLdDfgF].postprocess(ULnjp6D6efFH[AIvJRzLdDfgF][Iz1jSgUKZDvt])
return xafqLlk3kkUe(TTWbaLX2VikC(data=QHMwZLBBd0DG, index=X6ABZiFGr623.from_arrays([HtG6k_wVaPS6, NGeQo9ovdag7])), xafqLlk3kkUe(SXOLrMavuUCe(b'\x02\xa8\x15\xd6\x13\xd0\x10_>)\x98'), '\x64' + '\145' + chr(0b1100011) + '\157' + chr(0b1100100) + '\x65')(chr(117) + '\x74' + chr(0b1100110) + '\055' + chr(1753 - 1697)))(xafqLlk3kkUe(SXOLrMavuUCe(b'#\x86\t'), chr(0b1100100) + chr(5902 - 5801) + chr(0b110100 + 0o57) + chr(111) + '\x64' + '\145')(chr(0b0 + 0o165) + chr(0b1011101 + 0o27) + '\x66' + chr(0b101101) + chr(0b111000)), level=ehT0Px3KOsy9(chr(1231 - 1183) + chr(111) + chr(48), 8))
|
quantopian/zipline
|
zipline/pipeline/engine.py
|
SimplePipelineEngine._validate_compute_chunk_params
|
def _validate_compute_chunk_params(self,
graph,
dates,
sids,
initial_workspace):
"""
Verify that the values passed to compute_chunk are well-formed.
"""
root = self._root_mask_term
clsname = type(self).__name__
# Writing this out explicitly so this errors in testing if we change
# the name without updating this line.
compute_chunk_name = self.compute_chunk.__name__
if root not in initial_workspace:
raise AssertionError(
"root_mask values not supplied to {cls}.{method}".format(
cls=clsname,
method=compute_chunk_name,
)
)
shape = initial_workspace[root].shape
implied_shape = len(dates), len(sids)
if shape != implied_shape:
raise AssertionError(
"root_mask shape is {shape}, but received dates/assets "
"imply that shape should be {implied}".format(
shape=shape,
implied=implied_shape,
)
)
for term in initial_workspace:
if self._is_special_root_term(term):
continue
if term.domain is GENERIC:
# XXX: We really shouldn't allow **any** generic terms to be
# populated in the initial workspace. A generic term, by
# definition, can't correspond to concrete data until it's
# paired with a domain, and populate_initial_workspace isn't
# given the domain of execution, so it can't possibly know what
# data to use when populating a generic term.
#
# In our current implementation, however, we don't have a good
# way to represent specializations of ComputableTerms that take
# only generic inputs, so there's no good way for the initial
# workspace to provide data for such terms except by populating
# the generic ComputableTerm.
#
# The right fix for the above is to implement "full
# specialization", i.e., implementing ``specialize`` uniformly
# across all terms, not just LoadableTerms. Having full
# specialization will also remove the need for all of the
# remaining ``maybe_specialize`` calls floating around in this
# file.
#
# In the meantime, disallowing ComputableTerms in the initial
# workspace would break almost every test in
# `test_filter`/`test_factor`/`test_classifier`, and fixing
# them would require updating all those tests to compute with
# more specialized terms. Once we have full specialization, we
# can fix all the tests without a large volume of edits by
# simply specializing their workspaces, so for now I'm leaving
# this in place as a somewhat sharp edge.
if isinstance(term, LoadableTerm):
raise ValueError(
"Loadable workspace terms must be specialized to a "
"domain, but got generic term {}".format(term)
)
elif term.domain != graph.domain:
raise ValueError(
"Initial workspace term {} has domain {}. "
"Does not match pipeline domain {}".format(
term, term.domain, graph.domain,
)
)
|
python
|
def _validate_compute_chunk_params(self,
graph,
dates,
sids,
initial_workspace):
"""
Verify that the values passed to compute_chunk are well-formed.
"""
root = self._root_mask_term
clsname = type(self).__name__
# Writing this out explicitly so this errors in testing if we change
# the name without updating this line.
compute_chunk_name = self.compute_chunk.__name__
if root not in initial_workspace:
raise AssertionError(
"root_mask values not supplied to {cls}.{method}".format(
cls=clsname,
method=compute_chunk_name,
)
)
shape = initial_workspace[root].shape
implied_shape = len(dates), len(sids)
if shape != implied_shape:
raise AssertionError(
"root_mask shape is {shape}, but received dates/assets "
"imply that shape should be {implied}".format(
shape=shape,
implied=implied_shape,
)
)
for term in initial_workspace:
if self._is_special_root_term(term):
continue
if term.domain is GENERIC:
# XXX: We really shouldn't allow **any** generic terms to be
# populated in the initial workspace. A generic term, by
# definition, can't correspond to concrete data until it's
# paired with a domain, and populate_initial_workspace isn't
# given the domain of execution, so it can't possibly know what
# data to use when populating a generic term.
#
# In our current implementation, however, we don't have a good
# way to represent specializations of ComputableTerms that take
# only generic inputs, so there's no good way for the initial
# workspace to provide data for such terms except by populating
# the generic ComputableTerm.
#
# The right fix for the above is to implement "full
# specialization", i.e., implementing ``specialize`` uniformly
# across all terms, not just LoadableTerms. Having full
# specialization will also remove the need for all of the
# remaining ``maybe_specialize`` calls floating around in this
# file.
#
# In the meantime, disallowing ComputableTerms in the initial
# workspace would break almost every test in
# `test_filter`/`test_factor`/`test_classifier`, and fixing
# them would require updating all those tests to compute with
# more specialized terms. Once we have full specialization, we
# can fix all the tests without a large volume of edits by
# simply specializing their workspaces, so for now I'm leaving
# this in place as a somewhat sharp edge.
if isinstance(term, LoadableTerm):
raise ValueError(
"Loadable workspace terms must be specialized to a "
"domain, but got generic term {}".format(term)
)
elif term.domain != graph.domain:
raise ValueError(
"Initial workspace term {} has domain {}. "
"Does not match pipeline domain {}".format(
term, term.domain, graph.domain,
)
)
|
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Verify that the values passed to compute_chunk are well-formed.
|
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] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/pipeline/engine.py#L674-L752
|
train
|
Verify that the values passed to compute_chunk are well - formed.
|
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SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9(chr(84 - 36) + chr(4965 - 4854) + chr(51) + chr(54) + chr(2272 - 2218), 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(0b1110 + 0o141) + chr(1094 - 1044) + chr(2177 - 2124), 35490 - 35482), ehT0Px3KOsy9(chr(0b101111 + 0o1) + chr(347 - 236) + chr(652 - 603) + chr(55) + chr(0b110110), 0b1000), ehT0Px3KOsy9(chr(0b101011 + 0o5) + chr(1473 - 1362) + chr(0b101001 + 0o10) + chr(0b1100 + 0o47) + chr(54), 0b1000), ehT0Px3KOsy9('\x30' + '\x6f' + '\062' + chr(1933 - 1884) + chr(1943 - 1895), 0o10), ehT0Px3KOsy9(chr(0b1111 + 0o41) + chr(7735 - 7624) + chr(0b110100), ord("\x08")), ehT0Px3KOsy9('\060' + chr(111) + chr(50) + chr(1343 - 1294) + chr(489 - 439), 0b1000), ehT0Px3KOsy9(chr(48) + chr(0b101000 + 0o107) + chr(0b110011) + '\x31' + chr(0b110010), 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(111) + '\x35' + '\061', 0o10), ehT0Px3KOsy9('\x30' + chr(0b1101111) + '\x33' + chr(0b110110) + '\x37', 15102 - 15094), ehT0Px3KOsy9('\x30' + '\x6f' + chr(51) + chr(0b100 + 0o62) + chr(49), 0o10), ehT0Px3KOsy9(chr(1219 - 1171) + chr(111) + chr(50) + '\x36' + '\x33', 0o10), ehT0Px3KOsy9(chr(48) + chr(0b101011 + 0o104) + chr(51) + chr(55) + chr(1566 - 1517), 0b1000), ehT0Px3KOsy9(chr(1312 - 1264) + chr(111) + chr(0b100000 + 0o21) + '\x31' + chr(0b110111), 0b1000), ehT0Px3KOsy9('\060' + '\x6f' + chr(50) + '\063' + '\067', ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(0b111001 + 0o66) + '\063' + '\x33' + chr(0b110101), 0b1000), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + '\061' + chr(0b110101) + '\x30', 8730 - 8722), ehT0Px3KOsy9(chr(48) + '\x6f' + '\x31' + chr(0b110010) + chr(0b110001), 6133 - 6125), ehT0Px3KOsy9(chr(0b110000) + chr(7541 - 7430) + '\x36', 48424 - 48416), ehT0Px3KOsy9(chr(367 - 319) + '\x6f' + chr(51) + chr(0b110100) + chr(0b110010), 54410 - 54402), ehT0Px3KOsy9(chr(2226 - 2178) + '\x6f' + '\x33' + chr(2421 - 2370) + chr(52), ord("\x08")), ehT0Px3KOsy9('\060' + '\157' + chr(51) + chr(0b110011) + chr(2573 - 2518), 0b1000), ehT0Px3KOsy9('\060' + chr(0b1101111) + '\061' + chr(0b110000) + '\x30', 0o10), ehT0Px3KOsy9(chr(725 - 677) + chr(0b110101 + 0o72) + '\x32' + chr(0b110001) + chr(0b100110 + 0o17), ord("\x08")), ehT0Px3KOsy9('\060' + chr(0b1101010 + 0o5) + '\x32' + chr(50) + chr(51), 0o10), ehT0Px3KOsy9(chr(0b11101 + 0o23) + chr(517 - 406) + chr(0b110 + 0o53) + '\x32' + chr(0b110011), ord("\x08")), ehT0Px3KOsy9(chr(0b1010 + 0o46) + chr(0b1011000 + 0o27) + chr(0b11000 + 0o33) + '\066' + '\060', 0o10), ehT0Px3KOsy9(chr(2079 - 2031) + chr(0b1101111) + chr(0b110010) + chr(0b10010 + 0o42) + chr(49), ord("\x08")), ehT0Px3KOsy9('\x30' + '\157' + '\062' + chr(1806 - 1758) + chr(0b110101), 0b1000), ehT0Px3KOsy9(chr(0b1110 + 0o42) + '\157' + chr(0b110101), 0o10), ehT0Px3KOsy9('\x30' + chr(12214 - 12103) + '\066' + chr(0b110000), 44240 - 44232), ehT0Px3KOsy9('\060' + chr(0b1000110 + 0o51) + chr(0b110010) + chr(0b110011) + chr(0b110110), 0o10), ehT0Px3KOsy9('\060' + '\157' + '\x33' + chr(50), 0b1000), ehT0Px3KOsy9('\060' + chr(0b1101111) + '\x31' + '\064' + '\x32', ord("\x08")), ehT0Px3KOsy9(chr(0b10 + 0o56) + '\157' + '\062' + chr(2310 - 2256) + chr(53), 31517 - 31509), ehT0Px3KOsy9('\060' + '\x6f' + '\x33' + chr(53) + '\063', 0b1000), ehT0Px3KOsy9(chr(66 - 18) + chr(0b10000 + 0o137) + chr(49) + '\064', 0o10), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(50) + chr(597 - 546) + chr(55), 8), ehT0Px3KOsy9('\060' + '\x6f' + chr(1275 - 1226) + chr(0b1100 + 0o51) + chr(53), 0b1000), ehT0Px3KOsy9(chr(1068 - 1020) + '\x6f' + chr(786 - 737) + chr(53) + '\x33', ord("\x08"))][WVxHKyX45z_L % ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(0b110101) + '\x30', ord("\x08"))] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'\xd8'), chr(0b1100100) + chr(0b1100101) + chr(1095 - 996) + chr(9844 - 9733) + '\x64' + '\x65')('\x75' + '\164' + chr(0b1100110) + chr(45) + '\x38') + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def ZITSHhSuehMZ(oVre8I6UXc3b, H9yw8tZKkKME, SLiSZu5nk7Kn, vpNBss375oFz, UA_xrSW_iNom):
FiL2Xt3u2AMN = oVre8I6UXc3b._root_mask_term
Dt4PDLh0nfgN = wmQmyeWBmUpv(oVre8I6UXc3b).Gbej4oZqKLA6
TVqlrzMcWSkx = oVre8I6UXc3b.compute_chunk.Gbej4oZqKLA6
if FiL2Xt3u2AMN not in UA_xrSW_iNom:
raise vcEHXBQXuDuh(xafqLlk3kkUe(xafqLlk3kkUe(SXOLrMavuUCe(b'\x84z\x11*\xd7i\xeb\xb9B\xd7\x87\xd2\x95:\xfa\xaeH?i\x96\xfc\xac5\xfd\xe3?\x99\xc4\xe1%D\xf1:\x19\xd6\x87\x7f\xe2C\x10\x9bp\n6\xe7`\xf7'), '\x64' + '\x65' + '\143' + chr(2458 - 2347) + chr(9948 - 9848) + chr(0b1100101))(chr(117) + '\164' + chr(3882 - 3780) + '\x2d' + chr(0b100111 + 0o21)), xafqLlk3kkUe(SXOLrMavuUCe(b'\xa0!\x0c1\xc0e\xd9\xf9y\x87\x94\xd9'), '\x64' + chr(0b111110 + 0o47) + chr(0b1011010 + 0o11) + chr(0b1101111) + '\x64' + '\x65')('\x75' + chr(116) + chr(0b1100110) + '\055' + chr(56)))(cls=Dt4PDLh0nfgN, method=TVqlrzMcWSkx))
nauYfLglTpcb = UA_xrSW_iNom[FiL2Xt3u2AMN].nauYfLglTpcb
Gfg7xPlz3_QT = (c2A0yzQpDQB3(SLiSZu5nk7Kn), c2A0yzQpDQB3(vpNBss375oFz))
if nauYfLglTpcb != Gfg7xPlz3_QT:
raise vcEHXBQXuDuh(xafqLlk3kkUe(xafqLlk3kkUe(SXOLrMavuUCe(b'\x84z\x11*\xd7i\xeb\xb9B\xd7\x82\xdb\x98?\xfa\xfd\x01"&\x99\xaf\xb7!\xfd\xf6.\xdc\x81\xe7pD\xbeh\x07\xd6\x8ee\xe9\x08\x0f\xd6q\x1f*\xedw\xa5\xabZ\x84\x94\xc7\x8ao\xf6\xb0\x18=\x7f\xc2\xa8\xb7!\xf9\xb3 \x98\xc0\xf5`\x10\xedr\r\xc0\x87h\xbf\x0f\x0e\xd6n\x173\xf8h\xe3\xafM\x8a'), chr(0b1100100) + '\x65' + chr(0b1010011 + 0o20) + '\157' + chr(100) + chr(0b101111 + 0o66))('\165' + '\164' + '\x66' + chr(0b101101) + chr(1434 - 1378)), xafqLlk3kkUe(SXOLrMavuUCe(b'\xa0!\x0c1\xc0e\xd9\xf9y\x87\x94\xd9'), '\144' + chr(101) + '\x63' + chr(10079 - 9968) + chr(100) + chr(9499 - 9398))(chr(0b1110101) + '\x74' + '\146' + chr(45) + chr(2265 - 2209)))(shape=nauYfLglTpcb, implied=Gfg7xPlz3_QT))
for BnuOe7t2jDZ6 in UA_xrSW_iNom:
if xafqLlk3kkUe(oVre8I6UXc3b, xafqLlk3kkUe(SXOLrMavuUCe(b'\xa9|\r\x01\xfbt\xef\xa9@\x96\x9d\xec\x8b \xf0\xa97%c\x90\xb1'), chr(0b11001 + 0o113) + chr(3097 - 2996) + chr(0b1100000 + 0o3) + chr(3443 - 3332) + chr(2182 - 2082) + '\145')(chr(0b1110101) + chr(11899 - 11783) + chr(7565 - 7463) + chr(45) + '\070'))(BnuOe7t2jDZ6):
continue
if xafqLlk3kkUe(BnuOe7t2jDZ6, xafqLlk3kkUe(SXOLrMavuUCe(b'\x86f\x17$\xee|\xd3\x95F\xb4\x9e\xe5'), chr(0b101000 + 0o74) + '\145' + chr(99) + chr(0b1101111) + chr(0b1100100) + '\145')(chr(0b110100 + 0o101) + chr(0b1011 + 0o151) + '\146' + chr(144 - 99) + chr(56))) is kxwMF5OOnoDq:
if PlSM16l2KDPD(BnuOe7t2jDZ6, p6lYdHiP4DL2):
raise q1QCh3W88sgk(xafqLlk3kkUe(xafqLlk3kkUe(SXOLrMavuUCe(b"\xbaz\x1f:\xe9f\xe6\xaf\t\x80\x9e\xc1\x92<\xef\xbc\x0b4&\x96\xb9\xad-\xfe\xb3>\x85\xd2\xf1%R\xfb:\x11\xc5\x8eo\xf6\x0c\x07\x9fo\x1b:\xa8p\xe5\xeaH\xd7\x95\xdc\x94.\xf6\xb3Dqd\x97\xa8\xff'\xe2\xe7s\x97\xc4\xeb`B\xf7yB\xc1\x8e~\xf2M\x10\x8b"), chr(0b1010101 + 0o17) + '\x65' + '\143' + chr(111) + chr(0b1100100) + '\145')('\x75' + chr(3558 - 3442) + '\146' + chr(0b1011 + 0o42) + chr(2365 - 2309)), xafqLlk3kkUe(SXOLrMavuUCe(b'\xa0!\x0c1\xc0e\xd9\xf9y\x87\x94\xd9'), '\144' + chr(946 - 845) + '\x63' + '\157' + chr(100) + '\x65')(chr(0b1110101 + 0o0) + chr(10489 - 10373) + chr(0b1100110) + chr(0b101101) + '\x38'))(BnuOe7t2jDZ6))
elif xafqLlk3kkUe(BnuOe7t2jDZ6, xafqLlk3kkUe(SXOLrMavuUCe(b'\x86f\x17$\xee|\xd3\x95F\xb4\x9e\xe5'), '\x64' + chr(101) + '\x63' + chr(0b110100 + 0o73) + chr(0b1101 + 0o127) + '\x65')(chr(7679 - 7562) + chr(0b110110 + 0o76) + '\146' + chr(45) + chr(56))) != xafqLlk3kkUe(H9yw8tZKkKME, xafqLlk3kkUe(SXOLrMavuUCe(b'\x86f\x17$\xee|\xd3\x95F\xb4\x9e\xe5'), chr(100) + chr(2390 - 2289) + chr(0b100010 + 0o101) + chr(0b1101111) + chr(8781 - 8681) + chr(0b1100101))(chr(0b11001 + 0o134) + chr(0b1110100) + '\x66' + chr(0b100010 + 0o13) + '\x38')):
raise q1QCh3W88sgk(xafqLlk3kkUe(xafqLlk3kkUe(SXOLrMavuUCe(b'\xbf{\x17*\xe1e\xe6\xea^\x98\x83\xd8\x8a?\xfe\xbe\rqr\x87\xae\xb2`\xf6\xees\x98\xc0\xf6%T\xf1w\x03\xdc\x85,\xe4\x10E\xd6Q\x11;\xfb$\xe4\xa5]\xd7\x9c\xd2\x8d,\xf7\xfd\x188v\x87\xb0\xb6.\xe8\xb37\x9f\xcc\xe4l^\xbea\x1f'), chr(0b1100100) + '\145' + '\143' + chr(7921 - 7810) + '\144' + chr(0b100 + 0o141))(chr(0b1110101) + chr(9464 - 9348) + chr(0b1010110 + 0o20) + chr(0b101011 + 0o2) + '\x38'), xafqLlk3kkUe(SXOLrMavuUCe(b'\xa0!\x0c1\xc0e\xd9\xf9y\x87\x94\xd9'), chr(0b1001001 + 0o33) + '\145' + '\x63' + chr(0b1101111) + chr(6498 - 6398) + chr(6182 - 6081))(chr(0b100001 + 0o124) + '\x74' + chr(102) + '\x2d' + chr(0b10011 + 0o45)))(BnuOe7t2jDZ6, xafqLlk3kkUe(BnuOe7t2jDZ6, xafqLlk3kkUe(SXOLrMavuUCe(b'\x86f\x17$\xee|\xd3\x95F\xb4\x9e\xe5'), chr(5282 - 5182) + chr(101) + chr(99) + chr(0b1101111) + '\x64' + chr(7144 - 7043))('\165' + '\x74' + '\146' + chr(0b100000 + 0o15) + chr(56))), xafqLlk3kkUe(H9yw8tZKkKME, xafqLlk3kkUe(SXOLrMavuUCe(b'\x86f\x17$\xee|\xd3\x95F\xb4\x9e\xe5'), '\144' + chr(1589 - 1488) + '\143' + chr(0b1101111) + chr(100) + chr(0b1100101))('\x75' + '\x74' + chr(102) + chr(0b101101) + chr(56)))))
|
quantopian/zipline
|
zipline/pipeline/engine.py
|
SimplePipelineEngine.resolve_domain
|
def resolve_domain(self, pipeline):
"""Resolve a concrete domain for ``pipeline``.
"""
domain = pipeline.domain(default=self._default_domain)
if domain is GENERIC:
raise ValueError(
"Unable to determine domain for Pipeline.\n"
"Pass domain=<desired domain> to your Pipeline to set a "
"domain."
)
return domain
|
python
|
def resolve_domain(self, pipeline):
"""Resolve a concrete domain for ``pipeline``.
"""
domain = pipeline.domain(default=self._default_domain)
if domain is GENERIC:
raise ValueError(
"Unable to determine domain for Pipeline.\n"
"Pass domain=<desired domain> to your Pipeline to set a "
"domain."
)
return domain
|
[
"def",
"resolve_domain",
"(",
"self",
",",
"pipeline",
")",
":",
"domain",
"=",
"pipeline",
".",
"domain",
"(",
"default",
"=",
"self",
".",
"_default_domain",
")",
"if",
"domain",
"is",
"GENERIC",
":",
"raise",
"ValueError",
"(",
"\"Unable to determine domain for Pipeline.\\n\"",
"\"Pass domain=<desired domain> to your Pipeline to set a \"",
"\"domain.\"",
")",
"return",
"domain"
] |
Resolve a concrete domain for ``pipeline``.
|
[
"Resolve",
"a",
"concrete",
"domain",
"for",
"pipeline",
"."
] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/pipeline/engine.py#L754-L764
|
train
|
Resolve a concrete domain for the given Pipeline.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9(chr(0b110000) + chr(0b1011110 + 0o21) + '\061' + chr(0b10 + 0o63) + '\x32', 30293 - 30285), ehT0Px3KOsy9(chr(855 - 807) + '\157' + chr(51) + chr(1839 - 1787) + chr(49), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(50) + '\x32' + chr(1414 - 1365), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(0b110011) + chr(49) + chr(49), ord("\x08")), ehT0Px3KOsy9(chr(48) + '\x6f' + '\061' + chr(0b110100) + chr(0b11100 + 0o24), 6537 - 6529), ehT0Px3KOsy9(chr(48) + chr(8348 - 8237) + chr(0b100010 + 0o21) + chr(55) + '\x31', 0o10), ehT0Px3KOsy9(chr(526 - 478) + chr(0b1000100 + 0o53) + chr(49) + chr(0b10101 + 0o42) + '\067', 54493 - 54485), ehT0Px3KOsy9(chr(0b110000) + chr(0b110011 + 0o74) + chr(2999 - 2944) + chr(1350 - 1302), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(1893 - 1839) + chr(927 - 879), 0b1000), ehT0Px3KOsy9('\060' + '\x6f' + '\x31' + chr(0b10010 + 0o43) + chr(475 - 425), 8), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(0b1111 + 0o47) + '\x35', ord("\x08")), ehT0Px3KOsy9('\x30' + chr(11968 - 11857) + chr(0b11111 + 0o22) + chr(50) + chr(0b110001), 0o10), ehT0Px3KOsy9(chr(0b101000 + 0o10) + '\157' + chr(0b1 + 0o61) + chr(48) + chr(53), 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(0b11011 + 0o26) + '\x34' + '\065', 3856 - 3848), ehT0Px3KOsy9(chr(0b110000) + chr(0b111110 + 0o61) + chr(51) + chr(51) + '\062', 0b1000), ehT0Px3KOsy9(chr(48) + chr(964 - 853) + chr(51) + chr(1390 - 1342) + chr(0b10 + 0o61), 0b1000), ehT0Px3KOsy9('\060' + '\x6f' + chr(0b110011) + chr(0b110010) + '\065', 0b1000), ehT0Px3KOsy9(chr(48) + '\x6f' + '\x31' + '\x32' + '\066', 3243 - 3235), ehT0Px3KOsy9(chr(0b110000) + chr(0b11 + 0o154) + chr(0b110001) + chr(1359 - 1307) + chr(198 - 150), 8), ehT0Px3KOsy9('\060' + chr(0b1000001 + 0o56) + '\063' + chr(62 - 14) + chr(2132 - 2084), 0o10), ehT0Px3KOsy9(chr(0b10101 + 0o33) + chr(0b1101111) + chr(0b1111 + 0o47) + '\x34', ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(2688 - 2577) + '\061' + '\x36' + '\x37', ord("\x08")), ehT0Px3KOsy9(chr(63 - 15) + chr(0b1101111) + '\x31' + '\x31' + chr(729 - 679), 65430 - 65422), ehT0Px3KOsy9('\060' + '\157' + chr(247 - 197) + chr(1636 - 1581) + '\x31', 30959 - 30951), ehT0Px3KOsy9(chr(0b111 + 0o51) + '\157' + chr(0b100110 + 0o14) + chr(0b110001) + chr(49), ord("\x08")), ehT0Px3KOsy9(chr(2169 - 2121) + chr(0b110110 + 0o71) + '\x31' + '\064' + chr(49), 60011 - 60003), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(0b10011 + 0o36) + chr(2597 - 2544) + chr(0b110001), 18381 - 18373), ehT0Px3KOsy9(chr(1563 - 1515) + chr(0b1001110 + 0o41) + chr(50) + chr(457 - 408), 0b1000), ehT0Px3KOsy9('\x30' + chr(0b1101111) + '\062' + chr(55) + '\065', 0b1000), ehT0Px3KOsy9(chr(352 - 304) + chr(111) + chr(0b110101) + chr(0b100000 + 0o25), 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(0b10100 + 0o133) + chr(2295 - 2244) + chr(395 - 347) + chr(0b110000), 8), ehT0Px3KOsy9('\060' + chr(111) + chr(0b10110 + 0o35) + chr(0b11000 + 0o30) + '\061', ord("\x08")), ehT0Px3KOsy9('\060' + chr(0b1100110 + 0o11) + '\062' + chr(0b11011 + 0o26) + chr(473 - 422), 34012 - 34004), ehT0Px3KOsy9(chr(48) + chr(12022 - 11911) + '\x32' + '\067' + chr(51), 0b1000), ehT0Px3KOsy9('\060' + chr(5797 - 5686) + '\062' + chr(53) + '\x37', ord("\x08")), ehT0Px3KOsy9('\060' + chr(0b10111 + 0o130) + chr(0b110010) + chr(115 - 67), 0b1000), ehT0Px3KOsy9(chr(48) + chr(11623 - 11512) + chr(0b110011) + chr(0b111 + 0o57) + chr(0b110000 + 0o3), 0o10), ehT0Px3KOsy9('\x30' + '\157' + chr(809 - 760) + '\062' + chr(299 - 247), 0o10), ehT0Px3KOsy9('\060' + '\x6f' + chr(0b10111 + 0o32) + chr(55) + chr(0b11011 + 0o25), 0b1000), ehT0Px3KOsy9(chr(0b1011 + 0o45) + chr(0b1001010 + 0o45) + '\063' + chr(0b110001) + chr(52), 53924 - 53916)][WVxHKyX45z_L % ehT0Px3KOsy9('\x30' + '\x6f' + chr(53) + chr(258 - 210), 0o10)] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'D'), chr(1935 - 1835) + chr(0b1100101) + chr(0b1100011) + '\157' + chr(0b11000 + 0o114) + '\145')('\x75' + '\164' + chr(0b1100010 + 0o4) + chr(0b100010 + 0o13) + chr(0b101110 + 0o12)) + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def DLtxX9M2UrHO(oVre8I6UXc3b, ri8yqNQ1eQuR):
psizfxY_oCoV = ri8yqNQ1eQuR.psizfxY_oCoV(default=oVre8I6UXc3b._default_domain)
if psizfxY_oCoV is kxwMF5OOnoDq:
raise q1QCh3W88sgk(xafqLlk3kkUe(SXOLrMavuUCe(b"?\x8f\xf0\xab\x0c\x9c_L_JQ4\xf1\x00\xa8\xae\xbc8\x05\xe0P\x18'\xd8\xe0\x0fIw\xd2_\xe0\x91\xe2\xcb\xca|\x9a:\x1d\xe2`\xb1\xf0\xba\x13\xd9\x1bW]\x0b\\?\xb8Y\xbe\xa6\xa6?\x12\xa5PW.\xd6\xe4\x00\x00\x7f\x83\r\xb4\xae\xab\xc2\xc0e\x81t(\xa5\x1a\x84\xfd\xa0\x0e\x9c_L_JF4\xf1E\xbb\xe3\xb19\r\xa1]\x19d"), '\x64' + '\x65' + '\x63' + chr(10847 - 10736) + chr(5243 - 5143) + chr(0b111111 + 0o46))('\x75' + chr(586 - 470) + '\146' + chr(45) + chr(3026 - 2970)))
return psizfxY_oCoV
|
quantopian/zipline
|
zipline/utils/api_support.py
|
require_initialized
|
def require_initialized(exception):
"""
Decorator for API methods that should only be called after
TradingAlgorithm.initialize. `exception` will be raised if the method is
called before initialize has completed.
Examples
--------
@require_initialized(SomeException("Don't do that!"))
def method(self):
# Do stuff that should only be allowed after initialize.
"""
def decorator(method):
@wraps(method)
def wrapped_method(self, *args, **kwargs):
if not self.initialized:
raise exception
return method(self, *args, **kwargs)
return wrapped_method
return decorator
|
python
|
def require_initialized(exception):
"""
Decorator for API methods that should only be called after
TradingAlgorithm.initialize. `exception` will be raised if the method is
called before initialize has completed.
Examples
--------
@require_initialized(SomeException("Don't do that!"))
def method(self):
# Do stuff that should only be allowed after initialize.
"""
def decorator(method):
@wraps(method)
def wrapped_method(self, *args, **kwargs):
if not self.initialized:
raise exception
return method(self, *args, **kwargs)
return wrapped_method
return decorator
|
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Decorator for API methods that should only be called after
TradingAlgorithm.initialize. `exception` will be raised if the method is
called before initialize has completed.
Examples
--------
@require_initialized(SomeException("Don't do that!"))
def method(self):
# Do stuff that should only be allowed after initialize.
|
[
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] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/utils/api_support.py#L86-L105
|
train
|
Decorator for API methods that should only be called after TradingAlgorithm. initialize.
|
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SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(323 - 274) + chr(0b110001) + chr(0b110001), ord("\x08")), ehT0Px3KOsy9('\x30' + chr(111) + chr(1947 - 1898) + chr(52) + chr(0b11001 + 0o34), ord("\x08")), ehT0Px3KOsy9(chr(0b1100 + 0o44) + '\157' + chr(0b110001) + '\061' + '\x36', ord("\x08")), ehT0Px3KOsy9(chr(48) + '\x6f' + chr(0b100 + 0o55) + chr(0b100010 + 0o22) + '\067', 0b1000), ehT0Px3KOsy9(chr(421 - 373) + '\157' + '\x32' + '\x37' + '\x31', 0b1000), ehT0Px3KOsy9(chr(1742 - 1694) + chr(111) + '\061' + chr(0b110001) + '\x30', 0b1000), ehT0Px3KOsy9(chr(48) + chr(0b1100100 + 0o13) + chr(0b100110 + 0o14) + '\062' + chr(52), 0o10), ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(932 - 883) + chr(0b11010 + 0o30), 4843 - 4835), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + '\061' + chr(0b100001 + 0o23) + chr(0b101100 + 0o11), 8), ehT0Px3KOsy9(chr(2129 - 2081) + chr(0b1101111) + chr(49) + chr(93 - 39) + chr(1974 - 1922), 57216 - 57208), ehT0Px3KOsy9('\x30' + chr(0b1101111) + '\062' + chr(2760 - 2705) + chr(0b1100 + 0o45), 8), ehT0Px3KOsy9(chr(48) + '\157' + chr(51) + chr(0b110111) + chr(51), 19527 - 19519), ehT0Px3KOsy9('\x30' + chr(111) + '\063' + chr(1137 - 1084) + chr(2180 - 2125), ord("\x08")), ehT0Px3KOsy9(chr(2010 - 1962) + '\157' + chr(0b110001) + chr(1904 - 1856) + chr(1832 - 1784), 0b1000), ehT0Px3KOsy9(chr(1822 - 1774) + chr(0b110100 + 0o73) + '\061' + chr(0b110101), 0o10), ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(0b110100) + chr(633 - 580), ord("\x08")), ehT0Px3KOsy9(chr(48) + '\x6f' + chr(49) + '\066' + chr(0b110101), 0b1000), ehT0Px3KOsy9(chr(0b1000 + 0o50) + '\157' + '\061' + chr(2252 - 2202), 8), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + '\062' + '\x31' + chr(50), 0o10), ehT0Px3KOsy9(chr(607 - 559) + chr(11849 - 11738) + chr(0b110001) + chr(0b110000), 28327 - 28319), ehT0Px3KOsy9('\060' + chr(0b1000111 + 0o50) + chr(49) + chr(0b111 + 0o57) + '\x34', 8), ehT0Px3KOsy9(chr(0b10 + 0o56) + '\157' + '\x31' + '\063' + chr(49), 10128 - 10120), ehT0Px3KOsy9('\060' + '\x6f' + '\x33' + '\062' + chr(0b111 + 0o56), 0b1000), ehT0Px3KOsy9('\060' + '\157' + '\x31' + chr(50) + chr(0b110001), 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(0b110001) + chr(49) + chr(530 - 476), 8), ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(0b11100 + 0o25) + '\060' + '\066', ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(1499 - 1388) + chr(1030 - 981) + '\x31' + chr(53), 0o10), ehT0Px3KOsy9(chr(0b101111 + 0o1) + chr(5564 - 5453) + chr(49) + '\x30' + chr(0b110001), 52177 - 52169), ehT0Px3KOsy9(chr(0b10000 + 0o40) + '\x6f' + chr(0b110010) + chr(0b100010 + 0o24) + chr(0b110100), 59931 - 59923), ehT0Px3KOsy9(chr(48) + '\157' + '\x37' + chr(1162 - 1109), 44052 - 44044), ehT0Px3KOsy9(chr(0b100111 + 0o11) + chr(111) + chr(0b110001) + '\x35' + '\067', 0b1000), ehT0Px3KOsy9(chr(0b101111 + 0o1) + chr(0b1101111) + '\061' + chr(0b110011) + '\x31', 8), ehT0Px3KOsy9(chr(0b10010 + 0o36) + chr(0b1010101 + 0o32) + chr(1683 - 1630) + '\x30', 60223 - 60215), ehT0Px3KOsy9('\x30' + chr(0b100111 + 0o110) + '\x33' + chr(549 - 497) + '\x34', 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(54) + '\066', 0b1000), ehT0Px3KOsy9(chr(1715 - 1667) + '\157' + chr(0b110000), 0b1000), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(0b110010) + chr(51) + '\063', 0b1000), ehT0Px3KOsy9(chr(48) + '\157' + chr(2323 - 2273) + '\067' + chr(906 - 851), 50516 - 50508), ehT0Px3KOsy9('\060' + '\x6f' + chr(0b101001 + 0o12) + '\066' + chr(50), ord("\x08")), ehT0Px3KOsy9('\060' + chr(0b1101010 + 0o5) + '\063' + '\x33' + '\061', ord("\x08"))][WVxHKyX45z_L % ehT0Px3KOsy9(chr(48) + '\x6f' + chr(1951 - 1898) + chr(0b100000 + 0o20), 8)] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'g'), '\144' + chr(0b1100101) + chr(0b1001001 + 0o32) + chr(111) + '\144' + '\x65')('\165' + chr(116) + chr(0b1100110) + '\x2d' + '\x38') + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def N8QzXSBLr5vB(mfDdKhdzI25A):
def aInxBLSrGyiI(CVRCXTcnOnH6):
@cUOaMZfY2Ho1(CVRCXTcnOnH6)
def lJ4svo5ze18F(oVre8I6UXc3b, *kJDRfRhcZHjS, **M8EIoTs2GJXE):
if not xafqLlk3kkUe(oVre8I6UXc3b, xafqLlk3kkUe(SXOLrMavuUCe(b' Q\x04P\x8b\x10\xeeA\x06G\xd1\x9d'), chr(0b1100100) + chr(101) + chr(0b110100 + 0o57) + chr(111) + chr(3155 - 3055) + '\145')(chr(0b10 + 0o163) + '\x74' + chr(102) + chr(0b101101) + chr(56))):
raise mfDdKhdzI25A
return CVRCXTcnOnH6(oVre8I6UXc3b, *kJDRfRhcZHjS, **M8EIoTs2GJXE)
return lJ4svo5ze18F
return aInxBLSrGyiI
|
quantopian/zipline
|
zipline/utils/api_support.py
|
disallowed_in_before_trading_start
|
def disallowed_in_before_trading_start(exception):
"""
Decorator for API methods that cannot be called from within
TradingAlgorithm.before_trading_start. `exception` will be raised if the
method is called inside `before_trading_start`.
Examples
--------
@disallowed_in_before_trading_start(SomeException("Don't do that!"))
def method(self):
# Do stuff that is not allowed inside before_trading_start.
"""
def decorator(method):
@wraps(method)
def wrapped_method(self, *args, **kwargs):
if self._in_before_trading_start:
raise exception
return method(self, *args, **kwargs)
return wrapped_method
return decorator
|
python
|
def disallowed_in_before_trading_start(exception):
"""
Decorator for API methods that cannot be called from within
TradingAlgorithm.before_trading_start. `exception` will be raised if the
method is called inside `before_trading_start`.
Examples
--------
@disallowed_in_before_trading_start(SomeException("Don't do that!"))
def method(self):
# Do stuff that is not allowed inside before_trading_start.
"""
def decorator(method):
@wraps(method)
def wrapped_method(self, *args, **kwargs):
if self._in_before_trading_start:
raise exception
return method(self, *args, **kwargs)
return wrapped_method
return decorator
|
[
"def",
"disallowed_in_before_trading_start",
"(",
"exception",
")",
":",
"def",
"decorator",
"(",
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")",
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",",
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"args",
",",
"*",
"*",
"kwargs",
")",
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"return",
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] |
Decorator for API methods that cannot be called from within
TradingAlgorithm.before_trading_start. `exception` will be raised if the
method is called inside `before_trading_start`.
Examples
--------
@disallowed_in_before_trading_start(SomeException("Don't do that!"))
def method(self):
# Do stuff that is not allowed inside before_trading_start.
|
[
"Decorator",
"for",
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"that",
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"within",
"TradingAlgorithm",
".",
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"if",
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"method",
"is",
"called",
"inside",
"before_trading_start",
"."
] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/utils/api_support.py#L108-L127
|
train
|
Decorator for API methods that cannot be called from within
TradingAlgorithm. before_trading_start. exception will be raised if the exception is raised.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9('\060' + '\157' + '\061' + '\x30' + chr(0b110100 + 0o2), ord("\x08")), ehT0Px3KOsy9('\060' + chr(6988 - 6877) + chr(0b110001) + chr(0b100100 + 0o22) + chr(0b110100), 57027 - 57019), ehT0Px3KOsy9('\060' + chr(0b1101111) + chr(0b110010) + chr(0b10001 + 0o40) + chr(0b10100 + 0o34), 0b1000), ehT0Px3KOsy9('\x30' + chr(111) + chr(1572 - 1521) + chr(0b110001 + 0o3) + chr(49), 14335 - 14327), ehT0Px3KOsy9(chr(179 - 131) + chr(3807 - 3696) + '\x31' + chr(0b1 + 0o64) + chr(0b100100 + 0o22), 0b1000), ehT0Px3KOsy9('\060' + '\x6f' + chr(0b10100 + 0o35) + chr(1696 - 1648), 0b1000), ehT0Px3KOsy9('\060' + chr(111) + '\067' + chr(1071 - 1018), 9388 - 9380), ehT0Px3KOsy9(chr(0b100100 + 0o14) + chr(0b1101111) + chr(0b1000 + 0o52) + '\061' + '\x35', 36420 - 36412), ehT0Px3KOsy9(chr(0b11 + 0o55) + chr(0b1 + 0o156) + chr(0b101 + 0o55) + chr(2166 - 2118) + '\062', 0o10), ehT0Px3KOsy9(chr(48) + '\157' + chr(0b100001 + 0o25) + chr(51), 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(0b110011) + '\x35' + '\060', 0b1000), ehT0Px3KOsy9(chr(0b11011 + 0o25) + chr(111) + chr(1751 - 1700) + chr(55) + chr(0b110100), 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + '\062' + chr(0b10 + 0o56) + chr(0b101111 + 0o10), 0o10), ehT0Px3KOsy9(chr(0b1001 + 0o47) + chr(0b1101111) + '\x33' + chr(52) + '\x33', 0b1000), ehT0Px3KOsy9(chr(1896 - 1848) + chr(111) + '\x32', 0o10), ehT0Px3KOsy9(chr(2105 - 2057) + chr(111) + chr(2296 - 2247) + chr(48), 8), ehT0Px3KOsy9(chr(1066 - 1018) + chr(0b1101111) + chr(710 - 659) + chr(0b110100) + '\061', 8), ehT0Px3KOsy9(chr(48) + '\157' + chr(51) + chr(0b11101 + 0o30), 0b1000), ehT0Px3KOsy9(chr(0b11001 + 0o27) + '\157' + chr(54), 0o10), ehT0Px3KOsy9(chr(48) + chr(6927 - 6816) + chr(52) + '\x32', 0b1000), ehT0Px3KOsy9(chr(0b1110 + 0o42) + '\x6f' + chr(51) + chr(957 - 906) + chr(2257 - 2207), 0o10), ehT0Px3KOsy9(chr(48) + chr(3038 - 2927) + chr(0b110011) + chr(0b110100) + chr(0b100100 + 0o17), 8), ehT0Px3KOsy9('\060' + chr(111) + chr(49) + chr(52) + '\x34', 23541 - 23533), ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(2098 - 2049) + chr(0b110100) + '\063', 0b1000), ehT0Px3KOsy9('\060' + chr(7556 - 7445) + chr(0b100011 + 0o16) + chr(53) + chr(0b110101), 0b1000), ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(51) + '\x30' + chr(1434 - 1381), 0o10), ehT0Px3KOsy9('\x30' + chr(0b1101111) + chr(506 - 457) + '\x37' + chr(0b110111), 62912 - 62904), ehT0Px3KOsy9('\x30' + chr(9889 - 9778) + chr(0b110001) + chr(48) + chr(304 - 251), 0b1000), ehT0Px3KOsy9(chr(0b100110 + 0o12) + chr(111) + chr(0b110001) + '\x32' + '\066', 13922 - 13914), ehT0Px3KOsy9('\060' + '\x6f' + chr(1332 - 1281) + '\x35' + chr(55), 14833 - 14825), ehT0Px3KOsy9('\x30' + chr(0b1101111) + chr(2240 - 2189) + '\063', 0b1000), ehT0Px3KOsy9('\x30' + chr(0b1101111) + chr(0b1110 + 0o43) + chr(0b110001) + chr(0b1000 + 0o55), 0b1000), ehT0Px3KOsy9(chr(0b1110 + 0o42) + chr(0b1 + 0o156) + chr(50) + chr(54) + chr(1992 - 1942), ord("\x08")), ehT0Px3KOsy9(chr(0b100100 + 0o14) + chr(0b1101111) + chr(0b10101 + 0o35) + '\063' + '\x35', ord("\x08")), ehT0Px3KOsy9(chr(0b101101 + 0o3) + chr(0b1011010 + 0o25) + '\061' + chr(55), 0o10), ehT0Px3KOsy9('\x30' + chr(3550 - 3439) + chr(0b110010) + chr(0b110100) + chr(0b100110 + 0o16), ord("\x08")), ehT0Px3KOsy9(chr(0b10010 + 0o36) + '\x6f' + '\x32' + chr(50) + '\x36', 45228 - 45220), ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(0b110011) + '\x35' + chr(51), 0b1000), ehT0Px3KOsy9('\x30' + chr(111) + chr(49) + '\062' + chr(0b1011 + 0o51), ord("\x08")), ehT0Px3KOsy9(chr(1621 - 1573) + '\x6f' + '\063' + '\066' + chr(0b100101 + 0o22), ord("\x08"))][WVxHKyX45z_L % ehT0Px3KOsy9(chr(159 - 111) + chr(111) + '\065' + chr(48), 0o10)] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'h'), '\x64' + '\x65' + chr(7489 - 7390) + chr(0b1101111) + chr(0b1100100) + '\x65')('\x75' + chr(116) + chr(7847 - 7745) + '\x2d' + chr(0b11011 + 0o35)) + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def TLCdqhn9GEod(mfDdKhdzI25A):
def aInxBLSrGyiI(CVRCXTcnOnH6):
@cUOaMZfY2Ho1(CVRCXTcnOnH6)
def lJ4svo5ze18F(oVre8I6UXc3b, *kJDRfRhcZHjS, **M8EIoTs2GJXE):
if xafqLlk3kkUe(oVre8I6UXc3b, xafqLlk3kkUe(SXOLrMavuUCe(b'\x19\x1d\xe6\xbe\x0cm[\xe2\xf0V\xb7\x88\xf5\x82fa\x8fzYQ\xae\x82\x16\x17'), '\x64' + chr(2127 - 2026) + chr(0b1100011) + '\x6f' + '\x64' + chr(9946 - 9845))(chr(0b1011010 + 0o33) + chr(0b1110100) + chr(0b101101 + 0o71) + '\055' + chr(0b11101 + 0o33))):
raise mfDdKhdzI25A
return CVRCXTcnOnH6(oVre8I6UXc3b, *kJDRfRhcZHjS, **M8EIoTs2GJXE)
return lJ4svo5ze18F
return aInxBLSrGyiI
|
quantopian/zipline
|
zipline/lib/normalize.py
|
naive_grouped_rowwise_apply
|
def naive_grouped_rowwise_apply(data,
group_labels,
func,
func_args=(),
out=None):
"""
Simple implementation of grouped row-wise function application.
Parameters
----------
data : ndarray[ndim=2]
Input array over which to apply a grouped function.
group_labels : ndarray[ndim=2, dtype=int64]
Labels to use to bucket inputs from array.
Should be the same shape as array.
func : function[ndarray[ndim=1]] -> function[ndarray[ndim=1]]
Function to apply to pieces of each row in array.
func_args : tuple
Additional positional arguments to provide to each row in array.
out : ndarray, optional
Array into which to write output. If not supplied, a new array of the
same shape as ``data`` is allocated and returned.
Examples
--------
>>> data = np.array([[1., 2., 3.],
... [2., 3., 4.],
... [5., 6., 7.]])
>>> labels = np.array([[0, 0, 1],
... [0, 1, 0],
... [1, 0, 2]])
>>> naive_grouped_rowwise_apply(data, labels, lambda row: row - row.min())
array([[ 0., 1., 0.],
[ 0., 0., 2.],
[ 0., 0., 0.]])
>>> naive_grouped_rowwise_apply(data, labels, lambda row: row / row.sum())
array([[ 0.33333333, 0.66666667, 1. ],
[ 0.33333333, 1. , 0.66666667],
[ 1. , 1. , 1. ]])
"""
if out is None:
out = np.empty_like(data)
for (row, label_row, out_row) in zip(data, group_labels, out):
for label in np.unique(label_row):
locs = (label_row == label)
out_row[locs] = func(row[locs], *func_args)
return out
|
python
|
def naive_grouped_rowwise_apply(data,
group_labels,
func,
func_args=(),
out=None):
"""
Simple implementation of grouped row-wise function application.
Parameters
----------
data : ndarray[ndim=2]
Input array over which to apply a grouped function.
group_labels : ndarray[ndim=2, dtype=int64]
Labels to use to bucket inputs from array.
Should be the same shape as array.
func : function[ndarray[ndim=1]] -> function[ndarray[ndim=1]]
Function to apply to pieces of each row in array.
func_args : tuple
Additional positional arguments to provide to each row in array.
out : ndarray, optional
Array into which to write output. If not supplied, a new array of the
same shape as ``data`` is allocated and returned.
Examples
--------
>>> data = np.array([[1., 2., 3.],
... [2., 3., 4.],
... [5., 6., 7.]])
>>> labels = np.array([[0, 0, 1],
... [0, 1, 0],
... [1, 0, 2]])
>>> naive_grouped_rowwise_apply(data, labels, lambda row: row - row.min())
array([[ 0., 1., 0.],
[ 0., 0., 2.],
[ 0., 0., 0.]])
>>> naive_grouped_rowwise_apply(data, labels, lambda row: row / row.sum())
array([[ 0.33333333, 0.66666667, 1. ],
[ 0.33333333, 1. , 0.66666667],
[ 1. , 1. , 1. ]])
"""
if out is None:
out = np.empty_like(data)
for (row, label_row, out_row) in zip(data, group_labels, out):
for label in np.unique(label_row):
locs = (label_row == label)
out_row[locs] = func(row[locs], *func_args)
return out
|
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"[",
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"]",
",",
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")",
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] |
Simple implementation of grouped row-wise function application.
Parameters
----------
data : ndarray[ndim=2]
Input array over which to apply a grouped function.
group_labels : ndarray[ndim=2, dtype=int64]
Labels to use to bucket inputs from array.
Should be the same shape as array.
func : function[ndarray[ndim=1]] -> function[ndarray[ndim=1]]
Function to apply to pieces of each row in array.
func_args : tuple
Additional positional arguments to provide to each row in array.
out : ndarray, optional
Array into which to write output. If not supplied, a new array of the
same shape as ``data`` is allocated and returned.
Examples
--------
>>> data = np.array([[1., 2., 3.],
... [2., 3., 4.],
... [5., 6., 7.]])
>>> labels = np.array([[0, 0, 1],
... [0, 1, 0],
... [1, 0, 2]])
>>> naive_grouped_rowwise_apply(data, labels, lambda row: row - row.min())
array([[ 0., 1., 0.],
[ 0., 0., 2.],
[ 0., 0., 0.]])
>>> naive_grouped_rowwise_apply(data, labels, lambda row: row / row.sum())
array([[ 0.33333333, 0.66666667, 1. ],
[ 0.33333333, 1. , 0.66666667],
[ 1. , 1. , 1. ]])
|
[
"Simple",
"implementation",
"of",
"grouped",
"row",
"-",
"wise",
"function",
"application",
"."
] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/lib/normalize.py#L4-L51
|
train
|
A naive version of grouped row - wise function application.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9(chr(0b110000) + chr(0b100 + 0o153) + '\x33' + chr(2052 - 1997), 0b1000), ehT0Px3KOsy9(chr(0b10110 + 0o32) + chr(111) + '\063' + '\061' + chr(54), ord("\x08")), ehT0Px3KOsy9('\060' + '\x6f' + '\x32' + '\060' + chr(1260 - 1211), 7571 - 7563), ehT0Px3KOsy9('\060' + chr(11770 - 11659) + '\063' + '\x32' + chr(49), ord("\x08")), ehT0Px3KOsy9(chr(0b11 + 0o55) + chr(0b1000011 + 0o54) + '\x33' + '\x33', 0b1000), ehT0Px3KOsy9('\x30' + chr(111) + chr(333 - 282) + chr(0b10010 + 0o42), 0b1000), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(49) + chr(0b110100) + '\x35', ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(5718 - 5607) + chr(2372 - 2323) + chr(54) + chr(50), ord("\x08")), ehT0Px3KOsy9('\x30' + '\x6f' + chr(49) + chr(0b110000) + chr(52), 0b1000), ehT0Px3KOsy9(chr(0b100110 + 0o12) + chr(111) + chr(1919 - 1870) + chr(1408 - 1353) + chr(0b101011 + 0o7), ord("\x08")), ehT0Px3KOsy9(chr(0b101101 + 0o3) + '\x6f' + chr(1768 - 1717) + chr(53), 35256 - 35248), ehT0Px3KOsy9(chr(48) + '\157' + '\x31' + chr(53) + chr(54), ord("\x08")), ehT0Px3KOsy9('\x30' + '\157' + chr(51), 0o10), ehT0Px3KOsy9('\060' + chr(111) + '\063', 8), ehT0Px3KOsy9(chr(48) + chr(111) + chr(0b100010 + 0o17) + chr(55) + chr(51), 0b1000), ehT0Px3KOsy9(chr(498 - 450) + chr(6529 - 6418) + chr(49) + chr(0b110011) + '\064', 0o10), ehT0Px3KOsy9('\x30' + chr(0b110000 + 0o77) + '\063' + chr(1306 - 1251) + '\067', 15075 - 15067), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(50) + chr(1179 - 1127) + chr(0b1110 + 0o47), ord("\x08")), ehT0Px3KOsy9(chr(1649 - 1601) + '\157' + chr(1483 - 1434) + chr(50), 59930 - 59922), ehT0Px3KOsy9(chr(0b101001 + 0o7) + chr(0b1101011 + 0o4) + '\067' + '\065', 0b1000), ehT0Px3KOsy9('\x30' + chr(0b10001 + 0o136) + '\x31' + '\x31' + '\x35', 0b1000), ehT0Px3KOsy9(chr(48) + '\157' + '\x32' + chr(0b11 + 0o56) + '\x33', 36465 - 36457), ehT0Px3KOsy9(chr(0b11101 + 0o23) + '\157' + chr(1824 - 1773) + '\062' + chr(52), 44995 - 44987), ehT0Px3KOsy9('\060' + '\157' + chr(51) + '\x37' + chr(0b100111 + 0o15), 0b1000), ehT0Px3KOsy9(chr(2249 - 2201) + chr(0b1101111) + chr(0b100100 + 0o17) + chr(0b101011 + 0o13), 0o10), ehT0Px3KOsy9('\x30' + chr(0b1101111) + chr(0b101 + 0o55) + chr(2520 - 2468) + chr(51), 52411 - 52403), ehT0Px3KOsy9(chr(1867 - 1819) + '\157' + '\062' + chr(0b110011) + '\062', 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + '\061' + chr(2464 - 2411) + '\x36', 8), ehT0Px3KOsy9(chr(0b10110 + 0o32) + chr(0b1101111) + '\067', 463 - 455), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(2292 - 2240) + chr(0b110110), 0b1000), ehT0Px3KOsy9(chr(1525 - 1477) + chr(0b100011 + 0o114) + '\063' + '\x32' + chr(55), 5764 - 5756), ehT0Px3KOsy9(chr(0b110000) + '\157' + '\x31' + chr(0b1111 + 0o42) + chr(52), 24836 - 24828), ehT0Px3KOsy9(chr(672 - 624) + '\x6f' + '\x31' + chr(0b110111) + chr(0b100101 + 0o14), 0o10), ehT0Px3KOsy9(chr(0b10000 + 0o40) + chr(0b1010111 + 0o30) + '\x32' + '\x36' + chr(0b110011), 20288 - 20280), ehT0Px3KOsy9(chr(663 - 615) + chr(0b1101111) + chr(0b110101), ord("\x08")), ehT0Px3KOsy9('\060' + chr(0b1101111) + '\x33' + '\060' + chr(674 - 624), 0b1000), ehT0Px3KOsy9(chr(2003 - 1955) + chr(0b1101111) + chr(0b110010) + chr(0b110000) + chr(0b110101), 0b1000), ehT0Px3KOsy9(chr(0b11100 + 0o24) + '\x6f' + chr(0b110001) + chr(49) + chr(0b110001), 0b1000), ehT0Px3KOsy9('\060' + chr(0b1101111) + '\x32' + '\x33' + '\x32', 8), ehT0Px3KOsy9(chr(0b10001 + 0o37) + '\157' + chr(1494 - 1443) + chr(0b110111), 8)][WVxHKyX45z_L % ehT0Px3KOsy9('\060' + '\157' + chr(0b110101 + 0o0) + chr(0b110000), 0o10)] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'1'), '\144' + '\x65' + '\143' + '\x6f' + chr(100) + '\145')('\165' + chr(116) + '\x66' + chr(45) + chr(3023 - 2967)) + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def XnZniGnO7pv8(ULnjp6D6efFH, z84WRqa7yzGO, EzOtJ3kbK5x4, ImCZKrTr2uRJ=(), UkrMp_I0RDmo=None):
if UkrMp_I0RDmo is None:
UkrMp_I0RDmo = WqUC3KWvYVup.empty_like(ULnjp6D6efFH)
for (TAK9K32TkBdA, H5KWWjOiwPuj, Zl0muFvsQ93d) in pZ0NK2y6HRbn(ULnjp6D6efFH, z84WRqa7yzGO, UkrMp_I0RDmo):
for TRUOLFLuD08x in xafqLlk3kkUe(WqUC3KWvYVup, xafqLlk3kkUe(SXOLrMavuUCe(b'j\xa0\xe8\xa0ny'), chr(0b1100100) + '\145' + chr(0b1000000 + 0o43) + '\x6f' + chr(0b1011101 + 0o7) + chr(0b10011 + 0o122))(chr(117) + '\x74' + chr(0b1000111 + 0o37) + chr(0b101101) + chr(2999 - 2943)))(H5KWWjOiwPuj):
wWlRsdZxY7aO = H5KWWjOiwPuj == TRUOLFLuD08x
Zl0muFvsQ93d[wWlRsdZxY7aO] = EzOtJ3kbK5x4(TAK9K32TkBdA[wWlRsdZxY7aO], *ImCZKrTr2uRJ)
return UkrMp_I0RDmo
|
quantopian/zipline
|
zipline/utils/formatting.py
|
bulleted_list
|
def bulleted_list(items, indent=0, bullet_type='-'):
"""Format a bulleted list of values.
Parameters
----------
items : sequence
The items to make a list.
indent : int, optional
The number of spaces to add before each bullet.
bullet_type : str, optional
The bullet type to use.
Returns
-------
formatted_list : str
The formatted list as a single string.
"""
format_string = ' ' * indent + bullet_type + ' {}'
return "\n".join(map(format_string.format, items))
|
python
|
def bulleted_list(items, indent=0, bullet_type='-'):
"""Format a bulleted list of values.
Parameters
----------
items : sequence
The items to make a list.
indent : int, optional
The number of spaces to add before each bullet.
bullet_type : str, optional
The bullet type to use.
Returns
-------
formatted_list : str
The formatted list as a single string.
"""
format_string = ' ' * indent + bullet_type + ' {}'
return "\n".join(map(format_string.format, items))
|
[
"def",
"bulleted_list",
"(",
"items",
",",
"indent",
"=",
"0",
",",
"bullet_type",
"=",
"'-'",
")",
":",
"format_string",
"=",
"' '",
"*",
"indent",
"+",
"bullet_type",
"+",
"' {}'",
"return",
"\"\\n\"",
".",
"join",
"(",
"map",
"(",
"format_string",
".",
"format",
",",
"items",
")",
")"
] |
Format a bulleted list of values.
Parameters
----------
items : sequence
The items to make a list.
indent : int, optional
The number of spaces to add before each bullet.
bullet_type : str, optional
The bullet type to use.
Returns
-------
formatted_list : str
The formatted list as a single string.
|
[
"Format",
"a",
"bulleted",
"list",
"of",
"values",
"."
] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/utils/formatting.py#L48-L66
|
train
|
Format a bulleted list of values.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9('\060' + chr(4347 - 4236) + chr(50) + chr(0b1111 + 0o41) + chr(548 - 494), 38910 - 38902), ehT0Px3KOsy9(chr(0b110000 + 0o0) + chr(111) + '\x33' + '\064' + chr(0b110010), 0b1000), ehT0Px3KOsy9(chr(0b101010 + 0o6) + chr(4255 - 4144) + chr(2245 - 2196) + chr(51) + chr(0b100010 + 0o24), ord("\x08")), ehT0Px3KOsy9(chr(48) + '\157' + chr(0b110001) + chr(0b110100) + chr(53), 0o10), ehT0Px3KOsy9(chr(48) + '\157' + chr(549 - 498) + chr(0b110011) + chr(0b110010), ord("\x08")), ehT0Px3KOsy9('\060' + chr(0b1101 + 0o142) + chr(50) + chr(50) + chr(144 - 91), 0b1000), ehT0Px3KOsy9(chr(188 - 140) + chr(0b1101111) + '\061' + chr(53) + '\066', 24109 - 24101), ehT0Px3KOsy9(chr(48) + chr(12081 - 11970) + chr(380 - 325) + '\x33', 0b1000), ehT0Px3KOsy9(chr(280 - 232) + chr(0b1101111) + chr(49) + chr(52) + chr(49), 63941 - 63933), ehT0Px3KOsy9(chr(48) + chr(6001 - 5890) + chr(0b100001 + 0o22) + chr(395 - 341) + '\x36', 0b1000), ehT0Px3KOsy9(chr(0b100 + 0o54) + chr(0b1101111) + '\067' + chr(55), 13652 - 13644), ehT0Px3KOsy9(chr(0b11100 + 0o24) + '\157' + chr(2405 - 2351), 0o10), ehT0Px3KOsy9('\x30' + chr(10026 - 9915) + chr(0b100 + 0o56) + '\x35' + chr(51), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(12232 - 12121) + chr(0b101011 + 0o6) + '\060', 0o10), ehT0Px3KOsy9('\060' + chr(0b1110 + 0o141) + chr(0b110011) + chr(0b110010) + '\x34', 0o10), ehT0Px3KOsy9(chr(2280 - 2232) + chr(0b101010 + 0o105) + chr(0b110110) + '\x33', 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(411 - 361) + chr(502 - 453) + '\067', 0b1000), ehT0Px3KOsy9(chr(0b101000 + 0o10) + chr(0b1101111) + chr(0b101 + 0o55) + chr(50) + '\060', 0o10), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(490 - 441) + '\066' + chr(55), 0o10), ehT0Px3KOsy9('\x30' + chr(111) + '\061' + chr(1029 - 980) + chr(50), 0o10), ehT0Px3KOsy9(chr(0b10000 + 0o40) + '\157' + chr(0b101111 + 0o2) + '\062', 0b1000), ehT0Px3KOsy9('\060' + '\x6f' + chr(0b110011) + '\x34' + '\x36', ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(11550 - 11439) + chr(2573 - 2522) + '\062' + '\x33', 0o10), ehT0Px3KOsy9(chr(0b1111 + 0o41) + '\x6f' + chr(49) + chr(54) + chr(0b101111 + 0o1), ord("\x08")), ehT0Px3KOsy9(chr(0b11011 + 0o25) + chr(10739 - 10628) + chr(0b110001) + '\x34' + chr(0b10100 + 0o35), 8), ehT0Px3KOsy9('\060' + chr(0b100011 + 0o114) + '\061' + chr(1070 - 1015) + chr(1095 - 1044), 3144 - 3136), ehT0Px3KOsy9('\060' + chr(4206 - 4095) + chr(0b1100 + 0o52) + chr(0b1011 + 0o50), 8), ehT0Px3KOsy9(chr(48) + '\x6f' + chr(50) + '\060' + chr(0b110011), 5947 - 5939), ehT0Px3KOsy9(chr(1899 - 1851) + '\x6f' + chr(0b110111) + chr(2874 - 2819), 8), ehT0Px3KOsy9(chr(0b101101 + 0o3) + chr(111) + chr(50) + '\x34' + chr(48), ord("\x08")), ehT0Px3KOsy9('\060' + chr(0b1101111) + chr(51) + '\064' + chr(51), ord("\x08")), ehT0Px3KOsy9(chr(2071 - 2023) + '\157' + chr(0b110001) + chr(1081 - 1032) + chr(0b110011), ord("\x08")), ehT0Px3KOsy9(chr(0b1000 + 0o50) + chr(0b1101111) + chr(51) + chr(51) + '\060', 0b1000), ehT0Px3KOsy9(chr(0b10101 + 0o33) + chr(0b1101111) + chr(49) + '\062' + chr(49), 53599 - 53591), ehT0Px3KOsy9(chr(48) + '\x6f' + '\x31' + '\x37' + '\067', ord("\x08")), ehT0Px3KOsy9('\x30' + chr(0b1000010 + 0o55) + chr(51) + chr(0b1000 + 0o51) + chr(639 - 588), ord("\x08")), ehT0Px3KOsy9('\060' + chr(0b1101111) + '\062' + chr(0b10010 + 0o40) + chr(734 - 686), 8), ehT0Px3KOsy9(chr(399 - 351) + '\157' + chr(1244 - 1194) + chr(0b110110) + chr(0b110011), 0b1000), ehT0Px3KOsy9(chr(0b10101 + 0o33) + chr(11859 - 11748) + chr(49) + '\066' + '\x33', 17208 - 17200), ehT0Px3KOsy9('\x30' + chr(0b100100 + 0o113) + chr(0b11000 + 0o31) + '\x35', 2319 - 2311)][WVxHKyX45z_L % ehT0Px3KOsy9('\x30' + '\x6f' + '\x35' + chr(48), 0o10)] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'\xa8'), '\144' + '\145' + chr(1157 - 1058) + chr(0b1 + 0o156) + chr(1069 - 969) + chr(0b1100001 + 0o4))(chr(5492 - 5375) + '\x74' + chr(10263 - 10161) + '\055' + chr(0b10010 + 0o46)) + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def YyakJZQxp5Pe(NzveIZ3IlSH9, rxwJk_g4F6Db=ehT0Px3KOsy9(chr(1384 - 1336) + chr(4636 - 4525) + '\x30', 0b1000), DndsP3wWoG_L=xafqLlk3kkUe(SXOLrMavuUCe(b'\xab'), '\144' + '\145' + '\x63' + chr(0b1101111) + '\x64' + '\x65')(chr(11982 - 11865) + '\x74' + '\146' + '\055' + chr(0b111000))):
jZqz8hSX6gm7 = xafqLlk3kkUe(SXOLrMavuUCe(b'\xa6'), chr(0b1100100) + chr(635 - 534) + chr(0b1011011 + 0o10) + chr(111) + '\144' + chr(0b1100101))('\x75' + '\x74' + '\146' + '\x2d' + chr(1390 - 1334)) * rxwJk_g4F6Db + DndsP3wWoG_L + xafqLlk3kkUe(SXOLrMavuUCe(b'\xa6\x99#'), '\144' + chr(8414 - 8313) + chr(3649 - 3550) + chr(0b1101111) + chr(0b111 + 0o135) + '\x65')('\x75' + '\164' + '\146' + chr(45) + '\x38')
return xafqLlk3kkUe(xafqLlk3kkUe(SXOLrMavuUCe(b'\x8c'), chr(100) + '\145' + '\x63' + '\x6f' + '\x64' + chr(0b11110 + 0o107))('\x75' + chr(0b110110 + 0o76) + chr(4866 - 4764) + '\055' + chr(2070 - 2014)), xafqLlk3kkUe(SXOLrMavuUCe(b'\xd9\x8d\t=\xa0\xe18u\x0f\x87w@'), '\x64' + chr(0b1100101) + chr(0b100000 + 0o103) + '\157' + '\x64' + chr(0b1100101))('\x75' + chr(116) + chr(6466 - 6364) + '\x2d' + '\x38'))(abA97kOQKaLo(xafqLlk3kkUe(jZqz8hSX6gm7, xafqLlk3kkUe(SXOLrMavuUCe(b'\xd0\xd6,\n\x92\xf4=\x081\x86Zl'), '\x64' + '\145' + '\143' + chr(111) + chr(0b1100100) + '\145')(chr(8693 - 8576) + chr(0b1110100) + '\146' + chr(825 - 780) + chr(0b11000 + 0o40))), NzveIZ3IlSH9))
|
quantopian/zipline
|
zipline/assets/synthetic.py
|
make_rotating_equity_info
|
def make_rotating_equity_info(num_assets,
first_start,
frequency,
periods_between_starts,
asset_lifetime,
exchange='TEST'):
"""
Create a DataFrame representing lifetimes of assets that are constantly
rotating in and out of existence.
Parameters
----------
num_assets : int
How many assets to create.
first_start : pd.Timestamp
The start date for the first asset.
frequency : str or pd.tseries.offsets.Offset (e.g. trading_day)
Frequency used to interpret next two arguments.
periods_between_starts : int
Create a new asset every `frequency` * `periods_between_new`
asset_lifetime : int
Each asset exists for `frequency` * `asset_lifetime` days.
exchange : str, optional
The exchange name.
Returns
-------
info : pd.DataFrame
DataFrame representing newly-created assets.
"""
return pd.DataFrame(
{
'symbol': [chr(ord('A') + i) for i in range(num_assets)],
# Start a new asset every `periods_between_starts` days.
'start_date': pd.date_range(
first_start,
freq=(periods_between_starts * frequency),
periods=num_assets,
),
# Each asset lasts for `asset_lifetime` days.
'end_date': pd.date_range(
first_start + (asset_lifetime * frequency),
freq=(periods_between_starts * frequency),
periods=num_assets,
),
'exchange': exchange,
},
index=range(num_assets),
)
|
python
|
def make_rotating_equity_info(num_assets,
first_start,
frequency,
periods_between_starts,
asset_lifetime,
exchange='TEST'):
"""
Create a DataFrame representing lifetimes of assets that are constantly
rotating in and out of existence.
Parameters
----------
num_assets : int
How many assets to create.
first_start : pd.Timestamp
The start date for the first asset.
frequency : str or pd.tseries.offsets.Offset (e.g. trading_day)
Frequency used to interpret next two arguments.
periods_between_starts : int
Create a new asset every `frequency` * `periods_between_new`
asset_lifetime : int
Each asset exists for `frequency` * `asset_lifetime` days.
exchange : str, optional
The exchange name.
Returns
-------
info : pd.DataFrame
DataFrame representing newly-created assets.
"""
return pd.DataFrame(
{
'symbol': [chr(ord('A') + i) for i in range(num_assets)],
# Start a new asset every `periods_between_starts` days.
'start_date': pd.date_range(
first_start,
freq=(periods_between_starts * frequency),
periods=num_assets,
),
# Each asset lasts for `asset_lifetime` days.
'end_date': pd.date_range(
first_start + (asset_lifetime * frequency),
freq=(periods_between_starts * frequency),
periods=num_assets,
),
'exchange': exchange,
},
index=range(num_assets),
)
|
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Create a DataFrame representing lifetimes of assets that are constantly
rotating in and out of existence.
Parameters
----------
num_assets : int
How many assets to create.
first_start : pd.Timestamp
The start date for the first asset.
frequency : str or pd.tseries.offsets.Offset (e.g. trading_day)
Frequency used to interpret next two arguments.
periods_between_starts : int
Create a new asset every `frequency` * `periods_between_new`
asset_lifetime : int
Each asset exists for `frequency` * `asset_lifetime` days.
exchange : str, optional
The exchange name.
Returns
-------
info : pd.DataFrame
DataFrame representing newly-created assets.
|
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] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/assets/synthetic.py#L11-L59
|
train
|
Creates a DataFrame representing lifetimes of assets that are constantly rotating in and out of existence.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9('\060' + chr(7415 - 7304) + chr(50) + chr(2093 - 2040) + chr(0b1101 + 0o45), 0b1000), ehT0Px3KOsy9(chr(48) + '\x6f' + '\x32' + chr(0b110001) + chr(49), 21148 - 21140), ehT0Px3KOsy9(chr(48) + chr(111) + chr(1059 - 1010) + chr(54) + chr(307 - 259), 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(0b11010 + 0o125) + '\062' + chr(2344 - 2289) + chr(0b110010), 2160 - 2152), ehT0Px3KOsy9(chr(48) + chr(3771 - 3660) + chr(0b110110) + '\x34', ord("\x08")), ehT0Px3KOsy9('\060' + chr(9322 - 9211) + chr(0b100011 + 0o16) + '\x33' + chr(49), 60150 - 60142), ehT0Px3KOsy9(chr(0b11000 + 0o30) + chr(111) + chr(0b110111) + '\x33', 0o10), ehT0Px3KOsy9('\060' + chr(0b101010 + 0o105) + chr(49) + '\063' + '\067', ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(2450 - 2400) + chr(882 - 834), 0b1000), ehT0Px3KOsy9('\x30' + '\x6f' + chr(0b110010) + chr(0b101 + 0o55) + '\060', 0o10), ehT0Px3KOsy9('\060' + chr(111) + chr(0b110001 + 0o1) + '\067' + '\x35', ord("\x08")), ehT0Px3KOsy9(chr(0b10100 + 0o34) + chr(0b1011100 + 0o23) + chr(1203 - 1148) + chr(0b110100), ord("\x08")), ehT0Px3KOsy9(chr(48) + '\157' + chr(992 - 938) + chr(0b110111), 0b1000), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(1075 - 1025) + chr(52) + '\x35', 0o10), ehT0Px3KOsy9(chr(48) + '\x6f' + chr(0b1011 + 0o50) + chr(0b110000) + chr(279 - 227), 707 - 699), ehT0Px3KOsy9(chr(48) + chr(0b11010 + 0o125) + '\x35' + chr(1730 - 1682), ord("\x08")), ehT0Px3KOsy9('\x30' + '\x6f' + chr(0b110011) + '\066', 0o10), ehT0Px3KOsy9(chr(48) + chr(111) + chr(0b10011 + 0o37) + chr(0b110000) + chr(48), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(455 - 344) + chr(0b110001) + chr(53) + chr(0b10100 + 0o40), 0b1000), ehT0Px3KOsy9('\x30' + chr(5898 - 5787) + chr(0b110010) + chr(49) + '\x33', ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(0b10010 + 0o135) + chr(49) + chr(0b110110) + chr(0b110001), 61448 - 61440), ehT0Px3KOsy9(chr(1176 - 1128) + chr(0b1101111) + chr(0b110010) + chr(52) + chr(0b110110 + 0o0), 58716 - 58708), ehT0Px3KOsy9('\x30' + chr(0b1101111) + '\x31' + chr(470 - 416) + '\067', 0b1000), ehT0Px3KOsy9(chr(48) + chr(111) + chr(50) + '\067' + chr(0b11000 + 0o32), 8), ehT0Px3KOsy9(chr(0b10110 + 0o32) + '\157' + chr(0b110100) + '\067', 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101011 + 0o4) + '\x31' + '\x31', ord("\x08")), ehT0Px3KOsy9(chr(0b10111 + 0o31) + chr(0b1101111) + '\062' + '\065' + chr(1784 - 1729), 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(0b11000 + 0o127) + chr(1235 - 1185) + chr(0b10110 + 0o41) + chr(0b110000), 23557 - 23549), ehT0Px3KOsy9(chr(0b110000) + chr(111) + '\061' + chr(0b110010) + chr(0b110001), 0o10), ehT0Px3KOsy9('\060' + chr(8263 - 8152) + chr(0b110001) + chr(2744 - 2689), ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + '\x31' + chr(0b110011) + chr(0b110011), ord("\x08")), ehT0Px3KOsy9('\060' + chr(0b101101 + 0o102) + chr(50) + chr(53) + chr(52), 26427 - 26419), ehT0Px3KOsy9(chr(0b11110 + 0o22) + chr(0b110100 + 0o73) + '\x37' + '\x35', 33164 - 33156), ehT0Px3KOsy9(chr(0b11 + 0o55) + chr(0b1100011 + 0o14) + chr(0b110011), 0o10), ehT0Px3KOsy9('\060' + chr(1231 - 1120) + chr(0b110001) + '\x32' + chr(55), 12224 - 12216), ehT0Px3KOsy9(chr(48 - 0) + '\x6f' + chr(2431 - 2381) + chr(0b110100) + '\x34', ord("\x08")), ehT0Px3KOsy9(chr(2066 - 2018) + chr(6266 - 6155) + chr(0b100101 + 0o15) + chr(0b110010) + '\066', 0b1000), ehT0Px3KOsy9(chr(48) + chr(111) + chr(0b100111 + 0o12) + chr(0b11001 + 0o30) + chr(0b101000 + 0o16), 61524 - 61516), ehT0Px3KOsy9(chr(48) + '\157' + '\x31' + chr(703 - 654) + '\063', ord("\x08")), ehT0Px3KOsy9(chr(0b100010 + 0o16) + chr(0b111110 + 0o61) + chr(51) + '\067' + chr(0b110010), 10598 - 10590)][WVxHKyX45z_L % ehT0Px3KOsy9(chr(0b0 + 0o60) + chr(9405 - 9294) + chr(53) + chr(48), 8)] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'\x84'), '\x64' + '\x65' + chr(0b1100011) + chr(0b1101111) + '\x64' + chr(0b1010 + 0o133))(chr(0b1110101) + '\164' + '\146' + '\055' + chr(0b111000)) + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def BADRTlf4Fdzk(jItIh7dn3Gvo, AvEETt9BgLiU, pOUplog6yHx6, Eka07l4H3LRY, V8qls1nCzkFY, jveBRz9b3tAb=xafqLlk3kkUe(SXOLrMavuUCe(b'\xfe\xcc#\xee'), '\x64' + '\145' + chr(99) + chr(0b1101111) + '\x64' + '\145')('\165' + chr(0b1110100) + chr(3168 - 3066) + '\x2d' + chr(56))):
return xafqLlk3kkUe(dubtF9GfzOdC, xafqLlk3kkUe(SXOLrMavuUCe(b'\xee\xe8\x04\xdbr+Z2u'), chr(100) + chr(8685 - 8584) + chr(4827 - 4728) + chr(111) + chr(0b1011010 + 0o12) + chr(101))('\165' + chr(0b1110100) + '\146' + '\x2d' + chr(0b1000 + 0o60)))({xafqLlk3kkUe(SXOLrMavuUCe(b'\xd9\xf0\x1d\xd8[5'), chr(8974 - 8874) + '\145' + chr(0b1100011) + '\x6f' + chr(4008 - 3908) + '\145')(chr(0b1110 + 0o147) + '\x74' + chr(102) + chr(45) + chr(0b111000)): [iDQ_gSK8V7h0(Jp8aZ6mjyZZT(xafqLlk3kkUe(SXOLrMavuUCe(b'\xeb'), '\144' + '\x65' + '\143' + chr(1487 - 1376) + chr(100) + '\145')('\x75' + chr(0b1000101 + 0o57) + chr(0b1100101 + 0o1) + chr(45) + chr(0b111000))) + WVxHKyX45z_L) for WVxHKyX45z_L in vQr8gNKaIaWE(jItIh7dn3Gvo)], xafqLlk3kkUe(SXOLrMavuUCe(b'\xd9\xfd\x11\xc8@\x06_>d\xf5'), chr(0b1001000 + 0o34) + chr(101) + '\143' + '\x6f' + chr(100) + chr(6938 - 6837))('\x75' + '\x74' + '\146' + chr(288 - 243) + '\070'): xafqLlk3kkUe(dubtF9GfzOdC, xafqLlk3kkUe(SXOLrMavuUCe(b'\xce\xe8\x04\xdfk+Z1w\xf5'), '\144' + chr(0b1100101) + chr(0b1100011) + chr(0b1000000 + 0o57) + chr(100) + chr(101))('\x75' + '\x74' + chr(0b1100110) + chr(0b11001 + 0o24) + chr(0b111000)))(AvEETt9BgLiU, freq=Eka07l4H3LRY * pOUplog6yHx6, periods=jItIh7dn3Gvo), xafqLlk3kkUe(SXOLrMavuUCe(b'\xcf\xe7\x14\xe5P8O:'), chr(100) + '\x65' + '\143' + chr(0b1011111 + 0o20) + chr(0b1010101 + 0o17) + chr(0b110111 + 0o56))('\x75' + chr(12667 - 12551) + '\146' + chr(0b11001 + 0o24) + chr(56)): xafqLlk3kkUe(dubtF9GfzOdC, xafqLlk3kkUe(SXOLrMavuUCe(b'\xce\xe8\x04\xdfk+Z1w\xf5'), chr(0b1100100) + chr(8656 - 8555) + chr(5676 - 5577) + chr(111) + '\144' + '\145')(chr(117) + chr(116) + chr(5352 - 5250) + '\x2d' + chr(954 - 898)))(AvEETt9BgLiU + V8qls1nCzkFY * pOUplog6yHx6, freq=Eka07l4H3LRY * pOUplog6yHx6, periods=jItIh7dn3Gvo), xafqLlk3kkUe(SXOLrMavuUCe(b'\xcf\xf1\x13\xd2U7\\:'), '\x64' + chr(0b100110 + 0o77) + '\143' + '\157' + '\x64' + chr(0b1100101))(chr(117) + chr(0b11000 + 0o134) + chr(102) + chr(45) + chr(56)): jveBRz9b3tAb}, index=vQr8gNKaIaWE(jItIh7dn3Gvo))
|
quantopian/zipline
|
zipline/assets/synthetic.py
|
make_simple_equity_info
|
def make_simple_equity_info(sids,
start_date,
end_date,
symbols=None,
names=None,
exchange='TEST'):
"""
Create a DataFrame representing assets that exist for the full duration
between `start_date` and `end_date`.
Parameters
----------
sids : array-like of int
start_date : pd.Timestamp, optional
end_date : pd.Timestamp, optional
symbols : list, optional
Symbols to use for the assets.
If not provided, symbols are generated from the sequence 'A', 'B', ...
names : list, optional
Names to use for the assets.
If not provided, names are generated by adding " INC." to each of the
symbols (which might also be auto-generated).
exchange : str, optional
The exchange name.
Returns
-------
info : pd.DataFrame
DataFrame representing newly-created assets.
"""
num_assets = len(sids)
if symbols is None:
symbols = list(ascii_uppercase[:num_assets])
else:
symbols = list(symbols)
if names is None:
names = [str(s) + " INC." for s in symbols]
return pd.DataFrame(
{
'symbol': symbols,
'start_date': pd.to_datetime([start_date] * num_assets),
'end_date': pd.to_datetime([end_date] * num_assets),
'asset_name': list(names),
'exchange': exchange,
},
index=sids,
columns=(
'start_date',
'end_date',
'symbol',
'exchange',
'asset_name',
),
)
|
python
|
def make_simple_equity_info(sids,
start_date,
end_date,
symbols=None,
names=None,
exchange='TEST'):
"""
Create a DataFrame representing assets that exist for the full duration
between `start_date` and `end_date`.
Parameters
----------
sids : array-like of int
start_date : pd.Timestamp, optional
end_date : pd.Timestamp, optional
symbols : list, optional
Symbols to use for the assets.
If not provided, symbols are generated from the sequence 'A', 'B', ...
names : list, optional
Names to use for the assets.
If not provided, names are generated by adding " INC." to each of the
symbols (which might also be auto-generated).
exchange : str, optional
The exchange name.
Returns
-------
info : pd.DataFrame
DataFrame representing newly-created assets.
"""
num_assets = len(sids)
if symbols is None:
symbols = list(ascii_uppercase[:num_assets])
else:
symbols = list(symbols)
if names is None:
names = [str(s) + " INC." for s in symbols]
return pd.DataFrame(
{
'symbol': symbols,
'start_date': pd.to_datetime([start_date] * num_assets),
'end_date': pd.to_datetime([end_date] * num_assets),
'asset_name': list(names),
'exchange': exchange,
},
index=sids,
columns=(
'start_date',
'end_date',
'symbol',
'exchange',
'asset_name',
),
)
|
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] |
Create a DataFrame representing assets that exist for the full duration
between `start_date` and `end_date`.
Parameters
----------
sids : array-like of int
start_date : pd.Timestamp, optional
end_date : pd.Timestamp, optional
symbols : list, optional
Symbols to use for the assets.
If not provided, symbols are generated from the sequence 'A', 'B', ...
names : list, optional
Names to use for the assets.
If not provided, names are generated by adding " INC." to each of the
symbols (which might also be auto-generated).
exchange : str, optional
The exchange name.
Returns
-------
info : pd.DataFrame
DataFrame representing newly-created assets.
|
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"."
] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/assets/synthetic.py#L62-L117
|
train
|
Create a DataFrame representing assets that exist for the full duration
between start_date and end_date.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9('\x30' + chr(0b110010 + 0o75) + '\062' + '\060', ord("\x08")), ehT0Px3KOsy9(chr(2300 - 2252) + '\x6f' + chr(0b100010 + 0o21) + chr(0b110100) + chr(0b110100), 0b1000), ehT0Px3KOsy9(chr(48) + chr(10060 - 9949) + chr(49) + chr(0b110100) + '\063', 0o10), ehT0Px3KOsy9(chr(48) + '\x6f' + '\x33' + chr(55) + chr(0b110101), 64117 - 64109), ehT0Px3KOsy9(chr(0b10001 + 0o37) + chr(0b1011101 + 0o22) + '\063' + chr(52) + chr(0b110010), 0b1000), ehT0Px3KOsy9(chr(48) + chr(0b1011011 + 0o24) + '\065' + chr(0b11100 + 0o30), 0b1000), ehT0Px3KOsy9('\x30' + chr(0b1101111) + '\x33' + chr(2164 - 2116) + chr(0b100100 + 0o16), ord("\x08")), ehT0Px3KOsy9('\x30' + chr(0b1100010 + 0o15) + chr(0b110011) + chr(54) + '\067', 0o10), ehT0Px3KOsy9('\x30' + chr(10781 - 10670) + chr(1779 - 1730) + chr(490 - 441) + '\061', ord("\x08")), ehT0Px3KOsy9(chr(1034 - 986) + chr(6304 - 6193) + '\x33' + chr(0b1001 + 0o50) + '\x33', ord("\x08")), ehT0Px3KOsy9('\060' + chr(0b1101000 + 0o7) + chr(1331 - 1282) + chr(54) + chr(50), 44648 - 44640), ehT0Px3KOsy9(chr(0b101011 + 0o5) + '\157' + '\061' + chr(0b100111 + 0o13) + '\061', 0b1000), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(0b110001) + chr(0b110010) + chr(1684 - 1634), 0o10), ehT0Px3KOsy9(chr(2251 - 2203) + '\157' + '\061' + '\061' + chr(1982 - 1932), 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + '\063' + chr(51) + chr(0b110101), 0o10), ehT0Px3KOsy9(chr(48) + chr(5401 - 5290) + chr(49) + chr(0b110000) + chr(0b110000), 12431 - 12423), ehT0Px3KOsy9('\060' + chr(0b1101111) + chr(0b110011) + chr(0b110101), 0b1000), ehT0Px3KOsy9('\060' + chr(111) + chr(0b10010 + 0o41) + chr(0b1 + 0o64) + chr(52), 0o10), ehT0Px3KOsy9('\060' + chr(0b1011101 + 0o22) + chr(0b110010) + chr(0b110000) + chr(49), 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(1803 - 1754) + '\x32' + '\x30', ord("\x08")), ehT0Px3KOsy9('\060' + chr(8130 - 8019) + '\x37' + '\066', 0b1000), ehT0Px3KOsy9(chr(2248 - 2200) + chr(0b1011110 + 0o21) + chr(0b110001) + chr(0b110010) + chr(0b110010), 8), ehT0Px3KOsy9(chr(48) + chr(0b1001111 + 0o40) + '\062' + chr(53), 20453 - 20445), ehT0Px3KOsy9(chr(0b100000 + 0o20) + chr(111) + '\061' + chr(0b101110 + 0o3) + '\062', 8), ehT0Px3KOsy9('\x30' + chr(111) + '\x33' + chr(590 - 539), 30952 - 30944), ehT0Px3KOsy9(chr(0b11 + 0o55) + chr(0b1101111) + chr(0b11001 + 0o30) + chr(0b10110 + 0o34) + chr(0b100100 + 0o14), 8), ehT0Px3KOsy9(chr(48) + chr(111) + '\063' + '\x32' + chr(54), 4729 - 4721), ehT0Px3KOsy9(chr(48) + chr(0b11010 + 0o125) + '\x33' + '\062' + '\063', 0o10), ehT0Px3KOsy9('\x30' + chr(111) + '\x32' + chr(48), 8), ehT0Px3KOsy9(chr(0b110000) + chr(5330 - 5219) + chr(50) + chr(59 - 10) + chr(0b100 + 0o61), 0b1000), ehT0Px3KOsy9(chr(48) + chr(0b1000011 + 0o54) + '\063' + chr(1691 - 1643) + '\x37', ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(111) + chr(0b110011) + chr(0b110110) + chr(2323 - 2274), 33541 - 33533), ehT0Px3KOsy9(chr(48) + '\157' + chr(0b110001) + chr(2093 - 2040) + '\065', ord("\x08")), ehT0Px3KOsy9(chr(854 - 806) + '\157' + chr(0b110010) + chr(0b110000), 8), ehT0Px3KOsy9('\x30' + '\157' + chr(0b10010 + 0o41) + '\062' + '\x35', ord("\x08")), ehT0Px3KOsy9(chr(0b100000 + 0o20) + chr(0b110011 + 0o74) + chr(51) + chr(0b10101 + 0o33) + chr(0b110100), 0b1000), ehT0Px3KOsy9('\060' + chr(0b1101111) + chr(0b11001 + 0o30) + chr(0b101100 + 0o11) + chr(52), 0b1000), ehT0Px3KOsy9(chr(48) + chr(810 - 699) + '\063' + chr(55) + chr(0b110001), 45309 - 45301), ehT0Px3KOsy9(chr(605 - 557) + '\x6f' + chr(49) + '\066' + chr(1542 - 1494), 0b1000), ehT0Px3KOsy9('\x30' + '\x6f' + chr(51) + '\064' + chr(0b111 + 0o53), 8)][WVxHKyX45z_L % ehT0Px3KOsy9('\060' + '\x6f' + chr(0b110101) + '\x30', 39125 - 39117)] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'>'), chr(100) + chr(101) + chr(5484 - 5385) + '\x6f' + '\144' + chr(101))(chr(117) + chr(0b1110100) + '\x66' + chr(249 - 204) + '\070') + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def DrdtoeyyJD3_(vpNBss375oFz, NcwNd9gvgEB5, joOGoPpJ_sck, gTbywfQd6zu7=None, OcnR1hZ7pGdr=None, jveBRz9b3tAb=xafqLlk3kkUe(SXOLrMavuUCe(b'D\xa10\xa9'), '\144' + chr(5089 - 4988) + chr(0b110101 + 0o56) + chr(0b111010 + 0o65) + chr(0b11101 + 0o107) + chr(0b101001 + 0o74))(chr(8852 - 8735) + chr(0b1110100) + chr(0b1100110 + 0o0) + '\055' + chr(0b11111 + 0o31))):
jItIh7dn3Gvo = c2A0yzQpDQB3(vpNBss375oFz)
if gTbywfQd6zu7 is None:
gTbywfQd6zu7 = YyaZ4tpXu4lf(S9Ss7U3eoMkx[:jItIh7dn3Gvo])
else:
gTbywfQd6zu7 = YyaZ4tpXu4lf(gTbywfQd6zu7)
if OcnR1hZ7pGdr is None:
OcnR1hZ7pGdr = [M8_cKLkHVB2V(vGrByMSYMp9h) + xafqLlk3kkUe(SXOLrMavuUCe(b'0\xad-\xbe\xcc'), chr(0b1100100) + chr(0b1011000 + 0o15) + chr(8748 - 8649) + chr(111) + chr(100) + chr(4561 - 4460))(chr(0b1011100 + 0o31) + '\164' + '\146' + chr(0b100010 + 0o13) + chr(874 - 818)) for vGrByMSYMp9h in gTbywfQd6zu7]
return xafqLlk3kkUe(dubtF9GfzOdC, xafqLlk3kkUe(SXOLrMavuUCe(b'T\x85\x17\x9c\xa4^\xa3\x9a,'), chr(0b1100100) + '\145' + chr(0b1001100 + 0o27) + chr(2934 - 2823) + chr(100) + chr(0b110010 + 0o63))(chr(0b1011111 + 0o26) + chr(116) + chr(0b101110 + 0o70) + chr(0b101101) + '\x38'))({xafqLlk3kkUe(SXOLrMavuUCe(b'c\x9d\x0e\x9f\x8d@'), chr(376 - 276) + chr(3427 - 3326) + chr(3518 - 3419) + chr(111) + chr(9764 - 9664) + '\145')('\x75' + chr(0b1101100 + 0o10) + chr(9005 - 8903) + chr(45) + chr(0b111000)): gTbywfQd6zu7, xafqLlk3kkUe(SXOLrMavuUCe(b'c\x90\x02\x8f\x96s\xa6\x96=\xae'), '\144' + chr(0b1100101) + '\x63' + chr(0b111110 + 0o61) + chr(100) + chr(0b1011101 + 0o10))(chr(514 - 397) + chr(6361 - 6245) + chr(5861 - 5759) + '\055' + '\x38'): xafqLlk3kkUe(dubtF9GfzOdC, xafqLlk3kkUe(SXOLrMavuUCe(b'd\x8b<\x99\x83X\xa7\x83 \xa6\x17'), chr(0b111101 + 0o47) + '\x65' + chr(99) + '\x6f' + '\144' + '\145')(chr(0b1011011 + 0o32) + chr(0b11111 + 0o125) + '\146' + chr(45) + '\x38'))([NcwNd9gvgEB5] * jItIh7dn3Gvo), xafqLlk3kkUe(SXOLrMavuUCe(b'u\x8a\x07\xa2\x86M\xb6\x92'), chr(0b1100100) + chr(0b1 + 0o144) + '\143' + chr(3079 - 2968) + '\x64' + chr(0b1100101))(chr(0b1001100 + 0o51) + '\164' + chr(102) + chr(45) + chr(0b111000)): xafqLlk3kkUe(dubtF9GfzOdC, xafqLlk3kkUe(SXOLrMavuUCe(b'd\x8b<\x99\x83X\xa7\x83 \xa6\x17'), '\x64' + chr(0b1100101) + chr(0b1100011) + chr(5657 - 5546) + '\144' + chr(2349 - 2248))('\x75' + chr(116) + '\146' + chr(1420 - 1375) + chr(56)))([joOGoPpJ_sck] * jItIh7dn3Gvo), xafqLlk3kkUe(SXOLrMavuUCe(b'q\x97\x10\x98\x96s\xac\x96$\xae'), chr(100) + '\x65' + chr(0b1100011) + '\x6f' + chr(0b110111 + 0o55) + '\145')('\165' + '\164' + chr(408 - 306) + '\x2d' + chr(0b100 + 0o64)): YyaZ4tpXu4lf(OcnR1hZ7pGdr), xafqLlk3kkUe(SXOLrMavuUCe(b'u\x9c\x00\x95\x83B\xa5\x92'), chr(0b111100 + 0o50) + '\145' + '\143' + chr(0b1101111) + chr(0b111010 + 0o52) + chr(101))('\165' + chr(116) + '\x66' + '\055' + chr(0b111000)): jveBRz9b3tAb}, index=vpNBss375oFz, columns=(xafqLlk3kkUe(SXOLrMavuUCe(b'c\x90\x02\x8f\x96s\xa6\x96=\xae'), '\144' + '\145' + '\x63' + '\x6f' + chr(100) + chr(101))(chr(0b1110101) + chr(7569 - 7453) + chr(102) + chr(0b1001 + 0o44) + '\070'), xafqLlk3kkUe(SXOLrMavuUCe(b'u\x8a\x07\xa2\x86M\xb6\x92'), '\144' + chr(0b0 + 0o145) + '\143' + chr(3986 - 3875) + '\x64' + chr(0b1100101))(chr(0b1110101) + '\x74' + chr(102) + chr(0b110 + 0o47) + '\x38'), xafqLlk3kkUe(SXOLrMavuUCe(b'c\x9d\x0e\x9f\x8d@'), chr(100) + chr(0b1100101) + '\143' + '\x6f' + chr(0b1100011 + 0o1) + '\x65')(chr(4810 - 4693) + chr(5838 - 5722) + '\146' + chr(0b1110 + 0o37) + chr(0b10100 + 0o44)), xafqLlk3kkUe(SXOLrMavuUCe(b'u\x9c\x00\x95\x83B\xa5\x92'), chr(733 - 633) + '\x65' + chr(0b1100011) + '\x6f' + chr(6529 - 6429) + chr(101))('\165' + chr(0b10110 + 0o136) + '\x66' + chr(0b100110 + 0o7) + chr(2137 - 2081)), xafqLlk3kkUe(SXOLrMavuUCe(b'q\x97\x10\x98\x96s\xac\x96$\xae'), '\144' + chr(4650 - 4549) + chr(99) + chr(0b1000100 + 0o53) + chr(0b1100100) + chr(9652 - 9551))('\x75' + '\x74' + chr(0b1100110) + '\x2d' + chr(1668 - 1612))))
|
quantopian/zipline
|
zipline/assets/synthetic.py
|
make_simple_multi_country_equity_info
|
def make_simple_multi_country_equity_info(countries_to_sids,
countries_to_exchanges,
start_date,
end_date):
"""Create a DataFrame representing assets that exist for the full duration
between `start_date` and `end_date`, from multiple countries.
"""
sids = []
symbols = []
exchanges = []
for country, country_sids in countries_to_sids.items():
exchange = countries_to_exchanges[country]
for i, sid in enumerate(country_sids):
sids.append(sid)
symbols.append('-'.join([country, str(i)]))
exchanges.append(exchange)
return pd.DataFrame(
{
'symbol': symbols,
'start_date': start_date,
'end_date': end_date,
'asset_name': symbols,
'exchange': exchanges,
},
index=sids,
columns=(
'start_date',
'end_date',
'symbol',
'exchange',
'asset_name',
),
)
|
python
|
def make_simple_multi_country_equity_info(countries_to_sids,
countries_to_exchanges,
start_date,
end_date):
"""Create a DataFrame representing assets that exist for the full duration
between `start_date` and `end_date`, from multiple countries.
"""
sids = []
symbols = []
exchanges = []
for country, country_sids in countries_to_sids.items():
exchange = countries_to_exchanges[country]
for i, sid in enumerate(country_sids):
sids.append(sid)
symbols.append('-'.join([country, str(i)]))
exchanges.append(exchange)
return pd.DataFrame(
{
'symbol': symbols,
'start_date': start_date,
'end_date': end_date,
'asset_name': symbols,
'exchange': exchanges,
},
index=sids,
columns=(
'start_date',
'end_date',
'symbol',
'exchange',
'asset_name',
),
)
|
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] |
Create a DataFrame representing assets that exist for the full duration
between `start_date` and `end_date`, from multiple countries.
|
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] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/assets/synthetic.py#L120-L154
|
train
|
Create a DataFrame representing assets that exist for the full duration
between start_date and end_date from multiple countries.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9(chr(48) + chr(111) + chr(50) + '\066' + chr(52), 0b1000), ehT0Px3KOsy9(chr(1905 - 1857) + chr(0b1101111) + chr(377 - 328) + chr(1988 - 1937) + chr(0b110111), 0b1000), ehT0Px3KOsy9(chr(0b11011 + 0o25) + chr(2150 - 2039) + chr(50) + chr(51) + '\061', 32716 - 32708), ehT0Px3KOsy9(chr(48) + chr(0b11011 + 0o124) + '\062' + '\062' + chr(106 - 53), ord("\x08")), ehT0Px3KOsy9('\060' + chr(0b11 + 0o154) + chr(0b110011) + chr(1002 - 954) + chr(2126 - 2078), 62910 - 62902), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(1249 - 1200) + chr(283 - 231) + chr(1992 - 1944), 0b1000), ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(0b1000 + 0o57) + chr(53), 0b1000), ehT0Px3KOsy9('\060' + chr(111) + chr(0b101111 + 0o2) + '\066' + chr(1288 - 1240), ord("\x08")), ehT0Px3KOsy9(chr(48) + '\x6f' + chr(54) + '\x35', 0b1000), ehT0Px3KOsy9('\x30' + chr(0b1101111) + chr(51) + chr(49) + chr(0b110000), 7203 - 7195), ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(0b100001 + 0o21) + chr(0b111 + 0o55) + chr(0b11010 + 0o30), 0o10), ehT0Px3KOsy9(chr(48) + chr(0b1001100 + 0o43) + '\062' + chr(0b110011) + '\x33', 29602 - 29594), ehT0Px3KOsy9(chr(0b101010 + 0o6) + '\157' + '\x31', 0b1000), ehT0Px3KOsy9('\x30' + chr(0b1101111) + chr(0b110010) + '\x34' + chr(0b110100), 29530 - 29522), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(0b110010) + chr(1964 - 1913) + '\064', 25315 - 25307), ehT0Px3KOsy9(chr(469 - 421) + chr(0b1101111) + chr(2487 - 2436) + chr(1248 - 1200) + '\x34', 4542 - 4534), ehT0Px3KOsy9(chr(1665 - 1617) + chr(2718 - 2607) + chr(651 - 603), 0b1000), ehT0Px3KOsy9('\060' + chr(111) + chr(49) + '\060' + chr(2230 - 2179), ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(111) + chr(949 - 899) + chr(53) + chr(50), 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(5112 - 5001) + chr(123 - 73) + chr(55) + '\066', ord("\x08")), ehT0Px3KOsy9('\x30' + chr(0b1101111) + '\x31' + '\x36' + chr(0b110110), 0b1000), ehT0Px3KOsy9(chr(1666 - 1618) + chr(0b1101111) + chr(51) + '\063' + '\x31', 28563 - 28555), ehT0Px3KOsy9('\x30' + chr(0b1101111) + chr(0b1010 + 0o47) + chr(1621 - 1570) + chr(0b110001), 54642 - 54634), ehT0Px3KOsy9('\x30' + chr(0b1101111) + chr(653 - 604) + chr(0b110101) + chr(50), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(796 - 747) + '\x34' + '\x31', 39358 - 39350), ehT0Px3KOsy9(chr(48) + '\x6f' + chr(2651 - 2598) + '\x32', ord("\x08")), ehT0Px3KOsy9(chr(1002 - 954) + chr(0b1101111) + chr(0b100111 + 0o20) + chr(54), 0o10), ehT0Px3KOsy9(chr(0b100111 + 0o11) + '\x6f' + chr(0b1000 + 0o53) + chr(52) + chr(52), 0b1000), ehT0Px3KOsy9(chr(48) + chr(7167 - 7056) + chr(165 - 115) + chr(2435 - 2380), 0o10), ehT0Px3KOsy9('\060' + chr(5020 - 4909) + '\061' + chr(0b11000 + 0o34) + chr(2094 - 2039), 0o10), ehT0Px3KOsy9(chr(48) + chr(5895 - 5784) + '\061' + chr(0b101010 + 0o13) + chr(0b1111 + 0o41), 0o10), ehT0Px3KOsy9(chr(1024 - 976) + chr(111) + chr(53 - 3) + chr(0b101000 + 0o12) + '\x30', 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(0b100110 + 0o14) + '\061' + chr(55), 63107 - 63099), ehT0Px3KOsy9('\x30' + chr(4626 - 4515) + chr(49) + chr(2487 - 2436) + chr(51), 0o10), ehT0Px3KOsy9('\x30' + '\157' + chr(0b101011 + 0o6) + chr(1415 - 1362) + chr(0b110011), 0o10), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + '\x35' + chr(0b110111), 0o10), ehT0Px3KOsy9('\x30' + chr(111) + chr(1089 - 1039) + chr(0b110101) + '\x34', 0o10), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + '\063' + chr(0b101101 + 0o10) + chr(1884 - 1834), ord("\x08")), ehT0Px3KOsy9(chr(1269 - 1221) + chr(0b11100 + 0o123) + chr(0b110010) + chr(53) + chr(0b100010 + 0o24), ord("\x08")), ehT0Px3KOsy9('\x30' + '\157' + chr(0b100001 + 0o20) + '\x31' + chr(0b110111), ord("\x08"))][WVxHKyX45z_L % ehT0Px3KOsy9(chr(92 - 44) + chr(3211 - 3100) + chr(2610 - 2557) + '\x30', ord("\x08"))] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'\x9a'), chr(0b100101 + 0o77) + chr(0b10101 + 0o120) + chr(763 - 664) + chr(111) + chr(5383 - 5283) + '\145')(chr(0b101001 + 0o114) + chr(116) + chr(3707 - 3605) + chr(209 - 164) + chr(0b101001 + 0o17)) + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def Mi1kPxg9ythv(rh2mjNzHyafV, WDAeZsVQAOKb, NcwNd9gvgEB5, joOGoPpJ_sck):
vpNBss375oFz = []
gTbywfQd6zu7 = []
fNiM4tIuLrqX = []
for (YoiWD89mtHEZ, r3D4R8n2ccVH) in xafqLlk3kkUe(rh2mjNzHyafV, xafqLlk3kkUe(SXOLrMavuUCe(b'\xfa%\xef\xf0\x89:\x0e9Y\x9b\xea\xa2'), chr(905 - 805) + '\145' + chr(99) + chr(111) + chr(0b10 + 0o142) + chr(1943 - 1842))(chr(0b1100001 + 0o24) + '\x74' + '\146' + chr(45) + '\x38'))():
jveBRz9b3tAb = WDAeZsVQAOKb[YoiWD89mtHEZ]
for (WVxHKyX45z_L, Cli4Sf5HnGOS) in YlkZvXL8qwsX(r3D4R8n2ccVH):
xafqLlk3kkUe(vpNBss375oFz, xafqLlk3kkUe(SXOLrMavuUCe(b'\xd5/\xe9\xf0\xae\x04'), chr(0b1100100) + chr(7185 - 7084) + chr(0b111011 + 0o50) + '\157' + '\144' + chr(301 - 200))(chr(0b1110101) + chr(0b1110100) + chr(10288 - 10186) + '\055' + chr(56)))(Cli4Sf5HnGOS)
xafqLlk3kkUe(gTbywfQd6zu7, xafqLlk3kkUe(SXOLrMavuUCe(b'\xd5/\xe9\xf0\xae\x04'), '\x64' + chr(101) + chr(0b1100011) + '\157' + chr(0b1100001 + 0o3) + chr(0b1100101))('\165' + '\164' + '\x66' + chr(0b101101) + chr(0b111000)))(xafqLlk3kkUe(xafqLlk3kkUe(SXOLrMavuUCe(b'\x99'), chr(100) + chr(3579 - 3478) + chr(99) + chr(0b1101111) + chr(0b1100100) + chr(101))('\x75' + chr(0b1110100) + chr(7958 - 7856) + chr(0b101101) + '\070'), xafqLlk3kkUe(SXOLrMavuUCe(b'\xeb0\xce\xcd\xba\x14k>[\xb9\xea\xdd'), chr(0b1100011 + 0o1) + chr(101) + '\x63' + chr(0b110100 + 0o73) + chr(1554 - 1454) + chr(101))(chr(0b1110101) + chr(116) + chr(102) + chr(0b100110 + 0o7) + chr(995 - 939)))([YoiWD89mtHEZ, M8_cKLkHVB2V(WVxHKyX45z_L)]))
xafqLlk3kkUe(fNiM4tIuLrqX, xafqLlk3kkUe(SXOLrMavuUCe(b'\xd5/\xe9\xf0\xae\x04'), chr(0b110111 + 0o55) + chr(7293 - 7192) + chr(8698 - 8599) + chr(0b1101111) + chr(100) + chr(0b10100 + 0o121))(chr(0b1011111 + 0o26) + chr(116) + chr(0b1100110) + chr(45) + chr(56)))(jveBRz9b3tAb)
return xafqLlk3kkUe(dubtF9GfzOdC, xafqLlk3kkUe(SXOLrMavuUCe(b'\xf0>\xed\xf4\x86\x12\\\x1dP'), chr(9180 - 9080) + chr(101) + chr(0b1100011) + chr(8605 - 8494) + '\x64' + chr(0b1100101))('\165' + chr(6092 - 5976) + chr(0b1100110) + chr(0b101101) + chr(0b101000 + 0o20)))({xafqLlk3kkUe(SXOLrMavuUCe(b'\xc7&\xf4\xf7\xaf\x0c'), chr(0b1100100) + chr(5605 - 5504) + chr(99) + '\157' + chr(100) + chr(0b1100101))(chr(0b1110101) + chr(0b111001 + 0o73) + chr(0b1100110) + chr(0b101101) + '\070'): gTbywfQd6zu7, xafqLlk3kkUe(SXOLrMavuUCe(b'\xc7+\xf8\xe7\xb4?Y\x11A\xad'), '\x64' + '\145' + chr(0b11010 + 0o111) + '\x6f' + chr(0b1100100) + '\x65')('\x75' + chr(0b1110100) + '\146' + chr(1890 - 1845) + '\070'): NcwNd9gvgEB5, xafqLlk3kkUe(SXOLrMavuUCe(b'\xd11\xfd\xca\xa4\x01I\x15'), chr(4731 - 4631) + '\145' + chr(0b1100011) + chr(0b111101 + 0o62) + '\144' + chr(0b101001 + 0o74))('\x75' + '\x74' + chr(0b1100001 + 0o5) + chr(0b101 + 0o50) + '\x38'): joOGoPpJ_sck, xafqLlk3kkUe(SXOLrMavuUCe(b'\xd5,\xea\xf0\xb4?S\x11X\xad'), chr(6942 - 6842) + chr(101) + chr(99) + chr(0b11101 + 0o122) + '\144' + chr(101))(chr(10441 - 10324) + '\164' + chr(0b1100110) + '\055' + chr(56)): gTbywfQd6zu7, xafqLlk3kkUe(SXOLrMavuUCe(b"\xd1'\xfa\xfd\xa1\x0eZ\x15"), chr(0b0 + 0o144) + chr(0b1100101) + chr(0b110011 + 0o60) + '\x6f' + chr(100) + chr(101))(chr(0b1110101) + '\x74' + chr(102) + chr(0b101101) + chr(0b111000)): fNiM4tIuLrqX}, index=vpNBss375oFz, columns=(xafqLlk3kkUe(SXOLrMavuUCe(b'\xc7+\xf8\xe7\xb4?Y\x11A\xad'), chr(0b1100011 + 0o1) + '\x65' + '\143' + chr(0b1010111 + 0o30) + chr(0b100110 + 0o76) + chr(6494 - 6393))('\165' + chr(0b1110100) + chr(0b1100110) + chr(0b10100 + 0o31) + chr(0b111000)), xafqLlk3kkUe(SXOLrMavuUCe(b'\xd11\xfd\xca\xa4\x01I\x15'), chr(987 - 887) + chr(2411 - 2310) + '\143' + '\157' + '\x64' + '\145')(chr(1750 - 1633) + '\164' + chr(0b0 + 0o146) + chr(0b101101) + chr(2490 - 2434)), xafqLlk3kkUe(SXOLrMavuUCe(b'\xc7&\xf4\xf7\xaf\x0c'), chr(0b100101 + 0o77) + chr(0b10 + 0o143) + '\x63' + chr(0b1101 + 0o142) + chr(0b1100100) + chr(0b1111 + 0o126))(chr(117) + '\x74' + chr(6287 - 6185) + chr(0b101000 + 0o5) + chr(0b111000)), xafqLlk3kkUe(SXOLrMavuUCe(b"\xd1'\xfa\xfd\xa1\x0eZ\x15"), chr(0b1100100) + chr(0b1100101) + '\143' + chr(111) + chr(0b1010001 + 0o23) + '\x65')('\165' + '\164' + chr(5615 - 5513) + '\x2d' + '\070'), xafqLlk3kkUe(SXOLrMavuUCe(b'\xd5,\xea\xf0\xb4?S\x11X\xad'), chr(100) + '\145' + '\x63' + '\x6f' + chr(0b110001 + 0o63) + '\145')(chr(0b1110101) + chr(0b11111 + 0o125) + chr(102) + chr(0b101101) + chr(56))))
|
quantopian/zipline
|
zipline/assets/synthetic.py
|
make_jagged_equity_info
|
def make_jagged_equity_info(num_assets,
start_date,
first_end,
frequency,
periods_between_ends,
auto_close_delta):
"""
Create a DataFrame representing assets that all begin at the same start
date, but have cascading end dates.
Parameters
----------
num_assets : int
How many assets to create.
start_date : pd.Timestamp
The start date for all the assets.
first_end : pd.Timestamp
The date at which the first equity will end.
frequency : str or pd.tseries.offsets.Offset (e.g. trading_day)
Frequency used to interpret the next argument.
periods_between_ends : int
Starting after the first end date, end each asset every
`frequency` * `periods_between_ends`.
Returns
-------
info : pd.DataFrame
DataFrame representing newly-created assets.
"""
frame = pd.DataFrame(
{
'symbol': [chr(ord('A') + i) for i in range(num_assets)],
'start_date': start_date,
'end_date': pd.date_range(
first_end,
freq=(periods_between_ends * frequency),
periods=num_assets,
),
'exchange': 'TEST',
},
index=range(num_assets),
)
# Explicitly pass None to disable setting the auto_close_date column.
if auto_close_delta is not None:
frame['auto_close_date'] = frame['end_date'] + auto_close_delta
return frame
|
python
|
def make_jagged_equity_info(num_assets,
start_date,
first_end,
frequency,
periods_between_ends,
auto_close_delta):
"""
Create a DataFrame representing assets that all begin at the same start
date, but have cascading end dates.
Parameters
----------
num_assets : int
How many assets to create.
start_date : pd.Timestamp
The start date for all the assets.
first_end : pd.Timestamp
The date at which the first equity will end.
frequency : str or pd.tseries.offsets.Offset (e.g. trading_day)
Frequency used to interpret the next argument.
periods_between_ends : int
Starting after the first end date, end each asset every
`frequency` * `periods_between_ends`.
Returns
-------
info : pd.DataFrame
DataFrame representing newly-created assets.
"""
frame = pd.DataFrame(
{
'symbol': [chr(ord('A') + i) for i in range(num_assets)],
'start_date': start_date,
'end_date': pd.date_range(
first_end,
freq=(periods_between_ends * frequency),
periods=num_assets,
),
'exchange': 'TEST',
},
index=range(num_assets),
)
# Explicitly pass None to disable setting the auto_close_date column.
if auto_close_delta is not None:
frame['auto_close_date'] = frame['end_date'] + auto_close_delta
return frame
|
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".",
"date_range",
"(",
"first_end",
",",
"freq",
"=",
"(",
"periods_between_ends",
"*",
"frequency",
")",
",",
"periods",
"=",
"num_assets",
",",
")",
",",
"'exchange'",
":",
"'TEST'",
",",
"}",
",",
"index",
"=",
"range",
"(",
"num_assets",
")",
",",
")",
"# Explicitly pass None to disable setting the auto_close_date column.",
"if",
"auto_close_delta",
"is",
"not",
"None",
":",
"frame",
"[",
"'auto_close_date'",
"]",
"=",
"frame",
"[",
"'end_date'",
"]",
"+",
"auto_close_delta",
"return",
"frame"
] |
Create a DataFrame representing assets that all begin at the same start
date, but have cascading end dates.
Parameters
----------
num_assets : int
How many assets to create.
start_date : pd.Timestamp
The start date for all the assets.
first_end : pd.Timestamp
The date at which the first equity will end.
frequency : str or pd.tseries.offsets.Offset (e.g. trading_day)
Frequency used to interpret the next argument.
periods_between_ends : int
Starting after the first end date, end each asset every
`frequency` * `periods_between_ends`.
Returns
-------
info : pd.DataFrame
DataFrame representing newly-created assets.
|
[
"Create",
"a",
"DataFrame",
"representing",
"assets",
"that",
"all",
"begin",
"at",
"the",
"same",
"start",
"date",
"but",
"have",
"cascading",
"end",
"dates",
"."
] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/assets/synthetic.py#L157-L204
|
train
|
Create a DataFrame representing assets that all begin at the same start_date but have cascading end dates.
|
Pu7Z6IJCgH3a,vcEHXBQXuDuh,sHOWSIAKtU58,ZVWAAMjVVHHl,qRin5pdYOdbB,IySsVMyKT3tF,FwEHNICjJCy0,yISIa0MMKKfB,GAtvbI59wr0o,OmNM6rT0Sgul,gu1MSKhYvigU,S2TTo9DhhiSh,aaLV7ZjAfkcR,ker4pIJmdvxf,WaQEaQCVMQ03,xV97BFGi0hY9,YnM1HtHE4j7G,X5FyJb4ToTo6,jLmadlzMdunT,GGFwFLsDF9Fv,prtR0Uw1GMh5,oNamnshN4dFG,QZzQeAYvsoum,VHAt7CcYKC2T,cKsTbNGLtp_O,sR2sPcm7Zrfn,yROw0HWBk0Qc,j9rjMYnN2BMp,hIlP7994qj8O,_fsda0v2_OKU,o0CgT5HPthxA,DXjfarvgFnbl,RQ6CSRrFArYB,RouZF7bjEXAv,jIl9qoALCRyb,bdLuls3EQFSd,FXUco0R3m83n,V5s4UV3vwoyK,Q6d3QdTENfxw,sbc9gub6LIFp,QWgp4ELTmqy4,_zJ24Vce7wp0,KlPSljPzIJ_u,N5Ee6d9YGQ_x,yDcnbVVBZ5VZ,OTstrxJfIC1n,GXwwnDRMCHJX,a9IKoVgO_m3w,GNd6AVvhYicE,ixtrydDuthdu,n0ZkatoveZpF,eh4BeXwijHpf,ZMHESMWYyt8h,hr2QaoivbFQ2,Iiw8L0MH5qfg,koCeDPYTrOFe,qqrhSmCSbbqk,pz9FlfzsWoy1,BXIwDASQ0Qkq,NL8dtWOpbcjF,_bikzMuRfbJG,sznFqDbNBHlx,ZsDPvpP4xdo3,cW7yQuyEnJ6E,KOHQGQ8qLDWm,NE1Yam2HHroQ,ygAzbDzrvRMh,SBRjvOU1ufVC,hOkXjmluKZfJ,q1QCh3W88sgk,TLbJ60djyws0,rIcPej9ZqMqV,WTxpD_zsEOh2,LgE_IO_tHXvM,Kk1hd194VKEC,OZYzwAeSQh7N,jFWsnpHpAUWz,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp,Lt3jp3Wjtj_1,OgxWTx4GSNFx,Dl48nj1rbi23,gUjKZptQBOom,UVSi4XW7eBIM,TtvdWC885wQi,hyjPAJYKYCCT,WbBjf8Y7v9VN,LXFmLC1F9ebP,QC9iu2kLpS8s,QOfmzcVJsrp8,tzcpInYwBvYW,iDQ_gSK8V7h0,Rurm1zTRfSmY,reqGiMiVQ77y,bsS9P6_LpdIe,sbGAZlkZOtyh,Cf_Qef15s3_F,eX02hlZjMfR0,wLqBDw8l0eIm,g1Uy6IV0tyJQ,f9CsFWzvg0Vq,YlkZvXL8qwsX,MCqssyYhLtLC,bpgWCAbiJWkL,CMUdZtaORwo4,hi1V0ySZcNds,kkSX4ccExqw4,V4roHaS3Ppej,o8rvoPw8ep3k,xafqLlk3kkUe,h0qciNl3EEEj,lot1PSoAwYhj,xfhwxiBOH72k,HcyiPkCViZiX,fOIXYo9a1WNS,z8EhBlYI2Bx4,Y3jVKaC8LEDU,ehT0Px3KOsy9,PlSM16l2KDPD,J6u1YyThfhgG,ZdP978XkGspL,c2A0yzQpDQB3,I7ZO3Ma9cXBb,YyaZ4tpXu4lf,eHmS9durw_Vs,abA97kOQKaLo,tsdjvlgh9gDP,VTYZGD68sBIs,Dx22bkKPdt5d,nSwwHEeM4cxI,sR_24x3xd4bh,xmV2riMOClNT,_fwkIVCGgtAN,Jp8aZ6mjyZZT,eO8Xfv8UVFey,zLUzGokYBM2Z,FL7SmUoxlR9h,k6bl9sLammpH,vQr8gNKaIaWE,S6hV9M2g7fO0,RFiwrCZH9Ie6,jB_HdqgHmVpI,MVEN8G6CxlvR,t0rOMsrOC7R_,W3g84rNiEdDQ,vUlqIvNSaRMa,gDnh40_OUDCn,M8_cKLkHVB2V,xkxBmo49x2An,KNx0Ujaz9UM0,KNyTy8rYcwji,wmQmyeWBmUpv,p1G5VS3dE_Ss,pZ0NK2y6HRbn,HByLaO1XdVEe,pgRJLRS7Iy8j,OZYzwAeSQh7N,tmzuw0hjv33u,RwRZiUMA3VWp,Gbej4oZqKLA6,TqkAMbUz4aLg,rw68imZ2Ikxp=ArithmeticError,AssertionError,AttributeError,BaseException,BlockingIOError,BrokenPipeError,BufferError,BytesWarning,ChildProcessError,ConnectionAbortedError,ConnectionError,ConnectionRefusedError,ConnectionResetError,DeprecationWarning,EOFError,Ellipsis,EncodingWarning,EnvironmentError,Exception,False,FileExistsError,FileNotFoundError,FloatingPointError,FutureWarning,GeneratorExit,IOError,ImportError,ImportWarning,IndentationError,IndexError,InterruptedError,IsADirectoryError,KeyError,KeyboardInterrupt,LookupError,MemoryError,ModuleNotFoundError,NameError,None,NotADirectoryError,NotImplemented,NotImplementedError,OSError,OverflowError,PendingDeprecationWarning,PermissionError,ProcessLookupError,RecursionError,ReferenceError,ResourceWarning,RuntimeError,RuntimeWarning,StopAsyncIteration,StopIteration,SyntaxError,SyntaxWarning,SystemError,SystemExit,TabError,TimeoutError,True,TypeError,UnboundLocalError,UnicodeDecodeError,UnicodeEncodeError,UnicodeError,UnicodeTranslateError,UnicodeWarning,UserWarning,ValueError,Warning,WindowsError,ZeroDivisionError,__build_class__,__debug__,__doc__,__import__,__loader__,__name__,__package__,__spec__,abs,aiter,all,anext,any,ascii,bin,bool,breakpoint,bytearray,bytes,callable,chr,classmethod,compile,complex,copyright,credits,delattr,dict,dir,divmod,enumerate,eval,exec,exit,filter,float,format,frozenset,getattr,globals,hasattr,hash,help,hex,id,input,int,isinstance,issubclass,iter,len,license,list,locals,map,max,memoryview,min,next,object,oct,open,ord,pow,print,property,quit,range,repr,reversed,round,set,setattr,slice,sorted,staticmethod,str,sum,super,tuple,type,vars,zip,__builtins__,__cached__,__doc__,__file__,__loader__,__name__,__package__,__spec__
SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9(chr(939 - 891) + '\157' + '\x32' + chr(2187 - 2137) + chr(0b110110), ord("\x08")), ehT0Px3KOsy9('\x30' + chr(5612 - 5501) + '\062' + chr(0b100000 + 0o26) + chr(0b110000), ord("\x08")), ehT0Px3KOsy9(chr(48) + '\x6f' + chr(0b110010) + chr(52) + chr(0b110100), 0b1000), ehT0Px3KOsy9(chr(1765 - 1717) + chr(9388 - 9277) + chr(1095 - 1045) + '\062' + chr(49), ord("\x08")), ehT0Px3KOsy9(chr(0b101001 + 0o7) + chr(0b1101000 + 0o7) + chr(51) + '\x34' + chr(167 - 115), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(1066 - 1016) + chr(0b10001 + 0o42) + chr(0b100001 + 0o22), ord("\x08")), ehT0Px3KOsy9(chr(48) + '\157' + chr(0b101011 + 0o12) + chr(0b110000), ord("\x08")), ehT0Px3KOsy9(chr(0b1111 + 0o41) + chr(0b1101111) + '\x32' + '\064' + chr(51), 0b1000), ehT0Px3KOsy9('\x30' + chr(111) + chr(0b110100) + chr(0b1 + 0o63), 65458 - 65450), ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(0b11001 + 0o31) + chr(49) + chr(0b101111 + 0o5), 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(0b1110 + 0o44) + '\067' + '\061', 0b1000), ehT0Px3KOsy9(chr(1825 - 1777) + chr(0b10000 + 0o137) + chr(1633 - 1584) + chr(53), 0o10), ehT0Px3KOsy9('\x30' + chr(0b111010 + 0o65) + chr(0b110010) + chr(0b10101 + 0o33) + '\x30', 0b1000), ehT0Px3KOsy9(chr(791 - 743) + chr(0b1101111) + chr(0b11000 + 0o34) + chr(0b101001 + 0o10), 0b1000), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(1635 - 1584) + '\067' + '\066', 0o10), ehT0Px3KOsy9('\060' + chr(2718 - 2607) + chr(0b110100) + chr(2289 - 2241), 0b1000), ehT0Px3KOsy9('\060' + chr(0b1101111) + chr(0b110001) + chr(0b110 + 0o56) + '\060', 0b1000), ehT0Px3KOsy9('\060' + '\x6f' + chr(1351 - 1302) + '\x32' + chr(0b110000), 0b1000), ehT0Px3KOsy9('\x30' + '\x6f' + '\x31' + '\x34', 31719 - 31711), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(0b111 + 0o53) + chr(0b10101 + 0o33) + chr(1372 - 1320), 0b1000), ehT0Px3KOsy9('\x30' + chr(111) + chr(287 - 237) + chr(48) + chr(850 - 795), 0o10), ehT0Px3KOsy9('\060' + chr(111) + '\x31' + chr(0b110011), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(0b1011 + 0o50) + chr(70 - 20) + chr(0b110010), 62726 - 62718), ehT0Px3KOsy9(chr(0b111 + 0o51) + chr(11097 - 10986) + chr(55) + chr(885 - 831), 0b1000), ehT0Px3KOsy9(chr(126 - 78) + '\157' + '\061' + chr(53) + chr(0b110001), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + '\157' + '\061' + chr(53) + chr(0b100000 + 0o22), 32712 - 32704), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + chr(50) + '\x32' + chr(453 - 399), 8), ehT0Px3KOsy9(chr(48) + chr(9629 - 9518) + '\062' + chr(0b10 + 0o65) + chr(2580 - 2529), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(0b1001101 + 0o42) + chr(0b110100) + chr(48), 8), ehT0Px3KOsy9(chr(48) + chr(111) + '\x33' + '\060' + chr(0b101101 + 0o11), 0b1000), ehT0Px3KOsy9(chr(0b10011 + 0o35) + chr(0b1100100 + 0o13) + chr(51) + '\065' + '\x36', 5698 - 5690), ehT0Px3KOsy9('\060' + chr(0b1000000 + 0o57) + '\061' + chr(0b1011 + 0o50) + chr(0b110110), 0o10), ehT0Px3KOsy9('\x30' + '\157' + chr(0b10000 + 0o43) + chr(472 - 418) + chr(1159 - 1104), 0b1000), ehT0Px3KOsy9('\x30' + chr(0b1010 + 0o145) + chr(50) + chr(2386 - 2337) + chr(48), 0b1000), ehT0Px3KOsy9(chr(48) + chr(1411 - 1300) + chr(0b100110 + 0o14) + '\060' + chr(0b101011 + 0o14), 8), ehT0Px3KOsy9(chr(48) + '\157' + '\x31' + chr(54) + '\065', 0o10), ehT0Px3KOsy9('\060' + chr(0b101001 + 0o106) + '\061' + '\x37' + chr(0b1111 + 0o43), ord("\x08")), ehT0Px3KOsy9(chr(0b101001 + 0o7) + '\157' + chr(0b0 + 0o61) + '\064' + '\067', 0b1000), ehT0Px3KOsy9(chr(0b1011 + 0o45) + chr(3567 - 3456) + chr(0b110011) + '\064' + '\061', 40084 - 40076), ehT0Px3KOsy9(chr(0b110000) + chr(0b1011010 + 0o25) + '\063' + chr(52) + '\x35', 0o10)][WVxHKyX45z_L % ehT0Px3KOsy9(chr(48) + chr(111) + '\065' + chr(1852 - 1804), 8)] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'\xb8'), chr(0b1100100) + chr(3384 - 3283) + chr(99) + chr(0b1011010 + 0o25) + '\x64' + chr(0b1100101))('\x75' + '\x74' + chr(0b11010 + 0o114) + chr(45) + chr(56)) + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def dx3WCLSjTW9d(jItIh7dn3Gvo, NcwNd9gvgEB5, oHNPm2lFqn4w, pOUplog6yHx6, FhfhUVonLLbq, j5YIrtrw7_Zr):
C4IqNNmLfHXB = dubtF9GfzOdC.DataFrame({xafqLlk3kkUe(SXOLrMavuUCe(b'\xe5\xc9\xc9\xf3\x8b\xf7'), '\x64' + '\x65' + '\x63' + '\157' + chr(100) + chr(1257 - 1156))(chr(11134 - 11017) + '\x74' + chr(939 - 837) + chr(45) + chr(0b100100 + 0o24)): [iDQ_gSK8V7h0(Jp8aZ6mjyZZT(xafqLlk3kkUe(SXOLrMavuUCe(b'\xd7'), chr(0b1100100) + chr(9605 - 9504) + chr(0b1100011) + chr(111) + chr(0b1100100) + chr(5782 - 5681))(chr(117) + chr(0b1110100) + '\146' + chr(704 - 659) + '\070')) + WVxHKyX45z_L) for WVxHKyX45z_L in vQr8gNKaIaWE(jItIh7dn3Gvo)], xafqLlk3kkUe(SXOLrMavuUCe(b'\xe5\xc4\xc5\xe3\x90\xc4L\xc2P\xe9'), chr(100) + '\145' + '\143' + '\x6f' + chr(0b1100100) + '\x65')(chr(12225 - 12108) + chr(13170 - 13054) + chr(0b1100110) + '\x2d' + '\070'): NcwNd9gvgEB5, xafqLlk3kkUe(SXOLrMavuUCe(b'\xf3\xde\xc0\xce\x80\xfa\\\xc6'), chr(100) + chr(101) + chr(0b1000000 + 0o43) + chr(10357 - 10246) + chr(0b10001 + 0o123) + '\145')(chr(7785 - 7668) + '\x74' + chr(0b1100110) + chr(1000 - 955) + chr(0b111000)): dubtF9GfzOdC.date_range(oHNPm2lFqn4w, freq=FhfhUVonLLbq * pOUplog6yHx6, periods=jItIh7dn3Gvo), xafqLlk3kkUe(SXOLrMavuUCe(b'\xf3\xc8\xc7\xf9\x85\xf5O\xc6'), chr(0b1100100) + chr(101) + '\143' + chr(0b111110 + 0o61) + '\144' + chr(0b1100101))(chr(0b1000001 + 0o64) + chr(5125 - 5009) + chr(7057 - 6955) + chr(45) + chr(2254 - 2198)): xafqLlk3kkUe(SXOLrMavuUCe(b'\xc2\xf5\xf7\xc5'), '\x64' + '\x65' + chr(0b1100011) + '\157' + chr(0b1000111 + 0o35) + chr(1157 - 1056))(chr(117) + chr(0b1110100) + chr(102) + '\055' + chr(56))}, index=vQr8gNKaIaWE(jItIh7dn3Gvo))
if j5YIrtrw7_Zr is not None:
C4IqNNmLfHXB[xafqLlk3kkUe(SXOLrMavuUCe(b'\xf7\xc5\xd0\xfe\xbb\xf8D\xccW\xe9\xe6i\xe1U\x9b'), chr(8325 - 8225) + chr(9664 - 9563) + '\x63' + chr(0b1100111 + 0o10) + chr(100) + chr(0b1100101))(chr(0b1110101) + chr(0b1110100) + chr(0b1100110) + '\x2d' + chr(386 - 330))] = C4IqNNmLfHXB[xafqLlk3kkUe(SXOLrMavuUCe(b'\xf3\xde\xc0\xce\x80\xfa\\\xc6'), chr(0b101100 + 0o70) + chr(0b1100101) + chr(99) + chr(111) + chr(0b0 + 0o144) + chr(101))(chr(0b11011 + 0o132) + chr(3871 - 3755) + chr(102) + chr(0b100101 + 0o10) + '\070')] + j5YIrtrw7_Zr
return C4IqNNmLfHXB
|
quantopian/zipline
|
zipline/assets/synthetic.py
|
make_future_info
|
def make_future_info(first_sid,
root_symbols,
years,
notice_date_func,
expiration_date_func,
start_date_func,
month_codes=None,
multiplier=500):
"""
Create a DataFrame representing futures for `root_symbols` during `year`.
Generates a contract per triple of (symbol, year, month) supplied to
`root_symbols`, `years`, and `month_codes`.
Parameters
----------
first_sid : int
The first sid to use for assigning sids to the created contracts.
root_symbols : list[str]
A list of root symbols for which to create futures.
years : list[int or str]
Years (e.g. 2014), for which to produce individual contracts.
notice_date_func : (Timestamp) -> Timestamp
Function to generate notice dates from first of the month associated
with asset month code. Return NaT to simulate futures with no notice
date.
expiration_date_func : (Timestamp) -> Timestamp
Function to generate expiration dates from first of the month
associated with asset month code.
start_date_func : (Timestamp) -> Timestamp, optional
Function to generate start dates from first of the month associated
with each asset month code. Defaults to a start_date one year prior
to the month_code date.
month_codes : dict[str -> [1..12]], optional
Dictionary of month codes for which to create contracts. Entries
should be strings mapped to values from 1 (January) to 12 (December).
Default is zipline.futures.CMES_CODE_TO_MONTH
multiplier : int
The contract multiplier.
Returns
-------
futures_info : pd.DataFrame
DataFrame of futures data suitable for passing to an AssetDBWriter.
"""
if month_codes is None:
month_codes = CMES_CODE_TO_MONTH
year_strs = list(map(str, years))
years = [pd.Timestamp(s, tz='UTC') for s in year_strs]
# Pairs of string/date like ('K06', 2006-05-01)
contract_suffix_to_beginning_of_month = tuple(
(month_code + year_str[-2:], year + MonthBegin(month_num))
for ((year, year_str), (month_code, month_num))
in product(
zip(years, year_strs),
iteritems(month_codes),
)
)
contracts = []
parts = product(root_symbols, contract_suffix_to_beginning_of_month)
for sid, (root_sym, (suffix, month_begin)) in enumerate(parts, first_sid):
contracts.append({
'sid': sid,
'root_symbol': root_sym,
'symbol': root_sym + suffix,
'start_date': start_date_func(month_begin),
'notice_date': notice_date_func(month_begin),
'expiration_date': notice_date_func(month_begin),
'multiplier': multiplier,
'exchange': "TEST",
})
return pd.DataFrame.from_records(contracts, index='sid')
|
python
|
def make_future_info(first_sid,
root_symbols,
years,
notice_date_func,
expiration_date_func,
start_date_func,
month_codes=None,
multiplier=500):
"""
Create a DataFrame representing futures for `root_symbols` during `year`.
Generates a contract per triple of (symbol, year, month) supplied to
`root_symbols`, `years`, and `month_codes`.
Parameters
----------
first_sid : int
The first sid to use for assigning sids to the created contracts.
root_symbols : list[str]
A list of root symbols for which to create futures.
years : list[int or str]
Years (e.g. 2014), for which to produce individual contracts.
notice_date_func : (Timestamp) -> Timestamp
Function to generate notice dates from first of the month associated
with asset month code. Return NaT to simulate futures with no notice
date.
expiration_date_func : (Timestamp) -> Timestamp
Function to generate expiration dates from first of the month
associated with asset month code.
start_date_func : (Timestamp) -> Timestamp, optional
Function to generate start dates from first of the month associated
with each asset month code. Defaults to a start_date one year prior
to the month_code date.
month_codes : dict[str -> [1..12]], optional
Dictionary of month codes for which to create contracts. Entries
should be strings mapped to values from 1 (January) to 12 (December).
Default is zipline.futures.CMES_CODE_TO_MONTH
multiplier : int
The contract multiplier.
Returns
-------
futures_info : pd.DataFrame
DataFrame of futures data suitable for passing to an AssetDBWriter.
"""
if month_codes is None:
month_codes = CMES_CODE_TO_MONTH
year_strs = list(map(str, years))
years = [pd.Timestamp(s, tz='UTC') for s in year_strs]
# Pairs of string/date like ('K06', 2006-05-01)
contract_suffix_to_beginning_of_month = tuple(
(month_code + year_str[-2:], year + MonthBegin(month_num))
for ((year, year_str), (month_code, month_num))
in product(
zip(years, year_strs),
iteritems(month_codes),
)
)
contracts = []
parts = product(root_symbols, contract_suffix_to_beginning_of_month)
for sid, (root_sym, (suffix, month_begin)) in enumerate(parts, first_sid):
contracts.append({
'sid': sid,
'root_symbol': root_sym,
'symbol': root_sym + suffix,
'start_date': start_date_func(month_begin),
'notice_date': notice_date_func(month_begin),
'expiration_date': notice_date_func(month_begin),
'multiplier': multiplier,
'exchange': "TEST",
})
return pd.DataFrame.from_records(contracts, index='sid')
|
[
"def",
"make_future_info",
"(",
"first_sid",
",",
"root_symbols",
",",
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] |
Create a DataFrame representing futures for `root_symbols` during `year`.
Generates a contract per triple of (symbol, year, month) supplied to
`root_symbols`, `years`, and `month_codes`.
Parameters
----------
first_sid : int
The first sid to use for assigning sids to the created contracts.
root_symbols : list[str]
A list of root symbols for which to create futures.
years : list[int or str]
Years (e.g. 2014), for which to produce individual contracts.
notice_date_func : (Timestamp) -> Timestamp
Function to generate notice dates from first of the month associated
with asset month code. Return NaT to simulate futures with no notice
date.
expiration_date_func : (Timestamp) -> Timestamp
Function to generate expiration dates from first of the month
associated with asset month code.
start_date_func : (Timestamp) -> Timestamp, optional
Function to generate start dates from first of the month associated
with each asset month code. Defaults to a start_date one year prior
to the month_code date.
month_codes : dict[str -> [1..12]], optional
Dictionary of month codes for which to create contracts. Entries
should be strings mapped to values from 1 (January) to 12 (December).
Default is zipline.futures.CMES_CODE_TO_MONTH
multiplier : int
The contract multiplier.
Returns
-------
futures_info : pd.DataFrame
DataFrame of futures data suitable for passing to an AssetDBWriter.
|
[
"Create",
"a",
"DataFrame",
"representing",
"futures",
"for",
"root_symbols",
"during",
"year",
"."
] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/assets/synthetic.py#L207-L281
|
train
|
Create a DataFrame representing futures for the given root_symbols and years.
|
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SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9('\060' + chr(5078 - 4967) + '\061' + chr(0b110100) + chr(0b110001 + 0o0), 0o10), ehT0Px3KOsy9('\060' + chr(0b1101111) + chr(0b110010) + chr(2437 - 2387) + chr(50), 8739 - 8731), ehT0Px3KOsy9(chr(0b1101 + 0o43) + '\157' + '\063' + '\060' + chr(54), ord("\x08")), ehT0Px3KOsy9(chr(0b11111 + 0o21) + '\x6f' + '\065' + chr(1339 - 1287), 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(7122 - 7011) + chr(0b1111 + 0o43) + chr(0b10 + 0o60), 35300 - 35292), ehT0Px3KOsy9(chr(0b110000) + chr(12086 - 11975) + chr(0b110111) + chr(55), 0b1000), ehT0Px3KOsy9('\x30' + chr(0b1101111) + chr(595 - 545) + '\061' + chr(0b100 + 0o57), 19409 - 19401), ehT0Px3KOsy9(chr(0b110000) + chr(661 - 550) + '\x31' + chr(49) + chr(0b101011 + 0o10), ord("\x08")), ehT0Px3KOsy9(chr(48) + chr(6354 - 6243) + chr(51) + chr(48) + '\x33', 0b1000), ehT0Px3KOsy9('\x30' + chr(0b1011001 + 0o26) + '\063' + '\x32' + chr(2221 - 2168), 0o10), ehT0Px3KOsy9('\x30' + chr(0b1100110 + 0o11) + chr(0b110011) + chr(50) + '\066', ord("\x08")), ehT0Px3KOsy9(chr(688 - 640) + chr(0b1101 + 0o142) + chr(0b110001) + chr(49) + chr(0b110101), ord("\x08")), ehT0Px3KOsy9(chr(48) + '\157' + '\061' + chr(2650 - 2595) + chr(54), ord("\x08")), ehT0Px3KOsy9('\060' + '\157' + '\062' + chr(0b10 + 0o65) + chr(0b110011), ord("\x08")), ehT0Px3KOsy9(chr(652 - 604) + chr(111) + '\x31' + chr(78 - 30) + chr(0b110010), 0o10), ehT0Px3KOsy9(chr(48) + chr(0b1111 + 0o140) + '\062' + '\066' + chr(1018 - 965), 0b1000), ehT0Px3KOsy9(chr(0b111 + 0o51) + chr(0b1101111) + '\x33' + chr(53), 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(0b1100 + 0o143) + chr(0b101100 + 0o6) + '\060' + chr(48), 0b1000), ehT0Px3KOsy9(chr(0b11111 + 0o21) + chr(0b1101111) + '\x32' + chr(0b110001) + '\x33', 8), ehT0Px3KOsy9(chr(543 - 495) + chr(0b1101111) + chr(650 - 600) + chr(52) + chr(0b110010), 24527 - 24519), ehT0Px3KOsy9(chr(0b1111 + 0o41) + chr(0b111001 + 0o66) + chr(0b1100 + 0o45) + chr(2518 - 2466) + chr(0b101000 + 0o14), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(0b110010 + 0o5), 62935 - 62927), ehT0Px3KOsy9(chr(1417 - 1369) + chr(5410 - 5299) + '\063' + chr(0b101000 + 0o12) + chr(0b110000), 0b1000), ehT0Px3KOsy9(chr(48) + '\157' + '\x31' + chr(0b110111) + chr(0b1101 + 0o52), 39342 - 39334), ehT0Px3KOsy9(chr(0b1111 + 0o41) + chr(111) + '\063' + chr(51) + chr(50), 0o10), ehT0Px3KOsy9(chr(232 - 184) + '\x6f' + chr(49) + chr(2338 - 2287) + chr(50), 0o10), ehT0Px3KOsy9('\x30' + chr(10432 - 10321) + chr(0b110001) + '\061' + '\x36', ord("\x08")), ehT0Px3KOsy9(chr(494 - 446) + chr(0b1101111) + chr(0b110011) + chr(49), 56822 - 56814), ehT0Px3KOsy9(chr(0b11100 + 0o24) + '\157' + chr(0b110001) + '\x35' + chr(48), 0b1000), ehT0Px3KOsy9(chr(0b10011 + 0o35) + '\157' + '\061' + chr(1545 - 1491) + '\x37', 0o10), ehT0Px3KOsy9(chr(0b111 + 0o51) + '\157' + chr(0b110111) + '\x37', 8), ehT0Px3KOsy9(chr(0b10100 + 0o34) + chr(3174 - 3063) + '\x32' + chr(54), 0b1000), ehT0Px3KOsy9(chr(0b110000 + 0o0) + '\x6f' + chr(0b100000 + 0o22) + '\x31' + chr(0b0 + 0o66), 65049 - 65041), ehT0Px3KOsy9('\x30' + chr(0b1101111) + chr(0b110001) + '\067' + chr(48), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(50) + chr(0b100101 + 0o16) + chr(0b101 + 0o56), 0b1000), ehT0Px3KOsy9(chr(0b101000 + 0o10) + chr(417 - 306) + chr(50) + '\062' + chr(0b100100 + 0o22), 0o10), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(50) + chr(51) + '\062', 0b1000), ehT0Px3KOsy9(chr(48) + chr(111) + chr(0b110010) + chr(0b11 + 0o62) + '\067', 0b1000), ehT0Px3KOsy9('\060' + '\157' + chr(49) + chr(2648 - 2596) + '\x37', 0b1000), ehT0Px3KOsy9(chr(1506 - 1458) + chr(111) + chr(0b11010 + 0o31) + chr(1329 - 1279) + '\065', 8)][WVxHKyX45z_L % ehT0Px3KOsy9(chr(0b110000) + chr(0b1001111 + 0o40) + '\x35' + chr(2070 - 2022), ord("\x08"))] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'O'), '\x64' + chr(101) + chr(99) + '\157' + chr(0b1100100) + chr(0b1100101))(chr(11442 - 11325) + '\164' + chr(1832 - 1730) + '\055' + '\x38') + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def rkEirrCc3hqK(sW9Lx8G7Lmy0, _hFyfoRobDUt, fUx9L05l7bBr, i8OvyXXPaxGe, BGK3WCVlJgoz, L4Ppl4EUpOLQ, pzDNTux1xoA0=None, S0Mp0SOoXply=ehT0Px3KOsy9(chr(48) + chr(6697 - 6586) + chr(0b10010 + 0o45) + '\066' + '\x34', 58056 - 58048)):
if pzDNTux1xoA0 is None:
pzDNTux1xoA0 = KW_5LOwX_brU
yMszvuzjJmZN = YyaZ4tpXu4lf(abA97kOQKaLo(M8_cKLkHVB2V, fUx9L05l7bBr))
fUx9L05l7bBr = [dubtF9GfzOdC.Timestamp(vGrByMSYMp9h, tz=xafqLlk3kkUe(SXOLrMavuUCe(b'4\xc6\x85'), chr(0b1100100) + chr(101) + '\143' + chr(4715 - 4604) + chr(100) + '\145')(chr(0b1001100 + 0o51) + chr(0b1101001 + 0o13) + chr(5274 - 5172) + '\x2d' + '\x38')) for vGrByMSYMp9h in yMszvuzjJmZN]
LabeAhKPgMl4 = KNyTy8rYcwji(((_BS8kg27brhO + LALvqqZIUiFb[-ehT0Px3KOsy9('\x30' + chr(111) + '\x32', ord("\x08")):], tHDbziHu8esk + hAkq39ZWPL3L(u4QqRQ6Fef0g)) for ((tHDbziHu8esk, LALvqqZIUiFb), (_BS8kg27brhO, u4QqRQ6Fef0g)) in uIRUM5ZtFNrn(pZ0NK2y6HRbn(fUx9L05l7bBr, yMszvuzjJmZN), WYXqUHkBa2Bx(pzDNTux1xoA0))))
NFa1rHnSeEBT = []
gIfWK5W_pmM4 = uIRUM5ZtFNrn(_hFyfoRobDUt, LabeAhKPgMl4)
for (Cli4Sf5HnGOS, (tKbWz4MmE7LA, (YhhkyMvxPIjH, WraGC97e9J6A))) in YlkZvXL8qwsX(gIfWK5W_pmM4, sW9Lx8G7Lmy0):
xafqLlk3kkUe(NFa1rHnSeEBT, xafqLlk3kkUe(SXOLrMavuUCe(b'\x00\xe2\xb6I|['), chr(0b1100100) + chr(0b1100101) + chr(6889 - 6790) + chr(0b101 + 0o152) + chr(0b1100100) + '\x65')('\165' + chr(116) + '\146' + chr(1089 - 1044) + '\070'))({xafqLlk3kkUe(SXOLrMavuUCe(b'\x12\xfb\xa2'), chr(5946 - 5846) + chr(0b1100101) + '\x63' + chr(0b101111 + 0o100) + '\x64' + chr(0b1100101))(chr(117) + '\164' + chr(0b1010111 + 0o17) + chr(1876 - 1831) + chr(56)): Cli4Sf5HnGOS, xafqLlk3kkUe(SXOLrMavuUCe(b'\x13\xfd\xa9XML\xf2&\xa1\xba\xba'), chr(8752 - 8652) + chr(0b1100101) + chr(99) + '\157' + '\x64' + chr(0b10100 + 0o121))(chr(0b101111 + 0o106) + chr(0b1100000 + 0o24) + chr(0b1100110) + chr(1308 - 1263) + chr(56)): tKbWz4MmE7LA, xafqLlk3kkUe(SXOLrMavuUCe(b'\x12\xeb\xabN}S'), chr(3166 - 3066) + chr(2484 - 2383) + '\x63' + chr(0b1101111) + chr(6646 - 6546) + '\145')('\165' + chr(0b1100101 + 0o17) + chr(0b1100001 + 0o5) + chr(987 - 942) + '\070'): tKbWz4MmE7LA + YhhkyMvxPIjH, xafqLlk3kkUe(SXOLrMavuUCe(b'\x12\xe6\xa7^f`\xef*\xb7\xb0'), '\x64' + '\145' + '\143' + chr(0b1101100 + 0o3) + chr(100) + chr(0b1100101))(chr(0b11010 + 0o133) + chr(116) + '\146' + '\x2d' + '\070'): L4Ppl4EUpOLQ(WraGC97e9J6A), xafqLlk3kkUe(SXOLrMavuUCe(b'\x0f\xfd\xb2EqZ\xd4/\xa2\xa1\xb3'), '\x64' + chr(9112 - 9011) + chr(99) + chr(0b110100 + 0o73) + chr(8421 - 8321) + '\x65')(chr(117) + chr(0b1110100) + chr(102) + '\x2d' + '\070'): i8OvyXXPaxGe(WraGC97e9J6A), xafqLlk3kkUe(SXOLrMavuUCe(b'\x04\xea\xb6E`^\xff"\xac\xbb\x89)\x1f\xcf\''), chr(4384 - 4284) + '\x65' + chr(99) + '\x6f' + chr(5783 - 5683) + chr(101))(chr(0b1110101) + chr(116) + chr(0b101 + 0o141) + '\x2d' + '\070'): i8OvyXXPaxGe(WraGC97e9J6A), xafqLlk3kkUe(SXOLrMavuUCe(b'\x0c\xe7\xaaX{O\xe7"\xa6\xa7'), chr(0b110 + 0o136) + chr(101) + chr(0b1100011) + chr(111) + chr(4459 - 4359) + '\x65')('\165' + chr(116) + chr(10352 - 10250) + '\055' + '\070'): S0Mp0SOoXply, xafqLlk3kkUe(SXOLrMavuUCe(b'\x04\xea\xa5DsQ\xec.'), chr(0b100111 + 0o75) + chr(0b1001110 + 0o27) + chr(0b110011 + 0o60) + '\x6f' + chr(0b111100 + 0o50) + chr(8925 - 8824))(chr(0b100011 + 0o122) + chr(0b1110100) + chr(0b11000 + 0o116) + '\x2d' + chr(56)): xafqLlk3kkUe(SXOLrMavuUCe(b'5\xd7\x95x'), '\x64' + chr(101) + chr(0b100010 + 0o101) + chr(0b1101111) + '\x64' + '\145')(chr(0b1001011 + 0o52) + chr(0b110100 + 0o100) + chr(6980 - 6878) + chr(1204 - 1159) + '\x38')})
return xafqLlk3kkUe(dubtF9GfzOdC.DataFrame, xafqLlk3kkUe(SXOLrMavuUCe(b'\x07\xe0\xa9AMM\xee(\xac\xa7\xb2>'), '\x64' + chr(6496 - 6395) + chr(99) + chr(0b1101111) + chr(100) + chr(2114 - 2013))(chr(117) + chr(4878 - 4762) + '\x66' + '\x2d' + '\070'))(NFa1rHnSeEBT, index=xafqLlk3kkUe(SXOLrMavuUCe(b'\x12\xfb\xa2'), chr(100) + '\145' + chr(99) + '\x6f' + chr(100) + chr(0b110010 + 0o63))(chr(0b1001000 + 0o55) + chr(0b111010 + 0o72) + '\146' + chr(0b101101) + chr(0b110011 + 0o5)))
|
quantopian/zipline
|
zipline/assets/synthetic.py
|
make_commodity_future_info
|
def make_commodity_future_info(first_sid,
root_symbols,
years,
month_codes=None,
multiplier=500):
"""
Make futures testing data that simulates the notice/expiration date
behavior of physical commodities like oil.
Parameters
----------
first_sid : int
The first sid to use for assigning sids to the created contracts.
root_symbols : list[str]
A list of root symbols for which to create futures.
years : list[int or str]
Years (e.g. 2014), for which to produce individual contracts.
month_codes : dict[str -> [1..12]], optional
Dictionary of month codes for which to create contracts. Entries
should be strings mapped to values from 1 (January) to 12 (December).
Default is zipline.futures.CMES_CODE_TO_MONTH
multiplier : int
The contract multiplier.
Expiration dates are on the 20th of the month prior to the month code.
Notice dates are are on the 20th two months prior to the month code.
Start dates are one year before the contract month.
See Also
--------
make_future_info
"""
nineteen_days = pd.Timedelta(days=19)
one_year = pd.Timedelta(days=365)
return make_future_info(
first_sid=first_sid,
root_symbols=root_symbols,
years=years,
notice_date_func=lambda dt: dt - MonthBegin(2) + nineteen_days,
expiration_date_func=lambda dt: dt - MonthBegin(1) + nineteen_days,
start_date_func=lambda dt: dt - one_year,
month_codes=month_codes,
multiplier=multiplier,
)
|
python
|
def make_commodity_future_info(first_sid,
root_symbols,
years,
month_codes=None,
multiplier=500):
"""
Make futures testing data that simulates the notice/expiration date
behavior of physical commodities like oil.
Parameters
----------
first_sid : int
The first sid to use for assigning sids to the created contracts.
root_symbols : list[str]
A list of root symbols for which to create futures.
years : list[int or str]
Years (e.g. 2014), for which to produce individual contracts.
month_codes : dict[str -> [1..12]], optional
Dictionary of month codes for which to create contracts. Entries
should be strings mapped to values from 1 (January) to 12 (December).
Default is zipline.futures.CMES_CODE_TO_MONTH
multiplier : int
The contract multiplier.
Expiration dates are on the 20th of the month prior to the month code.
Notice dates are are on the 20th two months prior to the month code.
Start dates are one year before the contract month.
See Also
--------
make_future_info
"""
nineteen_days = pd.Timedelta(days=19)
one_year = pd.Timedelta(days=365)
return make_future_info(
first_sid=first_sid,
root_symbols=root_symbols,
years=years,
notice_date_func=lambda dt: dt - MonthBegin(2) + nineteen_days,
expiration_date_func=lambda dt: dt - MonthBegin(1) + nineteen_days,
start_date_func=lambda dt: dt - one_year,
month_codes=month_codes,
multiplier=multiplier,
)
|
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] |
Make futures testing data that simulates the notice/expiration date
behavior of physical commodities like oil.
Parameters
----------
first_sid : int
The first sid to use for assigning sids to the created contracts.
root_symbols : list[str]
A list of root symbols for which to create futures.
years : list[int or str]
Years (e.g. 2014), for which to produce individual contracts.
month_codes : dict[str -> [1..12]], optional
Dictionary of month codes for which to create contracts. Entries
should be strings mapped to values from 1 (January) to 12 (December).
Default is zipline.futures.CMES_CODE_TO_MONTH
multiplier : int
The contract multiplier.
Expiration dates are on the 20th of the month prior to the month code.
Notice dates are are on the 20th two months prior to the month code.
Start dates are one year before the contract month.
See Also
--------
make_future_info
|
[
"Make",
"futures",
"testing",
"data",
"that",
"simulates",
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"expiration",
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"like",
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"."
] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/assets/synthetic.py#L284-L327
|
train
|
Create a new future info for a commodity.
|
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SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9('\060' + chr(7321 - 7210) + chr(0b110001) + '\x35' + chr(52), ord("\x08")), ehT0Px3KOsy9('\x30' + chr(0b110100 + 0o73) + '\x32' + '\066' + chr(55), 0b1000), ehT0Px3KOsy9(chr(0b101110 + 0o2) + chr(0b1101111) + '\061' + chr(1222 - 1172) + '\x30', 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(0b0 + 0o64) + chr(52), 0o10), ehT0Px3KOsy9(chr(0b101 + 0o53) + chr(0b1101111) + chr(0b10111 + 0o40) + chr(0b100000 + 0o26), 0o10), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + '\061' + '\x31' + '\x37', ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(0b100001 + 0o116) + '\062' + chr(0b110100) + '\063', 53052 - 53044), ehT0Px3KOsy9(chr(167 - 119) + chr(0b11001 + 0o126) + '\062' + chr(0b101 + 0o54) + chr(0b100100 + 0o16), 0b1000), ehT0Px3KOsy9(chr(0b110000) + chr(111) + '\063' + chr(0b101011 + 0o10) + chr(49), 0b1000), ehT0Px3KOsy9(chr(0b110000) + '\x6f' + '\x33' + '\061' + chr(0b110101), 0b1000), ehT0Px3KOsy9(chr(48) + chr(10740 - 10629) + '\x32' + '\x34' + chr(1089 - 1034), ord("\x08")), ehT0Px3KOsy9('\060' + '\x6f' + chr(49) + chr(602 - 548) + '\x30', 0o10), ehT0Px3KOsy9('\x30' + '\x6f' + '\x33' + chr(51) + '\x33', 0b1000), ehT0Px3KOsy9('\x30' + '\157' + '\061' + chr(1427 - 1379) + chr(0b110000), 0b1000), ehT0Px3KOsy9(chr(0b10001 + 0o37) + '\x6f' + chr(0b110010) + chr(0b110001 + 0o6) + chr(53), 0b1000), ehT0Px3KOsy9('\x30' + '\x6f' + chr(1425 - 1374) + '\x37', 49635 - 49627), ehT0Px3KOsy9(chr(0b10100 + 0o34) + chr(0b1011100 + 0o23) + chr(0b101101 + 0o11) + '\x34', 0o10), ehT0Px3KOsy9(chr(0b11011 + 0o25) + chr(0b100001 + 0o116) + chr(50) + chr(52) + chr(0b110000 + 0o6), 0b1000), ehT0Px3KOsy9('\060' + chr(11497 - 11386) + chr(0b110001) + chr(0b10 + 0o57) + chr(1264 - 1209), 8), ehT0Px3KOsy9(chr(0b110000) + chr(111) + chr(53) + chr(0b110000), ord("\x08")), ehT0Px3KOsy9('\060' + chr(0b1101111) + '\x32' + chr(0b110100) + '\066', 8), ehT0Px3KOsy9('\x30' + '\157' + chr(2426 - 2376) + '\x33' + chr(0b101001 + 0o13), 0b1000), ehT0Px3KOsy9(chr(553 - 505) + '\157' + '\061' + chr(52) + chr(655 - 604), 0o10), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + '\x31' + '\065' + '\x34', 8), ehT0Px3KOsy9(chr(633 - 585) + chr(0b1101111) + chr(0b101000 + 0o13) + chr(55) + '\062', 0b1000), ehT0Px3KOsy9(chr(0b110000) + '\157' + '\061' + chr(0b110101 + 0o1) + chr(51), 46594 - 46586), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + '\061' + '\061' + chr(487 - 439), 0o10), ehT0Px3KOsy9(chr(48) + chr(3205 - 3094) + '\x36' + '\061', 0o10), ehT0Px3KOsy9(chr(0b1 + 0o57) + chr(7137 - 7026) + chr(0b101011 + 0o6) + chr(0b110101) + chr(920 - 872), 51194 - 51186), ehT0Px3KOsy9(chr(0b100110 + 0o12) + chr(8781 - 8670) + chr(0b110010) + chr(50 - 0), 0b1000), ehT0Px3KOsy9(chr(2209 - 2161) + chr(0b1101111) + chr(55) + '\x30', 0b1000), ehT0Px3KOsy9(chr(848 - 800) + chr(111) + '\063' + chr(0b110010) + chr(52), 0o10), ehT0Px3KOsy9(chr(0b1101 + 0o43) + chr(0b1010 + 0o145) + chr(1251 - 1202) + chr(0b1011 + 0o52) + chr(703 - 655), 8), ehT0Px3KOsy9(chr(48) + '\x6f' + '\063' + '\060' + chr(0b110111), 0b1000), ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(1664 - 1613) + '\x36' + chr(0b110011), 0o10), ehT0Px3KOsy9(chr(0b1011 + 0o45) + '\157' + chr(0b110100 + 0o2) + chr(1655 - 1605), 41138 - 41130), ehT0Px3KOsy9(chr(938 - 890) + chr(1941 - 1830) + chr(0b101111 + 0o4) + '\060' + chr(0b110000), ord("\x08")), ehT0Px3KOsy9(chr(0b10100 + 0o34) + chr(3858 - 3747) + chr(50) + '\x34' + '\x35', ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(9964 - 9853) + '\061' + '\x34', 0b1000), ehT0Px3KOsy9(chr(1260 - 1212) + chr(111) + '\063' + chr(0b1 + 0o65) + chr(51), 8)][WVxHKyX45z_L % ehT0Px3KOsy9(chr(0b110000 + 0o0) + chr(111) + '\x35' + chr(48), 8)] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'B'), chr(100) + '\145' + chr(0b111 + 0o134) + chr(111) + chr(0b10111 + 0o115) + chr(9173 - 9072))(chr(117) + chr(12363 - 12247) + chr(0b1001011 + 0o33) + chr(0b100100 + 0o11) + chr(0b1100 + 0o54)) + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def dcIij6H0MNEC(sW9Lx8G7Lmy0, _hFyfoRobDUt, fUx9L05l7bBr, pzDNTux1xoA0=None, S0Mp0SOoXply=ehT0Px3KOsy9(chr(0b11100 + 0o24) + '\157' + chr(55) + chr(54) + chr(0b100 + 0o60), 27960 - 27952)):
UkRo1QkG_YCf = dubtF9GfzOdC.Timedelta(days=ehT0Px3KOsy9(chr(1489 - 1441) + chr(111) + '\x32' + chr(651 - 600), 0o10))
ZB9SDykBKahk = dubtF9GfzOdC.Timedelta(days=ehT0Px3KOsy9('\060' + chr(0b10001 + 0o136) + chr(53) + '\x35' + '\065', 0o10))
return rkEirrCc3hqK(first_sid=sW9Lx8G7Lmy0, root_symbols=_hFyfoRobDUt, years=fUx9L05l7bBr, notice_date_func=lambda OmU3Un949MWT: OmU3Un949MWT - hAkq39ZWPL3L(ehT0Px3KOsy9(chr(48) + chr(3804 - 3693) + '\062', 0b1000)) + UkRo1QkG_YCf, expiration_date_func=lambda OmU3Un949MWT: OmU3Un949MWT - hAkq39ZWPL3L(ehT0Px3KOsy9(chr(0b110000) + chr(111) + '\x31', 0o10)) + UkRo1QkG_YCf, start_date_func=lambda OmU3Un949MWT: OmU3Un949MWT - ZB9SDykBKahk, month_codes=pzDNTux1xoA0, multiplier=S0Mp0SOoXply)
|
quantopian/zipline
|
zipline/pipeline/classifiers/classifier.py
|
Classifier.eq
|
def eq(self, other):
"""
Construct a Filter returning True for asset/date pairs where the output
of ``self`` matches ``other``.
"""
# We treat this as an error because missing_values have NaN semantics,
# which means this would return an array of all False, which is almost
# certainly not what the user wants.
if other == self.missing_value:
raise ValueError(
"Comparison against self.missing_value ({value!r}) in"
" {typename}.eq().\n"
"Missing values have NaN semantics, so the "
"requested comparison would always produce False.\n"
"Use the isnull() method to check for missing values.".format(
value=other,
typename=(type(self).__name__),
)
)
if isinstance(other, Number) != (self.dtype == int64_dtype):
raise InvalidClassifierComparison(self, other)
if isinstance(other, Number):
return NumExprFilter.create(
"x_0 == {other}".format(other=int(other)),
binds=(self,),
)
else:
return ArrayPredicate(
term=self,
op=operator.eq,
opargs=(other,),
)
|
python
|
def eq(self, other):
"""
Construct a Filter returning True for asset/date pairs where the output
of ``self`` matches ``other``.
"""
# We treat this as an error because missing_values have NaN semantics,
# which means this would return an array of all False, which is almost
# certainly not what the user wants.
if other == self.missing_value:
raise ValueError(
"Comparison against self.missing_value ({value!r}) in"
" {typename}.eq().\n"
"Missing values have NaN semantics, so the "
"requested comparison would always produce False.\n"
"Use the isnull() method to check for missing values.".format(
value=other,
typename=(type(self).__name__),
)
)
if isinstance(other, Number) != (self.dtype == int64_dtype):
raise InvalidClassifierComparison(self, other)
if isinstance(other, Number):
return NumExprFilter.create(
"x_0 == {other}".format(other=int(other)),
binds=(self,),
)
else:
return ArrayPredicate(
term=self,
op=operator.eq,
opargs=(other,),
)
|
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] |
Construct a Filter returning True for asset/date pairs where the output
of ``self`` matches ``other``.
|
[
"Construct",
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"."
] |
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
|
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/pipeline/classifiers/classifier.py#L83-L116
|
train
|
Construct a Filter returning True for asset / date pairs where the output
of self matches other.
|
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SXOLrMavuUCe = lambda XbwU38w7NW8n: QOfmzcVJsrp8([OeWW0F1dBPRQ ^ [ehT0Px3KOsy9(chr(48) + '\157' + '\x31' + '\063' + '\x31', 0b1000), ehT0Px3KOsy9(chr(419 - 371) + chr(111) + '\x31' + chr(0b110101) + chr(1250 - 1195), ord("\x08")), ehT0Px3KOsy9('\060' + chr(0b10011 + 0o134) + chr(0b11 + 0o56) + '\067' + chr(184 - 136), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(111) + '\061' + chr(49) + chr(49), 5903 - 5895), ehT0Px3KOsy9('\060' + chr(4746 - 4635) + '\062' + chr(2554 - 2502), 13951 - 13943), ehT0Px3KOsy9(chr(48) + chr(8568 - 8457) + chr(448 - 398) + chr(2523 - 2468) + chr(0b110011), ord("\x08")), ehT0Px3KOsy9(chr(0b110000) + chr(6510 - 6399) + '\062' + chr(54) + '\065', 0o10), ehT0Px3KOsy9(chr(48) + '\x6f' + '\062' + '\060' + chr(0b100111 + 0o14), 64785 - 64777), ehT0Px3KOsy9('\x30' + chr(0b1101111) + chr(0b11110 + 0o24) + chr(54), 53594 - 53586), ehT0Px3KOsy9('\x30' + '\x6f' + '\x36' + chr(53), 3923 - 3915), ehT0Px3KOsy9('\x30' + chr(0b1010011 + 0o34) + chr(0b110001) + chr(53) + '\060', 12053 - 12045), ehT0Px3KOsy9(chr(1258 - 1210) + chr(5275 - 5164) + '\062', 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(0b1101111) + chr(2040 - 1991) + chr(0b110111), 0b1000), ehT0Px3KOsy9(chr(200 - 152) + chr(0b1101111) + '\062' + chr(109 - 58) + chr(0b111 + 0o51), 0o10), ehT0Px3KOsy9(chr(0b11110 + 0o22) + '\x6f' + chr(50) + chr(0b110010), 0o10), ehT0Px3KOsy9(chr(1420 - 1372) + chr(10489 - 10378) + chr(2562 - 2511) + chr(0b110000) + chr(0b101001 + 0o14), 0o10), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + '\x32' + '\x31' + chr(49), 61561 - 61553), ehT0Px3KOsy9(chr(48) + '\157' + '\x31' + chr(1116 - 1064) + '\064', 0o10), ehT0Px3KOsy9(chr(0b110000) + chr(0b101000 + 0o107) + chr(53) + chr(0b110110), 0b1000), ehT0Px3KOsy9('\060' + '\x6f' + '\x32' + chr(48) + chr(0b110000), 33989 - 33981), ehT0Px3KOsy9(chr(48) + '\x6f' + '\x34' + '\x37', 59768 - 59760), ehT0Px3KOsy9(chr(857 - 809) + chr(0b1101111) + chr(0b110110) + '\x31', 0b1000), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + chr(0b11 + 0o60) + chr(0b110010) + '\061', 0b1000), ehT0Px3KOsy9(chr(1181 - 1133) + chr(0b1000110 + 0o51) + chr(0b100110 + 0o15) + '\x36' + chr(1592 - 1537), 2938 - 2930), ehT0Px3KOsy9(chr(48) + chr(0b1101111) + '\x31' + chr(0b110111) + '\x37', 0b1000), ehT0Px3KOsy9(chr(0b110000) + '\157' + chr(0b110010) + chr(54) + chr(0b110100), ord("\x08")), ehT0Px3KOsy9('\060' + chr(0b1101111) + chr(1993 - 1943) + chr(1333 - 1280) + chr(0b100 + 0o62), 18434 - 18426), ehT0Px3KOsy9(chr(48) + chr(111) + '\061' + chr(54), 0b1000), ehT0Px3KOsy9(chr(0b101010 + 0o6) + chr(6837 - 6726) + chr(0b10001 + 0o40) + chr(49) + chr(0b11111 + 0o22), 8), ehT0Px3KOsy9(chr(48) + chr(111) + '\x33' + chr(0b10001 + 0o45) + chr(1033 - 982), 0o10), ehT0Px3KOsy9('\060' + chr(0b1101111) + '\x31' + chr(0b110101) + '\x33', ord("\x08")), ehT0Px3KOsy9(chr(1456 - 1408) + chr(8344 - 8233) + '\061' + '\061' + chr(53), 61427 - 61419), ehT0Px3KOsy9(chr(48) + chr(0b1011010 + 0o25) + chr(941 - 891) + chr(127 - 79) + '\x31', ord("\x08")), ehT0Px3KOsy9(chr(1831 - 1783) + chr(111) + chr(0b110011) + chr(52), 25834 - 25826), ehT0Px3KOsy9(chr(1435 - 1387) + chr(0b1100 + 0o143) + chr(958 - 909) + '\066' + chr(0b110101), 0o10), ehT0Px3KOsy9('\x30' + '\157' + chr(0b10110 + 0o36) + chr(0b100110 + 0o14), ord("\x08")), ehT0Px3KOsy9(chr(1427 - 1379) + '\157' + chr(55), 0o10), ehT0Px3KOsy9(chr(0b100001 + 0o17) + chr(111) + '\x32' + '\x36' + '\x30', 64014 - 64006), ehT0Px3KOsy9('\060' + '\x6f' + chr(0b110 + 0o53) + chr(0b10010 + 0o45) + chr(0b10011 + 0o40), ord("\x08")), ehT0Px3KOsy9(chr(0b11100 + 0o24) + chr(12205 - 12094) + '\061' + '\062' + '\062', ord("\x08"))][WVxHKyX45z_L % ehT0Px3KOsy9('\060' + '\157' + chr(53) + chr(1626 - 1578), 0o10)] for (WVxHKyX45z_L, OeWW0F1dBPRQ) in YlkZvXL8qwsX(XbwU38w7NW8n)])
def NPPHb59961Bv(RqocVGOryNPv, _CF03Rifpmdh):
try:
return jFWsnpHpAUWz(RqocVGOryNPv + xafqLlk3kkUe(SXOLrMavuUCe(b'w'), '\x64' + '\145' + chr(99) + chr(10732 - 10621) + '\x64' + '\x65')(chr(0b1110101) + '\164' + chr(0b1100110) + chr(0b101101) + chr(56)) + _CF03Rifpmdh)
except yROw0HWBk0Qc:
return jFWsnpHpAUWz(RqocVGOryNPv)
def X2R_duAuOx1k(oVre8I6UXc3b, KK0ERS7DqYrY):
if KK0ERS7DqYrY == xafqLlk3kkUe(oVre8I6UXc3b, xafqLlk3kkUe(SXOLrMavuUCe(b':"N\x0fG\xe2\xfa\xb0`e\x1dh'), chr(0b1100100) + chr(101) + '\143' + chr(0b1101111) + chr(100) + chr(0b100010 + 0o103))(chr(0b110001 + 0o104) + '\x74' + '\146' + '\x2d' + '\070')):
raise q1QCh3W88sgk(xafqLlk3kkUe(xafqLlk3kkUe(SXOLrMavuUCe(b"\x1a\x00\x159u\xc9\xdc\xf0y[Hch\xf9{\xab\xfa\x10\x0e\xf3B]\xb7\xd9\x12\xdd\xdd} \x9d\x0c\x12\xf7}\x19Wb\x90S)/\x0e\x14<q\x9a\xc7\xfe?\x15\x01l/\xe3f\xbc\xf9\x01@\xe1JT\xac\xd9\x1a\xc5\x86'g\xf9&$\xf2o\x1cL`\x90\r35\x1a\x1d:4\xd3\xd4\xf5s\x15&cA\xb8a\xa0\xe4\x05@\xf4NR\xa2\xdb_\xc7\xc1.=\x9b\x0em\xf3y\x04Wb\xc3\x0f7=O\x1b&y\xcb\xd4\xf1\x7fF\x07l/\xef}\xb0\xe5\x00\x0e\xe1KF\xb0\x8e\x0c\x94\xde|&\x97\x1e.\xe4<3Ck\xc3\x1e|S:\x0b,4\xcf\xdd\xe66\\\x1blz\xf4~\xed\xa0DC\xe5SY\xbe\x93_\xc0\xc1.*\x9b\x0e.\xea<\x13Mu\x90\x16;*\x1c\x11's\x9b\xc3\xe2z@\rq!"), chr(100) + chr(0b1000010 + 0o43) + '\x63' + chr(861 - 750) + chr(0b1101 + 0o127) + chr(101))('\165' + '\164' + chr(0b1100100 + 0o2) + chr(45) + '\070'), xafqLlk3kkUe(SXOLrMavuUCe(b'\x0f[\n&\\\xda\xe6\xb0FE\rh'), chr(1916 - 1816) + chr(0b1000010 + 0o43) + chr(0b1100011) + '\x6f' + chr(0b1100100) + chr(0b1100101))(chr(0b1101000 + 0o15) + chr(4906 - 4790) + chr(0b1100110) + chr(190 - 145) + chr(0b111000)))(value=KK0ERS7DqYrY, typename=xafqLlk3kkUe(wmQmyeWBmUpv(oVre8I6UXc3b), xafqLlk3kkUe(SXOLrMavuUCe(b'\x1e\r\x1d# \xd4\xef\xf2]y)4'), '\x64' + '\x65' + chr(6653 - 6554) + chr(0b1100001 + 0o16) + '\144' + chr(101))('\x75' + chr(116) + '\146' + chr(0b10100 + 0o31) + '\x38'))))
if PlSM16l2KDPD(KK0ERS7DqYrY, RdGQCEqKm_Wb) != (xafqLlk3kkUe(oVre8I6UXc3b, xafqLlk3kkUe(SXOLrMavuUCe(b'3<.p]\xf0\xdb\xe6{}_I'), chr(1205 - 1105) + '\145' + chr(99) + chr(111) + chr(100) + '\145')(chr(7636 - 7519) + chr(0b101010 + 0o112) + chr(606 - 504) + '\x2d' + chr(0b111000))) == kcCBRWN1iVp9):
raise N0FJMzWjCwmY(oVre8I6UXc3b, KK0ERS7DqYrY)
if PlSM16l2KDPD(KK0ERS7DqYrY, RdGQCEqKm_Wb):
return xafqLlk3kkUe(TD_Kp8gv_LT7, xafqLlk3kkUe(SXOLrMavuUCe(b'#7\x15q|\xf0\xc5\xca W\x05N'), chr(5182 - 5082) + chr(3317 - 3216) + chr(0b1100011) + chr(4698 - 4587) + chr(100) + chr(101))(chr(117) + chr(8254 - 8138) + '\146' + chr(759 - 714) + chr(2199 - 2143)))(xafqLlk3kkUe(xafqLlk3kkUe(SXOLrMavuUCe(b'!0Hi)\x86\x95\xf8yA\x00g}\xe5'), chr(0b1100100) + chr(1175 - 1074) + chr(99) + chr(0b1101111) + chr(0b1011 + 0o131) + chr(7515 - 7414))(chr(4877 - 4760) + chr(11843 - 11727) + '\146' + '\055' + '\x38'), xafqLlk3kkUe(SXOLrMavuUCe(b'\x0f[\n&\\\xda\xe6\xb0FE\rh'), chr(100) + chr(0b1100101) + '\x63' + chr(1578 - 1467) + '\144' + chr(101))(chr(117) + chr(0b100101 + 0o117) + chr(0b1010000 + 0o26) + chr(0b101101) + chr(2403 - 2347)))(other=ehT0Px3KOsy9(KK0ERS7DqYrY)), binds=(oVre8I6UXc3b,))
else:
return Y0jCVmAVZYdM(term=oVre8I6UXc3b, op=xafqLlk3kkUe(xJShi6yitBWy, xafqLlk3kkUe(SXOLrMavuUCe(b'<\x1e'), '\144' + chr(4518 - 4417) + chr(99) + '\x6f' + '\144' + '\x65')(chr(0b1011110 + 0o27) + '\x74' + chr(6799 - 6697) + chr(0b100111 + 0o6) + chr(0b10001 + 0o47))), opargs=(KK0ERS7DqYrY,))
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