INSTRUCTION stringlengths 1 8.43k | RESPONSE stringlengths 75 104k |
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r Densenet - 121 model from Densely Connected Convolutional Networks <https:// arxiv. org/ pdf/ 1608. 06993. pdf > | def densenet121(num_classes=1000, pretrained='imagenet'):
r"""Densenet-121 model from
`"Densely Connected Convolutional Networks" <https://arxiv.org/pdf/1608.06993.pdf>`
"""
model = models.densenet121(pretrained=False)
if pretrained is not None:
settings = pretrained_settings['densenet121'][... |
r Inception v3 model architecture from Rethinking the Inception Architecture for Computer Vision <http:// arxiv. org/ abs/ 1512. 00567 > _. | def inceptionv3(num_classes=1000, pretrained='imagenet'):
r"""Inception v3 model architecture from
`"Rethinking the Inception Architecture for Computer Vision" <http://arxiv.org/abs/1512.00567>`_.
"""
model = models.inception_v3(pretrained=False)
if pretrained is not None:
settings = pretrai... |
Constructs a ResNet - 50 model. | def resnet50(num_classes=1000, pretrained='imagenet'):
"""Constructs a ResNet-50 model.
"""
model = models.resnet50(pretrained=False)
if pretrained is not None:
settings = pretrained_settings['resnet50'][pretrained]
model = load_pretrained(model, num_classes, settings)
model = modify... |
r SqueezeNet model architecture from the SqueezeNet: AlexNet - level accuracy with 50x fewer parameters and <0. 5MB model size <https:// arxiv. org/ abs/ 1602. 07360 > _ paper. | def squeezenet1_0(num_classes=1000, pretrained='imagenet'):
r"""SqueezeNet model architecture from the `"SqueezeNet: AlexNet-level
accuracy with 50x fewer parameters and <0.5MB model size"
<https://arxiv.org/abs/1602.07360>`_ paper.
"""
model = models.squeezenet1_0(pretrained=False)
if pretraine... |
VGG 11 - layer model ( configuration A ) | def vgg11(num_classes=1000, pretrained='imagenet'):
"""VGG 11-layer model (configuration "A")
"""
model = models.vgg11(pretrained=False)
if pretrained is not None:
settings = pretrained_settings['vgg11'][pretrained]
model = load_pretrained(model, num_classes, settings)
model = modify... |
Sets the learning rate to the initial LR decayed by 10 every 30 epochs | def adjust_learning_rate(optimizer, epoch):
"""Sets the learning rate to the initial LR decayed by 10 every 30 epochs"""
lr = args.lr * (0.1 ** (epoch // 30))
for param_group in optimizer.param_groups:
param_group['lr'] = lr |
r NASNetALarge model architecture from the NASNet <https:// arxiv. org/ abs/ 1707. 07012 > _ paper. | def nasnetalarge(num_classes=1001, pretrained='imagenet'):
r"""NASNetALarge model architecture from the
`"NASNet" <https://arxiv.org/abs/1707.07012>`_ paper.
"""
if pretrained:
settings = pretrained_settings['nasnetalarge'][pretrained]
assert num_classes == settings['num_classes'], \
... |
Selectable global pooling function with dynamic input kernel size | def adaptive_avgmax_pool2d(x, pool_type='avg', padding=0, count_include_pad=False):
"""Selectable global pooling function with dynamic input kernel size
"""
if pool_type == 'avgmaxc':
x = torch.cat([
F.avg_pool2d(
x, kernel_size=(x.size(2), x.size(3)), padding=padding, co... |
Download a URL to a local file. | def download_url(url, destination=None, progress_bar=True):
"""Download a URL to a local file.
Parameters
----------
url : str
The URL to download.
destination : str, None
The destination of the file. If None is given the file is saved to a temporary directory.
progress_bar : bo... |
Args: output ( Tensor ): NxK tensor that for each of the N examples indicates the probability of the example belonging to each of the K classes according to the model. The probabilities should sum to one over all classes target ( Tensor ): binary NxK tensort that encodes which of the K classes are associated with the N... | def add(self, output, target):
"""
Args:
output (Tensor): NxK tensor that for each of the N examples
indicates the probability of the example belonging to each of
the K classes, according to the model. The probabilities should
sum to one over a... |
Returns the model s average precision for each class Return: ap ( FloatTensor ): 1xK tensor with avg precision for each class k | def value(self):
"""Returns the model's average precision for each class
Return:
ap (FloatTensor): 1xK tensor, with avg precision for each class k
"""
if self.scores.numel() == 0:
return 0
ap = torch.zeros(self.scores.size(1))
rg = torch.arange(1,... |
PolyNet architecture from the paper PolyNet: A Pursuit of Structural Diversity in Very Deep Networks https:// arxiv. org/ abs/ 1611. 05725 | def polynet(num_classes=1000, pretrained='imagenet'):
"""PolyNet architecture from the paper
'PolyNet: A Pursuit of Structural Diversity in Very Deep Networks'
https://arxiv.org/abs/1611.05725
"""
if pretrained:
settings = pretrained_settings['polynet'][pretrained]
assert num_classes... |
Get the cached value. | def unwrap(self, dt):
"""
Get the cached value.
Returns
-------
value : object
The cached value.
Raises
------
Expired
Raised when `dt` is greater than self.expires.
"""
expires = self._expires
if expires i... |
Get the value of a cached object. | def get(self, key, dt):
"""Get the value of a cached object.
Parameters
----------
key : any
The key to lookup.
dt : datetime
The time of the lookup.
Returns
-------
result : any
The value for ``key``.
Raises
... |
Adds a new key value pair to the cache. | def set(self, key, value, expiration_dt):
"""Adds a new key value pair to the cache.
Parameters
----------
key : any
The key to use for the pair.
value : any
The value to store under the name ``key``.
expiration_dt : datetime
When shou... |
Ensures a subdirectory of the working directory. | def ensure_dir(self, *path_parts):
"""Ensures a subdirectory of the working directory.
Parameters
----------
path_parts : iterable[str]
The parts of the path after the working directory.
"""
path = self.getpath(*path_parts)
ensure_directory(path)
... |
Verify that DataFrames in frames have the same indexing scheme and are aligned to calendar. | def verify_frames_aligned(frames, calendar):
"""
Verify that DataFrames in ``frames`` have the same indexing scheme and are
aligned to ``calendar``.
Parameters
----------
frames : list[pd.DataFrame]
calendar : trading_calendars.TradingCalendar
Raises
------
ValueError
I... |
Parameters ---------- sid: int The asset identifier. day: datetime64 - like Midnight of the day for which data is requested. field: string The price field. e. g. ( open high low close volume ) | def get_value(self, sid, dt, field):
"""
Parameters
----------
sid : int
The asset identifier.
day : datetime64-like
Midnight of the day for which data is requested.
field : string
The price field. e.g. ('open', 'high', 'low', 'close', ... |
Parameters ---------- asset: zipline. asset. Asset The asset identifier. dt: datetime64 - like Midnight of the day for which data is requested. | def get_last_traded_dt(self, asset, dt):
"""
Parameters
----------
asset : zipline.asset.Asset
The asset identifier.
dt : datetime64-like
Midnight of the day for which data is requested.
Returns
-------
pd.Timestamp : The last know... |
Check if all values in a sequence are equal. | def same(*values):
"""
Check if all values in a sequence are equal.
Returns True on empty sequences.
Examples
--------
>>> same(1, 1, 1, 1)
True
>>> same(1, 2, 1)
False
>>> same()
True
"""
if not values:
return True
first, rest = values[0], values[1:]
... |
Parameters ---------- * dicts: iterable [ dict ] A sequence of dicts all sharing the same keys. | def dzip_exact(*dicts):
"""
Parameters
----------
*dicts : iterable[dict]
A sequence of dicts all sharing the same keys.
Returns
-------
zipped : dict
A dict whose keys are the union of all keys in *dicts, and whose values
are tuples of length len(dicts) containing t... |
Helper for unzip which checks the lengths of each element in it. Parameters ---------- it: iterable [ tuple ] An iterable of tuples. unzip should map ensure that these are already tuples. elem_len: int or None The expected element length. If this is None it is infered from the length of the first element. Yields ------... | def _gen_unzip(it, elem_len):
"""Helper for unzip which checks the lengths of each element in it.
Parameters
----------
it : iterable[tuple]
An iterable of tuples. ``unzip`` should map ensure that these are
already tuples.
elem_len : int or None
The expected element length. I... |
Unzip a length n sequence of length m sequences into m seperate length n sequences. Parameters ---------- seq: iterable [ iterable ] The sequence to unzip. elem_len: int optional The expected length of each element of seq. If not provided this will be infered from the length of the first element of seq. This can be use... | def unzip(seq, elem_len=None):
"""Unzip a length n sequence of length m sequences into m seperate length
n sequences.
Parameters
----------
seq : iterable[iterable]
The sequence to unzip.
elem_len : int, optional
The expected length of each element of ``seq``. If not provided thi... |
Perform a chained application of getattr on value with the values in attrs. | def getattrs(value, attrs, default=_no_default):
"""
Perform a chained application of ``getattr`` on ``value`` with the values
in ``attrs``.
If ``default`` is supplied, return it if any of the attribute lookups fail.
Parameters
----------
value : object
Root of the lookup chain.
... |
Decorator factory for setting attributes on a function. | def set_attribute(name, value):
"""
Decorator factory for setting attributes on a function.
Doesn't change the behavior of the wrapped function.
Examples
--------
>>> @set_attribute('__name__', 'foo')
... def bar():
... return 3
...
>>> bar()
3
>>> bar.__name__
... |
Fold a function over a sequence with right associativity. | def foldr(f, seq, default=_no_default):
"""Fold a function over a sequence with right associativity.
Parameters
----------
f : callable[any, any]
The function to reduce the sequence with.
The first argument will be the element of the sequence; the second
argument will be the acc... |
Invert a dictionary into a dictionary of sets. | def invert(d):
"""
Invert a dictionary into a dictionary of sets.
>>> invert({'a': 1, 'b': 2, 'c': 1}) # doctest: +SKIP
{1: {'a', 'c'}, 2: {'b'}}
"""
out = {}
for k, v in iteritems(d):
try:
out[v].add(k)
except KeyError:
out[v] = {k}
return out |
r Projection vectors to the simplex domain | def simplex_projection(v, b=1):
r"""Projection vectors to the simplex domain
Implemented according to the paper: Efficient projections onto the
l1-ball for learning in high dimensions, John Duchi, et al. ICML 2008.
Implementation Time: 2011 June 17 by Bin@libin AT pmail.ntu.edu.sg
Optimization Prob... |
Run an example module from zipline. examples. | def run_example(example_name, environ):
"""
Run an example module from zipline.examples.
"""
mod = EXAMPLE_MODULES[example_name]
register_calendar("YAHOO", get_calendar("NYSE"), force=True)
return run_algorithm(
initialize=getattr(mod, 'initialize', None),
handle_data=getattr(m... |
Compute slopes of linear regressions between columns of dependents and independent. | def vectorized_beta(dependents, independent, allowed_missing, out=None):
"""
Compute slopes of linear regressions between columns of ``dependents`` and
``independent``.
Parameters
----------
dependents : np.array[N, M]
Array with columns of data to be regressed against ``independent``.
... |
Format a URL for loading data from Bank of Canada. | def _format_url(instrument_type,
instrument_ids,
start_date,
end_date,
earliest_allowed_date):
"""
Format a URL for loading data from Bank of Canada.
"""
return (
"http://www.bankofcanada.ca/stats/results/csv"
"?lP=lookup_{i... |
Load a DataFrame of data from a Bank of Canada site. | def load_frame(url, skiprows):
"""
Load a DataFrame of data from a Bank of Canada site.
"""
return pd.read_csv(
url,
skiprows=skiprows,
skipinitialspace=True,
na_values=["Bank holiday", "Not available"],
parse_dates=["Date"],
index_col="Date",
).dropna... |
There are a couple quirks in the data provided by Bank of Canada. Check that no new quirks have been introduced in the latest download. | def check_known_inconsistencies(bill_data, bond_data):
"""
There are a couple quirks in the data provided by Bank of Canada.
Check that no new quirks have been introduced in the latest download.
"""
inconsistent_dates = bill_data.index.sym_diff(bond_data.index)
known_inconsistencies = [
... |
The earliest date for which we can load data from this module. | def earliest_possible_date():
"""
The earliest date for which we can load data from this module.
"""
today = pd.Timestamp('now', tz='UTC').normalize()
# Bank of Canada only has the last 10 years of data at any given time.
return today.replace(year=today.year - 10) |
Checks whether the fill price is worse than the order s limit price. | def fill_price_worse_than_limit_price(fill_price, order):
"""
Checks whether the fill price is worse than the order's limit price.
Parameters
----------
fill_price: float
The price to check.
order: zipline.finance.order.Order
The order whose limit price to check.
Returns
... |
Internal utility method to return the trailing mean volume over the past window_length days and volatility of close prices for a specific asset. | def _get_window_data(self, data, asset, window_length):
"""
Internal utility method to return the trailing mean volume over the
past 'window_length' days, and volatility of close prices for a
specific asset.
Parameters
----------
data : The BarData from which to ... |
Validate a dtype and missing_value passed to Term. __new__. | def validate_dtype(termname, dtype, missing_value):
"""
Validate a `dtype` and `missing_value` passed to Term.__new__.
Ensures that we know how to represent ``dtype``, and that missing_value
is specified for types without default missing values.
Returns
-------
validated_dtype, validated_m... |
Check that value is a valid categorical missing_value. | def _assert_valid_categorical_missing_value(value):
"""
Check that value is a valid categorical missing_value.
Raises a TypeError if the value is cannot be used as the missing_value for
a categorical_dtype Term.
"""
label_types = LabelArray.SUPPORTED_SCALAR_TYPES
if not isinstance(value, la... |
Pop entries from the kwargs passed to cls. __new__ based on the values in cls. params. | def _pop_params(cls, kwargs):
"""
Pop entries from the `kwargs` passed to cls.__new__ based on the values
in `cls.params`.
Parameters
----------
kwargs : dict
The kwargs passed to cls.__new__.
Returns
-------
params : list[(str, objec... |
Return the identity of the Term that would be constructed from the given arguments. | def _static_identity(cls,
domain,
dtype,
missing_value,
window_safe,
ndim,
params):
"""
Return the identity of the Term that would be constructed from the... |
Parameters ---------- domain: zipline. pipeline. domain. Domain The domain of this term. dtype: np. dtype Dtype of this term s output. missing_value: object Missing value for this term. ndim: 1 or 2 The dimensionality of this term. params: tuple [ ( str hashable ) ] Tuple of key/ value pairs of additional parameters. | def _init(self, domain, dtype, missing_value, window_safe, ndim, params):
"""
Parameters
----------
domain : zipline.pipeline.domain.Domain
The domain of this term.
dtype : np.dtype
Dtype of this term's output.
missing_value : object
Mi... |
The number of extra rows needed for each of our inputs to compute this term. | def dependencies(self):
"""
The number of extra rows needed for each of our inputs to compute this
term.
"""
extra_input_rows = max(0, self.window_length - 1)
out = {}
for term in self.inputs:
out[term] = extra_input_rows
out[self.mask] = 0
... |
Called with a column of the result of a pipeline. This needs to put the data into a format that can be used in a workspace to continue doing computations. | def to_workspace_value(self, result, assets):
"""
Called with a column of the result of a pipeline. This needs to put
the data into a format that can be used in a workspace to continue
doing computations.
Parameters
----------
result : pd.Series
A mul... |
Register the number of shares we held at this dividend s ex date so that we can pay out the correct amount on the dividend s pay date. | def earn_stock_dividend(self, stock_dividend):
"""
Register the number of shares we held at this dividend's ex date so
that we can pay out the correct amount on the dividend's pay date.
"""
return {
'payment_asset': stock_dividend.payment_asset,
'share_cou... |
Update the position by the split ratio and return the resulting fractional share that will be converted into cash. | def handle_split(self, asset, ratio):
"""
Update the position by the split ratio, and return the resulting
fractional share that will be converted into cash.
Returns the unused cash.
"""
if self.asset != asset:
raise Exception("updating split with the wrong a... |
A note about cost - basis in zipline: all positions are considered to share a cost basis even if they were executed in different transactions with different commission costs different prices etc. | def adjust_commission_cost_basis(self, asset, cost):
"""
A note about cost-basis in zipline: all positions are considered
to share a cost basis, even if they were executed in different
transactions with different commission costs, different prices, etc.
Due to limitations about ... |
Creates a dictionary representing the state of this position. Returns a dict object of the form: | def to_dict(self):
"""
Creates a dictionary representing the state of this position.
Returns a dict object of the form:
"""
return {
'sid': self.asset,
'amount': self.amount,
'cost_basis': self.cost_basis,
'last_sale_price': self.la... |
Create a family of data bundle functions that read from the same bundle mapping. | def _make_bundle_core():
"""Create a family of data bundle functions that read from the same
bundle mapping.
Returns
-------
bundles : mappingproxy
The mapping of bundles to bundle payloads.
register : callable
The function which registers new bundles in the ``bundles`` mapping.... |
Used to mark a function as deprecated. | def deprecated(msg=None, stacklevel=2):
"""
Used to mark a function as deprecated.
Parameters
----------
msg : str
The message to display in the deprecation warning.
stacklevel : int
How far up the stack the warning needs to go, before
showing the relevant calling lines.... |
Returns ------- adjustments: list [ dict [ int - > Adjustment ]] A list where each element corresponds to the columns of mappings from index to adjustment objects to apply at that index. | def load_pricing_adjustments(self, columns, dts, assets):
"""
Returns
-------
adjustments : list[dict[int -> Adjustment]]
A list, where each element corresponds to the `columns`, of
mappings from index to adjustment objects to apply at that index.
"""
... |
Get the Float64Multiply objects to pass to an AdjustedArrayWindow. | def _get_adjustments_in_range(self, asset, dts, field):
"""
Get the Float64Multiply objects to pass to an AdjustedArrayWindow.
For the use of AdjustedArrayWindow in the loader, which looks back
from current simulation time back to a window of data the dictionary is
structured wi... |
Returns ------- out: A np. ndarray of the equity pricing up to end_ix after adjustments and rounding have been applied. | def get(self, end_ix):
"""
Returns
-------
out : A np.ndarray of the equity pricing up to end_ix after adjustments
and rounding have been applied.
"""
if self.most_recent_ix == end_ix:
return self.current
target = end_ix - self.cal_start... |
Ensure that there is a Float64Multiply window for each asset that can provide data for the given parameters. If the corresponding window for the ( assets len ( dts ) field ) does not exist then create a new one. If a corresponding window does exist for ( assets len ( dts ) field ) but can not provide data for the curre... | def _ensure_sliding_windows(self, assets, dts, field,
is_perspective_after):
"""
Ensure that there is a Float64Multiply window for each asset that can
provide data for the given parameters.
If the corresponding window for the (assets, len(dts), field) does... |
A window of pricing data with adjustments applied assuming that the end of the window is the day before the current simulation time. | def history(self, assets, dts, field, is_perspective_after):
"""
A window of pricing data with adjustments applied assuming that the
end of the window is the day before the current simulation time.
Parameters
----------
assets : iterable of Assets
The assets ... |
Efficient parsing for a 1d Pandas/ numpy object containing string representations of dates. | def parse_date_str_series(format_str, tz, date_str_series, data_frequency,
trading_day):
"""
Efficient parsing for a 1d Pandas/numpy object containing string
representations of dates.
Note: pd.to_datetime is significantly faster when no format string is
... |
Attempt to find a unique asset whose symbol is the given string. | def _lookup_unconflicted_symbol(self, symbol):
"""
Attempt to find a unique asset whose symbol is the given string.
If multiple assets have held the given symbol, return a 0.
If no asset has held the given symbol, return a NaN.
"""
try:
uppered = symbol.upp... |
Main generator work loop. | def transform(self):
"""
Main generator work loop.
"""
algo = self.algo
metrics_tracker = algo.metrics_tracker
emission_rate = metrics_tracker.emission_rate
def every_bar(dt_to_use, current_data=self.current_data,
handle_data=algo.event_mana... |
Clear out any assets that have expired before starting a new sim day. | def _cleanup_expired_assets(self, dt, position_assets):
"""
Clear out any assets that have expired before starting a new sim day.
Performs two functions:
1. Finds all assets for which we have open orders and clears any
orders whose assets are on or after their auto_close_dat... |
Get a perf message for the given datetime. | def _get_daily_message(self, dt, algo, metrics_tracker):
"""
Get a perf message for the given datetime.
"""
perf_message = metrics_tracker.handle_market_close(
dt,
self.data_portal,
)
perf_message['daily_perf']['recorded_vars'] = algo.recorded_vars... |
Get a perf message for the given datetime. | def _get_minute_message(self, dt, algo, metrics_tracker):
"""
Get a perf message for the given datetime.
"""
rvars = algo.recorded_vars
minute_message = metrics_tracker.handle_minute_close(
dt,
self.data_portal,
)
minute_message['minute_p... |
Load collection of Adjustment objects from underlying adjustments db. | def load_adjustments(self,
dates,
assets,
should_include_splits,
should_include_mergers,
should_include_dividends,
adjustment_type):
"""
Load collection o... |
Returns the set of known tables in the adjustments file in DataFrame form. | def unpack_db_to_component_dfs(self, convert_dates=False):
"""Returns the set of known tables in the adjustments file in DataFrame
form.
Parameters
----------
convert_dates : bool, optional
By default, dates are returned in seconds since EPOCH. If
convert... |
Get dtypes to use when unpacking sqlite tables as dataframes. | def _df_dtypes(self, table_name, convert_dates):
"""Get dtypes to use when unpacking sqlite tables as dataframes.
"""
out = self._raw_table_dtypes[table_name]
if convert_dates:
out = out.copy()
for date_column in self._datetime_int_cols[table_name]:
... |
Calculate the ratios to apply to equities when looking back at pricing history so that the price is smoothed over the ex_date when the market adjusts to the change in equity value due to upcoming dividend. | def calc_dividend_ratios(self, dividends):
"""
Calculate the ratios to apply to equities when looking back at pricing
history so that the price is smoothed over the ex_date, when the market
adjusts to the change in equity value due to upcoming dividend.
Returns
-------
... |
Write both dividend payouts and the derived price adjustment ratios. | def write_dividend_data(self, dividends, stock_dividends=None):
"""
Write both dividend payouts and the derived price adjustment ratios.
"""
# First write the dividend payouts.
self._write_dividends(dividends)
self._write_stock_dividends(stock_dividends)
# Secon... |
Writes data to a SQLite file to be read by SQLiteAdjustmentReader. | def write(self,
splits=None,
mergers=None,
dividends=None,
stock_dividends=None):
"""
Writes data to a SQLite file to be read by SQLiteAdjustmentReader.
Parameters
----------
splits : pandas.DataFrame, optional
... |
Override this method with a function that writes a value into out. | def compute(self, today, assets, out, *arrays):
"""
Override this method with a function that writes a value into `out`.
"""
raise NotImplementedError(
"{name} must define a compute method".format(
name=type(self).__name__
)
) |
Allocate an output array whose rows should be passed to self. compute. | def _allocate_output(self, windows, shape):
"""
Allocate an output array whose rows should be passed to `self.compute`.
The resulting array must have a shape of ``shape``.
If we have standard outputs (i.e. self.outputs is NotSpecified), the
default is an empty ndarray whose dty... |
Call the user s compute function on each window with a pre - built output array. | def _compute(self, windows, dates, assets, mask):
"""
Call the user's `compute` function on each window with a pre-built
output array.
"""
format_inputs = self._format_inputs
compute = self.compute
params = self.params
ndim = self.ndim
shape = (le... |
Factory for making Aliased { Filter Factor Classifier }. | def make_aliased_type(cls, other_base):
"""
Factory for making Aliased{Filter,Factor,Classifier}.
"""
docstring = dedent(
"""
A {t} that names another {t}.
Parameters
----------
term : {t}
{{name}}
"""
... |
Ensure that min_extra_rows pushes us back to a computation date. | def compute_extra_rows(self,
all_dates,
start_date,
end_date,
min_extra_rows):
"""
Ensure that min_extra_rows pushes us back to a computation date.
Parameters
----------
a... |
Compute by delegating to self. _wrapped_term. _compute on sample dates. | def _compute(self, inputs, dates, assets, mask):
"""
Compute by delegating to self._wrapped_term._compute on sample dates.
On non-sample dates, forward-fill from previously-computed samples.
"""
to_sample = dates[select_sampling_indices(dates, self._frequency)]
assert to... |
Factory for making Downsampled { Filter Factor Classifier }. | def make_downsampled_type(cls, other_base):
"""
Factory for making Downsampled{Filter,Factor,Classifier}.
"""
docstring = dedent(
"""
A {t} that defers to another {t} at lower-than-daily frequency.
Parameters
----------
term : ... |
Decorator that applies pre - processors to the arguments of a function before calling the function. | def preprocess(*_unused, **processors):
"""
Decorator that applies pre-processors to the arguments of a function before
calling the function.
Parameters
----------
**processors : dict
Map from argument name -> processor function.
A processor function takes three arguments: (fun... |
Wrap a function in a processor that calls f on the argument before passing it along. | def call(f):
"""
Wrap a function in a processor that calls `f` on the argument before
passing it along.
Useful for creating simple arguments to the `@preprocess` decorator.
Parameters
----------
f : function
Function accepting a single argument and returning a replacement.
Exa... |
Build a preprocessed function with the same signature as func. | def _build_preprocessed_function(func,
processors,
args_defaults,
varargs,
varkw):
"""
Build a preprocessed function with the same signature as `func`.
Uses `exec` internally ... |
Get a Series of benchmark returns from IEX associated with symbol. Default is SPY. | def get_benchmark_returns(symbol):
"""
Get a Series of benchmark returns from IEX associated with `symbol`.
Default is `SPY`.
Parameters
----------
symbol : str
Benchmark symbol for which we're getting the returns.
The data is provided by IEX (https://iextrading.com/), and we can
... |
Surround content with the first and last characters of delimiters. | def delimit(delimiters, content):
"""
Surround `content` with the first and last characters of `delimiters`.
>>> delimit('[]', "foo") # doctest: +SKIP
'[foo]'
>>> delimit('""', "foo") # doctest: +SKIP
'"foo"'
"""
if len(delimiters) != 2:
raise ValueError(
"`delimit... |
Get nodes from graph G with indegree 0 | def roots(g):
"Get nodes from graph G with indegree 0"
return set(n for n, d in iteritems(g.in_degree()) if d == 0) |
Draw g as a graph to out in format format. | def _render(g, out, format_, include_asset_exists=False):
"""
Draw `g` as a graph to `out`, in format `format`.
Parameters
----------
g : zipline.pipeline.graph.TermGraph
Graph to render.
out : file-like object
format_ : str {'png', 'svg'}
Output format.
include_asset_ex... |
Display a TermGraph interactively from within IPython. | def display_graph(g, format='svg', include_asset_exists=False):
"""
Display a TermGraph interactively from within IPython.
"""
try:
import IPython.display as display
except ImportError:
raise NoIPython("IPython is not installed. Can't display graph.")
if format == 'svg':
... |
Format key value pairs from attrs into graphviz attrs format | def format_attrs(attrs):
"""
Format key, value pairs from attrs into graphviz attrs format
Examples
--------
>>> format_attrs({'key1': 'value1', 'key2': 'value2'}) # doctest: +SKIP
'[key1=value1, key2=value2]'
"""
if not attrs:
return ''
entries = ['='.join((key, value)) fo... |
Apply a function but emulate the API of an asynchronous call. | def apply_async(f, args=(), kwargs=None, callback=None):
"""Apply a function but emulate the API of an asynchronous call.
Parameters
----------
f : callable
The function to call.
args : tuple, optional
The positional arguments.
kwargs : dict, opti... |
Optionally show a progress bar for the given iterator. | def maybe_show_progress(it, show_progress, **kwargs):
"""Optionally show a progress bar for the given iterator.
Parameters
----------
it : iterable
The underlying iterator.
show_progress : bool
Should progress be shown.
**kwargs
Forwarded to the click progress bar.
... |
Top level zipline entry point. | def main(extension, strict_extensions, default_extension, x):
"""Top level zipline entry point.
"""
# install a logbook handler before performing any other operations
logbook.StderrHandler().push_application()
create_args(x, zipline.extension_args)
load_extensions(
default_extension,
... |
Mark that an option should only be exposed in IPython. | def ipython_only(option):
"""Mark that an option should only be exposed in IPython.
Parameters
----------
option : decorator
A click.option decorator.
Returns
-------
ipython_only_dec : decorator
A decorator that correctly applies the argument even when not
using IP... |
Run a backtest for the given algorithm. | def run(ctx,
algofile,
algotext,
define,
data_frequency,
capital_base,
bundle,
bundle_timestamp,
start,
end,
output,
trading_calendar,
print_algo,
metrics_set,
local_namespace,
blotter):
"""Run a ... |
The zipline IPython cell magic. | def zipline_magic(line, cell=None):
"""The zipline IPython cell magic.
"""
load_extensions(
default=True,
extensions=[],
strict=True,
environ=os.environ,
)
try:
return run.main(
# put our overrides at the start of the parameter list so that
... |
Ingest the data for the given bundle. | def ingest(bundle, assets_version, show_progress):
"""Ingest the data for the given bundle.
"""
bundles_module.ingest(
bundle,
os.environ,
pd.Timestamp.utcnow(),
assets_version,
show_progress,
) |
Clean up data downloaded with the ingest command. | def clean(bundle, before, after, keep_last):
"""Clean up data downloaded with the ingest command.
"""
bundles_module.clean(
bundle,
before,
after,
keep_last,
) |
List all of the available data bundles. | def bundles():
"""List all of the available data bundles.
"""
for bundle in sorted(bundles_module.bundles.keys()):
if bundle.startswith('.'):
# hide the test data
continue
try:
ingestions = list(
map(text_type, bundles_module.ingestions_for... |
Factory function for making binary operator methods on a Filter subclass. | def binary_operator(op):
"""
Factory function for making binary operator methods on a Filter subclass.
Returns a function "binary_operator" suitable for implementing functions
like __and__ or __or__.
"""
# When combining a Filter with a NumericalExpression, we use this
# attrgetter instance... |
Factory function for making unary operator methods for Filters. | def unary_operator(op):
"""
Factory function for making unary operator methods for Filters.
"""
valid_ops = {'~'}
if op not in valid_ops:
raise ValueError("Invalid unary operator %s." % op)
def unary_operator(self):
# This can't be hoisted up a scope because the types returned b... |
Helper for creating new NumExprFactors. | def create(cls, expr, binds):
"""
Helper for creating new NumExprFactors.
This is just a wrapper around NumericalExpression.__new__ that always
forwards `bool` as the dtype, since Filters can only be of boolean
dtype.
"""
return cls(expr=expr, binds=binds, dtype=... |
Compute our result with numexpr then re - apply mask. | def _compute(self, arrays, dates, assets, mask):
"""
Compute our result with numexpr, then re-apply `mask`.
"""
return super(NumExprFilter, self)._compute(
arrays,
dates,
assets,
mask,
) & mask |
Ensure that our percentile bounds are well - formed. | def _validate(self):
"""
Ensure that our percentile bounds are well-formed.
"""
if not 0.0 <= self._min_percentile < self._max_percentile <= 100.0:
raise BadPercentileBounds(
min_percentile=self._min_percentile,
max_percentile=self._max_percent... |
For each row in the input compute a mask of all values falling between the given percentiles. | def _compute(self, arrays, dates, assets, mask):
"""
For each row in the input, compute a mask of all values falling between
the given percentiles.
"""
# TODO: Review whether there's a better way of handling small numbers
# of columns.
data = arrays[0].copy().asty... |
Parse a treasury CSV column into a more human - readable format. | def parse_treasury_csv_column(column):
"""
Parse a treasury CSV column into a more human-readable format.
Columns start with 'RIFLGFC', followed by Y or M (year or month), followed
by a two-digit number signifying number of years/months, followed by _N.B.
We only care about the middle two entries, ... |
Download daily 10 year treasury rates from the Federal Reserve and return a pandas. Series. | def get_daily_10yr_treasury_data():
"""Download daily 10 year treasury rates from the Federal Reserve and
return a pandas.Series."""
url = "https://www.federalreserve.gov/datadownload/Output.aspx?rel=H15" \
"&series=bcb44e57fb57efbe90002369321bfb3f&lastObs=&from=&to=" \
"&filetype=csv&la... |
Format subdir path to limit the number directories in any given subdirectory to 100. | def _sid_subdir_path(sid):
"""
Format subdir path to limit the number directories in any given
subdirectory to 100.
The number in each directory is designed to support at least 100000
equities.
Parameters
----------
sid : int
Asset identifier.
Returns
-------
out :... |
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