def temp_pipeline_engine(calendar, sids, random_seed, symbols=None):
"""
A contextManager that yields a SimplePipelineEngine holding a reference to
an AssetFinder generated via tmp_asset_finder.
Parameters
----------
calendar : pd.DatetimeIndex
Calendar to pass to the constructed PipelineEngine.
sids : iterable[int]
Sids to use for the temp asset finder.
random_seed : int
Integer used to seed instances of SeededRandomLoader.
symbols : iterable[str], optional
Symbols for constructed assets. Forwarded to make_simple_equity_info.
"""
equity_info = make_simple_equity_info(
sids=sids,
start_date=calendar[0],
end_date=calendar[-1],
symbols=symbols,
)
loader = make_seeded_random_loader(random_seed, calendar, sids)
def get_loader(column):
return loader
with tmp_asset_finder(equities=equity_info) as finder:
yield SimplePipelineEngine(get_loader, calendar, finder)
def temp_pipeline_engine(calendar, sids, random_seed, symbols=None):
"""
A contextManager that yields a SimplePipelineEngine holding a reference to
an AssetFinder generated via tmp_asset_finder.
Parameters
----------
calendar : pd.DatetimeIndex
Calendar to pass to the constructed PipelineEngine.
sids : iterable[int]
Sids to use for the temp asset finder.
random_seed : int
Integer used to seed instances of SeededRandomLoader.
symbols : iterable[str], optional
Symbols for constructed assets. Forwarded to make_simple_equity_info.
"""
equity_info = make_simple_equity_info(
sids=sids,
start_date=calendar[0],
end_date=calendar[-1],
symbols=symbols,
)
loader = make_seeded_random_loader(random_seed, calendar, sids)
def get_loader(column):
return loader
with tmp_asset_finder(equities=equity_info) as finder:
yield SimplePipelineEngine(get_loader, calendar, finder)
def init_class_fixtures(cls):
super(WithSeededRandomPipelineEngine, cls).init_class_fixtures()
cls._sids = cls.asset_finder.sids
cls.seeded_random_loader = loader = make_seeded_random_loader(
cls.SEEDED_RANDOM_PIPELINE_SEED,
cls.trading_days,
cls._sids,
)
cls.seeded_random_engine = SimplePipelineEngine(
get_loader=lambda column: loader,
calendar=cls.trading_days,
asset_finder=cls.asset_finder,
)
def init_class_fixtures(cls):
super(WithSeededRandomPipelineEngine, cls).init_class_fixtures()
cls._sids = cls.asset_finder.sids
cls.seeded_random_loader = loader = make_seeded_random_loader(
cls.SEEDED_RANDOM_PIPELINE_SEED,
cls.trading_days,
cls._sids,
)
cls.seeded_random_engine = SimplePipelineEngine(
get_loader=lambda column: loader,
calendar=cls.trading_days,
asset_finder=cls.asset_finder,
)