def get_stock_dividends_with_ex_date(self, assets, date, asset_finder):
seconds = date.value / int(1e9)
c = self.conn.cursor()
stock_divs = []
# TODO GD REMOVE !!! HACK FOR TESTS!
return stock_divs
for chunk in group_into_chunks(assets):
query = UNPAID_STOCK_DIVIDEND_QUERY_TEMPLATE.format(
",".join(['?' for _ in chunk]))
t = (seconds,) + tuple(map(lambda x: int(x), chunk))
c.execute(query, t)
rows = c.fetchall()
for row in rows:
stock_div = StockDividend(
asset_finder.retrieve_asset(row[0]), # asset
asset_finder.retrieve_asset(row[1]), # payment_asset
row[2],
Timestamp(row[3], unit='s', tz='UTC'))
stock_divs.append(stock_div)
c.close()
return stock_divs
def _retrieve_assets(self, sids, asset_tbl, asset_type):
"""
Internal function for loading assets from a table.
This should be the only method of `AssetFinder` that writes Assets into
self._asset_cache.
Parameters
---------
sids : iterable of int
Asset ids to look up.
asset_tbl : sqlalchemy.Table
Table from which to query assets.
asset_type : type
Type of asset to be constructed.
Returns
-------
assets : dict[int -> Asset]
Dict mapping requested sids to the retrieved assets.
"""
# Fastpath for empty request.
if not sids:
return {}
cache = self._asset_cache
hits = {}
for assets in group_into_chunks(sids):
# Load misses from the db.
query = self._select_assets_by_sid(asset_tbl, assets)
for row in imap(dict, query.execute().fetchall()):
asset = asset_type(**_convert_asset_timestamp_fields(row))
sid = asset.sid
hits[sid] = cache[sid] = asset
# If we get here, it means something in our code thought that a
# particular sid was an equity/future and called this function with a
# concrete type, but we couldn't actually resolve the asset. This is
# an error in our code, not a user-input error.
misses = tuple(set(sids) - viewkeys(hits))
if misses:
if asset_type == Equity:
raise EquitiesNotFound(sids=misses)
else:
raise FutureContractsNotFound(sids=misses)
return hits
def _retrieve_asset_dicts(self, sids, asset_tbl, querying_equities):
if not sids:
return
if querying_equities:
def mkdict(row,
symbols=self._lookup_most_recent_symbols(sids)):
return merge(row, symbols[row['sid']])
else:
mkdict = dict
for assets in group_into_chunks(sids):
# Load misses from the db.
query = self._select_assets_by_sid(asset_tbl, assets)
for row in query.execute().fetchall():
yield _convert_asset_timestamp_fields(mkdict(row))
def get_dividends_with_ex_date(self, assets, date, asset_finder):
seconds = date.value / int(1e9)
c = self.conn.cursor()
divs = []
for chunk in group_into_chunks(assets):
query = UNPAID_QUERY_TEMPLATE.format(",".join(['?'
for _ in chunk]))
t = (seconds, ) + tuple(map(lambda x: int(x), chunk))
c.execute(query, t)
rows = c.fetchall()
for row in rows:
div = Dividend(asset_finder.retrieve_asset(row[0]), row[1],
Timestamp(row[2], unit='s', tz='UTC'))
divs.append(div)
c.close()
return divs
def get_dividends_with_ex_date(self, assets, date, asset_finder):
seconds = date.value / int(1e9)
c = self.conn.cursor()
divs = []
for chunk in group_into_chunks(assets):
query = UNPAID_QUERY_TEMPLATE.format(
",".join(['?' for _ in chunk]))
t = (seconds,) + tuple(map(lambda x: int(x), chunk))
c.execute(query, t)
rows = c.fetchall()
for row in rows:
div = Dividend(
asset_finder.retrieve_asset(row[0]),
row[1], Timestamp(row[2], unit='s', tz='UTC'))
divs.append(div)
c.close()
return divs
def lookup_asset_types(self, sids):
"""
Retrieve asset types for a list of sids.
Parameters
----------
sids : list[int]
Returns
-------
types : dict[sid -> str or None]
Asset types for the provided sids.
"""
found = {}
missing = set()
for sid in sids:
try:
found[sid] = self._asset_type_cache[sid]
except KeyError:
missing.add(sid)
if not missing:
return found
router_cols = self.asset_router.c
for assets in group_into_chunks(missing):
query = sa.select((router_cols.sid, router_cols.asset_type)).where(
self.asset_router.c.sid.in_(map(int, assets))
)
for sid, type_ in query.execute().fetchall():
missing.remove(sid)
found[sid] = self._asset_type_cache[sid] = type_
for sid in missing:
found[sid] = self._asset_type_cache[sid] = None
return found