def _compute(self, arrays, dates, assets, mask):
is_my_asset = (assets == self._asset.sid)
out = repeat_first_axis(is_my_asset, len(mask))
# Raise an exception if `self._asset` does not exist for the entirety
# of the timeframe over which we are computing.
if (is_my_asset.sum() != 1) or ((out & mask).sum() != len(mask)):
raise NonExistentAssetInTimeFrame(
asset=self._asset, start_date=dates[0], end_date=dates[-1],
)
return out
def _compute(self, windows, dates, assets, mask):
asset = self._asset
asset_column = searchsorted(assets.values, asset.sid)
if assets[asset_column] != asset.sid:
raise NonExistentAssetInTimeFrame(
asset=asset, start_date=dates[0], end_date=dates[-1],
)
# Return a 2D array with one column rather than a 1D array of the
# column.
return windows[0][:, [asset_column]]