def engine_from_files(daily_bar_path,
adjustments_path,
asset_db_path,
calendar,
warmup_assets=False):
"""
Construct a SimplePipelineEngine from local filesystem resources.
Parameters
----------
daily_bar_path : str
Path to pass to `BcolzDailyBarReader`.
adjustments_path : str
Path to pass to SQLiteAdjustmentReader.
asset_db_path : str
Path to pass to `AssetFinder`.
calendar : pd.DatetimeIndex
Calendar to use for the loader.
warmup_assets : bool, optional
Whether or not to populate AssetFinder caches. This can speed up
initial latency on subsequent pipeline runs, at the cost of extra
memory consumption. Default is False
"""
loader = USEquityPricingLoader.from_files(daily_bar_path, adjustments_path)
asset_finder = AssetFinder(asset_db_path)
if warmup_assets:
results = asset_finder.retrieve_all(asset_finder.sids)
print("Warmed up %d assets." % len(results))
return SimplePipelineEngine(
lambda _: loader,
calendar,
asset_finder,
)
def engine_from_files(daily_bar_path,
adjustments_path,
asset_db_path,
calendar,
warmup_assets=False):
"""
Construct a SimplePipelineEngine from local filesystem resources.
Parameters
----------
daily_bar_path : str
Path to pass to `BcolzDailyBarReader`.
adjustments_path : str
Path to pass to SQLiteAdjustmentReader.
asset_db_path : str
Path to pass to `AssetFinder`.
calendar : pd.DatetimeIndex
Calendar to use for the loader.
warmup_assets : bool, optional
Whether or not to populate AssetFinder caches. This can speed up
initial latency on subsequent pipeline runs, at the cost of extra
memory consumption. Default is False
"""
loader = USEquityPricingLoader.from_files(daily_bar_path, adjustments_path)
asset_finder = AssetFinder(asset_db_path)
if warmup_assets:
results = asset_finder.retrieve_all(asset_finder.sids)
print("Warmed up %d assets." % len(results))
return SimplePipelineEngine(
lambda _: loader,
calendar,
asset_finder,
)
