def retrieve_asset(self, sid, default_none=False):
"""
Retrieve the Asset for a given sid.
"""
try:
asset = self._asset_cache[sid]
if asset is None and not default_none:
raise SidsNotFound(sids=[sid])
return asset
except KeyError:
return self.retrieve_all((sid,), default_none=default_none)[0]
def lookup_generic(self,
asset_convertible_or_iterable,
as_of_date):
"""
Convert a AssetConvertible or iterable of AssetConvertibles into
a list of Asset objects.
This method exists primarily as a convenience for implementing
user-facing APIs that can handle multiple kinds of input. It should
not be used for internal code where we already know the expected types
of our inputs.
Returns a pair of objects, the first of which is the result of the
conversion, and the second of which is a list containing any values
that couldn't be resolved.
"""
matches = []
missing = []
# Interpret input as scalar.
if isinstance(asset_convertible_or_iterable, AssetConvertible):
self._lookup_generic_scalar(
asset_convertible=asset_convertible_or_iterable,
as_of_date=as_of_date,
matches=matches,
missing=missing,
)
try:
return matches[0], missing
except IndexError:
if hasattr(asset_convertible_or_iterable, '__int__'):
raise SidsNotFound(sids=[asset_convertible_or_iterable])
else:
raise SymbolNotFound(symbol=asset_convertible_or_iterable)
# If the input is a ContinuousFuture just return it as-is.
elif isinstance(asset_convertible_or_iterable, ContinuousFuture):
return asset_convertible_or_iterable, missing
# Interpret input as iterable.
try:
iterator = iter(asset_convertible_or_iterable)
except TypeError:
raise NotAssetConvertible(
"Input was not a AssetConvertible "
"or iterable of AssetConvertible."
)
for obj in iterator:
if isinstance(obj, ContinuousFuture):
matches.append(obj)
else:
self._lookup_generic_scalar(obj, as_of_date, matches, missing)
return matches, missing
def retrieve_all(self, sids, default_none=False):
"""
Retrieve all assets in `sids`.
Parameters
----------
sids : iterable of int
Assets to retrieve.
default_none : bool
If True, return None for failed lookups.
If False, raise `SidsNotFound`.
Returns
-------
assets : list[Asset or None]
A list of the same length as `sids` containing Assets (or Nones)
corresponding to the requested sids.
Raises
------
SidsNotFound
When a requested sid is not found and default_none=False.
"""
hits, missing, failures = {}, set(), []
for sid in sids:
try:
asset = self._asset_cache[sid]
if not default_none and asset is None:
# Bail early if we've already cached that we don't know
# about an asset.
raise SidsNotFound(sids=[sid])
hits[sid] = asset
except KeyError:
missing.add(sid)
# All requests were cache hits. Return requested sids in order.
if not missing:
return [hits[sid] for sid in sids]
update_hits = hits.update
# Look up cache misses by type.
type_to_assets = self.group_by_type(missing)
# Handle failures
failures = {failure: None for failure in type_to_assets.pop(None, ())}
update_hits(failures)
self._asset_cache.update(failures)
if failures and not default_none:
raise SidsNotFound(sids=list(failures))
# We don't update the asset cache here because it should already be
# updated by `self.retrieve_equities`.
update_hits(self.retrieve_equities(type_to_assets.pop('equity', ())))
update_hits(
self.retrieve_futures_contracts(type_to_assets.pop('future', ()))
)
# We shouldn't know about any other asset types.
if type_to_assets:
raise AssertionError(
"Found asset types: %s" % list(type_to_assets.keys())
)
return [hits[sid] for sid in sids]