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, )