def run_graph(self, graph, initial_workspace, mask=None): """ Compute the given TermGraph, seeding the workspace of our engine with `initial_workspace`. Parameters ---------- graph : zipline.pipeline.graph.TermGraph Graph to run. initial_workspace : dict Initial workspace to forward to SimplePipelineEngine.compute_chunk. mask : DataFrame, optional This is a value to pass to `initial_workspace` as the mask from `AssetExists()`. Defaults to a frame of shape `self.default_shape` containing all True values. Returns ------- results : dict Mapping from termname -> computed result. """ engine = SimplePipelineEngine(lambda column: ExplodingObject(), self.__calendar, self.__finder) if mask is None: mask = self.__mask dates, assets, mask_values = explode(mask) initial_workspace.setdefault(AssetExists(), mask_values) return engine.compute_chunk(graph, dates, assets, initial_workspace)
def run_graph(self, graph, initial_workspace, mask=None): """ Compute the given TermGraph, seeding the workspace of our engine with `initial_workspace`. Parameters ---------- graph : zipline.pipeline.graph.ExecutionPlan Graph to run. initial_workspace : dict Initial workspace to forward to SimplePipelineEngine.compute_chunk. mask : DataFrame, optional This is a value to pass to `initial_workspace` as the mask from `AssetExists()`. Defaults to a frame of shape `self.default_shape` containing all True values. Returns ------- results : dict Mapping from termname -> computed result. """ def get_loader(c): raise AssertionError("run_graph() should not require any loaders!") engine = SimplePipelineEngine( get_loader, self.asset_finder, default_domain=US_EQUITIES, ) if mask is None: mask = self.default_asset_exists_mask dates, sids, mask_values = explode(mask) initial_workspace.setdefault(AssetExists(), mask_values) initial_workspace.setdefault(InputDates(), dates) refcounts = graph.initial_refcounts(initial_workspace) execution_order = graph.execution_order(initial_workspace, refcounts) return engine.compute_chunk( graph=graph, dates=dates, sids=sids, workspace=initial_workspace, execution_order=execution_order, refcounts=refcounts, hooks=NoHooks(), )
def run_graph(self, graph, initial_workspace, mask=None): """ Compute the given TermGraph, seeding the workspace of our engine with `initial_workspace`. Parameters ---------- graph : zipline.pipeline.graph.ExecutionPlan Graph to run. initial_workspace : dict Initial workspace to forward to SimplePipelineEngine.compute_chunk. mask : DataFrame, optional This is a value to pass to `initial_workspace` as the mask from `AssetExists()`. Defaults to a frame of shape `self.default_shape` containing all True values. Returns ------- results : dict Mapping from termname -> computed result. """ def get_loader(c): raise AssertionError("run_graph() should not require any loaders!") engine = SimplePipelineEngine( get_loader, self.asset_finder, default_domain=US_EQUITIES, ) if mask is None: mask = self.default_asset_exists_mask dates, sids, mask_values = explode(mask) initial_workspace.setdefault(AssetExists(), mask_values) initial_workspace.setdefault(InputDates(), dates) return engine.compute_chunk( graph=graph, dates=dates, sids=sids, initial_workspace=initial_workspace, )
def run_graph(self, graph, initial_workspace, mask=None): """ Compute the given TermGraph, seeding the workspace of our engine with `initial_workspace`. Parameters ---------- graph : zipline.pipeline.graph.TermGraph Graph to run. initial_workspace : dict Initial workspace to forward to SimplePipelineEngine.compute_chunk. mask : DataFrame, optional This is a value to pass to `initial_workspace` as the mask from `AssetExists()`. Defaults to a frame of shape `self.default_shape` containing all True values. Returns ------- results : dict Mapping from termname -> computed result. """ engine = SimplePipelineEngine( lambda column: ExplodingObject(), self.nyse_sessions, self.asset_finder, ) if mask is None: mask = self.default_asset_exists_mask dates, assets, mask_values = explode(mask) initial_workspace.setdefault(AssetExists(), mask_values) initial_workspace.setdefault(InputDates(), dates) return engine.compute_chunk( graph, dates, assets, initial_workspace, )