def _pop_import_LOAD_ATTRs(module_name, queue):
"""
Pop LOAD_ATTR instructions for an import of the form::
import a.b.c as d
which should generate bytecode like this::
1 0 LOAD_CONST 0 (0)
3 LOAD_CONST 1 (None)
6 IMPORT_NAME 0 (a.b.c.d)
9 LOAD_ATTR 1 (b)
12 LOAD_ATTR 2 (c)
15 LOAD_ATTR 3 (d)
18 STORE_NAME 3 (d)
"""
popped = popwhile(is_a(instrs.LOAD_ATTR), queue, side='left')
if popped:
expected = module_name.split('.', maxsplit=1)[1]
actual = '.'.join(map(op.attrgetter('arg'), popped))
if expected != actual:
raise DecompilationError(
"Decompiling import of module %s, but LOAD_ATTRS imply %s" % (
expected, actual,
)
)
return popped
def test_register_call(self):
def ingest(*args):
pass
@apply
@subtest(((c,) for c in "abcde"), "name")
def _(name):
self.register(name, ingest)
assert_in(name, self.bundles)
assert_is(self.bundles[name].ingest, ingest)
assert_equal(valmap(op.attrgetter("ingest"), self.bundles), {k: ingest for k in "abcde"})
self._check_bundles(set("abcde"))
def test_register_call(self):
def ingest(*args):
pass
@apply
@subtest(((c, ) for c in "abcde"), "name")
def _(name):
self.register(name, ingest)
assert name in self.bundles
assert self.bundles[name].ingest is ingest
assert valmap(op.attrgetter("ingest"),
self.bundles) == {k: ingest
for k in "abcde"}
self._check_bundles(set("abcde"))
def test_register_call(self):
def ingest(*args):
pass
@apply
@subtest(((c,) for c in 'abcde'), 'name')
def _(name):
self.register(name, ingest)
assert_in(name, self.bundles)
assert_is(self.bundles[name].ingest, ingest)
assert_equal(
valmap(op.attrgetter('ingest'), self.bundles),
{k: ingest for k in 'abcde'},
)
self._check_bundles(set('abcde'))
def test_register_call(self):
def ingest(*args):
pass
@apply
@subtest(((c,) for c in 'abcde'), 'name')
def _(name):
self.register(name, ingest)
assert_in(name, self.bundles)
assert_is(self.bundles[name].ingest, ingest)
assert_equal(
valmap(op.attrgetter('ingest'), self.bundles),
{k: ingest for k in 'abcde'},
)
self._check_bundles(set('abcde'))
def make_while_loop_test_expr(loop_body_instrs):
"""
Make an expression in the context of a while-loop test.
Code of the form::
while <expr>:
<body>
generates a POP_JUMP_IF_FALSE for the loop test, while code of the form::
while not <expr>:
<body>
generates a POP_JUMP_IF_TRUE for the loop test.
Code of the form::
while True:
<body>
generates no jumps at all.
"""
bottom_of_loop = loop_body_instrs[-1]
is_jump_to_bottom = compose(op.is_(bottom_of_loop), op.attrgetter('arg'))
# Consume instructions until we find a jump to the bottom of the loop.
test_builders = deque(
popwhile(complement(is_jump_to_bottom), loop_body_instrs, side='left')
)
# If we consumed the entire loop body without finding a jump, assume this
# is a while True loop. Return the rest of the instructions as the loop
# body.
if not loop_body_instrs:
return ast.NameConstant(value=True), test_builders
# Top of the body is either a POP_JUMP_IF_TRUE or POP_JUMP_IF_FALSE.
jump = loop_body_instrs.popleft()
expr = make_expr(test_builders)
if isinstance(jump, instrs.POP_JUMP_IF_TRUE):
return ast.UnaryOp(op=ast.Not(), operand=expr), loop_body_instrs
else:
return expr, loop_body_instrs
AD_FIELD_NAME = 'asof_date'
TS_FIELD_NAME = 'timestamp'
SID_FIELD_NAME = 'sid'
valid_deltas_node_types = (
bz.expr.Field,
bz.expr.ReLabel,
bz.expr.Symbol,
)
traversable_nodes = (
bz.expr.Field,
bz.expr.Label,
)
is_invalid_deltas_node = complement(flip(isinstance, valid_deltas_node_types))
getname = op.attrgetter('__name__')
class _ExprRepr(object):
"""Box for repring expressions with the str of the expression.
Parameters
----------
expr : Expr
The expression to box for repring.
"""
__slots__ = 'expr',
def __init__(self, expr):
self.expr = expr
from zipline.pipeline.data import DataSet, BoundColumn
from zipline.pipeline.engine import SimplePipelineEngine
from zipline.pipeline.loaders.blaze import (
from_blaze,
BlazeLoader,
NoDeltasWarning,
)
from zipline.pipeline.loaders.blaze.core import (
NonNumpyField,
NonPipelineField,
no_deltas_rules,
)
from zipline.utils.numpy_utils import repeat_last_axis
from zipline.utils.test_utils import tmp_asset_finder, make_simple_equity_info
nameof = op.attrgetter('name')
dtypeof = op.attrgetter('dtype')
asset_infos = (
(make_simple_equity_info(
tuple(map(ord, 'ABC')),
pd.Timestamp(0),
pd.Timestamp('2015'),
), ),
(make_simple_equity_info(
tuple(map(ord, 'ABCD')),
pd.Timestamp(0),
pd.Timestamp('2015'),
), ),
)
with_extra_sid = parameterized.expand(asset_infos)
baseline_arrays_from_rows_with_assets, # reexport
baseline_arrays_from_rows_without_assets, # reexport
getname,
)
valid_deltas_node_types = (
bz.expr.Field,
bz.expr.ReLabel,
bz.expr.Symbol,
)
traversable_nodes = (
bz.expr.Field,
bz.expr.Label,
)
is_invalid_deltas_node = complement(flip(isinstance, valid_deltas_node_types))
get__name__ = op.attrgetter('__name__')
class InvalidField(with_metaclass(ABCMeta)):
"""A field that raises an exception indicating that the
field was invalid.
Parameters
----------
field : str
The name of the field.
type_ : dshape
The shape of the field.
"""
@abstractproperty
def error_format(self): # pragma: no cover
from zipline.pipeline.engine import SimplePipelineEngine
from zipline.pipeline.loaders.blaze import (
from_blaze,
BlazeLoader,
NoDeltasWarning,
)
from zipline.pipeline.loaders.blaze.core import (
NonNumpyField,
NonPipelineField,
no_deltas_rules,
)
from zipline.utils.numpy_utils import repeat_last_axis
from zipline.utils.test_utils import tmp_asset_finder, make_simple_equity_info
nameof = op.attrgetter('name')
dtypeof = op.attrgetter('dtype')
asset_infos = (
(make_simple_equity_info(
tuple(map(ord, 'ABC')),
pd.Timestamp(0),
pd.Timestamp('2015'),
),),
(make_simple_equity_info(
tuple(map(ord, 'ABCD')),
pd.Timestamp(0),
pd.Timestamp('2015'),
),),
)
with_extra_sid = parameterized.expand(asset_infos)
baseline_arrays_from_rows_without_assets, # reexport
getname,
)
valid_deltas_node_types = (
bz.expr.Field,
bz.expr.ReLabel,
bz.expr.Symbol,
)
traversable_nodes = (
bz.expr.Field,
bz.expr.Label,
)
is_invalid_deltas_node = complement(flip(isinstance, valid_deltas_node_types))
get__name__ = op.attrgetter('__name__')
class InvalidField(with_metaclass(ABCMeta)):
"""A field that raises an exception indicating that the
field was invalid.
Parameters
----------
field : str
The name of the field.
type_ : dshape
The shape of the field.
"""
@abstractproperty
def error_format(self): # pragma: no cover
from numpy.testing.utils import assert_array_almost_equal
import pandas as pd
from pandas.util.testing import assert_frame_equal
from toolz import keymap, valmap, concatv
from toolz.curried import operator as op
from zipline.pipeline import Pipeline, CustomFactor
from zipline.pipeline.data import DataSet, BoundColumn
from zipline.pipeline.engine import SimplePipelineEngine
from zipline.pipeline.loaders.blaze import from_blaze, BlazeLoader, NoDeltasWarning
from zipline.pipeline.loaders.blaze.core import NonNumpyField, NonPipelineField, no_deltas_rules
from zipline.utils.numpy_utils import float64_dtype, int64_dtype, repeat_last_axis
from zipline.utils.test_utils import tmp_asset_finder, make_simple_equity_info
nameof = op.attrgetter("name")
dtypeof = op.attrgetter("dtype")
asset_infos = (
(make_simple_equity_info(tuple(map(ord, "ABC")), pd.Timestamp(0), pd.Timestamp("2015")),),
(make_simple_equity_info(tuple(map(ord, "ABCD")), pd.Timestamp(0), pd.Timestamp("2015")),),
)
with_extra_sid = parameterized.expand(asset_infos)
def _utc_localize_index_level_0(df):
"""``tz_localize`` the first level of a multiindexed dataframe to utc.
Mutates df in place.
"""
idx = df.index
df.index = pd.MultiIndex.from_product((idx.levels[0].tz_localize("utc"), idx.levels[1]), names=idx.names)
