本文整理汇总了Python中zipline.pipeline.engine.SimplePipelineEngine.compute_chunk方法的典型用法代码示例。如果您正苦于以下问题：Python SimplePipelineEngine.compute_chunk方法的具体用法？Python SimplePipelineEngine.compute_chunk怎么用？Python SimplePipelineEngine.compute_chunk使用的例子？那么恭喜您, 这里精选的方法代码示例或许可以为您提供帮助。您也可以进一步了解该方法所在类zipline.pipeline.engine.SimplePipelineEngine的用法示例。
在下文中一共展示了SimplePipelineEngine.compute_chunk方法的2个代码示例，这些例子默认根据受欢迎程度排序。您可以为喜欢或者感觉有用的代码点赞，您的评价将有助于系统推荐出更棒的Python代码示例。
示例1: run_graph
# 需要导入模块: from zipline.pipeline.engine import SimplePipelineEngine [as 别名]
# 或者: from zipline.pipeline.engine.SimplePipelineEngine import compute_chunk [as 别名]
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)示例2: run_graph
# 需要导入模块: from zipline.pipeline.engine import SimplePipelineEngine [as 别名]
# 或者: from zipline.pipeline.engine.SimplePipelineEngine import compute_chunk [as 别名]
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,
)