assets.py 文件源码

def _compute_asset_lifetimes(self):
        """
        Compute and cache a recarry of asset lifetimes.
        """
        equities_cols = self.equities.c
        buf = np.array(
            tuple(
                sa.select((
                    equities_cols.sid,
                    equities_cols.start_date,
                    equities_cols.end_date,
                )).execute(),
            ), dtype='<f8',  # use doubles so we get NaNs
        )
        lifetimes = np.recarray(
            buf=buf,
            shape=(len(buf),),
            dtype=[
                ('sid', '<f8'),
                ('start', '<f8'),
                ('end', '<f8')
            ],
        )
        start = lifetimes.start
        end = lifetimes.end
        start[np.isnan(start)] = 0  # convert missing starts to 0
        end[np.isnan(end)] = np.iinfo(int).max  # convert missing end to INTMAX
        # Cast the results back down to int.
        return lifetimes.astype([
            ('sid', '<i8'),
            ('start', '<i8'),
            ('end', '<i8'),
        ])