mixins.py 文件源码

def _compute(self, windows, dates, assets, mask):
        """
        Call the user's `compute` function on each window with a pre-built
        output array.
        """
        # TODO: Make mask available to user's `compute`.
        compute = self.compute
        missing_value = self.missing_value
        params = self.params
        out = full_like(mask, missing_value, dtype=self.dtype)
        with self.ctx:
            # TODO: Consider pre-filtering columns that are all-nan at each
            # time-step?
            for idx, date in enumerate(dates):
                compute(
                    date,
                    assets,
                    out[idx],
                    *(next(w) for w in windows),
                    **params
                )
        out[~mask] = missing_value
        return out