batch_transform.py 文件源码

def _extract_field_names(self, event):
        # extract field names from sids (price, volume etc), make sure
        # every sid has the same fields.
        sid_keys = []
        for sid in itervalues(event.data):
            keys = set([name for name, value in sid.items()
                        if isinstance(value,
                                      (int,
                                       float,
                                       numpy.integer,
                                       numpy.float,
                                       numpy.long))
                        ])
            sid_keys.append(keys)

        # with CUSTOM data events, there may be different fields
        # per sid. So the allowable keys are the union of all events.
        union = set.union(*sid_keys)
        unwanted_fields = {
            'portfolio',
            'sid',
            'dt',
            'type',
            'source_id',
            '_initial_len',
        }
        return union - unwanted_fields