core.py 文件源码

def temp_pipeline_engine(calendar, sids, random_seed, symbols=None):
    """
    A contextManager that yields a SimplePipelineEngine holding a reference to
    an AssetFinder generated via tmp_asset_finder.

    Parameters
    ----------
    calendar : pd.DatetimeIndex
        Calendar to pass to the constructed PipelineEngine.
    sids : iterable[int]
        Sids to use for the temp asset finder.
    random_seed : int
        Integer used to seed instances of SeededRandomLoader.
    symbols : iterable[str], optional
        Symbols for constructed assets. Forwarded to make_simple_equity_info.
    """
    equity_info = make_simple_equity_info(
        sids=sids,
        start_date=calendar[0],
        end_date=calendar[-1],
        symbols=symbols,
    )

    loader = make_seeded_random_loader(random_seed, calendar, sids)
    get_loader = lambda column: loader

    with tmp_asset_finder(equities=equity_info) as finder:
        yield SimplePipelineEngine(get_loader, calendar, finder)