data_frame_source.py 文件源码

def __init__(self, data, **kwargs):
        assert isinstance(data.index, pd.tseries.index.DatetimeIndex)
        # Only accept integer SIDs as the items of the DataFrame
        assert isinstance(data.columns, pd.Int64Index)
        # TODO is ffilling correct/necessary?
        # Forward fill prices
        self.data = data.fillna(method='ffill')
        # Unpack config dictionary with default values.
        self.start = kwargs.get('start', self.data.index[0])
        self.end = kwargs.get('end', self.data.index[-1])
        self.sids = self.data.columns

        # Hash_value for downstream sorting.
        self.arg_string = hash_args(data, **kwargs)

        self._raw_data = None

        self.started_sids = set()