data_frame_source.py 文件源码

def __init__(self, data, **kwargs):
        assert isinstance(data.major_axis, pd.tseries.index.DatetimeIndex)
        # Only accept integer SIDs as the items of the Panel
        assert isinstance(data.items, pd.Int64Index)
        # TODO is ffilling correct/necessary?
        # forward fill with volumes of 0
        self.data = data.fillna(value={'volume': 0})
        # Unpack config dictionary with default values.
        self.start = kwargs.get('start', self.data.major_axis[0])
        self.end = kwargs.get('end', self.data.major_axis[-1])
        self.sids = self.data.items

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

        self._raw_data = None

        self.started_sids = set()