assets.py 文件源码

def _retrieve_assets(self, sids, asset_tbl, asset_type):
        """
        Internal function for loading assets from a table.

        This should be the only method of `AssetFinder` that writes Assets into
        self._asset_cache.

        Parameters
        ---------
        sids : iterable of int
            Asset ids to look up.
        asset_tbl : sqlalchemy.Table
            Table from which to query assets.
        asset_type : type
            Type of asset to be constructed.

        Returns
        -------
        assets : dict[int -> Asset]
            Dict mapping requested sids to the retrieved assets.
        """
        # Fastpath for empty request.
        if not sids:
            return {}

        cache = self._asset_cache
        hits = {}

        for assets in self._group_into_chunks(sids):
            # Load misses from the db.
            query = self._select_assets_by_sid(asset_tbl, assets)

            for row in imap(dict, query.execute().fetchall()):
                asset = asset_type(**_convert_asset_timestamp_fields(row))
                sid = asset.sid
                hits[sid] = cache[sid] = asset

        # If we get here, it means something in our code thought that a
        # particular sid was an equity/future and called this function with a
        # concrete type, but we couldn't actually resolve the asset.  This is
        # an error in our code, not a user-input error.
        misses = tuple(set(sids) - viewkeys(hits))
        if misses:
            if asset_type == Equity:
                raise EquitiesNotFound(sids=misses)
            else:
                raise FutureContractsNotFound(sids=misses)
        return hits