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
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