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removed deprecate api (#46)
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@MBounouar
MBounouar authored Sep 3, 2021
1 parent d9e21f7 commit f6fb882
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Showing 13 changed files with 111 additions and 1,443 deletions.
223 changes: 1 addition & 222 deletions src/zipline/_protocol.pyx
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Original file line number Diff line number Diff line change
Expand Up @@ -139,78 +139,32 @@ cdef class BarData:
restrictions : zipline.finance.asset_restrictions.Restrictions
Object that combines and returns restricted list information from
multiple sources
universe_func : callable, optional
Function which returns the current 'universe'. This is for
backwards compatibility with older API concepts.
"""
cdef object data_portal
cdef object simulation_dt_func
cdef object data_frequency
cdef object restrictions
cdef dict _views
cdef object _universe_func
cdef object _last_calculated_universe
cdef object _universe_last_updated_at
cdef bool _daily_mode
cdef object _trading_calendar
cdef object _is_restricted

cdef bool _adjust_minutes

def __init__(self, data_portal, simulation_dt_func, data_frequency,
trading_calendar, restrictions, universe_func=None):
trading_calendar, restrictions):
self.data_portal = data_portal
self.simulation_dt_func = simulation_dt_func
self.data_frequency = data_frequency
self._views = {}

self._daily_mode = (self.data_frequency == "daily")

self._universe_func = universe_func
self._last_calculated_universe = None
self._universe_last_updated_at = None

self._adjust_minutes = False

self._trading_calendar = trading_calendar
self._is_restricted = restrictions.is_restricted

cdef _get_equity_price_view(self, asset):
"""
Returns a DataPortalSidView for the given asset. Used to support the
data[sid(N)] public API. Not needed if DataPortal is used standalone.
Parameters
----------
asset : Asset
Asset that is being queried.
Returns
-------
SidView : Accessor into the given asset's data.
"""
try:
self._warn_deprecated("`data[sid(N)]` is deprecated. Use "
"`data.current`.")
view = self._views[asset]
except KeyError:
try:
asset = self.data_portal.asset_finder.retrieve_asset(asset)
except ValueError:
# assume fetcher
pass
view = self._views[asset] = self._create_sid_view(asset)

return view

cdef _create_sid_view(self, asset):
return SidView(
asset,
self.data_portal,
self.simulation_dt_func,
self.data_frequency
)

cdef _get_current_minute(self):
"""
Internal utility method to get the current simulation time.
Expand Down Expand Up @@ -742,181 +696,6 @@ cdef class BarData:
self.current_session
)

#################
# OLD API SUPPORT
#################
cdef _calculate_universe(self):
if self._universe_func is None:
return []

simulation_dt = self.simulation_dt_func()
if self._last_calculated_universe is None or \
self._universe_last_updated_at != simulation_dt:
self._last_calculated_universe = self._universe_func()
self._universe_last_updated_at = simulation_dt

return self._last_calculated_universe

def __iter__(self):
self._warn_deprecated("Iterating over the assets in `data` is "
"deprecated.")
for asset in self._calculate_universe():
yield asset

def __contains__(self, asset):
self._warn_deprecated("Checking whether an asset is in data is "
"deprecated.")
universe = self._calculate_universe()
return asset in universe

def items(self):
self._warn_deprecated("Iterating over the assets in `data` is "
"deprecated.")
return [(asset, self[asset]) for asset in self._calculate_universe()]

def iteritems(self):
self._warn_deprecated("Iterating over the assets in `data` is "
"deprecated.")
for asset in self._calculate_universe():
yield asset, self[asset]

def __len__(self):
self._warn_deprecated("Iterating over the assets in `data` is "
"deprecated.")

return len(self._calculate_universe())

def keys(self):
self._warn_deprecated("Iterating over the assets in `data` is "
"deprecated.")

return list(self._calculate_universe())

def iterkeys(self):
return iter(self.keys())

def __getitem__(self, name):
return self._get_equity_price_view(name)

cdef _warn_deprecated(self, msg):
warnings.warn(
msg,
category=ZiplineDeprecationWarning,
stacklevel=1
)

cdef class SidView:
cdef object asset
cdef object data_portal
cdef object simulation_dt_func
cdef object data_frequency

"""
This class exists to temporarily support the deprecated data[sid(N)] API.
"""
def __init__(self, asset, data_portal, simulation_dt_func, data_frequency):
"""
Parameters
---------
asset : Asset
The asset for which the instance retrieves data.
data_portal : DataPortal
Provider for bar pricing data.
simulation_dt_func: function
Function which returns the current simulation time.
This is usually bound to a method of TradingSimulation.
data_frequency: string
The frequency of the bar data; i.e. whether the data is
'daily' or 'minute' bars
"""
self.asset = asset
self.data_portal = data_portal
self.simulation_dt_func = simulation_dt_func
self.data_frequency = data_frequency

def __getattr__(self, column):
# backwards compatibility code for Q1 API
if column == "close_price":
column = "close"
elif column == "open_price":
column = "open"
elif column == "dt":
return self.dt
elif column == "datetime":
return self.datetime
elif column == "sid":
return self.sid

return self.data_portal.get_spot_value(
self.asset,
column,
self.simulation_dt_func(),
self.data_frequency
)

def __contains__(self, column):
return self.data_portal.contains(self.asset, column)

def __getitem__(self, column):
return self.__getattr__(column)

property sid:
def __get__(self):
return self.asset

property dt:
def __get__(self):
return self.datetime

property datetime:
def __get__(self):
return self.data_portal.get_last_traded_dt(
self.asset,
self.simulation_dt_func(),
self.data_frequency)

property current_dt:
def __get__(self):
return self.simulation_dt_func()

def mavg(self, num_minutes):
self._warn_deprecated("The `mavg` method is deprecated.")
return self.data_portal.get_simple_transform(
self.asset, "mavg", self.simulation_dt_func(),
self.data_frequency, bars=num_minutes
)

def stddev(self, num_minutes):
self._warn_deprecated("The `stddev` method is deprecated.")
return self.data_portal.get_simple_transform(
self.asset, "stddev", self.simulation_dt_func(),
self.data_frequency, bars=num_minutes
)

def vwap(self, num_minutes):
self._warn_deprecated("The `vwap` method is deprecated.")
return self.data_portal.get_simple_transform(
self.asset, "vwap", self.simulation_dt_func(),
self.data_frequency, bars=num_minutes
)

def returns(self):
self._warn_deprecated("The `returns` method is deprecated.")
return self.data_portal.get_simple_transform(
self.asset, "returns", self.simulation_dt_func(),
self.data_frequency
)

cdef _warn_deprecated(self, msg):
warnings.warn(
msg,
category=ZiplineDeprecationWarning,
stacklevel=1
)

cdef class InnerPosition:
"""The real values of a position.
Expand Down
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