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# Copyright 2015 Quantopian, Inc. |
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# |
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# Licensed under the Apache License, Version 2.0 (the "License"); |
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# you may not use this file except in compliance with the License. |
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# You may obtain a copy of the License at |
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# |
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# http://www.apache.org/licenses/LICENSE-2.0 |
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# |
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# Unless required by applicable law or agreed to in writing, software |
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# distributed under the License is distributed on an "AS IS" BASIS, |
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# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. |
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# See the License for the specific language governing permissions and |
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# limitations under the License. |
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from ctypes import ( |
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Structure, |
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c_ubyte, |
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c_uint, |
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c_ulong, |
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c_ulonglong, |
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c_ushort, |
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sizeof, |
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) |
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import numpy as np |
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import pandas as pd |
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from six.moves import range |
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_inttypes_map = { |
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sizeof(t) - 1: t for t in { |
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c_ubyte, |
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c_uint, |
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c_ulong, |
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c_ulonglong, |
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c_ushort |
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} |
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} |
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_inttypes = list( |
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pd.Series(_inttypes_map).reindex( |
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range(max(_inttypes_map.keys())), |
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method='bfill', |
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), |
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) |
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def enum(option, *options): |
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""" |
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Construct a new enum object. |
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Parameters |
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---------- |
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*options : iterable of str |
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The names of the fields for the enum. |
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Returns |
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------- |
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enum |
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A new enum collection. |
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Examples |
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-------- |
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>>> e = enum('a', 'b', 'c') |
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>>> e |
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<enum: ('a', 'b', 'c')> |
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>>> e.a |
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0 |
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>>> e.b |
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1 |
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>>> e.a in e |
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True |
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>>> tuple(e) |
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(0, 1, 2) |
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Notes |
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----- |
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Identity checking is not guaranteed to work with enum members, instead |
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equality checks should be used. From CPython's documentation: |
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"The current implementation keeps an array of integer objects for all |
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integers between -5 and 256, when you create an int in that range you |
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actually just get back a reference to the existing object. So it should be |
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possible to change the value of 1. I suspect the behaviour of Python in |
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this case is undefined. :-)" |
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""" |
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options = (option,) + options |
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rangeob = range(len(options)) |
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try: |
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inttype = _inttypes[int(np.log2(len(options) - 1)) // 8] |
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except IndexError: |
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raise OverflowError( |
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'Cannot store enums with more than sys.maxsize elements, got %d' % |
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len(options), |
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) |
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class _enum(Structure): |
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_fields_ = [(o, inttype) for o in options] |
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def __iter__(self): |
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return iter(rangeob) |
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def __contains__(self, value): |
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return 0 <= value < len(options) |
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def __repr__(self): |
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return '<enum: %s>' % ( |
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('%d fields' % len(options)) |
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if len(options) > 10 else |
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repr(options) |
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) |
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return _enum(*rangeob) |
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quantopian /
zipline
