quandl country code fix

stefan-jansen · Feb 26, 2021 · b33e5c9 · b33e5c9
1 parent 5f491dc
commit b33e5c9
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Showing 3 changed files with 27 additions and 23 deletions.
diff --git a/etc/dev-install b/etc/dev-install
@@ -24,21 +24,21 @@ python -m pip install pip==19.2.2 'setuptools<46' $@
 # Install external requirements first: if they share any of our
 # transitive dependencies, we want our pinned versions to win.
 if [ "${EXTERNAL_REQUIREMENTS:-}" ]; then
-    # Note: If EXTERNAL_REQUIREMENTS is unset, the expression in the
-    # above test expands to the empty string, which fails the test.
-    # (Simply expanding $EXTERNAL_REQUIREMENTS causes an error with the
-    # -u option, which helps prevent many other kinds of errors.)
-    echo "Installing additional packages: $EXTERNAL_REQUIREMENTS"
-    python -m pip install "$EXTERNAL_REQUIREMENTS" $@
+  # Note: If EXTERNAL_REQUIREMENTS is unset, the expression in the
+  # above test expands to the empty string, which fails the test.
+  # (Simply expanding $EXTERNAL_REQUIREMENTS causes an error with the
+  # -u option, which helps prevent many other kinds of errors.)
+  echo "Installing additional packages: $EXTERNAL_REQUIREMENTS"
+  python -m pip install "$EXTERNAL_REQUIREMENTS" $@
 fi
 
 # These have to be installed first so that the other requirements can be
 # compiled against the specific versions we use.
-python -m pip install -r etc/requirements_build.in -c etc/requirements_locked.txt $@
+python -m pip install -r etc/requirements_build.in -c etc/requirements_py36_locked.txt $@
 
 # XXX: bcolz has to be compiled against our specific version of numpy:
 # by default, it uses an incompatible pre-compiled binary.
-python -m pip install --no-binary=bcolz -e .[all] -r etc/requirements_blaze.in -c etc/requirements_locked.txt $@
+python -m pip install --no-binary=bcolz -e .[all] -r etc/requirements_blaze.in -c etc/requirements_py36_locked.txt $@
 
 # TODO: resolve these error messages:
 # flake8 3.6.0 has requirement setuptools>=30, but you'll have setuptools 28.8.0 which is incompatible.

diff --git a/zipline/assets/assets.py b/zipline/assets/assets.py
@@ -55,7 +55,7 @@
 from . import (
     Asset, Equity, Future,
 )
-from . continuous_futures import (
+from .continuous_futures import (
     ADJUSTMENT_STYLES,
     CHAIN_PREDICATES,
     ContinuousFuture,
@@ -230,11 +230,11 @@ def _convert_asset_timestamp_fields(dict_):
 
 CONTINUOUS_FUTURE_ROLL_STYLE_IDS = {
     'calendar': 0,
-    'volume': 1,
+    'volume'  : 1,
 }
 
 CONTINUOUS_FUTURE_ADJUSTMENT_STYLE_IDS = {
-    None: 0,
+    None : 0,
     'div': 1,
     'add': 2,
 }
@@ -295,6 +295,7 @@ class AssetFinder(object):
     --------
     :class:`zipline.assets.AssetDBWriter`
     """
+
     @preprocess(engine=coerce_string_to_eng(require_exists=True))
     def __init__(self, engine, future_chain_predicates=CHAIN_PREDICATES):
         self.engine = engine
@@ -1099,8 +1100,8 @@ def lookup_future_symbol(self, symbol):
 
         """
 
-        data = self._select_asset_by_symbol(self.futures_contracts, symbol)\
-                   .execute().fetchone()
+        data = self._select_asset_by_symbol(self.futures_contracts, symbol) \
+            .execute().fetchone()
 
         # If no data found, raise an exception
         if not data:
@@ -1202,7 +1203,7 @@ def _get_contract_sids(self, root_symbol):
                 list(sa.select((fc_cols.sid,)).where(
                     (fc_cols.root_symbol == root_symbol) &
                     (fc_cols.start_date != pd.NaT.value)).order_by(
-                        fc_cols.sid).execute().fetchall())]
+                    fc_cols.sid).execute().fetchall())]
 
     def _get_root_symbol_exchange(self, root_symbol):
         fc_cols = self.futures_root_symbols.c
@@ -1571,9 +1572,9 @@ def was_active(reference_date_value, asset):
         Whether or not the `asset` existed at the specified time.
     """
     return (
-        asset.start_date.value
-        <= reference_date_value
-        <= asset.end_date.value
+            asset.start_date.value
+            <= reference_date_value
+            <= asset.end_date.value
     )
 
 

diff --git a/zipline/data/bundles/quandl.py b/zipline/data/bundles/quandl.py
@@ -30,7 +30,7 @@ def format_metadata_url(api_key):
     query_params = [('api_key', api_key), ('qopts.export', 'true')]
 
     return (
-        QUANDL_DATA_URL + urlencode(query_params)
+            QUANDL_DATA_URL + urlencode(query_params)
     )
 
 
@@ -65,7 +65,7 @@ def load_data_table(file,
 
     data_table.rename(
         columns={
-            'ticker': 'symbol',
+            'ticker'     : 'symbol',
             'ex-dividend': 'ex_dividend',
         },
         inplace=True,
@@ -141,7 +141,7 @@ def parse_splits(data, show_progress):
     data.rename(
         columns={
             'split_ratio': 'ratio',
-            'date': 'effective_date',
+            'date'       : 'effective_date',
         },
         inplace=True,
         copy=False,
@@ -157,7 +157,7 @@ def parse_dividends(data, show_progress):
     data.rename(
         columns={
             'ex_dividend': 'amount',
-            'date': 'ex_date',
+            'date'       : 'ex_date',
         },
         inplace=True,
         copy=False,
@@ -211,7 +211,11 @@ def quandl_bundle(environ,
         raw_data[['symbol', 'date']],
         show_progress
     )
-    asset_db_writer.write(asset_metadata)
+
+    exchanges = pd.DataFrame(data=[['QUANDL', 'QUANDL', 'US']],
+                             columns=['exchange', 'canonical_name', 'country_code'])
+    asset_db_writer.write(equities=asset_metadata,
+                          exchanges=exchanges)
 
     symbol_map = asset_metadata.symbol
     sessions = calendar.sessions_in_range(start_session, end_session)
@@ -318,7 +322,6 @@ def quantopian_quandl_bundle(environ,
                              cache,
                              show_progress,
                              output_dir):
-
     if show_progress:
         data = download_with_progress(
             QUANTOPIAN_QUANDL_URL,