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26,100
quantopian/zipline
zipline/algorithm.py
TradingAlgorithm.set_commission
def set_commission(self, us_equities=None, us_futures=None): """Sets the commission models for the simulation. Parameters ---------- us_equities : EquityCommissionModel The commission model to use for trading US equities. us_futures : FutureCommissionModel ...
python
def set_commission(self, us_equities=None, us_futures=None): """Sets the commission models for the simulation. Parameters ---------- us_equities : EquityCommissionModel The commission model to use for trading US equities. us_futures : FutureCommissionModel ...
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Sets the commission models for the simulation. Parameters ---------- us_equities : EquityCommissionModel The commission model to use for trading US equities. us_futures : FutureCommissionModel The commission model to use for trading US futures. See Also ...
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77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/algorithm.py#L1528-L1563
26,101
quantopian/zipline
zipline/algorithm.py
TradingAlgorithm.set_cancel_policy
def set_cancel_policy(self, cancel_policy): """Sets the order cancellation policy for the simulation. Parameters ---------- cancel_policy : CancelPolicy The cancellation policy to use. See Also -------- :class:`zipline.api.EODCancel` :class:`...
python
def set_cancel_policy(self, cancel_policy): """Sets the order cancellation policy for the simulation. Parameters ---------- cancel_policy : CancelPolicy The cancellation policy to use. See Also -------- :class:`zipline.api.EODCancel` :class:`...
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Sets the order cancellation policy for the simulation. Parameters ---------- cancel_policy : CancelPolicy The cancellation policy to use. See Also -------- :class:`zipline.api.EODCancel` :class:`zipline.api.NeverCancel`
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77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/algorithm.py#L1566-L1585
26,102
quantopian/zipline
zipline/algorithm.py
TradingAlgorithm.order_percent
def order_percent(self, asset, percent, limit_price=None, stop_price=None, style=None): """Place an order in the specified asset corresponding to the given percent of the current portfolio value...
python
def order_percent(self, asset, percent, limit_price=None, stop_price=None, style=None): """Place an order in the specified asset corresponding to the given percent of the current portfolio value...
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Place an order in the specified asset corresponding to the given percent of the current portfolio value. Parameters ---------- asset : Asset The asset that this order is for. percent : float The percentage of the portfolio value to allocate to ``asset``. ...
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77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/algorithm.py#L1616-L1662
26,103
quantopian/zipline
zipline/algorithm.py
TradingAlgorithm.order_target
def order_target(self, asset, target, limit_price=None, stop_price=None, style=None): """Place an order to adjust a position to a target number of shares. If the position doesn't already exist, this ...
python
def order_target(self, asset, target, limit_price=None, stop_price=None, style=None): """Place an order to adjust a position to a target number of shares. If the position doesn't already exist, this ...
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Place an order to adjust a position to a target number of shares. If the position doesn't already exist, this is equivalent to placing a new order. If the position does exist, this is equivalent to placing an order for the difference between the target number of shares and the current nu...
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77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
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26,104
quantopian/zipline
zipline/algorithm.py
TradingAlgorithm.order_target_value
def order_target_value(self, asset, target, limit_price=None, stop_price=None, style=None): """Place an order to adjust a position to a target value. If the position doe...
python
def order_target_value(self, asset, target, limit_price=None, stop_price=None, style=None): """Place an order to adjust a position to a target value. If the position doe...
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Place an order to adjust a position to a target value. If the position doesn't already exist, this is equivalent to placing a new order. If the position does exist, this is equivalent to placing an order for the difference between the target value and the current value. If the As...
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77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
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26,105
quantopian/zipline
zipline/algorithm.py
TradingAlgorithm.order_target_percent
def order_target_percent(self, asset, target, limit_price=None, stop_price=None, style=None): """Place an order to adjust a position to a target percent of the current portfolio value. If the position doesn't already exist, this is equivalent to placing a new order. ...
python
def order_target_percent(self, asset, target, limit_price=None, stop_price=None, style=None): """Place an order to adjust a position to a target percent of the current portfolio value. If the position doesn't already exist, this is equivalent to placing a new order. ...
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Place an order to adjust a position to a target percent of the current portfolio value. If the position doesn't already exist, this is equivalent to placing a new order. If the position does exist, this is equivalent to placing an order for the difference between the target percent and t...
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77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/algorithm.py#L1811-L1870
26,106
quantopian/zipline
zipline/algorithm.py
TradingAlgorithm.batch_market_order
def batch_market_order(self, share_counts): """Place a batch market order for multiple assets. Parameters ---------- share_counts : pd.Series[Asset -> int] Map from asset to number of shares to order for that asset. Returns ------- order_ids : pd.Ind...
python
def batch_market_order(self, share_counts): """Place a batch market order for multiple assets. Parameters ---------- share_counts : pd.Series[Asset -> int] Map from asset to number of shares to order for that asset. Returns ------- order_ids : pd.Ind...
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Place a batch market order for multiple assets. Parameters ---------- share_counts : pd.Series[Asset -> int] Map from asset to number of shares to order for that asset. Returns ------- order_ids : pd.Index[str] Index of ids for newly-created orde...
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77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/algorithm.py#L1879-L1898
26,107
quantopian/zipline
zipline/algorithm.py
TradingAlgorithm.get_open_orders
def get_open_orders(self, asset=None): """Retrieve all of the current open orders. Parameters ---------- asset : Asset If passed and not None, return only the open orders for the given asset instead of all open orders. Returns ------- ope...
python
def get_open_orders(self, asset=None): """Retrieve all of the current open orders. Parameters ---------- asset : Asset If passed and not None, return only the open orders for the given asset instead of all open orders. Returns ------- ope...
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Retrieve all of the current open orders. Parameters ---------- asset : Asset If passed and not None, return only the open orders for the given asset instead of all open orders. Returns ------- open_orders : dict[list[Order]] or list[Order] ...
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77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/algorithm.py#L1903-L1929
26,108
quantopian/zipline
zipline/algorithm.py
TradingAlgorithm.get_order
def get_order(self, order_id): """Lookup an order based on the order id returned from one of the order functions. Parameters ---------- order_id : str The unique identifier for the order. Returns ------- order : Order The order ob...
python
def get_order(self, order_id): """Lookup an order based on the order id returned from one of the order functions. Parameters ---------- order_id : str The unique identifier for the order. Returns ------- order : Order The order ob...
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Lookup an order based on the order id returned from one of the order functions. Parameters ---------- order_id : str The unique identifier for the order. Returns ------- order : Order The order object.
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77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/algorithm.py#L1932-L1947
26,109
quantopian/zipline
zipline/algorithm.py
TradingAlgorithm.cancel_order
def cancel_order(self, order_param): """Cancel an open order. Parameters ---------- order_param : str or Order The order_id or order object to cancel. """ order_id = order_param if isinstance(order_param, zipline.protocol.Order): order_id ...
python
def cancel_order(self, order_param): """Cancel an open order. Parameters ---------- order_param : str or Order The order_id or order object to cancel. """ order_id = order_param if isinstance(order_param, zipline.protocol.Order): order_id ...
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Cancel an open order. Parameters ---------- order_param : str or Order The order_id or order object to cancel.
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77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/algorithm.py#L1950-L1962
26,110
quantopian/zipline
zipline/algorithm.py
TradingAlgorithm.register_account_control
def register_account_control(self, control): """ Register a new AccountControl to be checked on each bar. """ if self.initialized: raise RegisterAccountControlPostInit() self.account_controls.append(control)
python
def register_account_control(self, control): """ Register a new AccountControl to be checked on each bar. """ if self.initialized: raise RegisterAccountControlPostInit() self.account_controls.append(control)
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Register a new AccountControl to be checked on each bar.
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77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
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26,111
quantopian/zipline
zipline/algorithm.py
TradingAlgorithm.set_min_leverage
def set_min_leverage(self, min_leverage, grace_period): """Set a limit on the minimum leverage of the algorithm. Parameters ---------- min_leverage : float The minimum leverage for the algorithm. grace_period : pd.Timedelta The offset from the start date ...
python
def set_min_leverage(self, min_leverage, grace_period): """Set a limit on the minimum leverage of the algorithm. Parameters ---------- min_leverage : float The minimum leverage for the algorithm. grace_period : pd.Timedelta The offset from the start date ...
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Set a limit on the minimum leverage of the algorithm. Parameters ---------- min_leverage : float The minimum leverage for the algorithm. grace_period : pd.Timedelta The offset from the start date used to enforce a minimum leverage.
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77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/algorithm.py#L2057-L2069
26,112
quantopian/zipline
zipline/algorithm.py
TradingAlgorithm.register_trading_control
def register_trading_control(self, control): """ Register a new TradingControl to be checked prior to order calls. """ if self.initialized: raise RegisterTradingControlPostInit() self.trading_controls.append(control)
python
def register_trading_control(self, control): """ Register a new TradingControl to be checked prior to order calls. """ if self.initialized: raise RegisterTradingControlPostInit() self.trading_controls.append(control)
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Register a new TradingControl to be checked prior to order calls.
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77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/algorithm.py#L2075-L2081
26,113
quantopian/zipline
zipline/algorithm.py
TradingAlgorithm.set_max_order_count
def set_max_order_count(self, max_count, on_error='fail'): """Set a limit on the number of orders that can be placed in a single day. Parameters ---------- max_count : int The maximum number of orders that can be placed on any single day. """ control ...
python
def set_max_order_count(self, max_count, on_error='fail'): """Set a limit on the number of orders that can be placed in a single day. Parameters ---------- max_count : int The maximum number of orders that can be placed on any single day. """ control ...
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Set a limit on the number of orders that can be placed in a single day. Parameters ---------- max_count : int The maximum number of orders that can be placed on any single day.
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77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/algorithm.py#L2146-L2156
26,114
quantopian/zipline
zipline/algorithm.py
TradingAlgorithm.attach_pipeline
def attach_pipeline(self, pipeline, name, chunks=None, eager=True): """Register a pipeline to be computed at the start of each day. Parameters ---------- pipeline : Pipeline The pipeline to have computed. name : str The name of the pipeline. chunk...
python
def attach_pipeline(self, pipeline, name, chunks=None, eager=True): """Register a pipeline to be computed at the start of each day. Parameters ---------- pipeline : Pipeline The pipeline to have computed. name : str The name of the pipeline. chunk...
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Register a pipeline to be computed at the start of each day. Parameters ---------- pipeline : Pipeline The pipeline to have computed. name : str The name of the pipeline. chunks : int or iterator, optional The number of days to compute pipelin...
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77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/algorithm.py#L2228-L2270
26,115
quantopian/zipline
zipline/algorithm.py
TradingAlgorithm._pipeline_output
def _pipeline_output(self, pipeline, chunks, name): """ Internal implementation of `pipeline_output`. """ today = normalize_date(self.get_datetime()) try: data = self._pipeline_cache.get(name, today) except KeyError: # Calculate the next block. ...
python
def _pipeline_output(self, pipeline, chunks, name): """ Internal implementation of `pipeline_output`. """ today = normalize_date(self.get_datetime()) try: data = self._pipeline_cache.get(name, today) except KeyError: # Calculate the next block. ...
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Internal implementation of `pipeline_output`.
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77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/algorithm.py#L2308-L2328
26,116
quantopian/zipline
zipline/algorithm.py
TradingAlgorithm.run_pipeline
def run_pipeline(self, pipeline, start_session, chunksize): """ Compute `pipeline`, providing values for at least `start_date`. Produces a DataFrame containing data for days between `start_date` and `end_date`, where `end_date` is defined by: `end_date = min(start_date + ch...
python
def run_pipeline(self, pipeline, start_session, chunksize): """ Compute `pipeline`, providing values for at least `start_date`. Produces a DataFrame containing data for days between `start_date` and `end_date`, where `end_date` is defined by: `end_date = min(start_date + ch...
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Compute `pipeline`, providing values for at least `start_date`. Produces a DataFrame containing data for days between `start_date` and `end_date`, where `end_date` is defined by: `end_date = min(start_date + chunksize trading days, simulation_end)` Retu...
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77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/algorithm.py#L2330-L2366
26,117
quantopian/zipline
zipline/algorithm.py
TradingAlgorithm.all_api_methods
def all_api_methods(cls): """ Return a list of all the TradingAlgorithm API methods. """ return [ fn for fn in itervalues(vars(cls)) if getattr(fn, 'is_api_method', False) ]
python
def all_api_methods(cls): """ Return a list of all the TradingAlgorithm API methods. """ return [ fn for fn in itervalues(vars(cls)) if getattr(fn, 'is_api_method', False) ]
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Return a list of all the TradingAlgorithm API methods.
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77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/algorithm.py#L2394-L2401
26,118
quantopian/zipline
zipline/utils/argcheck.py
_expect_extra
def _expect_extra(expected, present, exc_unexpected, exc_missing, exc_args): """ Checks for the presence of an extra to the argument list. Raises expections if this is unexpected or if it is missing and expected. """ if present: if not expected: raise exc_unexpected(*exc_args) ...
python
def _expect_extra(expected, present, exc_unexpected, exc_missing, exc_args): """ Checks for the presence of an extra to the argument list. Raises expections if this is unexpected or if it is missing and expected. """ if present: if not expected: raise exc_unexpected(*exc_args) ...
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Checks for the presence of an extra to the argument list. Raises expections if this is unexpected or if it is missing and expected.
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77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/utils/argcheck.py#L131-L140
26,119
quantopian/zipline
zipline/finance/asset_restrictions.py
StaticRestrictions.is_restricted
def is_restricted(self, assets, dt): """ An asset is restricted for all dts if it is in the static list. """ if isinstance(assets, Asset): return assets in self._restricted_set return pd.Series( index=pd.Index(assets), data=vectorized_is_elemen...
python
def is_restricted(self, assets, dt): """ An asset is restricted for all dts if it is in the static list. """ if isinstance(assets, Asset): return assets in self._restricted_set return pd.Series( index=pd.Index(assets), data=vectorized_is_elemen...
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An asset is restricted for all dts if it is in the static list.
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77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/finance/asset_restrictions.py#L143-L152
26,120
quantopian/zipline
zipline/finance/asset_restrictions.py
HistoricalRestrictions.is_restricted
def is_restricted(self, assets, dt): """ Returns whether or not an asset or iterable of assets is restricted on a dt. """ if isinstance(assets, Asset): return self._is_restricted_for_asset(assets, dt) is_restricted = partial(self._is_restricted_for_asset, dt=...
python
def is_restricted(self, assets, dt): """ Returns whether or not an asset or iterable of assets is restricted on a dt. """ if isinstance(assets, Asset): return self._is_restricted_for_asset(assets, dt) is_restricted = partial(self._is_restricted_for_asset, dt=...
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Returns whether or not an asset or iterable of assets is restricted on a dt.
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77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/finance/asset_restrictions.py#L177-L189
26,121
quantopian/zipline
zipline/finance/ledger.py
PositionTracker.pay_dividends
def pay_dividends(self, next_trading_day): """ Returns a cash payment based on the dividends that should be paid out according to the accumulated bookkeeping of earned, unpaid, and stock dividends. """ net_cash_payment = 0.0 try: payments = self._unpa...
python
def pay_dividends(self, next_trading_day): """ Returns a cash payment based on the dividends that should be paid out according to the accumulated bookkeeping of earned, unpaid, and stock dividends. """ net_cash_payment = 0.0 try: payments = self._unpa...
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Returns a cash payment based on the dividends that should be paid out according to the accumulated bookkeeping of earned, unpaid, and stock dividends.
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77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/finance/ledger.py#L181-L222
26,122
quantopian/zipline
zipline/finance/ledger.py
PositionTracker.stats
def stats(self): """The current status of the positions. Returns ------- stats : PositionStats The current stats position stats. Notes ----- This is cached, repeated access will not recompute the stats until the stats may have changed. ...
python
def stats(self): """The current status of the positions. Returns ------- stats : PositionStats The current stats position stats. Notes ----- This is cached, repeated access will not recompute the stats until the stats may have changed. ...
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The current status of the positions. Returns ------- stats : PositionStats The current stats position stats. Notes ----- This is cached, repeated access will not recompute the stats until the stats may have changed.
[ "The", "current", "status", "of", "the", "positions", "." ]
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/finance/ledger.py#L288-L305
26,123
quantopian/zipline
zipline/finance/ledger.py
Ledger.process_transaction
def process_transaction(self, transaction): """Add a transaction to ledger, updating the current state as needed. Parameters ---------- transaction : zp.Transaction The transaction to execute. """ asset = transaction.asset if isinstance(asset, Future)...
python
def process_transaction(self, transaction): """Add a transaction to ledger, updating the current state as needed. Parameters ---------- transaction : zp.Transaction The transaction to execute. """ asset = transaction.asset if isinstance(asset, Future)...
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Add a transaction to ledger, updating the current state as needed. Parameters ---------- transaction : zp.Transaction The transaction to execute.
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77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/finance/ledger.py#L479-L523
26,124
quantopian/zipline
zipline/finance/ledger.py
Ledger.process_order
def process_order(self, order): """Keep track of an order that was placed. Parameters ---------- order : zp.Order The order to record. """ try: dt_orders = self._orders_by_modified[order.dt] except KeyError: self._orders_by_mod...
python
def process_order(self, order): """Keep track of an order that was placed. Parameters ---------- order : zp.Order The order to record. """ try: dt_orders = self._orders_by_modified[order.dt] except KeyError: self._orders_by_mod...
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Keep track of an order that was placed. Parameters ---------- order : zp.Order The order to record.
[ "Keep", "track", "of", "an", "order", "that", "was", "placed", "." ]
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/finance/ledger.py#L537-L557
26,125
quantopian/zipline
zipline/finance/ledger.py
Ledger.process_commission
def process_commission(self, commission): """Process the commission. Parameters ---------- commission : zp.Event The commission being paid. """ asset = commission['asset'] cost = commission['cost'] self.position_tracker.handle_commission(asse...
python
def process_commission(self, commission): """Process the commission. Parameters ---------- commission : zp.Event The commission being paid. """ asset = commission['asset'] cost = commission['cost'] self.position_tracker.handle_commission(asse...
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Process the commission. Parameters ---------- commission : zp.Event The commission being paid.
[ "Process", "the", "commission", "." ]
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/finance/ledger.py#L559-L571
26,126
quantopian/zipline
zipline/finance/ledger.py
Ledger.process_dividends
def process_dividends(self, next_session, asset_finder, adjustment_reader): """Process dividends for the next session. This will earn us any dividends whose ex-date is the next session as well as paying out any dividends whose pay-date is the next session """ position_tracker = ...
python
def process_dividends(self, next_session, asset_finder, adjustment_reader): """Process dividends for the next session. This will earn us any dividends whose ex-date is the next session as well as paying out any dividends whose pay-date is the next session """ position_tracker = ...
[ "def", "process_dividends", "(", "self", ",", "next_session", ",", "asset_finder", ",", "adjustment_reader", ")", ":", "position_tracker", "=", "self", ".", "position_tracker", "# Earn dividends whose ex_date is the next trading day. We need to", "# check if we own any of these s...
Process dividends for the next session. This will earn us any dividends whose ex-date is the next session as well as paying out any dividends whose pay-date is the next session
[ "Process", "dividends", "for", "the", "next", "session", "." ]
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/finance/ledger.py#L582-L621
26,127
quantopian/zipline
zipline/finance/ledger.py
Ledger.transactions
def transactions(self, dt=None): """Retrieve the dict-form of all of the transactions in a given bar or for the whole simulation. Parameters ---------- dt : pd.Timestamp or None, optional The particular datetime to look up transactions for. If not passed, ...
python
def transactions(self, dt=None): """Retrieve the dict-form of all of the transactions in a given bar or for the whole simulation. Parameters ---------- dt : pd.Timestamp or None, optional The particular datetime to look up transactions for. If not passed, ...
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Retrieve the dict-form of all of the transactions in a given bar or for the whole simulation. Parameters ---------- dt : pd.Timestamp or None, optional The particular datetime to look up transactions for. If not passed, or None is explicitly passed, all of the tr...
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77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/finance/ledger.py#L631-L655
26,128
quantopian/zipline
zipline/finance/ledger.py
Ledger.orders
def orders(self, dt=None): """Retrieve the dict-form of all of the orders in a given bar or for the whole simulation. Parameters ---------- dt : pd.Timestamp or None, optional The particular datetime to look up order for. If not passed, or None is explici...
python
def orders(self, dt=None): """Retrieve the dict-form of all of the orders in a given bar or for the whole simulation. Parameters ---------- dt : pd.Timestamp or None, optional The particular datetime to look up order for. If not passed, or None is explici...
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Retrieve the dict-form of all of the orders in a given bar or for the whole simulation. Parameters ---------- dt : pd.Timestamp or None, optional The particular datetime to look up order for. If not passed, or None is explicitly passed, all of the orders will be ...
[ "Retrieve", "the", "dict", "-", "form", "of", "all", "of", "the", "orders", "in", "a", "given", "bar", "or", "for", "the", "whole", "simulation", "." ]
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/finance/ledger.py#L657-L679
26,129
quantopian/zipline
zipline/finance/ledger.py
Ledger.update_portfolio
def update_portfolio(self): """Force a computation of the current portfolio state. """ if not self._dirty_portfolio: return portfolio = self._portfolio pt = self.position_tracker portfolio.positions = pt.get_positions() position_stats = pt.stats ...
python
def update_portfolio(self): """Force a computation of the current portfolio state. """ if not self._dirty_portfolio: return portfolio = self._portfolio pt = self.position_tracker portfolio.positions = pt.get_positions() position_stats = pt.stats ...
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Force a computation of the current portfolio state.
[ "Force", "a", "computation", "of", "the", "current", "portfolio", "state", "." ]
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/finance/ledger.py#L703-L740
26,130
quantopian/zipline
zipline/finance/ledger.py
Ledger.override_account_fields
def override_account_fields(self, settled_cash=not_overridden, accrued_interest=not_overridden, buying_power=not_overridden, equity_with_loan=not_overridden, to...
python
def override_account_fields(self, settled_cash=not_overridden, accrued_interest=not_overridden, buying_power=not_overridden, equity_with_loan=not_overridden, to...
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Override fields on ``self.account``.
[ "Override", "fields", "on", "self", ".", "account", "." ]
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/finance/ledger.py#L766-L791
26,131
quantopian/zipline
zipline/pipeline/loaders/blaze/core.py
new_dataset
def new_dataset(expr, missing_values, domain): """ Creates or returns a dataset from a blaze expression. Parameters ---------- expr : Expr The blaze expression representing the values. missing_values : frozenset((name, value) pairs Association pairs column name and missing_value...
python
def new_dataset(expr, missing_values, domain): """ Creates or returns a dataset from a blaze expression. Parameters ---------- expr : Expr The blaze expression representing the values. missing_values : frozenset((name, value) pairs Association pairs column name and missing_value...
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Creates or returns a dataset from a blaze expression. Parameters ---------- expr : Expr The blaze expression representing the values. missing_values : frozenset((name, value) pairs Association pairs column name and missing_value for that column. This needs to be a frozenset rat...
[ "Creates", "or", "returns", "a", "dataset", "from", "a", "blaze", "expression", "." ]
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/pipeline/loaders/blaze/core.py#L276-L334
26,132
quantopian/zipline
zipline/pipeline/loaders/blaze/core.py
_check_resources
def _check_resources(name, expr, resources): """Validate that the expression and resources passed match up. Parameters ---------- name : str The name of the argument we are checking. expr : Expr The potentially bound expr. resources The explicitly passed resources to com...
python
def _check_resources(name, expr, resources): """Validate that the expression and resources passed match up. Parameters ---------- name : str The name of the argument we are checking. expr : Expr The potentially bound expr. resources The explicitly passed resources to com...
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Validate that the expression and resources passed match up. Parameters ---------- name : str The name of the argument we are checking. expr : Expr The potentially bound expr. resources The explicitly passed resources to compute expr. Raises ------ ValueError ...
[ "Validate", "that", "the", "expression", "and", "resources", "passed", "match", "up", "." ]
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/pipeline/loaders/blaze/core.py#L337-L362
26,133
quantopian/zipline
zipline/pipeline/loaders/blaze/core.py
_check_datetime_field
def _check_datetime_field(name, measure): """Check that a field is a datetime inside some measure. Parameters ---------- name : str The name of the field to check. measure : Record The record to check the field of. Raises ------ TypeError If the field is not a d...
python
def _check_datetime_field(name, measure): """Check that a field is a datetime inside some measure. Parameters ---------- name : str The name of the field to check. measure : Record The record to check the field of. Raises ------ TypeError If the field is not a d...
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Check that a field is a datetime inside some measure. Parameters ---------- name : str The name of the field to check. measure : Record The record to check the field of. Raises ------ TypeError If the field is not a datetime inside ``measure``.
[ "Check", "that", "a", "field", "is", "a", "datetime", "inside", "some", "measure", "." ]
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/pipeline/loaders/blaze/core.py#L365-L387
26,134
quantopian/zipline
zipline/pipeline/loaders/blaze/core.py
_get_metadata
def _get_metadata(field, expr, metadata_expr, no_metadata_rule): """Find the correct metadata expression for the expression. Parameters ---------- field : {'deltas', 'checkpoints'} The kind of metadata expr to lookup. expr : Expr The baseline expression. metadata_expr : Expr, 'a...
python
def _get_metadata(field, expr, metadata_expr, no_metadata_rule): """Find the correct metadata expression for the expression. Parameters ---------- field : {'deltas', 'checkpoints'} The kind of metadata expr to lookup. expr : Expr The baseline expression. metadata_expr : Expr, 'a...
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Find the correct metadata expression for the expression. Parameters ---------- field : {'deltas', 'checkpoints'} The kind of metadata expr to lookup. expr : Expr The baseline expression. metadata_expr : Expr, 'auto', or None The metadata argument. If this is 'auto', then the...
[ "Find", "the", "correct", "metadata", "expression", "for", "the", "expression", "." ]
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/pipeline/loaders/blaze/core.py#L415-L450
26,135
quantopian/zipline
zipline/pipeline/loaders/blaze/core.py
_ensure_timestamp_field
def _ensure_timestamp_field(dataset_expr, deltas, checkpoints): """Verify that the baseline and deltas expressions have a timestamp field. If there is not a ``TS_FIELD_NAME`` on either of the expressions, it will be copied from the ``AD_FIELD_NAME``. If one is provided, then we will verify that it is t...
python
def _ensure_timestamp_field(dataset_expr, deltas, checkpoints): """Verify that the baseline and deltas expressions have a timestamp field. If there is not a ``TS_FIELD_NAME`` on either of the expressions, it will be copied from the ``AD_FIELD_NAME``. If one is provided, then we will verify that it is t...
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Verify that the baseline and deltas expressions have a timestamp field. If there is not a ``TS_FIELD_NAME`` on either of the expressions, it will be copied from the ``AD_FIELD_NAME``. If one is provided, then we will verify that it is the correct dshape. Parameters ---------- dataset_expr : Ex...
[ "Verify", "that", "the", "baseline", "and", "deltas", "expressions", "have", "a", "timestamp", "field", "." ]
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/pipeline/loaders/blaze/core.py#L473-L505
26,136
quantopian/zipline
zipline/pipeline/loaders/blaze/core.py
bind_expression_to_resources
def bind_expression_to_resources(expr, resources): """ Bind a Blaze expression to resources. Parameters ---------- expr : bz.Expr The expression to which we want to bind resources. resources : dict[bz.Symbol -> any] Mapping from the loadable terms of ``expr`` to actual data reso...
python
def bind_expression_to_resources(expr, resources): """ Bind a Blaze expression to resources. Parameters ---------- expr : bz.Expr The expression to which we want to bind resources. resources : dict[bz.Symbol -> any] Mapping from the loadable terms of ``expr`` to actual data reso...
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Bind a Blaze expression to resources. Parameters ---------- expr : bz.Expr The expression to which we want to bind resources. resources : dict[bz.Symbol -> any] Mapping from the loadable terms of ``expr`` to actual data resources. Returns ------- bound_expr : bz.Expr ...
[ "Bind", "a", "Blaze", "expression", "to", "resources", "." ]
77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/pipeline/loaders/blaze/core.py#L1038-L1063
26,137
quantopian/zipline
zipline/pipeline/loaders/blaze/core.py
get_materialized_checkpoints
def get_materialized_checkpoints(checkpoints, colnames, lower_dt, odo_kwargs): """ Computes a lower bound and a DataFrame checkpoints. Parameters ---------- checkpoints : Expr Bound blaze expression for a checkpoints table from which to get a computed lower bound. colnames : ite...
python
def get_materialized_checkpoints(checkpoints, colnames, lower_dt, odo_kwargs): """ Computes a lower bound and a DataFrame checkpoints. Parameters ---------- checkpoints : Expr Bound blaze expression for a checkpoints table from which to get a computed lower bound. colnames : ite...
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Computes a lower bound and a DataFrame checkpoints. Parameters ---------- checkpoints : Expr Bound blaze expression for a checkpoints table from which to get a computed lower bound. colnames : iterable of str The names of the columns for which checkpoints should be computed. ...
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77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/pipeline/loaders/blaze/core.py#L1066-L1105
26,138
quantopian/zipline
zipline/pipeline/loaders/blaze/core.py
ffill_query_in_range
def ffill_query_in_range(expr, lower, upper, checkpoints=None, odo_kwargs=None, ts_field=TS_FIELD_NAME): """Query a blaze expression in a given time range properly forward filling from va...
python
def ffill_query_in_range(expr, lower, upper, checkpoints=None, odo_kwargs=None, ts_field=TS_FIELD_NAME): """Query a blaze expression in a given time range properly forward filling from va...
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Query a blaze expression in a given time range properly forward filling from values that fall before the lower date. Parameters ---------- expr : Expr Bound blaze expression. lower : datetime The lower date to query for. upper : datetime The upper date to query for. ...
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77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/pipeline/loaders/blaze/core.py#L1108-L1165
26,139
quantopian/zipline
zipline/pipeline/loaders/blaze/core.py
BlazeLoader.register_dataset
def register_dataset(self, dataset, expr, deltas=None, checkpoints=None, odo_kwargs=None): """Explicitly map a datset to a collection of blaze expressions. Parameters ---...
python
def register_dataset(self, dataset, expr, deltas=None, checkpoints=None, odo_kwargs=None): """Explicitly map a datset to a collection of blaze expressions. Parameters ---...
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Explicitly map a datset to a collection of blaze expressions. Parameters ---------- dataset : DataSet The pipeline dataset to map to the given expressions. expr : Expr The baseline values. deltas : Expr, optional The deltas for the data. ...
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77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/pipeline/loaders/blaze/core.py#L847-L879
26,140
quantopian/zipline
zipline/pipeline/loaders/blaze/core.py
BlazeLoader.register_column
def register_column(self, column, expr, deltas=None, checkpoints=None, odo_kwargs=None): """Explicitly map a single bound column to a collection of blaze expressions. The expressions n...
python
def register_column(self, column, expr, deltas=None, checkpoints=None, odo_kwargs=None): """Explicitly map a single bound column to a collection of blaze expressions. The expressions n...
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Explicitly map a single bound column to a collection of blaze expressions. The expressions need to have ``timestamp`` and ``as_of`` columns. Parameters ---------- column : BoundColumn The pipeline dataset to map to the given expressions. expr : Expr ...
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77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/pipeline/loaders/blaze/core.py#L881-L913
26,141
quantopian/zipline
zipline/assets/assets.py
merge_ownership_periods
def merge_ownership_periods(mappings): """ Given a dict of mappings where the values are lists of OwnershipPeriod objects, returns a dict with the same structure with new OwnershipPeriod objects adjusted so that the periods have no gaps. Orders the periods chronologically, and pushes forward th...
python
def merge_ownership_periods(mappings): """ Given a dict of mappings where the values are lists of OwnershipPeriod objects, returns a dict with the same structure with new OwnershipPeriod objects adjusted so that the periods have no gaps. Orders the periods chronologically, and pushes forward th...
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Given a dict of mappings where the values are lists of OwnershipPeriod objects, returns a dict with the same structure with new OwnershipPeriod objects adjusted so that the periods have no gaps. Orders the periods chronologically, and pushes forward the end date of each period to match the start da...
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77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/assets/assets.py#L104-L138
26,142
quantopian/zipline
zipline/assets/assets.py
build_ownership_map
def build_ownership_map(table, key_from_row, value_from_row): """ Builds a dict mapping to lists of OwnershipPeriods, from a db table. """ return _build_ownership_map_from_rows( sa.select(table.c).execute().fetchall(), key_from_row, value_from_row, )
python
def build_ownership_map(table, key_from_row, value_from_row): """ Builds a dict mapping to lists of OwnershipPeriods, from a db table. """ return _build_ownership_map_from_rows( sa.select(table.c).execute().fetchall(), key_from_row, value_from_row, )
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Builds a dict mapping to lists of OwnershipPeriods, from a db table.
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77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/assets/assets.py#L159-L167
26,143
quantopian/zipline
zipline/assets/assets.py
build_grouped_ownership_map
def build_grouped_ownership_map(table, key_from_row, value_from_row, group_key): """ Builds a dict mapping group keys to maps of keys to to lists of OwnershipPeriods, from a db table. """ grouped_rows = g...
python
def build_grouped_ownership_map(table, key_from_row, value_from_row, group_key): """ Builds a dict mapping group keys to maps of keys to to lists of OwnershipPeriods, from a db table. """ grouped_rows = g...
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Builds a dict mapping group keys to maps of keys to to lists of OwnershipPeriods, from a db table.
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77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/assets/assets.py#L170-L189
26,144
quantopian/zipline
zipline/assets/assets.py
_filter_kwargs
def _filter_kwargs(names, dict_): """Filter out kwargs from a dictionary. Parameters ---------- names : set[str] The names to select from ``dict_``. dict_ : dict[str, any] The dictionary to select from. Returns ------- kwargs : dict[str, any] ``dict_`` where the...
python
def _filter_kwargs(names, dict_): """Filter out kwargs from a dictionary. Parameters ---------- names : set[str] The names to select from ``dict_``. dict_ : dict[str, any] The dictionary to select from. Returns ------- kwargs : dict[str, any] ``dict_`` where the...
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Filter out kwargs from a dictionary. Parameters ---------- names : set[str] The names to select from ``dict_``. dict_ : dict[str, any] The dictionary to select from. Returns ------- kwargs : dict[str, any] ``dict_`` where the keys intersect with ``names`` and the va...
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77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/assets/assets.py#L193-L209
26,145
quantopian/zipline
zipline/assets/assets.py
_convert_asset_timestamp_fields
def _convert_asset_timestamp_fields(dict_): """ Takes in a dict of Asset init args and converts dates to pd.Timestamps """ for key in _asset_timestamp_fields & viewkeys(dict_): value = pd.Timestamp(dict_[key], tz='UTC') dict_[key] = None if isnull(value) else value return dict_
python
def _convert_asset_timestamp_fields(dict_): """ Takes in a dict of Asset init args and converts dates to pd.Timestamps """ for key in _asset_timestamp_fields & viewkeys(dict_): value = pd.Timestamp(dict_[key], tz='UTC') dict_[key] = None if isnull(value) else value return dict_
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Takes in a dict of Asset init args and converts dates to pd.Timestamps
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77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/assets/assets.py#L216-L223
26,146
quantopian/zipline
zipline/assets/assets.py
was_active
def was_active(reference_date_value, asset): """ Whether or not `asset` was active at the time corresponding to `reference_date_value`. Parameters ---------- reference_date_value : int Date, represented as nanoseconds since EPOCH, for which we want to know if `asset` was alive. ...
python
def was_active(reference_date_value, asset): """ Whether or not `asset` was active at the time corresponding to `reference_date_value`. Parameters ---------- reference_date_value : int Date, represented as nanoseconds since EPOCH, for which we want to know if `asset` was alive. ...
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Whether or not `asset` was active at the time corresponding to `reference_date_value`. Parameters ---------- reference_date_value : int Date, represented as nanoseconds since EPOCH, for which we want to know if `asset` was alive. This is generally the result of accessing the `v...
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77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/assets/assets.py#L1568-L1591
26,147
quantopian/zipline
zipline/assets/assets.py
AssetFinder.lookup_asset_types
def lookup_asset_types(self, sids): """ Retrieve asset types for a list of sids. Parameters ---------- sids : list[int] Returns ------- types : dict[sid -> str or None] Asset types for the provided sids. """ found = {} ...
python
def lookup_asset_types(self, sids): """ Retrieve asset types for a list of sids. Parameters ---------- sids : list[int] Returns ------- types : dict[sid -> str or None] Asset types for the provided sids. """ found = {} ...
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Retrieve asset types for a list of sids. Parameters ---------- sids : list[int] Returns ------- types : dict[sid -> str or None] Asset types for the provided sids.
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77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/assets/assets.py#L405-L443
26,148
quantopian/zipline
zipline/assets/assets.py
AssetFinder._select_most_recent_symbols_chunk
def _select_most_recent_symbols_chunk(self, sid_group): """Retrieve the most recent symbol for a set of sids. Parameters ---------- sid_group : iterable[int] The sids to lookup. The length of this sequence must be less than or equal to SQLITE_MAX_VARIABLE_NUMBER ...
python
def _select_most_recent_symbols_chunk(self, sid_group): """Retrieve the most recent symbol for a set of sids. Parameters ---------- sid_group : iterable[int] The sids to lookup. The length of this sequence must be less than or equal to SQLITE_MAX_VARIABLE_NUMBER ...
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Retrieve the most recent symbol for a set of sids. Parameters ---------- sid_group : iterable[int] The sids to lookup. The length of this sequence must be less than or equal to SQLITE_MAX_VARIABLE_NUMBER because the sids will be passed in as sql bind params. ...
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77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/assets/assets.py#L600-L647
26,149
quantopian/zipline
zipline/assets/assets.py
AssetFinder._retrieve_assets
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 Ass...
python
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 Ass...
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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 fro...
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77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/assets/assets.py#L689-L740
26,150
quantopian/zipline
zipline/assets/assets.py
AssetFinder._lookup_symbol_strict
def _lookup_symbol_strict(self, ownership_map, multi_country, symbol, as_of_date): """ Resolve a symbol to an asset object without fuzzy matching. Parameters ---------...
python
def _lookup_symbol_strict(self, ownership_map, multi_country, symbol, as_of_date): """ Resolve a symbol to an asset object without fuzzy matching. Parameters ---------...
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Resolve a symbol to an asset object without fuzzy matching. Parameters ---------- ownership_map : dict[(str, str), list[OwnershipPeriod]] The mapping from split symbols to ownership periods. multi_country : bool Does this mapping span multiple countries? ...
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77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/assets/assets.py#L742-L865
26,151
quantopian/zipline
zipline/assets/assets.py
AssetFinder.lookup_symbol
def lookup_symbol(self, symbol, as_of_date, fuzzy=False, country_code=None): """Lookup an equity by symbol. Parameters ---------- symbol : str The ticker symbol to resolve. as_of_...
python
def lookup_symbol(self, symbol, as_of_date, fuzzy=False, country_code=None): """Lookup an equity by symbol. Parameters ---------- symbol : str The ticker symbol to resolve. as_of_...
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Lookup an equity by symbol. Parameters ---------- symbol : str The ticker symbol to resolve. as_of_date : datetime or None Look up the last owner of this symbol as of this datetime. If ``as_of_date`` is None, then this can only resolve the equity ...
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77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/assets/assets.py#L955-L1016
26,152
quantopian/zipline
zipline/assets/assets.py
AssetFinder.lookup_symbols
def lookup_symbols(self, symbols, as_of_date, fuzzy=False, country_code=None): """ Lookup a list of equities by symbol. Equivalent to:: [finder.lookup_symbol(s, as_of, fuzzy) for s in symbol...
python
def lookup_symbols(self, symbols, as_of_date, fuzzy=False, country_code=None): """ Lookup a list of equities by symbol. Equivalent to:: [finder.lookup_symbol(s, as_of, fuzzy) for s in symbol...
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Lookup a list of equities by symbol. Equivalent to:: [finder.lookup_symbol(s, as_of, fuzzy) for s in symbols] but potentially faster because repeated lookups are memoized. Parameters ---------- symbols : sequence[str] Sequence of ticker symbols to reso...
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77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/assets/assets.py#L1018-L1077
26,153
quantopian/zipline
zipline/assets/assets.py
AssetFinder.lookup_future_symbol
def lookup_future_symbol(self, symbol): """Lookup a future contract by symbol. Parameters ---------- symbol : str The symbol of the desired contract. Returns ------- future : Future The future contract referenced by ``symbol``. R...
python
def lookup_future_symbol(self, symbol): """Lookup a future contract by symbol. Parameters ---------- symbol : str The symbol of the desired contract. Returns ------- future : Future The future contract referenced by ``symbol``. R...
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Lookup a future contract by symbol. Parameters ---------- symbol : str The symbol of the desired contract. Returns ------- future : Future The future contract referenced by ``symbol``. Raises ------ SymbolNotFound ...
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77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/assets/assets.py#L1079-L1105
26,154
quantopian/zipline
zipline/assets/assets.py
AssetFinder.get_supplementary_field
def get_supplementary_field(self, sid, field_name, as_of_date): """Get the value of a supplementary field for an asset. Parameters ---------- sid : int The sid of the asset to query. field_name : str Name of the supplementary field. as_of_date : p...
python
def get_supplementary_field(self, sid, field_name, as_of_date): """Get the value of a supplementary field for an asset. Parameters ---------- sid : int The sid of the asset to query. field_name : str Name of the supplementary field. as_of_date : p...
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Get the value of a supplementary field for an asset. Parameters ---------- sid : int The sid of the asset to query. field_name : str Name of the supplementary field. as_of_date : pd.Timestamp, None The last known value on this date is returned...
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77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/assets/assets.py#L1142-L1193
26,155
quantopian/zipline
zipline/assets/assets.py
AssetFinder._lookup_generic_scalar
def _lookup_generic_scalar(self, obj, as_of_date, country_code, matches, missing): """ Convert asset_convertible to an asset. On success, ap...
python
def _lookup_generic_scalar(self, obj, as_of_date, country_code, matches, missing): """ Convert asset_convertible to an asset. On success, ap...
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Convert asset_convertible to an asset. On success, append to matches. On failure, append to missing.
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77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/assets/assets.py#L1298-L1316
26,156
quantopian/zipline
zipline/assets/assets.py
AssetFinder.lookup_generic
def lookup_generic(self, obj, as_of_date, country_code): """ Convert an object into an Asset or sequence of Assets. This method exists primarily as a convenience for implementing user-facing APIs that can handle multiple kinds of input. It should not be used for internal code w...
python
def lookup_generic(self, obj, as_of_date, country_code): """ Convert an object into an Asset or sequence of Assets. This method exists primarily as a convenience for implementing user-facing APIs that can handle multiple kinds of input. It should not be used for internal code w...
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Convert an object into an Asset or sequence of Assets. This method exists primarily as a convenience for implementing user-facing APIs that can handle multiple kinds of input. It should not be used for internal code where we already know the expected types of our inputs. Param...
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77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/assets/assets.py#L1347-L1414
26,157
quantopian/zipline
zipline/assets/assets.py
AssetFinder._compute_asset_lifetimes
def _compute_asset_lifetimes(self, country_codes): """ Compute and cache a recarray of asset lifetimes. """ equities_cols = self.equities.c if country_codes: buf = np.array( tuple( sa.select(( equities_cols.s...
python
def _compute_asset_lifetimes(self, country_codes): """ Compute and cache a recarray of asset lifetimes. """ equities_cols = self.equities.c if country_codes: buf = np.array( tuple( sa.select(( equities_cols.s...
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Compute and cache a recarray of asset lifetimes.
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77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/assets/assets.py#L1416-L1456
26,158
quantopian/zipline
zipline/assets/assets.py
AssetFinder.lifetimes
def lifetimes(self, dates, include_start_date, country_codes): """ Compute a DataFrame representing asset lifetimes for the specified date range. Parameters ---------- dates : pd.DatetimeIndex The dates for which to compute lifetimes. include_start_da...
python
def lifetimes(self, dates, include_start_date, country_codes): """ Compute a DataFrame representing asset lifetimes for the specified date range. Parameters ---------- dates : pd.DatetimeIndex The dates for which to compute lifetimes. include_start_da...
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Compute a DataFrame representing asset lifetimes for the specified date range. Parameters ---------- dates : pd.DatetimeIndex The dates for which to compute lifetimes. include_start_date : bool Whether or not to count the asset as alive on its start_date....
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77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/assets/assets.py#L1458-L1514
26,159
quantopian/zipline
zipline/assets/assets.py
AssetFinder.equities_sids_for_country_code
def equities_sids_for_country_code(self, country_code): """Return all of the sids for a given country. Parameters ---------- country_code : str An ISO 3166 alpha-2 country code. Returns ------- tuple[int] The sids whose exchanges are in t...
python
def equities_sids_for_country_code(self, country_code): """Return all of the sids for a given country. Parameters ---------- country_code : str An ISO 3166 alpha-2 country code. Returns ------- tuple[int] The sids whose exchanges are in t...
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Return all of the sids for a given country. Parameters ---------- country_code : str An ISO 3166 alpha-2 country code. Returns ------- tuple[int] The sids whose exchanges are in this country.
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77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/assets/assets.py#L1516-L1530
26,160
quantopian/zipline
zipline/data/continuous_future_reader.py
ContinuousFutureSessionBarReader.get_last_traded_dt
def get_last_traded_dt(self, asset, dt): """ Get the latest minute on or before ``dt`` in which ``asset`` traded. If there are no trades on or before ``dt``, returns ``pd.NaT``. Parameters ---------- asset : zipline.asset.Asset The asset for which to get the...
python
def get_last_traded_dt(self, asset, dt): """ Get the latest minute on or before ``dt`` in which ``asset`` traded. If there are no trades on or before ``dt``, returns ``pd.NaT``. Parameters ---------- asset : zipline.asset.Asset The asset for which to get the...
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Get the latest minute on or before ``dt`` in which ``asset`` traded. If there are no trades on or before ``dt``, returns ``pd.NaT``. Parameters ---------- asset : zipline.asset.Asset The asset for which to get the last traded minute. dt : pd.Timestamp Th...
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77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/data/continuous_future_reader.py#L158-L184
26,161
quantopian/zipline
zipline/protocol.py
Portfolio.current_portfolio_weights
def current_portfolio_weights(self): """ Compute each asset's weight in the portfolio by calculating its held value divided by the total value of all positions. Each equity's value is its price times the number of shares held. Each futures contract's value is its unit price time...
python
def current_portfolio_weights(self): """ Compute each asset's weight in the portfolio by calculating its held value divided by the total value of all positions. Each equity's value is its price times the number of shares held. Each futures contract's value is its unit price time...
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Compute each asset's weight in the portfolio by calculating its held value divided by the total value of all positions. Each equity's value is its price times the number of shares held. Each futures contract's value is its unit price times number of shares held times the multiplier.
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77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe
https://github.com/quantopian/zipline/blob/77ad15e6dc4c1cbcdc133653bac8a63fc704f7fe/zipline/protocol.py#L216-L233
26,162
tensorflow/datasets
tensorflow_datasets/image/sun.py
_decode_image
def _decode_image(fobj, session, filename): """Reads and decodes an image from a file object as a Numpy array. The SUN dataset contains images in several formats (despite the fact that all of them have .jpg extension). Some of them are: - BMP (RGB) - PNG (grayscale, RGBA, RGB interlaced) - JPEG (RGB)...
python
def _decode_image(fobj, session, filename): """Reads and decodes an image from a file object as a Numpy array. The SUN dataset contains images in several formats (despite the fact that all of them have .jpg extension). Some of them are: - BMP (RGB) - PNG (grayscale, RGBA, RGB interlaced) - JPEG (RGB)...
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Reads and decodes an image from a file object as a Numpy array. The SUN dataset contains images in several formats (despite the fact that all of them have .jpg extension). Some of them are: - BMP (RGB) - PNG (grayscale, RGBA, RGB interlaced) - JPEG (RGB) - GIF (1-frame RGB) Since TFDS assumes tha...
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46ceb0cf7b4690f38ecbbc689e4d659a903d08dc
https://github.com/tensorflow/datasets/blob/46ceb0cf7b4690f38ecbbc689e4d659a903d08dc/tensorflow_datasets/image/sun.py#L65-L102
26,163
tensorflow/datasets
tensorflow_datasets/image/sun.py
_process_image_file
def _process_image_file(fobj, session, filename): """Process image files from the dataset.""" # We need to read the image files and convert them to JPEG, since some files # actually contain GIF, PNG or BMP data (despite having a .jpg extension) and # some encoding options that will make TF crash in general. i...
python
def _process_image_file(fobj, session, filename): """Process image files from the dataset.""" # We need to read the image files and convert them to JPEG, since some files # actually contain GIF, PNG or BMP data (despite having a .jpg extension) and # some encoding options that will make TF crash in general. i...
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Process image files from the dataset.
[ "Process", "image", "files", "from", "the", "dataset", "." ]
46ceb0cf7b4690f38ecbbc689e4d659a903d08dc
https://github.com/tensorflow/datasets/blob/46ceb0cf7b4690f38ecbbc689e4d659a903d08dc/tensorflow_datasets/image/sun.py#L113-L119
26,164
tensorflow/datasets
tensorflow_datasets/translate/wmt.py
_parse_parallel_sentences
def _parse_parallel_sentences(f1, f2): """Returns examples from parallel SGML or text files, which may be gzipped.""" def _parse_text(path): """Returns the sentences from a single text file, which may be gzipped.""" split_path = path.split(".") if split_path[-1] == "gz": lang = split_path[-2] ...
python
def _parse_parallel_sentences(f1, f2): """Returns examples from parallel SGML or text files, which may be gzipped.""" def _parse_text(path): """Returns the sentences from a single text file, which may be gzipped.""" split_path = path.split(".") if split_path[-1] == "gz": lang = split_path[-2] ...
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Returns examples from parallel SGML or text files, which may be gzipped.
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46ceb0cf7b4690f38ecbbc689e4d659a903d08dc
https://github.com/tensorflow/datasets/blob/46ceb0cf7b4690f38ecbbc689e4d659a903d08dc/tensorflow_datasets/translate/wmt.py#L761-L820
26,165
tensorflow/datasets
tensorflow_datasets/translate/wmt.py
_parse_tmx
def _parse_tmx(path): """Generates examples from TMX file.""" def _get_tuv_lang(tuv): for k, v in tuv.items(): if k.endswith("}lang"): return v raise AssertionError("Language not found in `tuv` attributes.") def _get_tuv_seg(tuv): segs = tuv.findall("seg") assert len(segs) == 1, "In...
python
def _parse_tmx(path): """Generates examples from TMX file.""" def _get_tuv_lang(tuv): for k, v in tuv.items(): if k.endswith("}lang"): return v raise AssertionError("Language not found in `tuv` attributes.") def _get_tuv_seg(tuv): segs = tuv.findall("seg") assert len(segs) == 1, "In...
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Generates examples from TMX file.
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46ceb0cf7b4690f38ecbbc689e4d659a903d08dc
https://github.com/tensorflow/datasets/blob/46ceb0cf7b4690f38ecbbc689e4d659a903d08dc/tensorflow_datasets/translate/wmt.py#L838-L858
26,166
tensorflow/datasets
tensorflow_datasets/translate/wmt.py
_parse_tsv
def _parse_tsv(path, language_pair=None): """Generates examples from TSV file.""" if language_pair is None: lang_match = re.match(r".*\.([a-z][a-z])-([a-z][a-z])\.tsv", path) assert lang_match is not None, "Invalid TSV filename: %s" % path l1, l2 = lang_match.groups() else: l1, l2 = language_pair ...
python
def _parse_tsv(path, language_pair=None): """Generates examples from TSV file.""" if language_pair is None: lang_match = re.match(r".*\.([a-z][a-z])-([a-z][a-z])\.tsv", path) assert lang_match is not None, "Invalid TSV filename: %s" % path l1, l2 = lang_match.groups() else: l1, l2 = language_pair ...
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Generates examples from TSV file.
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46ceb0cf7b4690f38ecbbc689e4d659a903d08dc
https://github.com/tensorflow/datasets/blob/46ceb0cf7b4690f38ecbbc689e4d659a903d08dc/tensorflow_datasets/translate/wmt.py#L861-L881
26,167
tensorflow/datasets
tensorflow_datasets/translate/wmt.py
_parse_wikiheadlines
def _parse_wikiheadlines(path): """Generates examples from Wikiheadlines dataset file.""" lang_match = re.match(r".*\.([a-z][a-z])-([a-z][a-z])$", path) assert lang_match is not None, "Invalid Wikiheadlines filename: %s" % path l1, l2 = lang_match.groups() with tf.io.gfile.GFile(path) as f: for line in f:...
python
def _parse_wikiheadlines(path): """Generates examples from Wikiheadlines dataset file.""" lang_match = re.match(r".*\.([a-z][a-z])-([a-z][a-z])$", path) assert lang_match is not None, "Invalid Wikiheadlines filename: %s" % path l1, l2 = lang_match.groups() with tf.io.gfile.GFile(path) as f: for line in f:...
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Generates examples from Wikiheadlines dataset file.
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46ceb0cf7b4690f38ecbbc689e4d659a903d08dc
https://github.com/tensorflow/datasets/blob/46ceb0cf7b4690f38ecbbc689e4d659a903d08dc/tensorflow_datasets/translate/wmt.py#L884-L895
26,168
tensorflow/datasets
tensorflow_datasets/translate/wmt.py
_parse_czeng
def _parse_czeng(*paths, **kwargs): """Generates examples from CzEng v1.6, with optional filtering for v1.7.""" filter_path = kwargs.get("filter_path", None) if filter_path: re_block = re.compile(r"^[^-]+-b(\d+)-\d\d[tde]") with tf.io.gfile.GFile(filter_path) as f: bad_blocks = { blk for b...
python
def _parse_czeng(*paths, **kwargs): """Generates examples from CzEng v1.6, with optional filtering for v1.7.""" filter_path = kwargs.get("filter_path", None) if filter_path: re_block = re.compile(r"^[^-]+-b(\d+)-\d\d[tde]") with tf.io.gfile.GFile(filter_path) as f: bad_blocks = { blk for b...
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Generates examples from CzEng v1.6, with optional filtering for v1.7.
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46ceb0cf7b4690f38ecbbc689e4d659a903d08dc
https://github.com/tensorflow/datasets/blob/46ceb0cf7b4690f38ecbbc689e4d659a903d08dc/tensorflow_datasets/translate/wmt.py#L898-L927
26,169
tensorflow/datasets
tensorflow_datasets/translate/wmt.py
WmtTranslate.subsets
def subsets(self): """Subsets that make up each split of the dataset for the language pair.""" source, target = self.builder_config.language_pair filtered_subsets = {} for split, ss_names in self._subsets.items(): filtered_subsets[split] = [] for ss_name in ss_names: ds = DATASET_MAP...
python
def subsets(self): """Subsets that make up each split of the dataset for the language pair.""" source, target = self.builder_config.language_pair filtered_subsets = {} for split, ss_names in self._subsets.items(): filtered_subsets[split] = [] for ss_name in ss_names: ds = DATASET_MAP...
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Subsets that make up each split of the dataset for the language pair.
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46ceb0cf7b4690f38ecbbc689e4d659a903d08dc
https://github.com/tensorflow/datasets/blob/46ceb0cf7b4690f38ecbbc689e4d659a903d08dc/tensorflow_datasets/translate/wmt.py#L615-L630
26,170
tensorflow/datasets
tensorflow_datasets/core/registered.py
builder
def builder(name, **builder_init_kwargs): """Fetches a `tfds.core.DatasetBuilder` by string name. Args: name: `str`, the registered name of the `DatasetBuilder` (the snake case version of the class name). This can be either `"dataset_name"` or `"dataset_name/config_name"` for datasets with `Builder...
python
def builder(name, **builder_init_kwargs): """Fetches a `tfds.core.DatasetBuilder` by string name. Args: name: `str`, the registered name of the `DatasetBuilder` (the snake case version of the class name). This can be either `"dataset_name"` or `"dataset_name/config_name"` for datasets with `Builder...
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Fetches a `tfds.core.DatasetBuilder` by string name. Args: name: `str`, the registered name of the `DatasetBuilder` (the snake case version of the class name). This can be either `"dataset_name"` or `"dataset_name/config_name"` for datasets with `BuilderConfig`s. As a convenience, this string m...
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46ceb0cf7b4690f38ecbbc689e4d659a903d08dc
https://github.com/tensorflow/datasets/blob/46ceb0cf7b4690f38ecbbc689e4d659a903d08dc/tensorflow_datasets/core/registered.py#L137-L172
26,171
tensorflow/datasets
tensorflow_datasets/core/registered.py
load
def load(name, split=None, data_dir=None, batch_size=1, download=True, as_supervised=False, with_info=False, builder_kwargs=None, download_and_prepare_kwargs=None, as_dataset_kwargs=None, try_gcs=False): """Loads the named datas...
python
def load(name, split=None, data_dir=None, batch_size=1, download=True, as_supervised=False, with_info=False, builder_kwargs=None, download_and_prepare_kwargs=None, as_dataset_kwargs=None, try_gcs=False): """Loads the named datas...
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Loads the named dataset into a `tf.data.Dataset`. If `split=None` (the default), returns all splits for the dataset. Otherwise, returns the specified split. `load` is a convenience method that fetches the `tfds.core.DatasetBuilder` by string name, optionally calls `DatasetBuilder.download_and_prepare` (if `...
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46ceb0cf7b4690f38ecbbc689e4d659a903d08dc
https://github.com/tensorflow/datasets/blob/46ceb0cf7b4690f38ecbbc689e4d659a903d08dc/tensorflow_datasets/core/registered.py#L176-L297
26,172
tensorflow/datasets
tensorflow_datasets/core/registered.py
_dataset_name_and_kwargs_from_name_str
def _dataset_name_and_kwargs_from_name_str(name_str): """Extract kwargs from name str.""" res = _NAME_REG.match(name_str) if not res: raise ValueError(_NAME_STR_ERR.format(name_str)) name = res.group("dataset_name") kwargs = _kwargs_str_to_kwargs(res.group("kwargs")) try: for attr in ["config", "ver...
python
def _dataset_name_and_kwargs_from_name_str(name_str): """Extract kwargs from name str.""" res = _NAME_REG.match(name_str) if not res: raise ValueError(_NAME_STR_ERR.format(name_str)) name = res.group("dataset_name") kwargs = _kwargs_str_to_kwargs(res.group("kwargs")) try: for attr in ["config", "ver...
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Extract kwargs from name str.
[ "Extract", "kwargs", "from", "name", "str", "." ]
46ceb0cf7b4690f38ecbbc689e4d659a903d08dc
https://github.com/tensorflow/datasets/blob/46ceb0cf7b4690f38ecbbc689e4d659a903d08dc/tensorflow_datasets/core/registered.py#L311-L329
26,173
tensorflow/datasets
tensorflow_datasets/core/registered.py
_cast_to_pod
def _cast_to_pod(val): """Try cast to int, float, bool, str, in that order.""" bools = {"True": True, "False": False} if val in bools: return bools[val] try: return int(val) except ValueError: try: return float(val) except ValueError: return tf.compat.as_text(val)
python
def _cast_to_pod(val): """Try cast to int, float, bool, str, in that order.""" bools = {"True": True, "False": False} if val in bools: return bools[val] try: return int(val) except ValueError: try: return float(val) except ValueError: return tf.compat.as_text(val)
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Try cast to int, float, bool, str, in that order.
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46ceb0cf7b4690f38ecbbc689e4d659a903d08dc
https://github.com/tensorflow/datasets/blob/46ceb0cf7b4690f38ecbbc689e4d659a903d08dc/tensorflow_datasets/core/registered.py#L343-L354
26,174
tensorflow/datasets
tensorflow_datasets/core/lazy_imports.py
_try_import
def _try_import(module_name): """Try importing a module, with an informative error message on failure.""" try: mod = importlib.import_module(module_name) return mod except ImportError: err_msg = ("Tried importing %s but failed. See setup.py extras_require. " "The dataset you are trying ...
python
def _try_import(module_name): """Try importing a module, with an informative error message on failure.""" try: mod = importlib.import_module(module_name) return mod except ImportError: err_msg = ("Tried importing %s but failed. See setup.py extras_require. " "The dataset you are trying ...
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Try importing a module, with an informative error message on failure.
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46ceb0cf7b4690f38ecbbc689e4d659a903d08dc
https://github.com/tensorflow/datasets/blob/46ceb0cf7b4690f38ecbbc689e4d659a903d08dc/tensorflow_datasets/core/lazy_imports.py#L27-L36
26,175
tensorflow/datasets
tensorflow_datasets/core/features/sequence_feature.py
np_to_list
def np_to_list(elem): """Returns list from list, tuple or ndarray.""" if isinstance(elem, list): return elem elif isinstance(elem, tuple): return list(elem) elif isinstance(elem, np.ndarray): return list(elem) else: raise ValueError( 'Input elements of a sequence should be either a num...
python
def np_to_list(elem): """Returns list from list, tuple or ndarray.""" if isinstance(elem, list): return elem elif isinstance(elem, tuple): return list(elem) elif isinstance(elem, np.ndarray): return list(elem) else: raise ValueError( 'Input elements of a sequence should be either a num...
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Returns list from list, tuple or ndarray.
[ "Returns", "list", "from", "list", "tuple", "or", "ndarray", "." ]
46ceb0cf7b4690f38ecbbc689e4d659a903d08dc
https://github.com/tensorflow/datasets/blob/46ceb0cf7b4690f38ecbbc689e4d659a903d08dc/tensorflow_datasets/core/features/sequence_feature.py#L257-L268
26,176
tensorflow/datasets
tensorflow_datasets/image/mnist.py
MNIST._generate_examples
def _generate_examples(self, num_examples, data_path, label_path): """Generate MNIST examples as dicts. Args: num_examples (int): The number of example. data_path (str): Path to the data files label_path (str): Path to the labels Yields: Generator yielding the next examples """...
python
def _generate_examples(self, num_examples, data_path, label_path): """Generate MNIST examples as dicts. Args: num_examples (int): The number of example. data_path (str): Path to the data files label_path (str): Path to the labels Yields: Generator yielding the next examples """...
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Generate MNIST examples as dicts. Args: num_examples (int): The number of example. data_path (str): Path to the data files label_path (str): Path to the labels Yields: Generator yielding the next examples
[ "Generate", "MNIST", "examples", "as", "dicts", "." ]
46ceb0cf7b4690f38ecbbc689e4d659a903d08dc
https://github.com/tensorflow/datasets/blob/46ceb0cf7b4690f38ecbbc689e4d659a903d08dc/tensorflow_datasets/image/mnist.py#L146-L166
26,177
tensorflow/datasets
tensorflow_datasets/core/dataset_info.py
get_dataset_feature_statistics
def get_dataset_feature_statistics(builder, split): """Calculate statistics for the specified split.""" statistics = statistics_pb2.DatasetFeatureStatistics() # Make this to the best of our abilities. schema = schema_pb2.Schema() dataset = builder.as_dataset(split=split) # Just computing the number of ex...
python
def get_dataset_feature_statistics(builder, split): """Calculate statistics for the specified split.""" statistics = statistics_pb2.DatasetFeatureStatistics() # Make this to the best of our abilities. schema = schema_pb2.Schema() dataset = builder.as_dataset(split=split) # Just computing the number of ex...
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Calculate statistics for the specified split.
[ "Calculate", "statistics", "for", "the", "specified", "split", "." ]
46ceb0cf7b4690f38ecbbc689e4d659a903d08dc
https://github.com/tensorflow/datasets/blob/46ceb0cf7b4690f38ecbbc689e4d659a903d08dc/tensorflow_datasets/core/dataset_info.py#L443-L556
26,178
tensorflow/datasets
tensorflow_datasets/core/dataset_info.py
read_from_json
def read_from_json(json_filename): """Read JSON-formatted proto into DatasetInfo proto.""" with tf.io.gfile.GFile(json_filename) as f: dataset_info_json_str = f.read() # Parse it back into a proto. parsed_proto = json_format.Parse(dataset_info_json_str, dataset_info_pb2.Da...
python
def read_from_json(json_filename): """Read JSON-formatted proto into DatasetInfo proto.""" with tf.io.gfile.GFile(json_filename) as f: dataset_info_json_str = f.read() # Parse it back into a proto. parsed_proto = json_format.Parse(dataset_info_json_str, dataset_info_pb2.Da...
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Read JSON-formatted proto into DatasetInfo proto.
[ "Read", "JSON", "-", "formatted", "proto", "into", "DatasetInfo", "proto", "." ]
46ceb0cf7b4690f38ecbbc689e4d659a903d08dc
https://github.com/tensorflow/datasets/blob/46ceb0cf7b4690f38ecbbc689e4d659a903d08dc/tensorflow_datasets/core/dataset_info.py#L559-L566
26,179
tensorflow/datasets
tensorflow_datasets/core/dataset_info.py
DatasetInfo.update_splits_if_different
def update_splits_if_different(self, split_dict): """Overwrite the splits if they are different from the current ones. * If splits aren't already defined or different (ex: different number of shards), then the new split dict is used. This will trigger stats computation during download_and_prepare. ...
python
def update_splits_if_different(self, split_dict): """Overwrite the splits if they are different from the current ones. * If splits aren't already defined or different (ex: different number of shards), then the new split dict is used. This will trigger stats computation during download_and_prepare. ...
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Overwrite the splits if they are different from the current ones. * If splits aren't already defined or different (ex: different number of shards), then the new split dict is used. This will trigger stats computation during download_and_prepare. * If splits are already defined in DatasetInfo and si...
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46ceb0cf7b4690f38ecbbc689e4d659a903d08dc
https://github.com/tensorflow/datasets/blob/46ceb0cf7b4690f38ecbbc689e4d659a903d08dc/tensorflow_datasets/core/dataset_info.py#L197-L217
26,180
tensorflow/datasets
tensorflow_datasets/core/dataset_info.py
DatasetInfo._compute_dynamic_properties
def _compute_dynamic_properties(self, builder): """Update from the DatasetBuilder.""" # Fill other things by going over the dataset. splits = self.splits for split_info in utils.tqdm( splits.values(), desc="Computing statistics...", unit=" split"): try: split_name = split_info.name...
python
def _compute_dynamic_properties(self, builder): """Update from the DatasetBuilder.""" # Fill other things by going over the dataset. splits = self.splits for split_info in utils.tqdm( splits.values(), desc="Computing statistics...", unit=" split"): try: split_name = split_info.name...
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Update from the DatasetBuilder.
[ "Update", "from", "the", "DatasetBuilder", "." ]
46ceb0cf7b4690f38ecbbc689e4d659a903d08dc
https://github.com/tensorflow/datasets/blob/46ceb0cf7b4690f38ecbbc689e4d659a903d08dc/tensorflow_datasets/core/dataset_info.py#L249-L278
26,181
tensorflow/datasets
tensorflow_datasets/core/dataset_info.py
DatasetInfo.write_to_directory
def write_to_directory(self, dataset_info_dir): """Write `DatasetInfo` as JSON to `dataset_info_dir`.""" # Save the metadata from the features (vocabulary, labels,...) if self.features: self.features.save_metadata(dataset_info_dir) if self.redistribution_info.license: with tf.io.gfile.GFile...
python
def write_to_directory(self, dataset_info_dir): """Write `DatasetInfo` as JSON to `dataset_info_dir`.""" # Save the metadata from the features (vocabulary, labels,...) if self.features: self.features.save_metadata(dataset_info_dir) if self.redistribution_info.license: with tf.io.gfile.GFile...
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Write `DatasetInfo` as JSON to `dataset_info_dir`.
[ "Write", "DatasetInfo", "as", "JSON", "to", "dataset_info_dir", "." ]
46ceb0cf7b4690f38ecbbc689e4d659a903d08dc
https://github.com/tensorflow/datasets/blob/46ceb0cf7b4690f38ecbbc689e4d659a903d08dc/tensorflow_datasets/core/dataset_info.py#L284-L297
26,182
tensorflow/datasets
tensorflow_datasets/core/dataset_info.py
DatasetInfo.read_from_directory
def read_from_directory(self, dataset_info_dir): """Update DatasetInfo from the JSON file in `dataset_info_dir`. This function updates all the dynamically generated fields (num_examples, hash, time of creation,...) of the DatasetInfo. This will overwrite all previous metadata. Args: dataset...
python
def read_from_directory(self, dataset_info_dir): """Update DatasetInfo from the JSON file in `dataset_info_dir`. This function updates all the dynamically generated fields (num_examples, hash, time of creation,...) of the DatasetInfo. This will overwrite all previous metadata. Args: dataset...
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Update DatasetInfo from the JSON file in `dataset_info_dir`. This function updates all the dynamically generated fields (num_examples, hash, time of creation,...) of the DatasetInfo. This will overwrite all previous metadata. Args: dataset_info_dir: `str` The directory containing the metadata f...
[ "Update", "DatasetInfo", "from", "the", "JSON", "file", "in", "dataset_info_dir", "." ]
46ceb0cf7b4690f38ecbbc689e4d659a903d08dc
https://github.com/tensorflow/datasets/blob/46ceb0cf7b4690f38ecbbc689e4d659a903d08dc/tensorflow_datasets/core/dataset_info.py#L299-L367
26,183
tensorflow/datasets
tensorflow_datasets/core/dataset_info.py
DatasetInfo.initialize_from_bucket
def initialize_from_bucket(self): """Initialize DatasetInfo from GCS bucket info files.""" # In order to support Colab, we use the HTTP GCS API to access the metadata # files. They are copied locally and then loaded. tmp_dir = tempfile.mkdtemp("tfds") data_files = gcs_utils.gcs_dataset_info_files(se...
python
def initialize_from_bucket(self): """Initialize DatasetInfo from GCS bucket info files.""" # In order to support Colab, we use the HTTP GCS API to access the metadata # files. They are copied locally and then loaded. tmp_dir = tempfile.mkdtemp("tfds") data_files = gcs_utils.gcs_dataset_info_files(se...
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Initialize DatasetInfo from GCS bucket info files.
[ "Initialize", "DatasetInfo", "from", "GCS", "bucket", "info", "files", "." ]
46ceb0cf7b4690f38ecbbc689e4d659a903d08dc
https://github.com/tensorflow/datasets/blob/46ceb0cf7b4690f38ecbbc689e4d659a903d08dc/tensorflow_datasets/core/dataset_info.py#L369-L381
26,184
tensorflow/datasets
tensorflow_datasets/core/download/download_manager.py
_map_promise
def _map_promise(map_fn, all_inputs): """Map the function into each element and resolve the promise.""" all_promises = utils.map_nested(map_fn, all_inputs) # Apply the function res = utils.map_nested(_wait_on_promise, all_promises) return res
python
def _map_promise(map_fn, all_inputs): """Map the function into each element and resolve the promise.""" all_promises = utils.map_nested(map_fn, all_inputs) # Apply the function res = utils.map_nested(_wait_on_promise, all_promises) return res
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Map the function into each element and resolve the promise.
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46ceb0cf7b4690f38ecbbc689e4d659a903d08dc
https://github.com/tensorflow/datasets/blob/46ceb0cf7b4690f38ecbbc689e4d659a903d08dc/tensorflow_datasets/core/download/download_manager.py#L392-L396
26,185
tensorflow/datasets
tensorflow_datasets/core/download/download_manager.py
DownloadManager._handle_download_result
def _handle_download_result(self, resource, tmp_dir_path, sha256, dl_size): """Store dled file to definitive place, write INFO file, return path.""" fnames = tf.io.gfile.listdir(tmp_dir_path) if len(fnames) > 1: raise AssertionError('More than one file in %s.' % tmp_dir_path) original_fname = fnam...
python
def _handle_download_result(self, resource, tmp_dir_path, sha256, dl_size): """Store dled file to definitive place, write INFO file, return path.""" fnames = tf.io.gfile.listdir(tmp_dir_path) if len(fnames) > 1: raise AssertionError('More than one file in %s.' % tmp_dir_path) original_fname = fnam...
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Store dled file to definitive place, write INFO file, return path.
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46ceb0cf7b4690f38ecbbc689e4d659a903d08dc
https://github.com/tensorflow/datasets/blob/46ceb0cf7b4690f38ecbbc689e4d659a903d08dc/tensorflow_datasets/core/download/download_manager.py#L196-L215
26,186
tensorflow/datasets
tensorflow_datasets/core/download/download_manager.py
DownloadManager._download
def _download(self, resource): """Download resource, returns Promise->path to downloaded file.""" if isinstance(resource, six.string_types): resource = resource_lib.Resource(url=resource) url = resource.url if url in self._sizes_checksums: expected_sha256 = self._sizes_checksums[url][1] ...
python
def _download(self, resource): """Download resource, returns Promise->path to downloaded file.""" if isinstance(resource, six.string_types): resource = resource_lib.Resource(url=resource) url = resource.url if url in self._sizes_checksums: expected_sha256 = self._sizes_checksums[url][1] ...
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Download resource, returns Promise->path to downloaded file.
[ "Download", "resource", "returns", "Promise", "-", ">", "path", "to", "downloaded", "file", "." ]
46ceb0cf7b4690f38ecbbc689e4d659a903d08dc
https://github.com/tensorflow/datasets/blob/46ceb0cf7b4690f38ecbbc689e4d659a903d08dc/tensorflow_datasets/core/download/download_manager.py#L221-L247
26,187
tensorflow/datasets
tensorflow_datasets/core/download/download_manager.py
DownloadManager._extract
def _extract(self, resource): """Extract a single archive, returns Promise->path to extraction result.""" if isinstance(resource, six.string_types): resource = resource_lib.Resource(path=resource) path = resource.path extract_method = resource.extract_method if extract_method == resource_lib.E...
python
def _extract(self, resource): """Extract a single archive, returns Promise->path to extraction result.""" if isinstance(resource, six.string_types): resource = resource_lib.Resource(path=resource) path = resource.path extract_method = resource.extract_method if extract_method == resource_lib.E...
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Extract a single archive, returns Promise->path to extraction result.
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46ceb0cf7b4690f38ecbbc689e4d659a903d08dc
https://github.com/tensorflow/datasets/blob/46ceb0cf7b4690f38ecbbc689e4d659a903d08dc/tensorflow_datasets/core/download/download_manager.py#L251-L266
26,188
tensorflow/datasets
tensorflow_datasets/core/download/download_manager.py
DownloadManager._download_extract
def _download_extract(self, resource): """Download-extract `Resource` or url, returns Promise->path.""" if isinstance(resource, six.string_types): resource = resource_lib.Resource(url=resource) def callback(path): resource.path = path return self._extract(resource) return self._downloa...
python
def _download_extract(self, resource): """Download-extract `Resource` or url, returns Promise->path.""" if isinstance(resource, six.string_types): resource = resource_lib.Resource(url=resource) def callback(path): resource.path = path return self._extract(resource) return self._downloa...
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Download-extract `Resource` or url, returns Promise->path.
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46ceb0cf7b4690f38ecbbc689e4d659a903d08dc
https://github.com/tensorflow/datasets/blob/46ceb0cf7b4690f38ecbbc689e4d659a903d08dc/tensorflow_datasets/core/download/download_manager.py#L270-L277
26,189
tensorflow/datasets
tensorflow_datasets/core/download/download_manager.py
DownloadManager.download_kaggle_data
def download_kaggle_data(self, competition_name): """Download data for a given Kaggle competition.""" with self._downloader.tqdm(): kaggle_downloader = self._downloader.kaggle_downloader(competition_name) urls = kaggle_downloader.competition_urls files = kaggle_downloader.competition_files ...
python
def download_kaggle_data(self, competition_name): """Download data for a given Kaggle competition.""" with self._downloader.tqdm(): kaggle_downloader = self._downloader.kaggle_downloader(competition_name) urls = kaggle_downloader.competition_urls files = kaggle_downloader.competition_files ...
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Download data for a given Kaggle competition.
[ "Download", "data", "for", "a", "given", "Kaggle", "competition", "." ]
46ceb0cf7b4690f38ecbbc689e4d659a903d08dc
https://github.com/tensorflow/datasets/blob/46ceb0cf7b4690f38ecbbc689e4d659a903d08dc/tensorflow_datasets/core/download/download_manager.py#L279-L286
26,190
tensorflow/datasets
tensorflow_datasets/core/download/download_manager.py
DownloadManager.iter_archive
def iter_archive(self, resource): """Returns iterator over files within archive. **Important Note**: caller should read files as they are yielded. Reading out of order is slow. Args: resource: path to archive or `tfds.download.Resource`. Returns: Generator yielding tuple (path_within_...
python
def iter_archive(self, resource): """Returns iterator over files within archive. **Important Note**: caller should read files as they are yielded. Reading out of order is slow. Args: resource: path to archive or `tfds.download.Resource`. Returns: Generator yielding tuple (path_within_...
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Returns iterator over files within archive. **Important Note**: caller should read files as they are yielded. Reading out of order is slow. Args: resource: path to archive or `tfds.download.Resource`. Returns: Generator yielding tuple (path_within_archive, file_obj).
[ "Returns", "iterator", "over", "files", "within", "archive", "." ]
46ceb0cf7b4690f38ecbbc689e4d659a903d08dc
https://github.com/tensorflow/datasets/blob/46ceb0cf7b4690f38ecbbc689e4d659a903d08dc/tensorflow_datasets/core/download/download_manager.py#L303-L317
26,191
tensorflow/datasets
tensorflow_datasets/core/download/download_manager.py
DownloadManager.download_and_extract
def download_and_extract(self, url_or_urls): """Download and extract given url_or_urls. Is roughly equivalent to: ``` extracted_paths = dl_manager.extract(dl_manager.download(url_or_urls)) ``` Args: url_or_urls: url or `list`/`dict` of urls to download and extract. Each url can ...
python
def download_and_extract(self, url_or_urls): """Download and extract given url_or_urls. Is roughly equivalent to: ``` extracted_paths = dl_manager.extract(dl_manager.download(url_or_urls)) ``` Args: url_or_urls: url or `list`/`dict` of urls to download and extract. Each url can ...
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Download and extract given url_or_urls. Is roughly equivalent to: ``` extracted_paths = dl_manager.extract(dl_manager.download(url_or_urls)) ``` Args: url_or_urls: url or `list`/`dict` of urls to download and extract. Each url can be a `str` or `tfds.download.Resource`. If not ...
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46ceb0cf7b4690f38ecbbc689e4d659a903d08dc
https://github.com/tensorflow/datasets/blob/46ceb0cf7b4690f38ecbbc689e4d659a903d08dc/tensorflow_datasets/core/download/download_manager.py#L337-L359
26,192
tensorflow/datasets
tensorflow_datasets/core/download/download_manager.py
DownloadManager.manual_dir
def manual_dir(self): """Returns the directory containing the manually extracted data.""" if not tf.io.gfile.exists(self._manual_dir): raise AssertionError( 'Manual directory {} does not exist. Create it and download/extract ' 'dataset artifacts in there.'.format(self._manual_dir)) ...
python
def manual_dir(self): """Returns the directory containing the manually extracted data.""" if not tf.io.gfile.exists(self._manual_dir): raise AssertionError( 'Manual directory {} does not exist. Create it and download/extract ' 'dataset artifacts in there.'.format(self._manual_dir)) ...
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Returns the directory containing the manually extracted data.
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46ceb0cf7b4690f38ecbbc689e4d659a903d08dc
https://github.com/tensorflow/datasets/blob/46ceb0cf7b4690f38ecbbc689e4d659a903d08dc/tensorflow_datasets/core/download/download_manager.py#L362-L368
26,193
tensorflow/datasets
tensorflow_datasets/image/cifar10_corrupted.py
Cifar10Corrupted._split_generators
def _split_generators(self, dl_manager): """Return the test split of Cifar10. Args: dl_manager: download manager object. Returns: test split. """ path = dl_manager.download_and_extract(_DOWNLOAD_URL) return [ tfds.core.SplitGenerator( name=tfds.Split.TEST, ...
python
def _split_generators(self, dl_manager): """Return the test split of Cifar10. Args: dl_manager: download manager object. Returns: test split. """ path = dl_manager.download_and_extract(_DOWNLOAD_URL) return [ tfds.core.SplitGenerator( name=tfds.Split.TEST, ...
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Return the test split of Cifar10. Args: dl_manager: download manager object. Returns: test split.
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46ceb0cf7b4690f38ecbbc689e4d659a903d08dc
https://github.com/tensorflow/datasets/blob/46ceb0cf7b4690f38ecbbc689e4d659a903d08dc/tensorflow_datasets/image/cifar10_corrupted.py#L138-L153
26,194
tensorflow/datasets
tensorflow_datasets/image/cifar10_corrupted.py
Cifar10Corrupted._generate_examples
def _generate_examples(self, data_dir): """Generate corrupted Cifar10 test data. Apply corruptions to the raw images according to self.corruption_type. Args: data_dir: root directory of downloaded dataset Yields: dictionary with image file and label. """ corruption = self.builder_...
python
def _generate_examples(self, data_dir): """Generate corrupted Cifar10 test data. Apply corruptions to the raw images according to self.corruption_type. Args: data_dir: root directory of downloaded dataset Yields: dictionary with image file and label. """ corruption = self.builder_...
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Generate corrupted Cifar10 test data. Apply corruptions to the raw images according to self.corruption_type. Args: data_dir: root directory of downloaded dataset Yields: dictionary with image file and label.
[ "Generate", "corrupted", "Cifar10", "test", "data", "." ]
46ceb0cf7b4690f38ecbbc689e4d659a903d08dc
https://github.com/tensorflow/datasets/blob/46ceb0cf7b4690f38ecbbc689e4d659a903d08dc/tensorflow_datasets/image/cifar10_corrupted.py#L155-L189
26,195
tensorflow/datasets
tensorflow_datasets/scripts/document_datasets.py
document_single_builder
def document_single_builder(builder): """Doc string for a single builder, with or without configs.""" mod_name = builder.__class__.__module__ cls_name = builder.__class__.__name__ mod_file = sys.modules[mod_name].__file__ if mod_file.endswith("pyc"): mod_file = mod_file[:-1] description_prefix = "" ...
python
def document_single_builder(builder): """Doc string for a single builder, with or without configs.""" mod_name = builder.__class__.__module__ cls_name = builder.__class__.__name__ mod_file = sys.modules[mod_name].__file__ if mod_file.endswith("pyc"): mod_file = mod_file[:-1] description_prefix = "" ...
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Doc string for a single builder, with or without configs.
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46ceb0cf7b4690f38ecbbc689e4d659a903d08dc
https://github.com/tensorflow/datasets/blob/46ceb0cf7b4690f38ecbbc689e4d659a903d08dc/tensorflow_datasets/scripts/document_datasets.py#L196-L265
26,196
tensorflow/datasets
tensorflow_datasets/scripts/document_datasets.py
make_module_to_builder_dict
def make_module_to_builder_dict(datasets=None): """Get all builders organized by module in nested dicts.""" # pylint: disable=g-long-lambda # dict to hold tfds->image->mnist->[builders] module_to_builder = collections.defaultdict( lambda: collections.defaultdict( lambda: collections.defaultdict(...
python
def make_module_to_builder_dict(datasets=None): """Get all builders organized by module in nested dicts.""" # pylint: disable=g-long-lambda # dict to hold tfds->image->mnist->[builders] module_to_builder = collections.defaultdict( lambda: collections.defaultdict( lambda: collections.defaultdict(...
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Get all builders organized by module in nested dicts.
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46ceb0cf7b4690f38ecbbc689e4d659a903d08dc
https://github.com/tensorflow/datasets/blob/46ceb0cf7b4690f38ecbbc689e4d659a903d08dc/tensorflow_datasets/scripts/document_datasets.py#L275-L305
26,197
tensorflow/datasets
tensorflow_datasets/scripts/document_datasets.py
_pprint_features_dict
def _pprint_features_dict(features_dict, indent=0, add_prefix=True): """Pretty-print tfds.features.FeaturesDict.""" first_last_indent_str = " " * indent indent_str = " " * (indent + 4) first_line = "%s%s({" % ( first_last_indent_str if add_prefix else "", type(features_dict).__name__, ) lines = ...
python
def _pprint_features_dict(features_dict, indent=0, add_prefix=True): """Pretty-print tfds.features.FeaturesDict.""" first_last_indent_str = " " * indent indent_str = " " * (indent + 4) first_line = "%s%s({" % ( first_last_indent_str if add_prefix else "", type(features_dict).__name__, ) lines = ...
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Pretty-print tfds.features.FeaturesDict.
[ "Pretty", "-", "print", "tfds", ".", "features", ".", "FeaturesDict", "." ]
46ceb0cf7b4690f38ecbbc689e4d659a903d08dc
https://github.com/tensorflow/datasets/blob/46ceb0cf7b4690f38ecbbc689e4d659a903d08dc/tensorflow_datasets/scripts/document_datasets.py#L308-L325
26,198
tensorflow/datasets
tensorflow_datasets/scripts/document_datasets.py
make_statistics_information
def make_statistics_information(info): """Make statistics information table.""" if not info.splits.total_num_examples: # That means that we have yet to calculate the statistics for this. return "None computed" stats = [(info.splits.total_num_examples, "ALL")] for split_name, split_info in info.splits.i...
python
def make_statistics_information(info): """Make statistics information table.""" if not info.splits.total_num_examples: # That means that we have yet to calculate the statistics for this. return "None computed" stats = [(info.splits.total_num_examples, "ALL")] for split_name, split_info in info.splits.i...
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Make statistics information table.
[ "Make", "statistics", "information", "table", "." ]
46ceb0cf7b4690f38ecbbc689e4d659a903d08dc
https://github.com/tensorflow/datasets/blob/46ceb0cf7b4690f38ecbbc689e4d659a903d08dc/tensorflow_datasets/scripts/document_datasets.py#L337-L351
26,199
tensorflow/datasets
tensorflow_datasets/scripts/document_datasets.py
dataset_docs_str
def dataset_docs_str(datasets=None): """Create dataset documentation string for given datasets. Args: datasets: list of datasets for which to create documentation. If None, then all available datasets will be used. Returns: string describing the datasets (in the MarkDown format). """ m...
python
def dataset_docs_str(datasets=None): """Create dataset documentation string for given datasets. Args: datasets: list of datasets for which to create documentation. If None, then all available datasets will be used. Returns: string describing the datasets (in the MarkDown format). """ m...
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Create dataset documentation string for given datasets. Args: datasets: list of datasets for which to create documentation. If None, then all available datasets will be used. Returns: string describing the datasets (in the MarkDown format).
[ "Create", "dataset", "documentation", "string", "for", "given", "datasets", "." ]
46ceb0cf7b4690f38ecbbc689e4d659a903d08dc
https://github.com/tensorflow/datasets/blob/46ceb0cf7b4690f38ecbbc689e4d659a903d08dc/tensorflow_datasets/scripts/document_datasets.py#L354-L383