Generated by Cython 3.1.8
Yellow lines hint at Python interaction.
Click on a line that starts with a "+" to see the C code that Cython generated for it.
Raw output: _windowtemplate.pxi
001: """
002: Template for AdjustedArray windowed iterators.
003:
004: This file is intended to be used by inserting it via a Cython include into a
005: file that's defined a type symbol named `databuffer` that can be used like a
006: 2-D numpy array.
007:
008: See Also
009: --------
010: zipline.lib._floatwindow
011: zipline.lib._intwindow
012: zipline.lib._datewindow
013: """
014: from numpy cimport ndarray
+015: from numpy import asanyarray, dtype, issubdtype
__pyx_t_5 = __Pyx_PyList_Pack(3, __pyx_mstate_global->__pyx_n_u_asanyarray, __pyx_mstate_global->__pyx_n_u_dtype, __pyx_mstate_global->__pyx_n_u_issubdtype); if (unlikely(!__pyx_t_5)) __PYX_ERR(1, 15, __pyx_L1_error) __Pyx_GOTREF(__pyx_t_5); __pyx_t_4 = __Pyx_Import(__pyx_mstate_global->__pyx_n_u_numpy, __pyx_t_5, 0); if (unlikely(!__pyx_t_4)) __PYX_ERR(1, 15, __pyx_L1_error) __Pyx_GOTREF(__pyx_t_4); __Pyx_DECREF(__pyx_t_5); __pyx_t_5 = 0; __pyx_t_5 = __Pyx_ImportFrom(__pyx_t_4, __pyx_mstate_global->__pyx_n_u_asanyarray); if (unlikely(!__pyx_t_5)) __PYX_ERR(1, 15, __pyx_L1_error) __Pyx_GOTREF(__pyx_t_5); if (PyDict_SetItem(__pyx_mstate_global->__pyx_d, __pyx_mstate_global->__pyx_n_u_asanyarray, __pyx_t_5) < (0)) __PYX_ERR(1, 15, __pyx_L1_error) __Pyx_DECREF(__pyx_t_5); __pyx_t_5 = 0; __pyx_t_5 = __Pyx_ImportFrom(__pyx_t_4, __pyx_mstate_global->__pyx_n_u_dtype); if (unlikely(!__pyx_t_5)) __PYX_ERR(1, 15, __pyx_L1_error) __Pyx_GOTREF(__pyx_t_5); if (PyDict_SetItem(__pyx_mstate_global->__pyx_d, __pyx_mstate_global->__pyx_n_u_dtype, __pyx_t_5) < (0)) __PYX_ERR(1, 15, __pyx_L1_error) __Pyx_DECREF(__pyx_t_5); __pyx_t_5 = 0; __pyx_t_5 = __Pyx_ImportFrom(__pyx_t_4, __pyx_mstate_global->__pyx_n_u_issubdtype); if (unlikely(!__pyx_t_5)) __PYX_ERR(1, 15, __pyx_L1_error) __Pyx_GOTREF(__pyx_t_5); if (PyDict_SetItem(__pyx_mstate_global->__pyx_d, __pyx_mstate_global->__pyx_n_u_issubdtype, __pyx_t_5) < (0)) __PYX_ERR(1, 15, __pyx_L1_error) __Pyx_DECREF(__pyx_t_5); __pyx_t_5 = 0; __Pyx_DECREF(__pyx_t_4); __pyx_t_4 = 0;
016:
017:
+018: class Exhausted(Exception):
__pyx_t_4 = PyTuple_Pack(1, ((PyObject *)(((PyTypeObject*)PyExc_Exception)))); if (unlikely(!__pyx_t_4)) __PYX_ERR(1, 18, __pyx_L1_error) __Pyx_GOTREF(__pyx_t_4); __pyx_t_5 = __Pyx_PEP560_update_bases(__pyx_t_4); if (unlikely(!__pyx_t_5)) __PYX_ERR(1, 18, __pyx_L1_error) __Pyx_GOTREF(__pyx_t_5); __pyx_t_6 = __Pyx_CalculateMetaclass(NULL, __pyx_t_5); if (unlikely(!__pyx_t_6)) __PYX_ERR(1, 18, __pyx_L1_error) __Pyx_GOTREF(__pyx_t_6); __pyx_t_10 = __Pyx_Py3MetaclassPrepare(__pyx_t_6, __pyx_t_5, __pyx_mstate_global->__pyx_n_u_Exhausted, __pyx_mstate_global->__pyx_n_u_Exhausted, (PyObject *) NULL, __pyx_mstate_global->__pyx_n_u_zipline_lib__uint8window, (PyObject *) NULL); if (unlikely(!__pyx_t_10)) __PYX_ERR(1, 18, __pyx_L1_error) __Pyx_GOTREF(__pyx_t_10); if (__pyx_t_5 != __pyx_t_4) { if (unlikely((PyDict_SetItemString(__pyx_t_10, "__orig_bases__", __pyx_t_4) < 0))) __PYX_ERR(1, 18, __pyx_L1_error) } __Pyx_DECREF(__pyx_t_4); __pyx_t_4 = 0; __pyx_t_4 = __Pyx_Py3ClassCreate(__pyx_t_6, __pyx_mstate_global->__pyx_n_u_Exhausted, __pyx_t_5, __pyx_t_10, NULL, 0, 0); if (unlikely(!__pyx_t_4)) __PYX_ERR(1, 18, __pyx_L1_error) __Pyx_GOTREF(__pyx_t_4); if (PyDict_SetItem(__pyx_mstate_global->__pyx_d, __pyx_mstate_global->__pyx_n_u_Exhausted, __pyx_t_4) < (0)) __PYX_ERR(1, 18, __pyx_L1_error) __Pyx_DECREF(__pyx_t_4); __pyx_t_4 = 0; __Pyx_DECREF(__pyx_t_10); __pyx_t_10 = 0; __Pyx_DECREF(__pyx_t_6); __pyx_t_6 = 0; __Pyx_DECREF(__pyx_t_5); __pyx_t_5 = 0;
019: pass
020:
021:
+022: cdef class AdjustedArrayWindow:
struct __pyx_obj_7zipline_3lib_12_uint8window_AdjustedArrayWindow {
PyObject_HEAD
struct __pyx_vtabstruct_7zipline_3lib_12_uint8window_AdjustedArrayWindow *__pyx_vtab;
__pyx_t_7zipline_3lib_12_uint8window_databuffer data;
PyObject *view_kwargs;
Py_ssize_t window_length;
Py_ssize_t anchor;
Py_ssize_t max_anchor;
Py_ssize_t next_adj;
Py_ssize_t perspective_offset;
PyObject *rounding_places;
PyObject *adjustments;
PyObject *adjustment_indices;
PyArrayObject *output;
};
/* … */
struct __pyx_vtabstruct_7zipline_3lib_12_uint8window_AdjustedArrayWindow {
PyObject *(*pop_next_adj)(struct __pyx_obj_7zipline_3lib_12_uint8window_AdjustedArrayWindow *);
PyObject *(*_tick_forward)(struct __pyx_obj_7zipline_3lib_12_uint8window_AdjustedArrayWindow *, int);
PyObject *(*_update_output)(struct __pyx_obj_7zipline_3lib_12_uint8window_AdjustedArrayWindow *);
};
static struct __pyx_vtabstruct_7zipline_3lib_12_uint8window_AdjustedArrayWindow *__pyx_vtabptr_7zipline_3lib_12_uint8window_AdjustedArrayWindow;
static CYTHON_INLINE PyObject *__pyx_f_7zipline_3lib_12_uint8window_19AdjustedArrayWindow__tick_forward(struct __pyx_obj_7zipline_3lib_12_uint8window_AdjustedArrayWindow *, int);
static CYTHON_INLINE PyObject *__pyx_f_7zipline_3lib_12_uint8window_19AdjustedArrayWindow__update_output(struct __pyx_obj_7zipline_3lib_12_uint8window_AdjustedArrayWindow *);
023: """
024: An iterator representing a moving view over an AdjustedArray.
025:
026: Concrete subtypes should subclass this and provide a `data` attribute for
027: specific types.
028:
029: This object stores a copy of the data from the AdjustedArray over which
030: it's iterating. At each step in the iteration, it mutates its copy to
031: allow us to show different data when looking back over the array.
032:
033: The arrays yielded by this iterator are always views over the underlying
034: data.
035:
036: The `rounding_places` attribute is an integer used to specify the number of
037: decimal places to which the data should be rounded, given that the data is
038: of dtype float. If `rounding_places` is None, no rounding occurs.
039: """
040: cdef:
041: # ctype must be defined by the file into which this is being copied.
+042: readonly databuffer data
/* Python wrapper */
static PyObject *__pyx_pw_7zipline_3lib_12_uint8window_19AdjustedArrayWindow_4data_1__get__(PyObject *__pyx_v_self); /*proto*/
static PyObject *__pyx_pw_7zipline_3lib_12_uint8window_19AdjustedArrayWindow_4data_1__get__(PyObject *__pyx_v_self) {
CYTHON_UNUSED PyObject *const *__pyx_kwvalues;
PyObject *__pyx_r = 0;
__Pyx_RefNannyDeclarations
__Pyx_RefNannySetupContext("__get__ (wrapper)", 0);
__pyx_kwvalues = __Pyx_KwValues_VARARGS(__pyx_args, __pyx_nargs);
__pyx_r = __pyx_pf_7zipline_3lib_12_uint8window_19AdjustedArrayWindow_4data___get__(((struct __pyx_obj_7zipline_3lib_12_uint8window_AdjustedArrayWindow *)__pyx_v_self));
/* function exit code */
__Pyx_RefNannyFinishContext();
return __pyx_r;
}
static PyObject *__pyx_pf_7zipline_3lib_12_uint8window_19AdjustedArrayWindow_4data___get__(struct __pyx_obj_7zipline_3lib_12_uint8window_AdjustedArrayWindow *__pyx_v_self) {
PyObject *__pyx_r = NULL;
__Pyx_TraceDeclarationsFunc
__Pyx_TraceFrameInit(((PyObject *)__pyx_mstate_global->__pyx_codeobj_tab[43]))
__Pyx_TraceStartFunc("__get__", __pyx_f[1], 42, 0, 0, 0, __PYX_ERR(1, 42, __pyx_L1_error));
__Pyx_XDECREF(__pyx_r);
if (unlikely(!__pyx_v_self->data.memview)) {PyErr_SetString(PyExc_AttributeError,"Memoryview is not initialized");__PYX_ERR(1, 42, __pyx_L1_error)}
__pyx_t_1 = __pyx_memoryview_fromslice(__pyx_v_self->data, 2, (PyObject *(*)(char *)) __pyx_memview_get_nn___pyx_t_5numpy_uint8_t, (int (*)(char *, PyObject *)) __pyx_memview_set_nn___pyx_t_5numpy_uint8_t, 0);; if (unlikely(!__pyx_t_1)) __PYX_ERR(1, 42, __pyx_L1_error)
__Pyx_GOTREF(__pyx_t_1);
__pyx_r = __pyx_t_1;
__pyx_t_1 = 0;
__Pyx_TraceReturnValue(__pyx_r, 0, 0, __PYX_ERR(1, 42, __pyx_L1_error));
goto __pyx_L0;
/* function exit code */
__pyx_L1_error:;
__Pyx_XDECREF(__pyx_t_1);
__Pyx_TraceException(__pyx_lineno, 0, 0);
#if CYTHON_USE_SYS_MONITORING
__Pyx_TraceExceptionUnwind(0, 0);
#else
__Pyx_TraceReturnValue(NULL, 0, 0, __PYX_ERR(1, 42, __pyx_L1_error));
#endif
__Pyx_AddTraceback("zipline.lib._uint8window.AdjustedArrayWindow.data.__get__", __pyx_clineno, __pyx_lineno, __pyx_filename);
__pyx_r = NULL;
__pyx_L0:;
__Pyx_XGIVEREF(__pyx_r);
__Pyx_PyMonitoring_ExitScope(0);
__Pyx_RefNannyFinishContext();
return __pyx_r;
}
+043: readonly dict view_kwargs
/* Python wrapper */
static PyObject *__pyx_pw_7zipline_3lib_12_uint8window_19AdjustedArrayWindow_11view_kwargs_1__get__(PyObject *__pyx_v_self); /*proto*/
static PyObject *__pyx_pw_7zipline_3lib_12_uint8window_19AdjustedArrayWindow_11view_kwargs_1__get__(PyObject *__pyx_v_self) {
CYTHON_UNUSED PyObject *const *__pyx_kwvalues;
PyObject *__pyx_r = 0;
__Pyx_RefNannyDeclarations
__Pyx_RefNannySetupContext("__get__ (wrapper)", 0);
__pyx_kwvalues = __Pyx_KwValues_VARARGS(__pyx_args, __pyx_nargs);
__pyx_r = __pyx_pf_7zipline_3lib_12_uint8window_19AdjustedArrayWindow_11view_kwargs___get__(((struct __pyx_obj_7zipline_3lib_12_uint8window_AdjustedArrayWindow *)__pyx_v_self));
/* function exit code */
__Pyx_RefNannyFinishContext();
return __pyx_r;
}
static PyObject *__pyx_pf_7zipline_3lib_12_uint8window_19AdjustedArrayWindow_11view_kwargs___get__(struct __pyx_obj_7zipline_3lib_12_uint8window_AdjustedArrayWindow *__pyx_v_self) {
PyObject *__pyx_r = NULL;
__Pyx_TraceDeclarationsFunc
__Pyx_TraceFrameInit(((PyObject *)__pyx_mstate_global->__pyx_codeobj_tab[44]))
__Pyx_TraceStartFunc("__get__", __pyx_f[1], 43, 0, 0, 0, __PYX_ERR(1, 43, __pyx_L1_error));
__Pyx_XDECREF(__pyx_r);
__Pyx_INCREF(__pyx_v_self->view_kwargs);
__pyx_r = __pyx_v_self->view_kwargs;
__Pyx_TraceReturnValue(__pyx_r, 0, 0, __PYX_ERR(1, 43, __pyx_L1_error));
goto __pyx_L0;
/* function exit code */
__pyx_L1_error:;
__Pyx_TraceException(__pyx_lineno, 0, 0);
#if CYTHON_USE_SYS_MONITORING
__Pyx_TraceExceptionUnwind(0, 0);
#else
__Pyx_TraceReturnValue(NULL, 0, 0, __PYX_ERR(1, 43, __pyx_L1_error));
#endif
__Pyx_AddTraceback("zipline.lib._uint8window.AdjustedArrayWindow.view_kwargs.__get__", __pyx_clineno, __pyx_lineno, __pyx_filename);
__pyx_r = NULL;
__pyx_L0:;
__Pyx_XGIVEREF(__pyx_r);
__Pyx_PyMonitoring_ExitScope(0);
__Pyx_RefNannyFinishContext();
return __pyx_r;
}
+044: readonly Py_ssize_t window_length
/* Python wrapper */
static PyObject *__pyx_pw_7zipline_3lib_12_uint8window_19AdjustedArrayWindow_13window_length_1__get__(PyObject *__pyx_v_self); /*proto*/
static PyObject *__pyx_pw_7zipline_3lib_12_uint8window_19AdjustedArrayWindow_13window_length_1__get__(PyObject *__pyx_v_self) {
CYTHON_UNUSED PyObject *const *__pyx_kwvalues;
PyObject *__pyx_r = 0;
__Pyx_RefNannyDeclarations
__Pyx_RefNannySetupContext("__get__ (wrapper)", 0);
__pyx_kwvalues = __Pyx_KwValues_VARARGS(__pyx_args, __pyx_nargs);
__pyx_r = __pyx_pf_7zipline_3lib_12_uint8window_19AdjustedArrayWindow_13window_length___get__(((struct __pyx_obj_7zipline_3lib_12_uint8window_AdjustedArrayWindow *)__pyx_v_self));
/* function exit code */
__Pyx_RefNannyFinishContext();
return __pyx_r;
}
static PyObject *__pyx_pf_7zipline_3lib_12_uint8window_19AdjustedArrayWindow_13window_length___get__(struct __pyx_obj_7zipline_3lib_12_uint8window_AdjustedArrayWindow *__pyx_v_self) {
PyObject *__pyx_r = NULL;
__Pyx_TraceDeclarationsFunc
__Pyx_TraceFrameInit(((PyObject *)__pyx_mstate_global->__pyx_codeobj_tab[45]))
__Pyx_TraceStartFunc("__get__", __pyx_f[1], 44, 0, 0, 0, __PYX_ERR(1, 44, __pyx_L1_error));
__Pyx_XDECREF(__pyx_r);
__pyx_t_1 = PyLong_FromSsize_t(__pyx_v_self->window_length); if (unlikely(!__pyx_t_1)) __PYX_ERR(1, 44, __pyx_L1_error)
__Pyx_GOTREF(__pyx_t_1);
__pyx_r = __pyx_t_1;
__pyx_t_1 = 0;
__Pyx_TraceReturnValue(__pyx_r, 0, 0, __PYX_ERR(1, 44, __pyx_L1_error));
goto __pyx_L0;
/* function exit code */
__pyx_L1_error:;
__Pyx_XDECREF(__pyx_t_1);
__Pyx_TraceException(__pyx_lineno, 0, 0);
#if CYTHON_USE_SYS_MONITORING
__Pyx_TraceExceptionUnwind(0, 0);
#else
__Pyx_TraceReturnValue(NULL, 0, 0, __PYX_ERR(1, 44, __pyx_L1_error));
#endif
__Pyx_AddTraceback("zipline.lib._uint8window.AdjustedArrayWindow.window_length.__get__", __pyx_clineno, __pyx_lineno, __pyx_filename);
__pyx_r = NULL;
__pyx_L0:;
__Pyx_XGIVEREF(__pyx_r);
__Pyx_PyMonitoring_ExitScope(0);
__Pyx_RefNannyFinishContext();
return __pyx_r;
}
045: Py_ssize_t anchor, max_anchor, next_adj
046: Py_ssize_t perspective_offset
047: object rounding_places
048: dict adjustments
049: list adjustment_indices
050: ndarray output
051:
+052: def __cinit__(self,
/* Python wrapper */
static int __pyx_pw_7zipline_3lib_12_uint8window_19AdjustedArrayWindow_1__cinit__(PyObject *__pyx_v_self, PyObject *__pyx_args, PyObject *__pyx_kwds); /*proto*/
static int __pyx_pw_7zipline_3lib_12_uint8window_19AdjustedArrayWindow_1__cinit__(PyObject *__pyx_v_self, PyObject *__pyx_args, PyObject *__pyx_kwds) {
__pyx_t_7zipline_3lib_12_uint8window_databuffer __pyx_v_data = { 0, 0, { 0 }, { 0 }, { 0 } };
PyObject *__pyx_v_view_kwargs = 0;
PyObject *__pyx_v_adjustments = 0;
Py_ssize_t __pyx_v_offset;
Py_ssize_t __pyx_v_window_length;
Py_ssize_t __pyx_v_perspective_offset;
PyObject *__pyx_v_rounding_places = 0;
CYTHON_UNUSED Py_ssize_t __pyx_nargs;
CYTHON_UNUSED PyObject *const *__pyx_kwvalues;
int __pyx_r;
__Pyx_RefNannyDeclarations
__Pyx_RefNannySetupContext("__cinit__ (wrapper)", 0);
#if CYTHON_ASSUME_SAFE_SIZE
__pyx_nargs = PyTuple_GET_SIZE(__pyx_args);
#else
__pyx_nargs = PyTuple_Size(__pyx_args); if (unlikely(__pyx_nargs < 0)) return -1;
#endif
__pyx_kwvalues = __Pyx_KwValues_VARARGS(__pyx_args, __pyx_nargs);
{
PyObject ** const __pyx_pyargnames[] = {&__pyx_mstate_global->__pyx_n_u_data,&__pyx_mstate_global->__pyx_n_u_view_kwargs,&__pyx_mstate_global->__pyx_n_u_adjustments,&__pyx_mstate_global->__pyx_n_u_offset,&__pyx_mstate_global->__pyx_n_u_window_length,&__pyx_mstate_global->__pyx_n_u_perspective_offset,&__pyx_mstate_global->__pyx_n_u_rounding_places,0};
PyObject* values[7] = {0,0,0,0,0,0,0};
const Py_ssize_t __pyx_kwds_len = (__pyx_kwds) ? __Pyx_NumKwargs_VARARGS(__pyx_kwds) : 0;
if (unlikely(__pyx_kwds_len) < 0) __PYX_ERR(1, 52, __pyx_L3_error)
if (__pyx_kwds_len > 0) {
switch (__pyx_nargs) {
case 7:
values[6] = __Pyx_ArgRef_VARARGS(__pyx_args, 6);
if (!CYTHON_ASSUME_SAFE_MACROS && unlikely(!values[6])) __PYX_ERR(1, 52, __pyx_L3_error)
CYTHON_FALLTHROUGH;
case 6:
values[5] = __Pyx_ArgRef_VARARGS(__pyx_args, 5);
if (!CYTHON_ASSUME_SAFE_MACROS && unlikely(!values[5])) __PYX_ERR(1, 52, __pyx_L3_error)
CYTHON_FALLTHROUGH;
case 5:
values[4] = __Pyx_ArgRef_VARARGS(__pyx_args, 4);
if (!CYTHON_ASSUME_SAFE_MACROS && unlikely(!values[4])) __PYX_ERR(1, 52, __pyx_L3_error)
CYTHON_FALLTHROUGH;
case 4:
values[3] = __Pyx_ArgRef_VARARGS(__pyx_args, 3);
if (!CYTHON_ASSUME_SAFE_MACROS && unlikely(!values[3])) __PYX_ERR(1, 52, __pyx_L3_error)
CYTHON_FALLTHROUGH;
case 3:
values[2] = __Pyx_ArgRef_VARARGS(__pyx_args, 2);
if (!CYTHON_ASSUME_SAFE_MACROS && unlikely(!values[2])) __PYX_ERR(1, 52, __pyx_L3_error)
CYTHON_FALLTHROUGH;
case 2:
values[1] = __Pyx_ArgRef_VARARGS(__pyx_args, 1);
if (!CYTHON_ASSUME_SAFE_MACROS && unlikely(!values[1])) __PYX_ERR(1, 52, __pyx_L3_error)
CYTHON_FALLTHROUGH;
case 1:
values[0] = __Pyx_ArgRef_VARARGS(__pyx_args, 0);
if (!CYTHON_ASSUME_SAFE_MACROS && unlikely(!values[0])) __PYX_ERR(1, 52, __pyx_L3_error)
CYTHON_FALLTHROUGH;
case 0: break;
default: goto __pyx_L5_argtuple_error;
}
const Py_ssize_t kwd_pos_args = __pyx_nargs;
if (__Pyx_ParseKeywords(__pyx_kwds, __pyx_kwvalues, __pyx_pyargnames, 0, values, kwd_pos_args, __pyx_kwds_len, "__cinit__", 0) < (0)) __PYX_ERR(1, 52, __pyx_L3_error)
for (Py_ssize_t i = __pyx_nargs; i < 7; i++) {
if (unlikely(!values[i])) { __Pyx_RaiseArgtupleInvalid("__cinit__", 1, 7, 7, i); __PYX_ERR(1, 52, __pyx_L3_error) }
}
} else if (unlikely(__pyx_nargs != 7)) {
goto __pyx_L5_argtuple_error;
} else {
values[0] = __Pyx_ArgRef_VARARGS(__pyx_args, 0);
if (!CYTHON_ASSUME_SAFE_MACROS && unlikely(!values[0])) __PYX_ERR(1, 52, __pyx_L3_error)
values[1] = __Pyx_ArgRef_VARARGS(__pyx_args, 1);
if (!CYTHON_ASSUME_SAFE_MACROS && unlikely(!values[1])) __PYX_ERR(1, 52, __pyx_L3_error)
values[2] = __Pyx_ArgRef_VARARGS(__pyx_args, 2);
if (!CYTHON_ASSUME_SAFE_MACROS && unlikely(!values[2])) __PYX_ERR(1, 52, __pyx_L3_error)
values[3] = __Pyx_ArgRef_VARARGS(__pyx_args, 3);
if (!CYTHON_ASSUME_SAFE_MACROS && unlikely(!values[3])) __PYX_ERR(1, 52, __pyx_L3_error)
values[4] = __Pyx_ArgRef_VARARGS(__pyx_args, 4);
if (!CYTHON_ASSUME_SAFE_MACROS && unlikely(!values[4])) __PYX_ERR(1, 52, __pyx_L3_error)
values[5] = __Pyx_ArgRef_VARARGS(__pyx_args, 5);
if (!CYTHON_ASSUME_SAFE_MACROS && unlikely(!values[5])) __PYX_ERR(1, 52, __pyx_L3_error)
values[6] = __Pyx_ArgRef_VARARGS(__pyx_args, 6);
if (!CYTHON_ASSUME_SAFE_MACROS && unlikely(!values[6])) __PYX_ERR(1, 52, __pyx_L3_error)
}
__pyx_v_data = __Pyx_PyObject_to_MemoryviewSlice_dsds_nn___pyx_t_5numpy_uint8_t(values[0], PyBUF_WRITABLE); if (unlikely(!__pyx_v_data.memview)) __PYX_ERR(1, 53, __pyx_L3_error)
__pyx_v_view_kwargs = ((PyObject*)values[1]);
__pyx_v_adjustments = ((PyObject*)values[2]);
__pyx_v_offset = __Pyx_PyIndex_AsSsize_t(values[3]); if (unlikely((__pyx_v_offset == (Py_ssize_t)-1) && PyErr_Occurred())) __PYX_ERR(1, 56, __pyx_L3_error)
__pyx_v_window_length = __Pyx_PyIndex_AsSsize_t(values[4]); if (unlikely((__pyx_v_window_length == (Py_ssize_t)-1) && PyErr_Occurred())) __PYX_ERR(1, 57, __pyx_L3_error)
__pyx_v_perspective_offset = __Pyx_PyIndex_AsSsize_t(values[5]); if (unlikely((__pyx_v_perspective_offset == (Py_ssize_t)-1) && PyErr_Occurred())) __PYX_ERR(1, 58, __pyx_L3_error)
__pyx_v_rounding_places = values[6];
}
goto __pyx_L6_skip;
__pyx_L5_argtuple_error:;
__Pyx_RaiseArgtupleInvalid("__cinit__", 1, 7, 7, __pyx_nargs); __PYX_ERR(1, 52, __pyx_L3_error)
__pyx_L6_skip:;
goto __pyx_L4_argument_unpacking_done;
__pyx_L3_error:;
for (Py_ssize_t __pyx_temp=0; __pyx_temp < (Py_ssize_t)(sizeof(values)/sizeof(values[0])); ++__pyx_temp) {
Py_XDECREF(values[__pyx_temp]);
}
__PYX_XCLEAR_MEMVIEW(&__pyx_v_data, 1);
__Pyx_AddTraceback("zipline.lib._uint8window.AdjustedArrayWindow.__cinit__", __pyx_clineno, __pyx_lineno, __pyx_filename);
__Pyx_RefNannyFinishContext();
return -1;
__pyx_L4_argument_unpacking_done:;
if (unlikely(((PyObject *)__pyx_v_data.memview) == Py_None)) {
PyErr_Format(PyExc_TypeError, "Argument '%.200s' must not be None", "data"); __PYX_ERR(1, 53, __pyx_L1_error)
}
if (unlikely(!__Pyx_ArgTypeTest(((PyObject *)__pyx_v_view_kwargs), (&PyDict_Type), 0, "view_kwargs", 1))) __PYX_ERR(1, 54, __pyx_L1_error)
if (unlikely(!__Pyx_ArgTypeTest(((PyObject *)__pyx_v_adjustments), (&PyDict_Type), 0, "adjustments", 1))) __PYX_ERR(1, 55, __pyx_L1_error)
__pyx_r = __pyx_pf_7zipline_3lib_12_uint8window_19AdjustedArrayWindow___cinit__(((struct __pyx_obj_7zipline_3lib_12_uint8window_AdjustedArrayWindow *)__pyx_v_self), __pyx_v_data, __pyx_v_view_kwargs, __pyx_v_adjustments, __pyx_v_offset, __pyx_v_window_length, __pyx_v_perspective_offset, __pyx_v_rounding_places);
int __pyx_lineno = 0;
const char *__pyx_filename = NULL;
int __pyx_clineno = 0;
/* function exit code */
goto __pyx_L0;
__pyx_L1_error:;
__pyx_r = -1;
for (Py_ssize_t __pyx_temp=0; __pyx_temp < (Py_ssize_t)(sizeof(values)/sizeof(values[0])); ++__pyx_temp) {
Py_XDECREF(values[__pyx_temp]);
}
goto __pyx_L7_cleaned_up;
__pyx_L0:;
for (Py_ssize_t __pyx_temp=0; __pyx_temp < (Py_ssize_t)(sizeof(values)/sizeof(values[0])); ++__pyx_temp) {
Py_XDECREF(values[__pyx_temp]);
}
__pyx_L7_cleaned_up:;
__PYX_XCLEAR_MEMVIEW(&__pyx_v_data, 1);
__Pyx_RefNannyFinishContext();
return __pyx_r;
}
static int __pyx_pf_7zipline_3lib_12_uint8window_19AdjustedArrayWindow___cinit__(struct __pyx_obj_7zipline_3lib_12_uint8window_AdjustedArrayWindow *__pyx_v_self, __pyx_t_7zipline_3lib_12_uint8window_databuffer __pyx_v_data, PyObject *__pyx_v_view_kwargs, PyObject *__pyx_v_adjustments, Py_ssize_t __pyx_v_offset, Py_ssize_t __pyx_v_window_length, Py_ssize_t __pyx_v_perspective_offset, PyObject *__pyx_v_rounding_places) {
int __pyx_r;
__Pyx_TraceDeclarationsFunc
__Pyx_TraceFrameInit(((PyObject *)__pyx_mstate_global->__pyx_codeobj_tab[35]))
__Pyx_TraceStartFunc("__cinit__", __pyx_f[1], 52, 0, 0, 0, __PYX_ERR(1, 52, __pyx_L1_error));
/* … */
/* function exit code */
__pyx_r = 0;
__Pyx_TraceReturnCValue(__pyx_r, __Pyx_Owned_Py_None, 0, 0, __PYX_ERR(1, 52, __pyx_L1_error));
goto __pyx_L0;
__pyx_L1_error:;
__Pyx_XDECREF(__pyx_t_1);
__Pyx_XDECREF(__pyx_t_2);
__Pyx_XDECREF(__pyx_t_3);
__Pyx_XDECREF(__pyx_t_5);
__Pyx_XDECREF(__pyx_t_7);
__Pyx_XDECREF(__pyx_t_8);
__Pyx_TraceException(__pyx_lineno, 0, 0);
#if CYTHON_USE_SYS_MONITORING
__Pyx_TraceExceptionUnwind(0, 0);
#else
__Pyx_TraceReturnValue(NULL, 0, 0, __PYX_ERR(1, 52, __pyx_L1_error));
#endif
__Pyx_AddTraceback("zipline.lib._uint8window.AdjustedArrayWindow.__cinit__", __pyx_clineno, __pyx_lineno, __pyx_filename);
__pyx_r = -1;
__pyx_L0:;
__Pyx_PyMonitoring_ExitScope(0);
__Pyx_RefNannyFinishContext();
return __pyx_r;
}
053: databuffer data not None,
054: dict view_kwargs not None,
055: dict adjustments not None,
056: Py_ssize_t offset,
057: Py_ssize_t window_length,
058: Py_ssize_t perspective_offset,
059: object rounding_places):
+060: self.data = data
__PYX_XCLEAR_MEMVIEW(&__pyx_v_self->data, 0); __PYX_INC_MEMVIEW(&__pyx_v_data, 1); __pyx_v_self->data = __pyx_v_data;
+061: self.view_kwargs = view_kwargs
__Pyx_INCREF(__pyx_v_view_kwargs); __Pyx_GIVEREF(__pyx_v_view_kwargs); __Pyx_GOTREF(__pyx_v_self->view_kwargs); __Pyx_DECREF(__pyx_v_self->view_kwargs); __pyx_v_self->view_kwargs = __pyx_v_view_kwargs;
+062: self.adjustments = adjustments
__Pyx_INCREF(__pyx_v_adjustments); __Pyx_GIVEREF(__pyx_v_adjustments); __Pyx_GOTREF(__pyx_v_self->adjustments); __Pyx_DECREF(__pyx_v_self->adjustments); __pyx_v_self->adjustments = __pyx_v_adjustments;
+063: self.adjustment_indices = sorted(adjustments, reverse=True)
__pyx_t_2 = NULL; __Pyx_INCREF(__pyx_builtin_sorted); __pyx_t_3 = __pyx_builtin_sorted; __pyx_t_4 = 1; { PyObject *__pyx_callargs[2 + ((CYTHON_VECTORCALL) ? 1 : 0)] = {__pyx_t_2, __pyx_v_adjustments}; __pyx_t_5 = __Pyx_MakeVectorcallBuilderKwds(1); if (unlikely(!__pyx_t_5)) __PYX_ERR(1, 63, __pyx_L1_error) __Pyx_GOTREF(__pyx_t_5); if (__Pyx_VectorcallBuilder_AddArg(__pyx_mstate_global->__pyx_n_u_reverse, Py_True, __pyx_t_5, __pyx_callargs+2, 0) < (0)) __PYX_ERR(1, 63, __pyx_L1_error) __pyx_t_1 = __Pyx_Object_Vectorcall_CallFromBuilder(__pyx_t_3, __pyx_callargs+__pyx_t_4, (2-__pyx_t_4) | (__pyx_t_4*__Pyx_PY_VECTORCALL_ARGUMENTS_OFFSET), __pyx_t_5); __Pyx_XDECREF(__pyx_t_2); __pyx_t_2 = 0; __Pyx_DECREF(__pyx_t_5); __pyx_t_5 = 0; __Pyx_DECREF(__pyx_t_3); __pyx_t_3 = 0; if (unlikely(!__pyx_t_1)) __PYX_ERR(1, 63, __pyx_L1_error) __Pyx_GOTREF(__pyx_t_1); } if (!(likely(PyList_CheckExact(__pyx_t_1))||((__pyx_t_1) == Py_None) || __Pyx_RaiseUnexpectedTypeError("list", __pyx_t_1))) __PYX_ERR(1, 63, __pyx_L1_error) __Pyx_GIVEREF(__pyx_t_1); __Pyx_GOTREF(__pyx_v_self->adjustment_indices); __Pyx_DECREF(__pyx_v_self->adjustment_indices); __pyx_v_self->adjustment_indices = ((PyObject*)__pyx_t_1); __pyx_t_1 = 0;
+064: self.window_length = window_length
__pyx_v_self->window_length = __pyx_v_window_length;
+065: self.anchor = window_length + offset - 1
__pyx_v_self->anchor = ((__pyx_v_window_length + __pyx_v_offset) - 1);
+066: if perspective_offset > 1:
__pyx_t_6 = (__pyx_v_perspective_offset > 1);
if (unlikely(__pyx_t_6)) {
/* … */
}
067: # Limit perspective_offset to 1.
068: # To support an offset greater than 1, work must be done to
069: # ensure that adjustments are retrieved for the datetimes between
070: # the end of the window and the vantage point defined by the
071: # perspective offset.
+072: raise Exception("perspective_offset should not exceed 1, value "
__pyx_t_3 = NULL;
__Pyx_INCREF((PyObject *)(((PyTypeObject*)PyExc_Exception)));
__pyx_t_5 = ((PyObject *)(((PyTypeObject*)PyExc_Exception)));
+073: "is perspective_offset={0}".format(
__pyx_t_7 = __pyx_mstate_global->__pyx_kp_u_perspective_offset_should_not_ex;
__Pyx_INCREF(__pyx_t_7);
+074: perspective_offset))
__pyx_t_8 = PyLong_FromSsize_t(__pyx_v_perspective_offset); if (unlikely(!__pyx_t_8)) __PYX_ERR(1, 74, __pyx_L1_error) __Pyx_GOTREF(__pyx_t_8); __pyx_t_4 = 0; { PyObject *__pyx_callargs[2] = {__pyx_t_7, __pyx_t_8}; __pyx_t_2 = __Pyx_PyObject_FastCallMethod(__pyx_mstate_global->__pyx_n_u_format, __pyx_callargs+__pyx_t_4, (2-__pyx_t_4) | (1*__Pyx_PY_VECTORCALL_ARGUMENTS_OFFSET)); __Pyx_XDECREF(__pyx_t_7); __pyx_t_7 = 0; __Pyx_DECREF(__pyx_t_8); __pyx_t_8 = 0; if (unlikely(!__pyx_t_2)) __PYX_ERR(1, 73, __pyx_L1_error) __Pyx_GOTREF(__pyx_t_2); } __pyx_t_4 = 1; { PyObject *__pyx_callargs[2] = {__pyx_t_3, __pyx_t_2}; __pyx_t_1 = __Pyx_PyObject_FastCall(__pyx_t_5, __pyx_callargs+__pyx_t_4, (2-__pyx_t_4) | (__pyx_t_4*__Pyx_PY_VECTORCALL_ARGUMENTS_OFFSET)); __Pyx_XDECREF(__pyx_t_3); __pyx_t_3 = 0; __Pyx_DECREF(__pyx_t_2); __pyx_t_2 = 0; __Pyx_DECREF(__pyx_t_5); __pyx_t_5 = 0; if (unlikely(!__pyx_t_1)) __PYX_ERR(1, 72, __pyx_L1_error) __Pyx_GOTREF(__pyx_t_1); } __Pyx_Raise(__pyx_t_1, 0, 0, 0); __Pyx_DECREF(__pyx_t_1); __pyx_t_1 = 0; __PYX_ERR(1, 72, __pyx_L1_error)
+075: self.perspective_offset = perspective_offset
__pyx_v_self->perspective_offset = __pyx_v_perspective_offset;
+076: self.rounding_places = rounding_places
__Pyx_INCREF(__pyx_v_rounding_places); __Pyx_GIVEREF(__pyx_v_rounding_places); __Pyx_GOTREF(__pyx_v_self->rounding_places); __Pyx_DECREF(__pyx_v_self->rounding_places); __pyx_v_self->rounding_places = __pyx_v_rounding_places;
+077: self.max_anchor = data.shape[0]
__pyx_v_self->max_anchor = (__pyx_v_data.shape[0]);
078:
+079: self.next_adj = self.pop_next_adj()
__pyx_t_1 = ((struct __pyx_vtabstruct_7zipline_3lib_12_uint8window_AdjustedArrayWindow *)__pyx_v_self->__pyx_vtab)->pop_next_adj(__pyx_v_self); if (unlikely(!__pyx_t_1)) __PYX_ERR(1, 79, __pyx_L1_error) __Pyx_GOTREF(__pyx_t_1); __pyx_t_9 = __Pyx_PyIndex_AsSsize_t(__pyx_t_1); if (unlikely((__pyx_t_9 == (Py_ssize_t)-1) && PyErr_Occurred())) __PYX_ERR(1, 79, __pyx_L1_error) __Pyx_DECREF(__pyx_t_1); __pyx_t_1 = 0; __pyx_v_self->next_adj = __pyx_t_9;
+080: self.output = None
__Pyx_INCREF(Py_None); __Pyx_GIVEREF(Py_None); __Pyx_GOTREF((PyObject *)__pyx_v_self->output); __Pyx_DECREF((PyObject *)__pyx_v_self->output); __pyx_v_self->output = ((PyArrayObject *)Py_None);
081:
+082: cdef pop_next_adj(self):
static PyObject *__pyx_f_7zipline_3lib_12_uint8window_19AdjustedArrayWindow_pop_next_adj(struct __pyx_obj_7zipline_3lib_12_uint8window_AdjustedArrayWindow *__pyx_v_self) {
PyObject *__pyx_r = NULL;
__Pyx_TraceDeclarationsFunc
__Pyx_TraceFrameInit(((PyObject *)__pyx_mstate_global->__pyx_codeobj_tab[36]))
__Pyx_TraceStartFunc("pop_next_adj", __pyx_f[1], 82, 0, 0, 0, __PYX_ERR(1, 82, __pyx_L1_error));
/* … */
/* function exit code */
__pyx_L1_error:;
__Pyx_XDECREF(__pyx_t_1);
__Pyx_TraceException(__pyx_lineno, 0, 0);
#if CYTHON_USE_SYS_MONITORING
__Pyx_TraceExceptionUnwind(0, 0);
#else
__Pyx_TraceReturnValue(NULL, 0, 0, __PYX_ERR(1, 82, __pyx_L1_error));
#endif
__Pyx_AddTraceback("zipline.lib._uint8window.AdjustedArrayWindow.pop_next_adj", __pyx_clineno, __pyx_lineno, __pyx_filename);
__pyx_r = 0;
__pyx_L0:;
__Pyx_XGIVEREF(__pyx_r);
__Pyx_PyMonitoring_ExitScope(0);
__Pyx_RefNannyFinishContext();
return __pyx_r;
}
083: """
084: Pop the index of the next adjustment to apply from self.adjustment_indices.
085: """
+086: if len(self.adjustment_indices) > 0:
__pyx_t_1 = __pyx_v_self->adjustment_indices; __Pyx_INCREF(__pyx_t_1); if (unlikely(__pyx_t_1 == Py_None)) { PyErr_SetString(PyExc_TypeError, "object of type 'NoneType' has no len()"); __PYX_ERR(1, 86, __pyx_L1_error) } __pyx_t_2 = __Pyx_PyList_GET_SIZE(__pyx_t_1); if (unlikely(__pyx_t_2 == ((Py_ssize_t)-1))) __PYX_ERR(1, 86, __pyx_L1_error) __Pyx_DECREF(__pyx_t_1); __pyx_t_1 = 0; __pyx_t_3 = (__pyx_t_2 > 0); if (__pyx_t_3) { /* … */ }
+087: return self.adjustment_indices.pop()
__Pyx_XDECREF(__pyx_r); if (unlikely(__pyx_v_self->adjustment_indices == Py_None)) { PyErr_Format(PyExc_AttributeError, "'NoneType' object has no attribute '%.30s'", "pop"); __PYX_ERR(1, 87, __pyx_L1_error) } __pyx_t_1 = __Pyx_PyList_Pop(__pyx_v_self->adjustment_indices); if (unlikely(!__pyx_t_1)) __PYX_ERR(1, 87, __pyx_L1_error) __Pyx_GOTREF(__pyx_t_1); __pyx_r = __pyx_t_1; __pyx_t_1 = 0; __Pyx_TraceReturnValue(__pyx_r, 8, 0, __PYX_ERR(1, 87, __pyx_L1_error)); goto __pyx_L0;
088: else:
+089: return self.max_anchor + self.perspective_offset
/*else*/ {
__Pyx_XDECREF(__pyx_r);
__pyx_t_1 = PyLong_FromSsize_t((__pyx_v_self->max_anchor + __pyx_v_self->perspective_offset)); if (unlikely(!__pyx_t_1)) __PYX_ERR(1, 89, __pyx_L1_error)
__Pyx_GOTREF(__pyx_t_1);
__pyx_r = __pyx_t_1;
__pyx_t_1 = 0;
__Pyx_TraceReturnValue(__pyx_r, 13, 0, __PYX_ERR(1, 89, __pyx_L1_error));
goto __pyx_L0;
}
090:
+091: def __iter__(self):
/* Python wrapper */
static PyObject *__pyx_pw_7zipline_3lib_12_uint8window_19AdjustedArrayWindow_3__iter__(PyObject *__pyx_v_self); /*proto*/
static PyObject *__pyx_pw_7zipline_3lib_12_uint8window_19AdjustedArrayWindow_3__iter__(PyObject *__pyx_v_self) {
CYTHON_UNUSED PyObject *const *__pyx_kwvalues;
PyObject *__pyx_r = 0;
__Pyx_RefNannyDeclarations
__Pyx_RefNannySetupContext("__iter__ (wrapper)", 0);
__pyx_kwvalues = __Pyx_KwValues_VARARGS(__pyx_args, __pyx_nargs);
__pyx_r = __pyx_pf_7zipline_3lib_12_uint8window_19AdjustedArrayWindow_2__iter__(((struct __pyx_obj_7zipline_3lib_12_uint8window_AdjustedArrayWindow *)__pyx_v_self));
/* function exit code */
__Pyx_RefNannyFinishContext();
return __pyx_r;
}
static PyObject *__pyx_pf_7zipline_3lib_12_uint8window_19AdjustedArrayWindow_2__iter__(struct __pyx_obj_7zipline_3lib_12_uint8window_AdjustedArrayWindow *__pyx_v_self) {
PyObject *__pyx_r = NULL;
__Pyx_TraceDeclarationsFunc
__Pyx_TraceFrameInit(((PyObject *)__pyx_mstate_global->__pyx_codeobj_tab[37]))
__Pyx_TraceStartFunc("__iter__", __pyx_f[1], 91, 0, 0, 0, __PYX_ERR(1, 91, __pyx_L1_error));
/* … */
/* function exit code */
__pyx_L1_error:;
__Pyx_TraceException(__pyx_lineno, 0, 0);
#if CYTHON_USE_SYS_MONITORING
__Pyx_TraceExceptionUnwind(0, 0);
#else
__Pyx_TraceReturnValue(NULL, 0, 0, __PYX_ERR(1, 91, __pyx_L1_error));
#endif
__Pyx_AddTraceback("zipline.lib._uint8window.AdjustedArrayWindow.__iter__", __pyx_clineno, __pyx_lineno, __pyx_filename);
__pyx_r = NULL;
__pyx_L0:;
__Pyx_XGIVEREF(__pyx_r);
__Pyx_PyMonitoring_ExitScope(0);
__Pyx_RefNannyFinishContext();
return __pyx_r;
}
+092: return self
__Pyx_XDECREF(__pyx_r); __Pyx_INCREF((PyObject *)__pyx_v_self); __pyx_r = ((PyObject *)__pyx_v_self); __Pyx_TraceReturnValue(__pyx_r, 1, 0, __PYX_ERR(1, 92, __pyx_L1_error)); goto __pyx_L0;
093:
+094: def __next__(self):
/* Python wrapper */
static PyObject *__pyx_pw_7zipline_3lib_12_uint8window_19AdjustedArrayWindow_5__next__(PyObject *__pyx_v_self); /*proto*/
static PyObject *__pyx_pw_7zipline_3lib_12_uint8window_19AdjustedArrayWindow_5__next__(PyObject *__pyx_v_self) {
CYTHON_UNUSED PyObject *const *__pyx_kwvalues;
PyObject *__pyx_r = 0;
__Pyx_RefNannyDeclarations
__Pyx_RefNannySetupContext("__next__ (wrapper)", 0);
__pyx_kwvalues = __Pyx_KwValues_VARARGS(__pyx_args, __pyx_nargs);
__pyx_r = __pyx_pf_7zipline_3lib_12_uint8window_19AdjustedArrayWindow_4__next__(((struct __pyx_obj_7zipline_3lib_12_uint8window_AdjustedArrayWindow *)__pyx_v_self));
/* function exit code */
__Pyx_RefNannyFinishContext();
return __pyx_r;
}
static PyObject *__pyx_pf_7zipline_3lib_12_uint8window_19AdjustedArrayWindow_4__next__(struct __pyx_obj_7zipline_3lib_12_uint8window_AdjustedArrayWindow *__pyx_v_self) {
PyObject *__pyx_r = NULL;
__Pyx_TraceDeclarationsFunc
__Pyx_TraceFrameInit(((PyObject *)__pyx_mstate_global->__pyx_codeobj_tab[38]))
__Pyx_TraceStartFunc("__next__", __pyx_f[1], 94, 0, 0, 0, __PYX_ERR(1, 94, __pyx_L1_error));
/* … */
/* function exit code */
__pyx_L1_error:;
__Pyx_XDECREF(__pyx_t_4);
__Pyx_XDECREF(__pyx_t_5);
__Pyx_XDECREF(__pyx_t_6);
__Pyx_XDECREF(__pyx_t_7);
__Pyx_TraceException(__pyx_lineno, 0, 0);
#if CYTHON_USE_SYS_MONITORING
__Pyx_TraceExceptionUnwind(0, 0);
#else
__Pyx_TraceReturnValue(NULL, 0, 0, __PYX_ERR(1, 94, __pyx_L1_error));
#endif
if (!__pyx_error_without_exception) {
__Pyx_AddTraceback("zipline.lib._uint8window.AdjustedArrayWindow.__next__", __pyx_clineno, __pyx_lineno, __pyx_filename);
}
__pyx_r = NULL;
__pyx_L0:;
__Pyx_XGIVEREF(__pyx_r);
__Pyx_PyMonitoring_ExitScope(0);
__Pyx_RefNannyFinishContext();
return __pyx_r;
}
+095: try:
{
/*try:*/ {
/* … */
}
__Pyx_XDECREF(__pyx_t_1); __pyx_t_1 = 0;
__Pyx_XDECREF(__pyx_t_2); __pyx_t_2 = 0;
__Pyx_XDECREF(__pyx_t_3); __pyx_t_3 = 0;
goto __pyx_L8_try_end;
__pyx_L3_error:;
__Pyx_XDECREF(__pyx_t_4); __pyx_t_4 = 0;
__Pyx_TraceException(__pyx_lineno, 0, 0);
/* … */
__pyx_L5_except_error:;
__Pyx_XGIVEREF(__pyx_t_1);
__Pyx_XGIVEREF(__pyx_t_2);
__Pyx_XGIVEREF(__pyx_t_3);
__Pyx_ExceptionReset(__pyx_t_1, __pyx_t_2, __pyx_t_3);
goto __pyx_L1_error;
__pyx_L8_try_end:;
}
+096: self._tick_forward(1)
__pyx_t_4 = __pyx_f_7zipline_3lib_12_uint8window_19AdjustedArrayWindow__tick_forward(__pyx_v_self, 1); if (unlikely(!__pyx_t_4)) __PYX_ERR(1, 96, __pyx_L3_error) __Pyx_GOTREF(__pyx_t_4); __Pyx_DECREF(__pyx_t_4); __pyx_t_4 = 0;
+097: except Exhausted:
__Pyx_ErrFetch(&__pyx_t_4, &__pyx_t_5, &__pyx_t_6); __Pyx_GetModuleGlobalName(__pyx_t_7, __pyx_mstate_global->__pyx_n_u_Exhausted); if (unlikely(!__pyx_t_7)) __PYX_ERR(1, 97, __pyx_L5_except_error) __Pyx_GOTREF(__pyx_t_7); __pyx_t_8 = __Pyx_PyErr_GivenExceptionMatches(__pyx_t_4, __pyx_t_7); __Pyx_DECREF(__pyx_t_7); __pyx_t_7 = 0; __Pyx_ErrRestore(__pyx_t_4, __pyx_t_5, __pyx_t_6); __pyx_t_4 = 0; __pyx_t_5 = 0; __pyx_t_6 = 0; if (__pyx_t_8) { __Pyx_AddTraceback("zipline.lib._uint8window.AdjustedArrayWindow.__next__", __pyx_clineno, __pyx_lineno, __pyx_filename); __Pyx_TraceExceptionHandled(0); if (__Pyx_GetException(&__pyx_t_6, &__pyx_t_5, &__pyx_t_4) < 0) __PYX_ERR(1, 97, __pyx_L5_except_error) __Pyx_XGOTREF(__pyx_t_6); __Pyx_XGOTREF(__pyx_t_5); __Pyx_XGOTREF(__pyx_t_4); __Pyx_TraceExceptionDone();
+098: raise StopIteration()
__pyx_error_without_exception = 1;
goto __pyx_L5_except_error;;
}
goto __pyx_L5_except_error;
099:
+100: self._update_output()
__pyx_t_4 = __pyx_f_7zipline_3lib_12_uint8window_19AdjustedArrayWindow__update_output(__pyx_v_self); if (unlikely(!__pyx_t_4)) __PYX_ERR(1, 100, __pyx_L1_error) __Pyx_GOTREF(__pyx_t_4); __Pyx_DECREF(__pyx_t_4); __pyx_t_4 = 0;
+101: return self.output
__Pyx_XDECREF(__pyx_r); __Pyx_INCREF((PyObject *)__pyx_v_self->output); __pyx_r = ((PyObject *)__pyx_v_self->output); __Pyx_TraceReturnValue(__pyx_r, 11, 0, __PYX_ERR(1, 101, __pyx_L1_error)); goto __pyx_L0;
102:
+103: def seek(self, Py_ssize_t target_anchor):
/* Python wrapper */
static PyObject *__pyx_pw_7zipline_3lib_12_uint8window_19AdjustedArrayWindow_7seek(PyObject *__pyx_v_self,
#if CYTHON_METH_FASTCALL
PyObject *const *__pyx_args, Py_ssize_t __pyx_nargs, PyObject *__pyx_kwds
#else
PyObject *__pyx_args, PyObject *__pyx_kwds
#endif
); /*proto*/
static PyMethodDef __pyx_mdef_7zipline_3lib_12_uint8window_19AdjustedArrayWindow_7seek = {"seek", (PyCFunction)(void(*)(void))(__Pyx_PyCFunction_FastCallWithKeywords)__pyx_pw_7zipline_3lib_12_uint8window_19AdjustedArrayWindow_7seek, __Pyx_METH_FASTCALL|METH_KEYWORDS, 0};
static PyObject *__pyx_pw_7zipline_3lib_12_uint8window_19AdjustedArrayWindow_7seek(PyObject *__pyx_v_self,
#if CYTHON_METH_FASTCALL
PyObject *const *__pyx_args, Py_ssize_t __pyx_nargs, PyObject *__pyx_kwds
#else
PyObject *__pyx_args, PyObject *__pyx_kwds
#endif
) {
Py_ssize_t __pyx_v_target_anchor;
#if !CYTHON_METH_FASTCALL
CYTHON_UNUSED Py_ssize_t __pyx_nargs;
#endif
CYTHON_UNUSED PyObject *const *__pyx_kwvalues;
PyObject *__pyx_r = 0;
__Pyx_RefNannyDeclarations
__Pyx_RefNannySetupContext("seek (wrapper)", 0);
#if !CYTHON_METH_FASTCALL
#if CYTHON_ASSUME_SAFE_SIZE
__pyx_nargs = PyTuple_GET_SIZE(__pyx_args);
#else
__pyx_nargs = PyTuple_Size(__pyx_args); if (unlikely(__pyx_nargs < 0)) return NULL;
#endif
#endif
__pyx_kwvalues = __Pyx_KwValues_FASTCALL(__pyx_args, __pyx_nargs);
{
PyObject ** const __pyx_pyargnames[] = {&__pyx_mstate_global->__pyx_n_u_target_anchor,0};
PyObject* values[1] = {0};
const Py_ssize_t __pyx_kwds_len = (__pyx_kwds) ? __Pyx_NumKwargs_FASTCALL(__pyx_kwds) : 0;
if (unlikely(__pyx_kwds_len) < 0) __PYX_ERR(1, 103, __pyx_L3_error)
if (__pyx_kwds_len > 0) {
switch (__pyx_nargs) {
case 1:
values[0] = __Pyx_ArgRef_FASTCALL(__pyx_args, 0);
if (!CYTHON_ASSUME_SAFE_MACROS && unlikely(!values[0])) __PYX_ERR(1, 103, __pyx_L3_error)
CYTHON_FALLTHROUGH;
case 0: break;
default: goto __pyx_L5_argtuple_error;
}
const Py_ssize_t kwd_pos_args = __pyx_nargs;
if (__Pyx_ParseKeywords(__pyx_kwds, __pyx_kwvalues, __pyx_pyargnames, 0, values, kwd_pos_args, __pyx_kwds_len, "seek", 0) < (0)) __PYX_ERR(1, 103, __pyx_L3_error)
for (Py_ssize_t i = __pyx_nargs; i < 1; i++) {
if (unlikely(!values[i])) { __Pyx_RaiseArgtupleInvalid("seek", 1, 1, 1, i); __PYX_ERR(1, 103, __pyx_L3_error) }
}
} else if (unlikely(__pyx_nargs != 1)) {
goto __pyx_L5_argtuple_error;
} else {
values[0] = __Pyx_ArgRef_FASTCALL(__pyx_args, 0);
if (!CYTHON_ASSUME_SAFE_MACROS && unlikely(!values[0])) __PYX_ERR(1, 103, __pyx_L3_error)
}
__pyx_v_target_anchor = __Pyx_PyIndex_AsSsize_t(values[0]); if (unlikely((__pyx_v_target_anchor == (Py_ssize_t)-1) && PyErr_Occurred())) __PYX_ERR(1, 103, __pyx_L3_error)
}
goto __pyx_L6_skip;
__pyx_L5_argtuple_error:;
__Pyx_RaiseArgtupleInvalid("seek", 1, 1, 1, __pyx_nargs); __PYX_ERR(1, 103, __pyx_L3_error)
__pyx_L6_skip:;
goto __pyx_L4_argument_unpacking_done;
__pyx_L3_error:;
for (Py_ssize_t __pyx_temp=0; __pyx_temp < (Py_ssize_t)(sizeof(values)/sizeof(values[0])); ++__pyx_temp) {
Py_XDECREF(values[__pyx_temp]);
}
__Pyx_AddTraceback("zipline.lib._uint8window.AdjustedArrayWindow.seek", __pyx_clineno, __pyx_lineno, __pyx_filename);
__Pyx_RefNannyFinishContext();
return NULL;
__pyx_L4_argument_unpacking_done:;
__pyx_r = __pyx_pf_7zipline_3lib_12_uint8window_19AdjustedArrayWindow_6seek(((struct __pyx_obj_7zipline_3lib_12_uint8window_AdjustedArrayWindow *)__pyx_v_self), __pyx_v_target_anchor);
int __pyx_lineno = 0;
const char *__pyx_filename = NULL;
int __pyx_clineno = 0;
/* function exit code */
for (Py_ssize_t __pyx_temp=0; __pyx_temp < (Py_ssize_t)(sizeof(values)/sizeof(values[0])); ++__pyx_temp) {
Py_XDECREF(values[__pyx_temp]);
}
__Pyx_RefNannyFinishContext();
return __pyx_r;
}
static PyObject *__pyx_pf_7zipline_3lib_12_uint8window_19AdjustedArrayWindow_6seek(struct __pyx_obj_7zipline_3lib_12_uint8window_AdjustedArrayWindow *__pyx_v_self, Py_ssize_t __pyx_v_target_anchor) {
Py_ssize_t __pyx_v_anchor;
PyObject *__pyx_r = NULL;
__Pyx_TraceDeclarationsFunc
__Pyx_TraceFrameInit(((PyObject *)__pyx_mstate_global->__pyx_codeobj_tab[39]))
__Pyx_TraceStartFunc("seek", __pyx_f[1], 103, 0, 0, 0, __PYX_ERR(1, 103, __pyx_L1_error));
/* … */
/* function exit code */
__pyx_L1_error:;
__Pyx_XDECREF(__pyx_t_3);
__Pyx_XDECREF(__pyx_t_4);
__Pyx_XDECREF(__pyx_t_5);
__Pyx_TraceException(__pyx_lineno, 0, 0);
#if CYTHON_USE_SYS_MONITORING
__Pyx_TraceExceptionUnwind(0, 0);
#else
__Pyx_TraceReturnValue(NULL, 0, 0, __PYX_ERR(1, 103, __pyx_L1_error));
#endif
__Pyx_AddTraceback("zipline.lib._uint8window.AdjustedArrayWindow.seek", __pyx_clineno, __pyx_lineno, __pyx_filename);
__pyx_r = NULL;
__pyx_L0:;
__Pyx_XGIVEREF(__pyx_r);
__Pyx_PyMonitoring_ExitScope(0);
__Pyx_RefNannyFinishContext();
return __pyx_r;
}
/* … */
__pyx_t_5 = __Pyx_CyFunction_New(&__pyx_mdef_7zipline_3lib_12_uint8window_19AdjustedArrayWindow_7seek, __Pyx_CYFUNCTION_CCLASS, __pyx_mstate_global->__pyx_n_u_AdjustedArrayWindow_seek, NULL, __pyx_mstate_global->__pyx_n_u_zipline_lib__uint8window, __pyx_mstate_global->__pyx_d, ((PyObject *)__pyx_mstate_global->__pyx_codeobj_tab[39])); if (unlikely(!__pyx_t_5)) __PYX_ERR(1, 103, __pyx_L1_error)
__Pyx_GOTREF(__pyx_t_5);
if (__Pyx_SetItemOnTypeDict(__pyx_mstate_global->__pyx_ptype_7zipline_3lib_12_uint8window_AdjustedArrayWindow, __pyx_mstate_global->__pyx_n_u_seek, __pyx_t_5) < (0)) __PYX_ERR(1, 103, __pyx_L1_error)
__Pyx_DECREF(__pyx_t_5); __pyx_t_5 = 0;
104: cdef:
+105: Py_ssize_t anchor = self.anchor
__pyx_t_1 = __pyx_v_self->anchor; __pyx_v_anchor = __pyx_t_1;
106:
+107: if target_anchor < anchor:
__pyx_t_2 = (__pyx_v_target_anchor < __pyx_v_anchor);
if (unlikely(__pyx_t_2)) {
/* … */
}
+108: raise Exception('Can not access data after window has passed.')
__pyx_t_4 = NULL;
__Pyx_INCREF((PyObject *)(((PyTypeObject*)PyExc_Exception)));
__pyx_t_5 = ((PyObject *)(((PyTypeObject*)PyExc_Exception)));
__pyx_t_6 = 1;
{
PyObject *__pyx_callargs[2] = {__pyx_t_4, __pyx_mstate_global->__pyx_kp_u_Can_not_access_data_after_window};
__pyx_t_3 = __Pyx_PyObject_FastCall(__pyx_t_5, __pyx_callargs+__pyx_t_6, (2-__pyx_t_6) | (__pyx_t_6*__Pyx_PY_VECTORCALL_ARGUMENTS_OFFSET));
__Pyx_XDECREF(__pyx_t_4); __pyx_t_4 = 0;
__Pyx_DECREF(__pyx_t_5); __pyx_t_5 = 0;
if (unlikely(!__pyx_t_3)) __PYX_ERR(1, 108, __pyx_L1_error)
__Pyx_GOTREF(__pyx_t_3);
}
__Pyx_Raise(__pyx_t_3, 0, 0, 0);
__Pyx_DECREF(__pyx_t_3); __pyx_t_3 = 0;
__PYX_ERR(1, 108, __pyx_L1_error)
109:
+110: if target_anchor == anchor:
__pyx_t_2 = (__pyx_v_target_anchor == __pyx_v_anchor);
if (__pyx_t_2) {
/* … */
}
+111: return self.output
__Pyx_XDECREF(__pyx_r); __Pyx_INCREF((PyObject *)__pyx_v_self->output); __pyx_r = ((PyObject *)__pyx_v_self->output); __Pyx_TraceReturnValue(__pyx_r, 16, 0, __PYX_ERR(1, 111, __pyx_L1_error)); goto __pyx_L0;
112:
+113: self._tick_forward(target_anchor - anchor)
__pyx_t_3 = __pyx_f_7zipline_3lib_12_uint8window_19AdjustedArrayWindow__tick_forward(__pyx_v_self, (__pyx_v_target_anchor - __pyx_v_anchor)); if (unlikely(!__pyx_t_3)) __PYX_ERR(1, 113, __pyx_L1_error) __Pyx_GOTREF(__pyx_t_3); __Pyx_DECREF(__pyx_t_3); __pyx_t_3 = 0;
+114: self._update_output()
__pyx_t_3 = __pyx_f_7zipline_3lib_12_uint8window_19AdjustedArrayWindow__update_output(__pyx_v_self); if (unlikely(!__pyx_t_3)) __PYX_ERR(1, 114, __pyx_L1_error) __Pyx_GOTREF(__pyx_t_3); __Pyx_DECREF(__pyx_t_3); __pyx_t_3 = 0;
115:
+116: return self.output
__Pyx_XDECREF(__pyx_r); __Pyx_INCREF((PyObject *)__pyx_v_self->output); __pyx_r = ((PyObject *)__pyx_v_self->output); __Pyx_TraceReturnValue(__pyx_r, 28, 0, __PYX_ERR(1, 116, __pyx_L1_error)); goto __pyx_L0;
117:
+118: cdef inline _tick_forward(self, int N):
static CYTHON_INLINE PyObject *__pyx_f_7zipline_3lib_12_uint8window_19AdjustedArrayWindow__tick_forward(struct __pyx_obj_7zipline_3lib_12_uint8window_AdjustedArrayWindow *__pyx_v_self, int __pyx_v_N) {
PyObject *__pyx_v_adjustment = 0;
Py_ssize_t __pyx_v_anchor;
Py_ssize_t __pyx_v_target;
PyObject *__pyx_r = NULL;
__Pyx_TraceDeclarationsFunc
__Pyx_TraceFrameInit(((PyObject *)__pyx_mstate_global->__pyx_codeobj_tab[40]))
__Pyx_TraceStartFunc("_tick_forward", __pyx_f[1], 118, 0, 0, 0, __PYX_ERR(1, 118, __pyx_L1_error));
/* … */
/* function exit code */
__pyx_r = Py_None; __Pyx_INCREF(Py_None);
__Pyx_TraceReturnValue(__pyx_r, 0, 0, __PYX_ERR(1, 118, __pyx_L1_error));
goto __pyx_L0;
__pyx_L1_error:;
__Pyx_XDECREF(__pyx_t_3);
__Pyx_XDECREF(__pyx_t_4);
__Pyx_XDECREF(__pyx_t_5);
__Pyx_XDECREF(__pyx_t_8);
__Pyx_TraceException(__pyx_lineno, 0, 0);
#if CYTHON_USE_SYS_MONITORING
__Pyx_TraceExceptionUnwind(0, 0);
#else
__Pyx_TraceReturnValue(NULL, 0, 0, __PYX_ERR(1, 118, __pyx_L1_error));
#endif
__Pyx_AddTraceback("zipline.lib._uint8window.AdjustedArrayWindow._tick_forward", __pyx_clineno, __pyx_lineno, __pyx_filename);
__pyx_r = 0;
__pyx_L0:;
__Pyx_XDECREF(__pyx_v_adjustment);
__Pyx_XGIVEREF(__pyx_r);
__Pyx_PyMonitoring_ExitScope(0);
__Pyx_RefNannyFinishContext();
return __pyx_r;
}
119: cdef:
120: object adjustment
+121: Py_ssize_t anchor = self.anchor
__pyx_t_1 = __pyx_v_self->anchor; __pyx_v_anchor = __pyx_t_1;
+122: Py_ssize_t target = anchor + N
__pyx_v_target = (__pyx_v_anchor + __pyx_v_N);
123:
+124: if target > self.max_anchor:
__pyx_t_2 = (__pyx_v_target > __pyx_v_self->max_anchor);
if (unlikely(__pyx_t_2)) {
/* … */
}
+125: raise Exhausted()
__pyx_t_4 = NULL;
__Pyx_GetModuleGlobalName(__pyx_t_5, __pyx_mstate_global->__pyx_n_u_Exhausted); if (unlikely(!__pyx_t_5)) __PYX_ERR(1, 125, __pyx_L1_error)
__Pyx_GOTREF(__pyx_t_5);
__pyx_t_6 = 1;
#if CYTHON_UNPACK_METHODS
if (unlikely(PyMethod_Check(__pyx_t_5))) {
__pyx_t_4 = PyMethod_GET_SELF(__pyx_t_5);
assert(__pyx_t_4);
PyObject* __pyx__function = PyMethod_GET_FUNCTION(__pyx_t_5);
__Pyx_INCREF(__pyx_t_4);
__Pyx_INCREF(__pyx__function);
__Pyx_DECREF_SET(__pyx_t_5, __pyx__function);
__pyx_t_6 = 0;
}
#endif
{
PyObject *__pyx_callargs[2] = {__pyx_t_4, NULL};
__pyx_t_3 = __Pyx_PyObject_FastCall(__pyx_t_5, __pyx_callargs+__pyx_t_6, (1-__pyx_t_6) | (__pyx_t_6*__Pyx_PY_VECTORCALL_ARGUMENTS_OFFSET));
__Pyx_XDECREF(__pyx_t_4); __pyx_t_4 = 0;
__Pyx_DECREF(__pyx_t_5); __pyx_t_5 = 0;
if (unlikely(!__pyx_t_3)) __PYX_ERR(1, 125, __pyx_L1_error)
__Pyx_GOTREF(__pyx_t_3);
}
__Pyx_Raise(__pyx_t_3, 0, 0, 0);
__Pyx_DECREF(__pyx_t_3); __pyx_t_3 = 0;
__PYX_ERR(1, 125, __pyx_L1_error)
126:
127: # Apply any adjustments that occured before our current anchor.
128: # Equivalently, apply any adjustments known **on or before** the date
129: # for which we're calculating a window.
+130: while self.next_adj < target + self.perspective_offset:
while (1) {
__pyx_t_2 = (__pyx_v_self->next_adj < (__pyx_v_target + __pyx_v_self->perspective_offset));
if (!__pyx_t_2) break;
131:
+132: for adjustment in self.adjustments[self.next_adj]:
if (unlikely(__pyx_v_self->adjustments == Py_None)) {
PyErr_SetString(PyExc_TypeError, "'NoneType' object is not subscriptable");
__PYX_ERR(1, 132, __pyx_L1_error)
}
__pyx_t_3 = PyLong_FromSsize_t(__pyx_v_self->next_adj); if (unlikely(!__pyx_t_3)) __PYX_ERR(1, 132, __pyx_L1_error)
__Pyx_GOTREF(__pyx_t_3);
__pyx_t_5 = __Pyx_PyDict_GetItem(__pyx_v_self->adjustments, __pyx_t_3); if (unlikely(!__pyx_t_5)) __PYX_ERR(1, 132, __pyx_L1_error)
__Pyx_GOTREF(__pyx_t_5);
__Pyx_DECREF(__pyx_t_3); __pyx_t_3 = 0;
if (likely(PyList_CheckExact(__pyx_t_5)) || PyTuple_CheckExact(__pyx_t_5)) {
__pyx_t_3 = __pyx_t_5; __Pyx_INCREF(__pyx_t_3);
__pyx_t_1 = 0;
__pyx_t_7 = NULL;
} else {
__pyx_t_1 = -1; __pyx_t_3 = PyObject_GetIter(__pyx_t_5); if (unlikely(!__pyx_t_3)) __PYX_ERR(1, 132, __pyx_L1_error)
__Pyx_GOTREF(__pyx_t_3);
__pyx_t_7 = (CYTHON_COMPILING_IN_LIMITED_API) ? PyIter_Next : __Pyx_PyObject_GetIterNextFunc(__pyx_t_3); if (unlikely(!__pyx_t_7)) __PYX_ERR(1, 132, __pyx_L1_error)
}
__Pyx_DECREF(__pyx_t_5); __pyx_t_5 = 0;
for (;;) {
if (likely(!__pyx_t_7)) {
if (likely(PyList_CheckExact(__pyx_t_3))) {
{
Py_ssize_t __pyx_temp = __Pyx_PyList_GET_SIZE(__pyx_t_3);
#if !CYTHON_ASSUME_SAFE_SIZE
if (unlikely((__pyx_temp < 0))) __PYX_ERR(1, 132, __pyx_L1_error)
#endif
if (__pyx_t_1 >= __pyx_temp) break;
}
__pyx_t_5 = __Pyx_PyList_GetItemRef(__pyx_t_3, __pyx_t_1);
++__pyx_t_1;
} else {
{
Py_ssize_t __pyx_temp = __Pyx_PyTuple_GET_SIZE(__pyx_t_3);
#if !CYTHON_ASSUME_SAFE_SIZE
if (unlikely((__pyx_temp < 0))) __PYX_ERR(1, 132, __pyx_L1_error)
#endif
if (__pyx_t_1 >= __pyx_temp) break;
}
#if CYTHON_ASSUME_SAFE_MACROS && !CYTHON_AVOID_BORROWED_REFS
__pyx_t_5 = __Pyx_NewRef(PyTuple_GET_ITEM(__pyx_t_3, __pyx_t_1));
#else
__pyx_t_5 = __Pyx_PySequence_ITEM(__pyx_t_3, __pyx_t_1);
#endif
++__pyx_t_1;
}
if (unlikely(!__pyx_t_5)) __PYX_ERR(1, 132, __pyx_L1_error)
} else {
__pyx_t_5 = __pyx_t_7(__pyx_t_3);
if (unlikely(!__pyx_t_5)) {
PyObject* exc_type = PyErr_Occurred();
if (exc_type) {
if (unlikely(!__Pyx_PyErr_GivenExceptionMatches(exc_type, PyExc_StopIteration))) __PYX_ERR(1, 132, __pyx_L1_error)
PyErr_Clear();
}
break;
}
}
__Pyx_GOTREF(__pyx_t_5);
__Pyx_XDECREF_SET(__pyx_v_adjustment, __pyx_t_5);
__pyx_t_5 = 0;
/* … */
}
__Pyx_DECREF(__pyx_t_3); __pyx_t_3 = 0;
+133: adjustment.mutate(self.data)
__pyx_t_4 = __pyx_v_adjustment;
__Pyx_INCREF(__pyx_t_4);
if (unlikely(!__pyx_v_self->data.memview)) {PyErr_SetString(PyExc_AttributeError,"Memoryview is not initialized");__PYX_ERR(1, 133, __pyx_L1_error)}
__pyx_t_8 = __pyx_memoryview_fromslice(__pyx_v_self->data, 2, (PyObject *(*)(char *)) __pyx_memview_get_nn___pyx_t_5numpy_uint8_t, (int (*)(char *, PyObject *)) __pyx_memview_set_nn___pyx_t_5numpy_uint8_t, 0);; if (unlikely(!__pyx_t_8)) __PYX_ERR(1, 133, __pyx_L1_error)
__Pyx_GOTREF(__pyx_t_8);
__pyx_t_6 = 0;
{
PyObject *__pyx_callargs[2] = {__pyx_t_4, __pyx_t_8};
__pyx_t_5 = __Pyx_PyObject_FastCallMethod(__pyx_mstate_global->__pyx_n_u_mutate, __pyx_callargs+__pyx_t_6, (2-__pyx_t_6) | (1*__Pyx_PY_VECTORCALL_ARGUMENTS_OFFSET));
__Pyx_XDECREF(__pyx_t_4); __pyx_t_4 = 0;
__Pyx_DECREF(__pyx_t_8); __pyx_t_8 = 0;
if (unlikely(!__pyx_t_5)) __PYX_ERR(1, 133, __pyx_L1_error)
__Pyx_GOTREF(__pyx_t_5);
}
__Pyx_DECREF(__pyx_t_5); __pyx_t_5 = 0;
134:
+135: self.next_adj = self.pop_next_adj()
__pyx_t_3 = ((struct __pyx_vtabstruct_7zipline_3lib_12_uint8window_AdjustedArrayWindow *)__pyx_v_self->__pyx_vtab)->pop_next_adj(__pyx_v_self); if (unlikely(!__pyx_t_3)) __PYX_ERR(1, 135, __pyx_L1_error) __Pyx_GOTREF(__pyx_t_3); __pyx_t_1 = __Pyx_PyIndex_AsSsize_t(__pyx_t_3); if (unlikely((__pyx_t_1 == (Py_ssize_t)-1) && PyErr_Occurred())) __PYX_ERR(1, 135, __pyx_L1_error) __Pyx_DECREF(__pyx_t_3); __pyx_t_3 = 0; __pyx_v_self->next_adj = __pyx_t_1; }
136:
+137: self.anchor = target
__pyx_v_self->anchor = __pyx_v_target;
138:
+139: cdef inline _update_output(self):
static CYTHON_INLINE PyObject *__pyx_f_7zipline_3lib_12_uint8window_19AdjustedArrayWindow__update_output(struct __pyx_obj_7zipline_3lib_12_uint8window_AdjustedArrayWindow *__pyx_v_self) {
PyArrayObject *__pyx_v_new_out = 0;
Py_ssize_t __pyx_v_anchor;
PyObject *__pyx_v_view_kwargs = 0;
PyObject *__pyx_r = NULL;
__Pyx_TraceDeclarationsFunc
__Pyx_TraceFrameInit(((PyObject *)__pyx_mstate_global->__pyx_codeobj_tab[41]))
__Pyx_TraceStartFunc("_update_output", __pyx_f[1], 139, 0, 0, 0, __PYX_ERR(1, 139, __pyx_L1_error));
/* … */
/* function exit code */
__pyx_r = Py_None; __Pyx_INCREF(Py_None);
__Pyx_TraceReturnValue(__pyx_r, 0, 0, __PYX_ERR(1, 139, __pyx_L1_error));
goto __pyx_L0;
__pyx_L1_error:;
__Pyx_XDECREF(__pyx_t_2);
__Pyx_XDECREF(__pyx_t_3);
__Pyx_XDECREF(__pyx_t_4);
__PYX_XCLEAR_MEMVIEW(&__pyx_t_5, 1);
__Pyx_XDECREF(__pyx_t_7);
__Pyx_XDECREF(__pyx_t_11);
__Pyx_XDECREF(__pyx_t_12);
__Pyx_XDECREF(__pyx_t_13);
__Pyx_TraceException(__pyx_lineno, 0, 0);
#if CYTHON_USE_SYS_MONITORING
__Pyx_TraceExceptionUnwind(0, 0);
#else
__Pyx_TraceReturnValue(NULL, 0, 0, __PYX_ERR(1, 139, __pyx_L1_error));
#endif
__Pyx_AddTraceback("zipline.lib._uint8window.AdjustedArrayWindow._update_output", __pyx_clineno, __pyx_lineno, __pyx_filename);
__pyx_r = 0;
__pyx_L0:;
__Pyx_XDECREF((PyObject *)__pyx_v_new_out);
__Pyx_XDECREF(__pyx_v_view_kwargs);
__Pyx_XGIVEREF(__pyx_r);
__Pyx_PyMonitoring_ExitScope(0);
__Pyx_RefNannyFinishContext();
return __pyx_r;
}
140: cdef:
141: ndarray new_out
+142: Py_ssize_t anchor = self.anchor
__pyx_t_1 = __pyx_v_self->anchor; __pyx_v_anchor = __pyx_t_1;
+143: dict view_kwargs = self.view_kwargs
__pyx_t_2 = __pyx_v_self->view_kwargs;
__Pyx_INCREF(__pyx_t_2);
__pyx_v_view_kwargs = ((PyObject*)__pyx_t_2);
__pyx_t_2 = 0;
144:
+145: new_out = asanyarray(self.data[anchor - self.window_length:anchor])
__pyx_t_3 = NULL; __Pyx_GetModuleGlobalName(__pyx_t_4, __pyx_mstate_global->__pyx_n_u_asanyarray); if (unlikely(!__pyx_t_4)) __PYX_ERR(1, 145, __pyx_L1_error) __Pyx_GOTREF(__pyx_t_4); if (unlikely(!__pyx_v_self->data.memview)) {PyErr_SetString(PyExc_AttributeError,"Memoryview is not initialized");__PYX_ERR(1, 145, __pyx_L1_error)} __pyx_t_5.data = __pyx_v_self->data.data; __pyx_t_5.memview = __pyx_v_self->data.memview; __PYX_INC_MEMVIEW(&__pyx_t_5, 1); __pyx_t_6 = -1; if (unlikely(__pyx_memoryview_slice_memviewslice( &__pyx_t_5, __pyx_v_self->data.shape[0], __pyx_v_self->data.strides[0], __pyx_v_self->data.suboffsets[0], 0, 0, &__pyx_t_6, (__pyx_v_anchor - __pyx_v_self->window_length), __pyx_v_anchor, 0, 1, 1, 0, 1) < 0)) { __PYX_ERR(1, 145, __pyx_L1_error) } __pyx_t_5.shape[1] = __pyx_v_self->data.shape[1]; __pyx_t_5.strides[1] = __pyx_v_self->data.strides[1]; __pyx_t_5.suboffsets[1] = -1; __pyx_t_7 = __pyx_memoryview_fromslice(__pyx_t_5, 2, (PyObject *(*)(char *)) __pyx_memview_get_nn___pyx_t_5numpy_uint8_t, (int (*)(char *, PyObject *)) __pyx_memview_set_nn___pyx_t_5numpy_uint8_t, 0);; if (unlikely(!__pyx_t_7)) __PYX_ERR(1, 145, __pyx_L1_error) __Pyx_GOTREF(__pyx_t_7); __PYX_XCLEAR_MEMVIEW(&__pyx_t_5, 1); __pyx_t_5.memview = NULL; __pyx_t_5.data = NULL; __pyx_t_8 = 1; #if CYTHON_UNPACK_METHODS if (unlikely(PyMethod_Check(__pyx_t_4))) { __pyx_t_3 = PyMethod_GET_SELF(__pyx_t_4); assert(__pyx_t_3); PyObject* __pyx__function = PyMethod_GET_FUNCTION(__pyx_t_4); __Pyx_INCREF(__pyx_t_3); __Pyx_INCREF(__pyx__function); __Pyx_DECREF_SET(__pyx_t_4, __pyx__function); __pyx_t_8 = 0; } #endif { PyObject *__pyx_callargs[2] = {__pyx_t_3, __pyx_t_7}; __pyx_t_2 = __Pyx_PyObject_FastCall(__pyx_t_4, __pyx_callargs+__pyx_t_8, (2-__pyx_t_8) | (__pyx_t_8*__Pyx_PY_VECTORCALL_ARGUMENTS_OFFSET)); __Pyx_XDECREF(__pyx_t_3); __pyx_t_3 = 0; __Pyx_DECREF(__pyx_t_7); __pyx_t_7 = 0; __Pyx_DECREF(__pyx_t_4); __pyx_t_4 = 0; if (unlikely(!__pyx_t_2)) __PYX_ERR(1, 145, __pyx_L1_error) __Pyx_GOTREF(__pyx_t_2); } if (!(likely(((__pyx_t_2) == Py_None) || likely(__Pyx_TypeTest(__pyx_t_2, __pyx_mstate_global->__pyx_ptype_5numpy_ndarray))))) __PYX_ERR(1, 145, __pyx_L1_error) __pyx_v_new_out = ((PyArrayObject *)__pyx_t_2); __pyx_t_2 = 0;
+146: if view_kwargs:
__pyx_t_9 = __Pyx_PyObject_IsTrue(__pyx_v_view_kwargs); if (unlikely((__pyx_t_9 < 0))) __PYX_ERR(1, 146, __pyx_L1_error) if (__pyx_t_9) { /* … */ }
+147: new_out = new_out.view(**view_kwargs)
__pyx_t_2 = __Pyx_PyObject_GetAttrStr(((PyObject *)__pyx_v_new_out), __pyx_mstate_global->__pyx_n_u_view); if (unlikely(!__pyx_t_2)) __PYX_ERR(1, 147, __pyx_L1_error) __Pyx_GOTREF(__pyx_t_2); if (unlikely(__pyx_v_view_kwargs == Py_None)) { PyErr_SetString(PyExc_TypeError, "argument after ** must be a mapping, not NoneType"); __PYX_ERR(1, 147, __pyx_L1_error) } __pyx_t_4 = PyDict_Copy(__pyx_v_view_kwargs); if (unlikely(!__pyx_t_4)) __PYX_ERR(1, 147, __pyx_L1_error) __Pyx_GOTREF(__pyx_t_4); __pyx_t_7 = __Pyx_PyObject_Call(__pyx_t_2, __pyx_mstate_global->__pyx_empty_tuple, __pyx_t_4); if (unlikely(!__pyx_t_7)) __PYX_ERR(1, 147, __pyx_L1_error) __Pyx_GOTREF(__pyx_t_7); __Pyx_DECREF(__pyx_t_2); __pyx_t_2 = 0; __Pyx_DECREF(__pyx_t_4); __pyx_t_4 = 0; if (!(likely(((__pyx_t_7) == Py_None) || likely(__Pyx_TypeTest(__pyx_t_7, __pyx_mstate_global->__pyx_ptype_5numpy_ndarray))))) __PYX_ERR(1, 147, __pyx_L1_error) __Pyx_DECREF_SET(__pyx_v_new_out, ((PyArrayObject *)__pyx_t_7)); __pyx_t_7 = 0;
+148: if self.rounding_places is not None and \
__pyx_t_10 = (__pyx_v_self->rounding_places != Py_None);
if (__pyx_t_10) {
} else {
__pyx_t_9 = __pyx_t_10;
goto __pyx_L5_bool_binop_done;
}
/* … */
if (__pyx_t_9) {
/* … */
}
+149: issubdtype(new_out.dtype, dtype('float64')):
__pyx_t_4 = NULL; __Pyx_GetModuleGlobalName(__pyx_t_2, __pyx_mstate_global->__pyx_n_u_issubdtype); if (unlikely(!__pyx_t_2)) __PYX_ERR(1, 149, __pyx_L1_error) __Pyx_GOTREF(__pyx_t_2); __pyx_t_3 = __Pyx_PyObject_GetAttrStr(((PyObject *)__pyx_v_new_out), __pyx_mstate_global->__pyx_n_u_dtype); if (unlikely(!__pyx_t_3)) __PYX_ERR(1, 149, __pyx_L1_error) __Pyx_GOTREF(__pyx_t_3); __pyx_t_12 = NULL; __Pyx_GetModuleGlobalName(__pyx_t_13, __pyx_mstate_global->__pyx_n_u_dtype); if (unlikely(!__pyx_t_13)) __PYX_ERR(1, 149, __pyx_L1_error) __Pyx_GOTREF(__pyx_t_13); __pyx_t_8 = 1; #if CYTHON_UNPACK_METHODS if (unlikely(PyMethod_Check(__pyx_t_13))) { __pyx_t_12 = PyMethod_GET_SELF(__pyx_t_13); assert(__pyx_t_12); PyObject* __pyx__function = PyMethod_GET_FUNCTION(__pyx_t_13); __Pyx_INCREF(__pyx_t_12); __Pyx_INCREF(__pyx__function); __Pyx_DECREF_SET(__pyx_t_13, __pyx__function); __pyx_t_8 = 0; } #endif { PyObject *__pyx_callargs[2] = {__pyx_t_12, __pyx_mstate_global->__pyx_n_u_float64}; __pyx_t_11 = __Pyx_PyObject_FastCall(__pyx_t_13, __pyx_callargs+__pyx_t_8, (2-__pyx_t_8) | (__pyx_t_8*__Pyx_PY_VECTORCALL_ARGUMENTS_OFFSET)); __Pyx_XDECREF(__pyx_t_12); __pyx_t_12 = 0; __Pyx_DECREF(__pyx_t_13); __pyx_t_13 = 0; if (unlikely(!__pyx_t_11)) __PYX_ERR(1, 149, __pyx_L1_error) __Pyx_GOTREF(__pyx_t_11); } __pyx_t_8 = 1; #if CYTHON_UNPACK_METHODS if (unlikely(PyMethod_Check(__pyx_t_2))) { __pyx_t_4 = PyMethod_GET_SELF(__pyx_t_2); assert(__pyx_t_4); PyObject* __pyx__function = PyMethod_GET_FUNCTION(__pyx_t_2); __Pyx_INCREF(__pyx_t_4); __Pyx_INCREF(__pyx__function); __Pyx_DECREF_SET(__pyx_t_2, __pyx__function); __pyx_t_8 = 0; } #endif { PyObject *__pyx_callargs[3] = {__pyx_t_4, __pyx_t_3, __pyx_t_11}; __pyx_t_7 = __Pyx_PyObject_FastCall(__pyx_t_2, __pyx_callargs+__pyx_t_8, (3-__pyx_t_8) | (__pyx_t_8*__Pyx_PY_VECTORCALL_ARGUMENTS_OFFSET)); __Pyx_XDECREF(__pyx_t_4); __pyx_t_4 = 0; __Pyx_DECREF(__pyx_t_3); __pyx_t_3 = 0; __Pyx_DECREF(__pyx_t_11); __pyx_t_11 = 0; __Pyx_DECREF(__pyx_t_2); __pyx_t_2 = 0; if (unlikely(!__pyx_t_7)) __PYX_ERR(1, 149, __pyx_L1_error) __Pyx_GOTREF(__pyx_t_7); } __pyx_t_10 = __Pyx_PyObject_IsTrue(__pyx_t_7); if (unlikely((__pyx_t_10 < 0))) __PYX_ERR(1, 149, __pyx_L1_error) __Pyx_DECREF(__pyx_t_7); __pyx_t_7 = 0; __pyx_t_9 = __pyx_t_10; __pyx_L5_bool_binop_done:;
+150: new_out = new_out.round(self.rounding_places)
__pyx_t_2 = ((PyObject *)__pyx_v_new_out);
__Pyx_INCREF(__pyx_t_2);
__pyx_t_8 = 0;
{
PyObject *__pyx_callargs[2] = {__pyx_t_2, __pyx_v_self->rounding_places};
__pyx_t_7 = __Pyx_PyObject_FastCallMethod(__pyx_mstate_global->__pyx_n_u_round, __pyx_callargs+__pyx_t_8, (2-__pyx_t_8) | (1*__Pyx_PY_VECTORCALL_ARGUMENTS_OFFSET));
__Pyx_XDECREF(__pyx_t_2); __pyx_t_2 = 0;
if (unlikely(!__pyx_t_7)) __PYX_ERR(1, 150, __pyx_L1_error)
__Pyx_GOTREF(__pyx_t_7);
}
if (!(likely(((__pyx_t_7) == Py_None) || likely(__Pyx_TypeTest(__pyx_t_7, __pyx_mstate_global->__pyx_ptype_5numpy_ndarray))))) __PYX_ERR(1, 150, __pyx_L1_error)
__Pyx_DECREF_SET(__pyx_v_new_out, ((PyArrayObject *)__pyx_t_7));
__pyx_t_7 = 0;
+151: new_out.setflags(write=False)
__pyx_t_2 = ((PyObject *)__pyx_v_new_out); __Pyx_INCREF(__pyx_t_2); __pyx_t_8 = 0; { PyObject *__pyx_callargs[2 + ((CYTHON_VECTORCALL) ? 1 : 0)] = {__pyx_t_2, NULL}; __pyx_t_11 = __Pyx_MakeVectorcallBuilderKwds(1); if (unlikely(!__pyx_t_11)) __PYX_ERR(1, 151, __pyx_L1_error) __Pyx_GOTREF(__pyx_t_11); if (__Pyx_VectorcallBuilder_AddArg(__pyx_mstate_global->__pyx_n_u_write, Py_False, __pyx_t_11, __pyx_callargs+1, 0) < (0)) __PYX_ERR(1, 151, __pyx_L1_error) __pyx_t_7 = __Pyx_Object_VectorcallMethod_CallFromBuilder(__pyx_mstate_global->__pyx_n_u_setflags, __pyx_callargs+__pyx_t_8, (1-__pyx_t_8) | (1*__Pyx_PY_VECTORCALL_ARGUMENTS_OFFSET), __pyx_t_11); __Pyx_XDECREF(__pyx_t_2); __pyx_t_2 = 0; __Pyx_DECREF(__pyx_t_11); __pyx_t_11 = 0; if (unlikely(!__pyx_t_7)) __PYX_ERR(1, 151, __pyx_L1_error) __Pyx_GOTREF(__pyx_t_7); } __Pyx_DECREF(__pyx_t_7); __pyx_t_7 = 0;
+152: self.output = new_out
__Pyx_INCREF((PyObject *)__pyx_v_new_out); __Pyx_GIVEREF((PyObject *)__pyx_v_new_out); __Pyx_GOTREF((PyObject *)__pyx_v_self->output); __Pyx_DECREF((PyObject *)__pyx_v_self->output); __pyx_v_self->output = __pyx_v_new_out;
153:
+154: def __repr__(self):
/* Python wrapper */
static PyObject *__pyx_pw_7zipline_3lib_12_uint8window_19AdjustedArrayWindow_9__repr__(PyObject *__pyx_v_self); /*proto*/
static PyObject *__pyx_pw_7zipline_3lib_12_uint8window_19AdjustedArrayWindow_9__repr__(PyObject *__pyx_v_self) {
CYTHON_UNUSED PyObject *const *__pyx_kwvalues;
PyObject *__pyx_r = 0;
__Pyx_RefNannyDeclarations
__Pyx_RefNannySetupContext("__repr__ (wrapper)", 0);
__pyx_kwvalues = __Pyx_KwValues_VARARGS(__pyx_args, __pyx_nargs);
__pyx_r = __pyx_pf_7zipline_3lib_12_uint8window_19AdjustedArrayWindow_8__repr__(((struct __pyx_obj_7zipline_3lib_12_uint8window_AdjustedArrayWindow *)__pyx_v_self));
/* function exit code */
__Pyx_RefNannyFinishContext();
return __pyx_r;
}
static PyObject *__pyx_pf_7zipline_3lib_12_uint8window_19AdjustedArrayWindow_8__repr__(struct __pyx_obj_7zipline_3lib_12_uint8window_AdjustedArrayWindow *__pyx_v_self) {
PyObject *__pyx_r = NULL;
__Pyx_TraceDeclarationsFunc
__Pyx_TraceFrameInit(((PyObject *)__pyx_mstate_global->__pyx_codeobj_tab[42]))
__Pyx_TraceStartFunc("__repr__", __pyx_f[1], 154, 0, 0, 0, __PYX_ERR(1, 154, __pyx_L1_error));
/* … */
/* function exit code */
__pyx_L1_error:;
__Pyx_XDECREF(__pyx_t_1);
__Pyx_XDECREF(__pyx_t_2);
__Pyx_XDECREF(__pyx_t_3);
__Pyx_XDECREF(__pyx_t_4);
__Pyx_XDECREF(__pyx_t_5);
__Pyx_XDECREF(__pyx_t_6);
__Pyx_TraceException(__pyx_lineno, 0, 0);
#if CYTHON_USE_SYS_MONITORING
__Pyx_TraceExceptionUnwind(0, 0);
#else
__Pyx_TraceReturnValue(NULL, 0, 0, __PYX_ERR(1, 154, __pyx_L1_error));
#endif
__Pyx_AddTraceback("zipline.lib._uint8window.AdjustedArrayWindow.__repr__", __pyx_clineno, __pyx_lineno, __pyx_filename);
__pyx_r = NULL;
__pyx_L0:;
__Pyx_XGIVEREF(__pyx_r);
__Pyx_PyMonitoring_ExitScope(0);
__Pyx_RefNannyFinishContext();
return __pyx_r;
}
+155: return "<%s: window_length=%d, anchor=%d, max_anchor=%d, dtype=%r>" % (
__Pyx_XDECREF(__pyx_r); /* … */ __pyx_t_5 = __Pyx_PyUnicode_Join(__pyx_t_7, 11, 1 * 2 + __Pyx_PyUnicode_GET_LENGTH(__pyx_t_2) + 16 + __Pyx_PyUnicode_GET_LENGTH(__pyx_t_1) + 9 + __Pyx_PyUnicode_GET_LENGTH(__pyx_t_3) + 13 + __Pyx_PyUnicode_GET_LENGTH(__pyx_t_4) + 8 + __Pyx_PyUnicode_GET_LENGTH(__pyx_t_6), 127 | __Pyx_PyUnicode_MAX_CHAR_VALUE(__pyx_t_2) | __Pyx_PyUnicode_MAX_CHAR_VALUE(__pyx_t_6)); if (unlikely(!__pyx_t_5)) __PYX_ERR(1, 155, __pyx_L1_error) __Pyx_GOTREF(__pyx_t_5); __Pyx_DECREF(__pyx_t_2); __pyx_t_2 = 0; __Pyx_DECREF(__pyx_t_1); __pyx_t_1 = 0; __Pyx_DECREF(__pyx_t_3); __pyx_t_3 = 0; __Pyx_DECREF(__pyx_t_4); __pyx_t_4 = 0; __Pyx_DECREF(__pyx_t_6); __pyx_t_6 = 0; __pyx_r = __pyx_t_5; __pyx_t_5 = 0; __Pyx_TraceReturnValue(__pyx_r, 1, 0, __PYX_ERR(1, 155, __pyx_L1_error)); goto __pyx_L0;
+156: type(self).__name__,
__pyx_t_1 = __Pyx_PyObject_GetAttrStr(((PyObject *)Py_TYPE(((PyObject *)__pyx_v_self))), __pyx_mstate_global->__pyx_n_u_name_2); if (unlikely(!__pyx_t_1)) __PYX_ERR(1, 156, __pyx_L1_error) __Pyx_GOTREF(__pyx_t_1); __pyx_t_2 = __Pyx_PyObject_FormatSimpleAndDecref(PyObject_Str(__pyx_t_1), __pyx_mstate_global->__pyx_empty_unicode); if (unlikely(!__pyx_t_2)) __PYX_ERR(1, 156, __pyx_L1_error) __Pyx_GOTREF(__pyx_t_2); __Pyx_DECREF(__pyx_t_1); __pyx_t_1 = 0;
+157: self.window_length,
__pyx_t_1 = __Pyx_PyUnicode_From_Py_ssize_t(__pyx_v_self->window_length, 0, ' ', 'd'); if (unlikely(!__pyx_t_1)) __PYX_ERR(1, 157, __pyx_L1_error) __Pyx_GOTREF(__pyx_t_1);
+158: self.anchor,
__pyx_t_3 = __Pyx_PyUnicode_From_Py_ssize_t(__pyx_v_self->anchor, 0, ' ', 'd'); if (unlikely(!__pyx_t_3)) __PYX_ERR(1, 158, __pyx_L1_error) __Pyx_GOTREF(__pyx_t_3);
+159: self.max_anchor,
__pyx_t_4 = __Pyx_PyUnicode_From_Py_ssize_t(__pyx_v_self->max_anchor, 0, ' ', 'd'); if (unlikely(!__pyx_t_4)) __PYX_ERR(1, 159, __pyx_L1_error) __Pyx_GOTREF(__pyx_t_4);
+160: self.view_kwargs.get('dtype'),
if (unlikely(__pyx_v_self->view_kwargs == Py_None)) {
PyErr_Format(PyExc_AttributeError, "'NoneType' object has no attribute '%.30s'", "get");
__PYX_ERR(1, 160, __pyx_L1_error)
}
__pyx_t_5 = __Pyx_PyDict_GetItemDefault(__pyx_v_self->view_kwargs, __pyx_mstate_global->__pyx_n_u_dtype, Py_None); if (unlikely(!__pyx_t_5)) __PYX_ERR(1, 160, __pyx_L1_error)
__Pyx_GOTREF(__pyx_t_5);
__pyx_t_6 = __Pyx_PyObject_FormatSimpleAndDecref(PyObject_Repr(__pyx_t_5), __pyx_mstate_global->__pyx_empty_unicode); if (unlikely(!__pyx_t_6)) __PYX_ERR(1, 160, __pyx_L1_error)
__Pyx_GOTREF(__pyx_t_6);
__Pyx_DECREF(__pyx_t_5); __pyx_t_5 = 0;
__pyx_t_7[0] = __pyx_mstate_global->__pyx_kp_u__6;
__pyx_t_7[1] = __pyx_t_2;
__pyx_t_7[2] = __pyx_mstate_global->__pyx_kp_u_window_length_2;
__pyx_t_7[3] = __pyx_t_1;
__pyx_t_7[4] = __pyx_mstate_global->__pyx_kp_u_anchor;
__pyx_t_7[5] = __pyx_t_3;
__pyx_t_7[6] = __pyx_mstate_global->__pyx_kp_u_max_anchor;
__pyx_t_7[7] = __pyx_t_4;
__pyx_t_7[8] = __pyx_mstate_global->__pyx_kp_u_dtype_2;
__pyx_t_7[9] = __pyx_t_6;
__pyx_t_7[10] = __pyx_mstate_global->__pyx_kp_u__3;
161: )