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python 3.3 compatible iterators

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fawce
2015-02-05 13:57:40 -05:00
parent 2f7983fa35
commit 08a0d1b604
2 changed files with 10 additions and 8 deletions
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tests/test_security_list.py
+9 -7
View File
@@ -68,7 +68,7 @@ class SecurityListTestCase(TestCase):
def test_iterate_over_rl(self):
sim_params = factory.create_simulation_parameters(
start=LEVERAGED_ETFS.keys()[0], num_days=4)
start=list(LEVERAGED_ETFS.keys())[0], num_days=4)
trade_history = factory.create_trade_history(
'BZQ',
@@ -87,7 +87,7 @@ class SecurityListTestCase(TestCase):
# set the knowledge date to the first day of the
# leveraged etf knowledge date.
def get_datetime():
return LEVERAGED_ETFS.keys()[0]
return list(LEVERAGED_ETFS.keys())[0]
rl = SecurityListSet(get_datetime)
# assert that a sample from the leveraged list are in restricted
@@ -127,7 +127,7 @@ class SecurityListTestCase(TestCase):
def test_algo_without_rl_violation_via_check(self):
sim_params = factory.create_simulation_parameters(
start=LEVERAGED_ETFS.keys()[0], num_days=4)
start=list(LEVERAGED_ETFS.keys())[0], num_days=4)
trade_history = factory.create_trade_history(
'BZQ',
@@ -143,7 +143,7 @@ class SecurityListTestCase(TestCase):
def test_algo_without_rl_violation(self):
sim_params = factory.create_simulation_parameters(
start=LEVERAGED_ETFS.keys()[0], num_days=4)
start=list(LEVERAGED_ETFS.keys())[0], num_days=4)
trade_history = factory.create_trade_history(
'AAPL',
@@ -158,7 +158,7 @@ class SecurityListTestCase(TestCase):
def test_algo_with_rl_violation(self):
sim_params = factory.create_simulation_parameters(
start=LEVERAGED_ETFS.keys()[0], num_days=4)
start=list(LEVERAGED_ETFS.keys())[0], num_days=4)
trade_history = factory.create_trade_history(
'BZQ',
@@ -199,7 +199,8 @@ class SecurityListTestCase(TestCase):
def test_algo_with_rl_violation_after_knowledge_date(self):
sim_params = factory.create_simulation_parameters(
start=LEVERAGED_ETFS.keys()[0] + timedelta(days=7), num_days=5)
start=list(
LEVERAGED_ETFS.keys())[0] + timedelta(days=7), num_days=5)
trade_history = factory.create_trade_history(
'BZQ',
@@ -222,7 +223,8 @@ class SecurityListTestCase(TestCase):
set is still disallowed.
"""
sim_params = factory.create_simulation_parameters(
start=LEVERAGED_ETFS.keys()[0] + timedelta(days=7), num_days=4)
start=list(
LEVERAGED_ETFS.keys())[0] + timedelta(days=7), num_days=4)
try:
add_security_data(['AAPL'], [])
zipline/utils/security_list.py
+1 -1
View File
@@ -77,7 +77,7 @@ class SecurityList(object):
self._current_set = self._cache[kd]
continue
for effective_date, changes in self.data[kd].iteritems():
for effective_date, changes in iter(self.data[kd].items()):
self.update_current(
effective_date,
changes['add'],