Merge pull request #820 from quantopian/remove-unused-asset-type

MAINT: Remove unused 'asset_type' metadata entry.

tests/pipeline/test_pipeline_algo.py

@@ -97,7 +97,6 @@ class ClosesOnly(TestCase):
             {
                 'sid': 1,
                 'symbol': 'A',
-                'asset_type': 'equity',
                 'start_date': self.dates[10],
                 'end_date': self.dates[13],
                 'exchange': 'TEST',
@@ -105,7 +104,6 @@ class ClosesOnly(TestCase):
             {
                 'sid': 2,
                 'symbol': 'B',
-                'asset_type': 'equity',
                 'start_date': self.dates[11],
                 'end_date': self.dates[14],
                 'exchange': 'TEST',
@@ -113,7 +111,6 @@ class ClosesOnly(TestCase):
             {
                 'sid': 3,
                 'symbol': 'C',
-                'asset_type': 'equity',
                 'start_date': self.dates[12],
                 'end_date': self.dates[15],
                 'exchange': 'TEST',

tests/test_algorithm.py

@@ -156,11 +156,9 @@ class TestMiscellaneousAPI(TestCase):
         cls.env = TradingEnvironment()
 
         metadata = {3: {'symbol': 'PLAY',
-                        'asset_type': 'equity',
                         'start_date': '2002-01-01',
                         'end_date': '2004-01-01'},
                     4: {'symbol': 'PLAY',
-                        'asset_type': 'equity',
                         'start_date': '2005-01-01',
                         'end_date': '2006-01-01'}}
 
@@ -168,28 +166,24 @@ class TestMiscellaneousAPI(TestCase):
             5: {
                 'symbol': 'CLG06',
                 'root_symbol': 'CL',
-                'asset_type': 'future',
                 'start_date': pd.Timestamp('2005-12-01', tz='UTC'),
                 'notice_date': pd.Timestamp('2005-12-20', tz='UTC'),
                 'expiration_date': pd.Timestamp('2006-01-20', tz='UTC')},
             6: {
                 'root_symbol': 'CL',
                 'symbol': 'CLK06',
-                'asset_type': 'future',
                 'start_date': pd.Timestamp('2005-12-01', tz='UTC'),
                 'notice_date': pd.Timestamp('2006-03-20', tz='UTC'),
                 'expiration_date': pd.Timestamp('2006-04-20', tz='UTC')},
             7: {
                 'symbol': 'CLQ06',
                 'root_symbol': 'CL',
-                'asset_type': 'future',
                 'start_date': pd.Timestamp('2005-12-01', tz='UTC'),
                 'notice_date': pd.Timestamp('2006-06-20', tz='UTC'),
                 'expiration_date': pd.Timestamp('2006-07-20', tz='UTC')},
             8: {
                 'symbol': 'CLX06',
                 'root_symbol': 'CL',
-                'asset_type': 'future',
                 'start_date': pd.Timestamp('2006-02-01', tz='UTC'),
                 'notice_date': pd.Timestamp('2006-09-20', tz='UTC'),
                 'expiration_date': pd.Timestamp('2006-10-20', tz='UTC')}
@@ -595,8 +589,7 @@ class TestTransformAlgorithm(TestCase):
 
     @classmethod
     def setUpClass(cls):
-        futures_metadata = {3: {'asset_type': 'future',
-                                'contract_multiplier': 10}}
+        futures_metadata = {3: {'contract_multiplier': 10}}
         cls.env = TradingEnvironment()
         cls.env.write_data(equities_identifiers=[0, 1, 133],
                            futures_data=futures_metadata)
@@ -923,8 +916,7 @@ class TestAlgoScript(TestCase):
     def test_api_get_environment(self):
         platform = 'zipline'
         # Use sid not already in test database.
-        metadata = {3: {'symbol': 'TEST',
-                        'asset_type': 'equity'}}
+        metadata = {3: {'symbol': 'TEST'}}
         algo = TradingAlgorithm(script=api_get_environment_algo,
                                 equities_metadata=metadata,
                                 platform=platform)
@@ -933,8 +925,7 @@ class TestAlgoScript(TestCase):
 
     def test_api_symbol(self):
         # Use sid not already in test database.
-        metadata = {3: {'symbol': 'TEST',
-                        'asset_type': 'equity'}}
+        metadata = {3: {'symbol': 'TEST'}}
         algo = TradingAlgorithm(script=api_symbol_algo,
                                 equities_metadata=metadata)
         algo.run(self.df)
@@ -1778,7 +1769,6 @@ class TestClosePosAlgo(TestCase):
 
     def test_close_position_equity(self):
         metadata = {1: {'symbol': 'TEST',
-                        'asset_type': 'equity',
                         'end_date': self.days[3]}}
         self.env.write_data(equities_data=metadata)
         algo = TestAlgorithm(sid=1, amount=1, order_count=1,
@@ -1794,9 +1784,7 @@ class TestClosePosAlgo(TestCase):
         self.check_algo_pnl(results, expected_pnl)
 
     def test_close_position_future(self):
-        metadata = {1: {'symbol': 'TEST',
-                        'asset_type': 'future',
-                        }}
+        metadata = {1: {'symbol': 'TEST'}}
         self.env.write_data(futures_data=metadata)
         algo = TestAlgorithm(sid=1, amount=1, order_count=1,
                              commission=PerShare(0),
@@ -1812,7 +1800,6 @@ class TestClosePosAlgo(TestCase):
 
     def test_auto_close_future(self):
         metadata = {1: {'symbol': 'TEST',
-                        'asset_type': 'future',
                         'auto_close_date': self.env.trading_days[4]}}
         self.env.write_data(futures_data=metadata)
         algo = TestAlgorithm(sid=1, amount=1, order_count=1,

tests/test_assets.py

@@ -514,8 +514,7 @@ class AssetFinderTestCase(TestCase):
         self.assertEqual(missing[1], 'REAL_BUT_IN_THE_FUTURE')
 
     def test_insert_metadata(self):
-        data = {0: {'asset_type': 'equity',
-                    'start_date': '2014-01-01',
+        data = {0: {'start_date': '2014-01-01',
                     'end_date': '2015-01-01',
                     'symbol': "PLAY",
                     'foo_data': "FOO"}}
@@ -630,7 +629,6 @@ class AssetFinderTestCase(TestCase):
             0: {
                 'symbol': 'ADN15',
                 'root_symbol': 'AD',
-                'asset_type': 'future',
                 'notice_date': pd.Timestamp('2015-05-14', tz='UTC'),
                 'expiration_date': pd.Timestamp('2015-06-14', tz='UTC'),
                 'start_date': pd.Timestamp('2015-01-01', tz='UTC')
@@ -638,7 +636,6 @@ class AssetFinderTestCase(TestCase):
             1: {
                 'symbol': 'ADV15',
                 'root_symbol': 'AD',
-                'asset_type': 'future',
                 'notice_date': pd.Timestamp('2015-08-14', tz='UTC'),
                 'expiration_date': pd.Timestamp('2015-09-14', tz='UTC'),
                 'start_date': pd.Timestamp('2015-01-01', tz='UTC')
@@ -647,7 +644,6 @@ class AssetFinderTestCase(TestCase):
             2: {
                 'symbol': 'ADF16',
                 'root_symbol': 'AD',
-                'asset_type': 'future',
                 'notice_date': pd.Timestamp('2015-11-16', tz='UTC'),
                 'expiration_date': pd.Timestamp('2015-12-16', tz='UTC'),
                 'start_date': pd.Timestamp('2015-05-14', tz='UTC')
@@ -656,7 +652,6 @@ class AssetFinderTestCase(TestCase):
             3: {
                 'symbol': 'ADX16',
                 'root_symbol': 'AD',
-                'asset_type': 'future',
                 'notice_date': pd.Timestamp('2015-11-16', tz='UTC'),
                 'expiration_date': pd.Timestamp('2015-12-16', tz='UTC'),
                 'start_date': pd.Timestamp('2015-08-01', tz='UTC')
@@ -665,7 +660,6 @@ class AssetFinderTestCase(TestCase):
             4: {
                 'symbol': 'ADZ16',
                 'root_symbol': 'AD',
-                'asset_type': 'future',
                 'notice_date': pd.Timestamp('2016-11-25', tz='UTC'),
                 'expiration_date': pd.Timestamp('2016-11-16', tz='UTC'),
                 'start_date': pd.Timestamp('2015-08-01', tz='UTC')
@@ -675,7 +669,6 @@ class AssetFinderTestCase(TestCase):
             5: {
                 'symbol': 'ADZ20',
                 'root_symbol': 'AD',
-                'asset_type': 'future',
                 'notice_date': pd.Timestamp('2020-11-25', tz='UTC'),
                 'expiration_date': pd.Timestamp('2020-11-16', tz='UTC')
             },
@@ -811,28 +804,24 @@ class TestFutureChain(TestCase):
             0: {
                 'symbol': 'CLG06',
                 'root_symbol': 'CL',
-                'asset_type': 'future',
                 'start_date': pd.Timestamp('2005-12-01', tz='UTC'),
                 'notice_date': pd.Timestamp('2005-12-20', tz='UTC'),
                 'expiration_date': pd.Timestamp('2006-01-20', tz='UTC')},
             1: {
                 'root_symbol': 'CL',
                 'symbol': 'CLK06',
-                'asset_type': 'future',
                 'start_date': pd.Timestamp('2005-12-01', tz='UTC'),
                 'notice_date': pd.Timestamp('2006-03-20', tz='UTC'),
                 'expiration_date': pd.Timestamp('2006-04-20', tz='UTC')},
             2: {
                 'symbol': 'CLQ06',
                 'root_symbol': 'CL',
-                'asset_type': 'future',
                 'start_date': pd.Timestamp('2005-12-01', tz='UTC'),
                 'notice_date': pd.Timestamp('2006-06-20', tz='UTC'),
                 'expiration_date': pd.Timestamp('2006-07-20', tz='UTC')},
             3: {
                 'symbol': 'CLX06',
                 'root_symbol': 'CL',
-                'asset_type': 'future',
                 'start_date': pd.Timestamp('2006-02-01', tz='UTC'),
                 'notice_date': pd.Timestamp('2006-09-20', tz='UTC'),
                 'expiration_date': pd.Timestamp('2006-10-20', tz='UTC')}

tests/test_perf_tracking.py

@@ -2188,14 +2188,9 @@ class TestPositionTracker(unittest.TestCase):
     @classmethod
     def setUpClass(cls):
         cls.env = TradingEnvironment()
-
-        equities_metadata = {1: {'asset_type': 'equity'},
-                             2: {'asset_type': 'equity'}}
-        futures_metadata = {3: {'asset_type': 'future',
-                                'contract_multiplier': 1000},
-                            4: {'asset_type': 'future',
-                                'contract_multiplier': 1000}}
-        cls.env.write_data(equities_data=equities_metadata,
+        futures_metadata = {3: {'contract_multiplier': 1000},
+                            4: {'contract_multiplier': 1000}}
+        cls.env.write_data(equities_identifiers=[1, 2],
                            futures_data=futures_metadata)
 
     @classmethod

zipline/assets/asset_writer.py

@@ -521,7 +521,6 @@ class AssetDBWriterFromList(AssetDBWriter):
                 if isinstance(identifier, Asset):
                     sid = identifier.sid
                     metadata = identifier.to_dict()
-                    metadata['asset_type'] = identifier.__class__.__name__
                     output[sid] = metadata
                 elif hasattr(identifier, '__int__'):
                     output[identifier.__int__()] = {'symbol': None}

zipline/errors.py

@@ -240,16 +240,6 @@ Asset with sid '{sid}' was not found.
 """.strip()
 
 
-class InvalidAssetType(ZiplineError):
-    """
-    Raised when an AssetFinder tries to build an Asset with an invalid
-    AssetType.
-    """
-    msg = """
-AssetMetaData contained an invalid Asset type: '{asset_type}'.
-""".strip()
-
-
 class ConsumeAssetMetaDataError(ZiplineError):
     """
     Raised when AssetFinder.consume() is called on an invalid object.

zipline/utils/test_utils.py

@@ -264,7 +264,6 @@ def make_rotating_asset_info(num_assets,
         {
             'sid': range(num_assets),
             'symbol': [chr(ord('A') + i) for i in range(num_assets)],
-            'asset_type': ['equity'] * num_assets,
             # Start a new asset every `periods_between_starts` days.
             'start_date': pd.date_range(
                 first_start,
@@ -308,7 +307,6 @@ def make_simple_asset_info(assets, start_date, end_date, symbols=None):
         {
             'sid': assets,
             'symbol': symbols,
-            'asset_type': ['equity'] * num_assets,
             'start_date': [start_date] * num_assets,
             'end_date': [end_date] * num_assets,
             'exchange': 'TEST',