diff --git a/tests/pipeline/test_pipeline_algo.py b/tests/pipeline/test_pipeline_algo.py index 53cbf874..36499cca 100644 --- a/tests/pipeline/test_pipeline_algo.py +++ b/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', diff --git a/tests/test_algorithm.py b/tests/test_algorithm.py index 18e1c444..ed3a298d 100644 --- a/tests/test_algorithm.py +++ b/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, diff --git a/tests/test_assets.py b/tests/test_assets.py index 10ed9f2d..adc0fa5d 100644 --- a/tests/test_assets.py +++ b/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')} diff --git a/tests/test_perf_tracking.py b/tests/test_perf_tracking.py index a6a91f8f..d5c317d1 100644 --- a/tests/test_perf_tracking.py +++ b/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 diff --git a/zipline/assets/asset_writer.py b/zipline/assets/asset_writer.py index 8ed47ed3..5d6fc776 100644 --- a/zipline/assets/asset_writer.py +++ b/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} diff --git a/zipline/errors.py b/zipline/errors.py index 1cab758c..eacfcc64 100644 --- a/zipline/errors.py +++ b/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. diff --git a/zipline/utils/test_utils.py b/zipline/utils/test_utils.py index 0e70606c..7cd064e3 100644 --- a/zipline/utils/test_utils.py +++ b/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',