DEV: Add utility for permuting rows in an array.

Useful for testing rank-order functions on arrays.

zipline/testing/__init__.py

@@ -21,6 +21,7 @@ from .core import (  # noqa
     make_trade_panel_for_asset_info,
     num_days_in_range,
     parameter_space,
+    permute_rows,
     powerset,
     product_upper_triangle,
     seconds_to_timestamp,

zipline/testing/core.py

@@ -31,6 +31,7 @@ from zipline.finance.order import ORDER_STATUS
 from zipline.pipeline.engine import SimplePipelineEngine
 from zipline.pipeline.loaders.testing import make_seeded_random_loader
 from zipline.utils import security_list
+from zipline.utils.input_validation import expect_dimensions
 from zipline.utils.tradingcalendar import trading_days
 
 
@@ -891,6 +892,22 @@ def parameter_space(**params):
     return decorator
 
 
+@expect_dimensions(array=2)
+def permute_rows(seed, array):
+    """
+    Shuffle each row in ``array`` based on permutations generated by ``seed``.
+
+    Parameters
+    ----------
+    seed : int
+        Seed for numpy.RandomState
+    array : np.ndarray[ndim=2]
+        Array over which to apply permutations.
+    """
+    rand = np.random.RandomState(seed)
+    return np.apply_along_axis(rand.permutation, 1, array)
+
+
 @nottest
 def make_test_handler(testcase, *args, **kwargs):
     """