MAINT: Update tests to conform to new reader/writer structure

This commit is contained in:
Stewart Douglas
2015-09-10 11:53:26 -04:00
committed by jfkirk
parent 8ccdae9870
commit 1ef2274d11
15 changed files with 280 additions and 176 deletions
+22 -12
View File
@@ -39,6 +39,7 @@ from zipline.data.ffc.loaders.us_equity_pricing import (
BcolzDailyBarReader,
USEquityPricingLoader,
)
from zipline.finance import trading
from zipline.finance.trading import TradingEnvironment
from zipline.modelling.engine import SimpleFFCEngine
from zipline.modelling.factor import TestingFactor
@@ -93,7 +94,9 @@ class ConstantInputTestCase(TestCase):
start_date=self.dates[0],
end_date=self.dates[-1],
)
self.asset_finder = AssetFinder(self.asset_info)
trading.environment = trading.TradingEnvironment()
trading.environment.write_data(equities_df=self.asset_info)
self.asset_finder = AssetFinder(trading.environment.engine)
def test_bad_dates(self):
loader = self.loader
@@ -222,12 +225,13 @@ class ConstantInputTestCase(TestCase):
class FrameInputTestCase(TestCase):
def setUp(self):
env = TradingEnvironment.instance()
day = env.trading_day
@classmethod
def setUpClass(cls):
cls.env = trading.TradingEnvironment()
day = cls.env.trading_day
self.assets = Int64Index([1, 2, 3])
self.dates = date_range(
cls.assets = Int64Index([1, 2, 3])
cls.dates = date_range(
'2015-01-01',
'2015-01-31',
freq=day,
@@ -235,11 +239,16 @@ class FrameInputTestCase(TestCase):
)
asset_info = make_simple_asset_info(
self.assets,
start_date=self.dates[0],
end_date=self.dates[-1],
cls.assets,
start_date=cls.dates[0],
end_date=cls.dates[-1],
)
self.asset_finder = AssetFinder(asset_info)
cls.env.write_data(equities_df=asset_info)
def setUp(self):
self.asset_finder = AssetFinder(FrameInputTestCase.env.engine)
self.dates = FrameInputTestCase.dates
self.assets = FrameInputTestCase.assets
@lazyval
def base_mask(self):
@@ -329,7 +338,7 @@ class SyntheticBcolzTestCase(TestCase):
@classmethod
def setUpClass(cls):
cls.first_asset_start = Timestamp('2015-04-01', tz='UTC')
cls.env = TradingEnvironment.instance()
cls.env = trading.TradingEnvironment()
cls.trading_day = cls.env.trading_day
cls.asset_info = make_rotating_asset_info(
num_assets=6,
@@ -345,7 +354,8 @@ class SyntheticBcolzTestCase(TestCase):
freq=cls.trading_day,
)
cls.finder = AssetFinder(cls.asset_info)
cls.env.write_data(equities_df=cls.asset_info)
cls.finder = AssetFinder(cls.env.engine)
cls.temp_dir = TempDirectory()
cls.temp_dir.create()