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MAINT: Update tests to conform to new reader/writer structure
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@@ -39,6 +39,7 @@ from zipline.data.ffc.loaders.us_equity_pricing import (
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BcolzDailyBarReader,
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USEquityPricingLoader,
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)
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from zipline.finance import trading
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from zipline.finance.trading import TradingEnvironment
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from zipline.modelling.engine import SimpleFFCEngine
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from zipline.modelling.factor import TestingFactor
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@@ -93,7 +94,9 @@ class ConstantInputTestCase(TestCase):
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start_date=self.dates[0],
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end_date=self.dates[-1],
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)
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self.asset_finder = AssetFinder(self.asset_info)
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trading.environment = trading.TradingEnvironment()
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trading.environment.write_data(equities_df=self.asset_info)
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self.asset_finder = AssetFinder(trading.environment.engine)
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def test_bad_dates(self):
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loader = self.loader
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@@ -222,12 +225,13 @@ class ConstantInputTestCase(TestCase):
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class FrameInputTestCase(TestCase):
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def setUp(self):
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env = TradingEnvironment.instance()
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day = env.trading_day
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@classmethod
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def setUpClass(cls):
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cls.env = trading.TradingEnvironment()
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day = cls.env.trading_day
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self.assets = Int64Index([1, 2, 3])
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self.dates = date_range(
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cls.assets = Int64Index([1, 2, 3])
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cls.dates = date_range(
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'2015-01-01',
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'2015-01-31',
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freq=day,
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@@ -235,11 +239,16 @@ class FrameInputTestCase(TestCase):
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)
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asset_info = make_simple_asset_info(
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self.assets,
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start_date=self.dates[0],
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end_date=self.dates[-1],
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cls.assets,
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start_date=cls.dates[0],
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end_date=cls.dates[-1],
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)
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self.asset_finder = AssetFinder(asset_info)
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cls.env.write_data(equities_df=asset_info)
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def setUp(self):
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self.asset_finder = AssetFinder(FrameInputTestCase.env.engine)
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self.dates = FrameInputTestCase.dates
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self.assets = FrameInputTestCase.assets
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@lazyval
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def base_mask(self):
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@@ -329,7 +338,7 @@ class SyntheticBcolzTestCase(TestCase):
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@classmethod
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def setUpClass(cls):
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cls.first_asset_start = Timestamp('2015-04-01', tz='UTC')
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cls.env = TradingEnvironment.instance()
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cls.env = trading.TradingEnvironment()
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cls.trading_day = cls.env.trading_day
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cls.asset_info = make_rotating_asset_info(
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num_assets=6,
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@@ -345,7 +354,8 @@ class SyntheticBcolzTestCase(TestCase):
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freq=cls.trading_day,
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)
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cls.finder = AssetFinder(cls.asset_info)
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cls.env.write_data(equities_df=cls.asset_info)
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cls.finder = AssetFinder(cls.env.engine)
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cls.temp_dir = TempDirectory()
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cls.temp_dir.create()
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