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STY: Flake8

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This commit is contained in:
jfkirk
2016-06-08 13:34:19 -04:00
committed by Jean Bredeche
parent 4b7390ac81
commit 241abda2a5
11 changed files with 174 additions and 172 deletions
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tests/data/test_minute_bars.py
+3 -2
View File
@@ -800,9 +800,10 @@ class BcolzMinuteBarTestCase(TestCase):
start_minute_loc = \
default_nyse_schedule.all_execution_minutes.get_loc(minutes[0])
minute_locs = [
default_nyse_schedule.all_execution_minutes.get_loc(minute) \
default_nyse_schedule.all_execution_minutes.get_loc(minute)
- start_minute_loc
for minute in minutes]
for minute in minutes
]
for i, col in enumerate(columns):
for j, sid in enumerate(sids):
tests/test_exchange_calendar.py
+136 -137
View File
@@ -122,180 +122,179 @@ class NYSECalendarTestCase(ExchangeCalendarTestBase, TestCase):
calendar_class = NYSEExchangeCalendar
def test_newyears(self):
"""
Check whether tradingcalendar contains certain dates.
"""
# January 2012
# Su Mo Tu We Th Fr Sa
# 1 2 3 4 5 6 7
# 8 9 10 11 12 13 14
# 15 16 17 18 19 20 21
# 22 23 24 25 26 27 28
# 29 30 31
"""
Check whether tradingcalendar contains certain dates.
"""
# January 2012
# Su Mo Tu We Th Fr Sa
# 1 2 3 4 5 6 7
# 8 9 10 11 12 13 14
# 15 16 17 18 19 20 21
# 22 23 24 25 26 27 28
# 29 30 31
start_dt = Timestamp('1/1/12', tz='UTC')
end_dt = Timestamp('12/31/13', tz='UTC')
trading_days = self.calendar.trading_days(start=start_dt,
end=end_dt)
start_dt = Timestamp('1/1/12', tz='UTC')
end_dt = Timestamp('12/31/13', tz='UTC')
trading_days = self.calendar.trading_days(start=start_dt, end=end_dt)
day_after_new_years_sunday = datetime(
2012, 1, 2, tzinfo=pytz.utc)
day_after_new_years_sunday = datetime(
2012, 1, 2, tzinfo=pytz.utc)
self.assertNotIn(day_after_new_years_sunday,
trading_days.index,
"""
self.assertNotIn(day_after_new_years_sunday,
trading_days.index,
"""
If NYE falls on a weekend, {0} the Monday after is a holiday.
""".strip().format(day_after_new_years_sunday)
)
)
first_trading_day_after_new_years_sunday = datetime(
2012, 1, 3, tzinfo=pytz.utc)
first_trading_day_after_new_years_sunday = datetime(
2012, 1, 3, tzinfo=pytz.utc)
self.assertIn(first_trading_day_after_new_years_sunday,
trading_days.index,
"""
self.assertIn(first_trading_day_after_new_years_sunday,
trading_days.index,
"""
If NYE falls on a weekend, {0} the Tuesday after is the first trading day.
""".strip().format(first_trading_day_after_new_years_sunday)
)
)
# January 2013
# Su Mo Tu We Th Fr Sa
# 1 2 3 4 5
# 6 7 8 9 10 11 12
# 13 14 15 16 17 18 19
# 20 21 22 23 24 25 26
# 27 28 29 30 31
# January 2013
# Su Mo Tu We Th Fr Sa
# 1 2 3 4 5
# 6 7 8 9 10 11 12
# 13 14 15 16 17 18 19
# 20 21 22 23 24 25 26
# 27 28 29 30 31
new_years_day = datetime(
2013, 1, 1, tzinfo=pytz.utc)
new_years_day = datetime(
2013, 1, 1, tzinfo=pytz.utc)
self.assertNotIn(new_years_day,
trading_days.index,
"""
self.assertNotIn(new_years_day,
trading_days.index,
"""
If NYE falls during the week, e.g. {0}, it is a holiday.
""".strip().format(new_years_day)
)
)
first_trading_day_after_new_years = datetime(
2013, 1, 2, tzinfo=pytz.utc)
first_trading_day_after_new_years = datetime(
2013, 1, 2, tzinfo=pytz.utc)
self.assertIn(first_trading_day_after_new_years,
trading_days.index,
"""
self.assertIn(first_trading_day_after_new_years,
trading_days.index,
"""
If the day after NYE falls during the week, {0} \
is the first trading day.
""".strip().format(first_trading_day_after_new_years)
)
)
def test_thanksgiving(self):
"""
Check tradingcalendar Thanksgiving dates.
"""
# November 2005
# Su Mo Tu We Th Fr Sa
# 1 2 3 4 5
# 6 7 8 9 10 11 12
# 13 14 15 16 17 18 19
# 20 21 22 23 24 25 26
# 27 28 29 30
"""
Check tradingcalendar Thanksgiving dates.
"""
# November 2005
# Su Mo Tu We Th Fr Sa
# 1 2 3 4 5
# 6 7 8 9 10 11 12
# 13 14 15 16 17 18 19
# 20 21 22 23 24 25 26
# 27 28 29 30
start_dt = Timestamp('1/1/05', tz='UTC')
end_dt = Timestamp('12/31/12', tz='UTC')
trading_days = self.calendar.trading_days(start=start_dt,
end=end_dt)
start_dt = Timestamp('1/1/05', tz='UTC')
end_dt = Timestamp('12/31/12', tz='UTC')
trading_days = self.calendar.trading_days(start=start_dt,
end=end_dt)
thanksgiving_with_four_weeks = datetime(
2005, 11, 24, tzinfo=pytz.utc)
thanksgiving_with_four_weeks = datetime(
2005, 11, 24, tzinfo=pytz.utc)
self.assertNotIn(thanksgiving_with_four_weeks,
trading_days.index,
"""
self.assertNotIn(thanksgiving_with_four_weeks,
trading_days.index,
"""
If Nov has 4 Thursdays, {0} Thanksgiving is the last Thursady.
""".strip().format(thanksgiving_with_four_weeks)
)
)
# November 2006
# Su Mo Tu We Th Fr Sa
# 1 2 3 4
# 5 6 7 8 9 10 11
# 12 13 14 15 16 17 18
# 19 20 21 22 23 24 25
# 26 27 28 29 30
thanksgiving_with_five_weeks = datetime(
2006, 11, 23, tzinfo=pytz.utc)
# November 2006
# Su Mo Tu We Th Fr Sa
# 1 2 3 4
# 5 6 7 8 9 10 11
# 12 13 14 15 16 17 18
# 19 20 21 22 23 24 25
# 26 27 28 29 30
thanksgiving_with_five_weeks = datetime(
2006, 11, 23, tzinfo=pytz.utc)
self.assertNotIn(thanksgiving_with_five_weeks,
trading_days.index,
"""
self.assertNotIn(thanksgiving_with_five_weeks,
trading_days.index,
"""
If Nov has 5 Thursdays, {0} Thanksgiving is not the last week.
""".strip().format(thanksgiving_with_five_weeks)
)
)
first_trading_day_after_new_years_sunday = datetime(
2012, 1, 3, tzinfo=pytz.utc)
first_trading_day_after_new_years_sunday = datetime(
2012, 1, 3, tzinfo=pytz.utc)
self.assertIn(first_trading_day_after_new_years_sunday,
trading_days.index,
"""
self.assertIn(first_trading_day_after_new_years_sunday,
trading_days.index,
"""
If NYE falls on a weekend, {0} the Tuesday after is the first trading day.
""".strip().format(first_trading_day_after_new_years_sunday)
)
)
def test_day_after_thanksgiving(self):
# November 2012
# Su Mo Tu We Th Fr Sa
# 1 2 3
# 4 5 6 7 8 9 10
# 11 12 13 14 15 16 17
# 18 19 20 21 22 23 24
# 25 26 27 28 29 30
fourth_friday_open = Timestamp('11/23/2012 11:00AM', tz='EST')
fourth_friday = Timestamp('11/23/2012 3:00PM', tz='EST')
self.assertTrue(self.calendar.is_open_on_minute(fourth_friday_open))
self.assertFalse(self.calendar.is_open_on_minute(fourth_friday))
# November 2012
# Su Mo Tu We Th Fr Sa
# 1 2 3
# 4 5 6 7 8 9 10
# 11 12 13 14 15 16 17
# 18 19 20 21 22 23 24
# 25 26 27 28 29 30
fourth_friday_open = Timestamp('11/23/2012 11:00AM', tz='EST')
fourth_friday = Timestamp('11/23/2012 3:00PM', tz='EST')
self.assertTrue(self.calendar.is_open_on_minute(fourth_friday_open))
self.assertFalse(self.calendar.is_open_on_minute(fourth_friday))
# November 2013
# Su Mo Tu We Th Fr Sa
# 1 2
# 3 4 5 6 7 8 9
# 10 11 12 13 14 15 16
# 17 18 19 20 21 22 23
# 24 25 26 27 28 29 30
fifth_friday_open = Timestamp('11/29/2013 11:00AM', tz='EST')
fifth_friday = Timestamp('11/29/2013 3:00PM', tz='EST')
self.assertTrue(self.calendar.is_open_on_minute(fifth_friday_open))
self.assertFalse(self.calendar.is_open_on_minute(fifth_friday))
# November 2013
# Su Mo Tu We Th Fr Sa
# 1 2
# 3 4 5 6 7 8 9
# 10 11 12 13 14 15 16
# 17 18 19 20 21 22 23
# 24 25 26 27 28 29 30
fifth_friday_open = Timestamp('11/29/2013 11:00AM', tz='EST')
fifth_friday = Timestamp('11/29/2013 3:00PM', tz='EST')
self.assertTrue(self.calendar.is_open_on_minute(fifth_friday_open))
self.assertFalse(self.calendar.is_open_on_minute(fifth_friday))
def test_early_close_independence_day_thursday(self):
"""
Until 2013, the market closed early the Friday after an
Independence Day on Thursday. Since then, the early close is on
Wednesday.
"""
# July 2002
# Su Mo Tu We Th Fr Sa
# 1 2 3 4 5 6
# 7 8 9 10 11 12 13
# 14 15 16 17 18 19 20
# 21 22 23 24 25 26 27
# 28 29 30 31
wednesday_before = Timestamp('7/3/2002 3:00PM', tz='EST')
friday_after_open = Timestamp('7/5/2002 11:00AM', tz='EST')
friday_after = Timestamp('7/5/2002 3:00PM', tz='EST')
self.assertTrue(self.calendar.is_open_on_minute(wednesday_before))
self.assertTrue(self.calendar.is_open_on_minute(friday_after_open))
self.assertFalse(self.calendar.is_open_on_minute(friday_after))
"""
Until 2013, the market closed early the Friday after an
Independence Day on Thursday. Since then, the early close is on
Wednesday.
"""
# July 2002
# Su Mo Tu We Th Fr Sa
# 1 2 3 4 5 6
# 7 8 9 10 11 12 13
# 14 15 16 17 18 19 20
# 21 22 23 24 25 26 27
# 28 29 30 31
wednesday_before = Timestamp('7/3/2002 3:00PM', tz='EST')
friday_after_open = Timestamp('7/5/2002 11:00AM', tz='EST')
friday_after = Timestamp('7/5/2002 3:00PM', tz='EST')
self.assertTrue(self.calendar.is_open_on_minute(wednesday_before))
self.assertTrue(self.calendar.is_open_on_minute(friday_after_open))
self.assertFalse(self.calendar.is_open_on_minute(friday_after))
# July 2013
# Su Mo Tu We Th Fr Sa
# 1 2 3 4 5 6
# 7 8 9 10 11 12 13
# 14 15 16 17 18 19 20
# 21 22 23 24 25 26 27
# 28 29 30 31
wednesday_before = Timestamp('7/3/2013 3:00PM', tz='EST')
friday_after_open = Timestamp('7/5/2013 11:00AM', tz='EST')
friday_after = Timestamp('7/5/2013 3:00PM', tz='EST')
self.assertFalse(self.calendar.is_open_on_minute(wednesday_before))
self.assertTrue(self.calendar.is_open_on_minute(friday_after_open))
self.assertTrue(self.calendar.is_open_on_minute(friday_after))
# July 2013
# Su Mo Tu We Th Fr Sa
# 1 2 3 4 5 6
# 7 8 9 10 11 12 13
# 14 15 16 17 18 19 20
# 21 22 23 24 25 26 27
# 28 29 30 31
wednesday_before = Timestamp('7/3/2013 3:00PM', tz='EST')
friday_after_open = Timestamp('7/5/2013 11:00AM', tz='EST')
friday_after = Timestamp('7/5/2013 3:00PM', tz='EST')
self.assertFalse(self.calendar.is_open_on_minute(wednesday_before))
self.assertTrue(self.calendar.is_open_on_minute(friday_after_open))
self.assertTrue(self.calendar.is_open_on_minute(friday_after))
tests/test_history.py
+9 -7
View File
@@ -680,9 +680,9 @@ class MinuteEquityHistoryTestCase(WithHistory, ZiplineTestCase):
# since asset2 and asset3 both started trading on 1/5/2015, let's do
# some history windows that are completely before that
minutes = default_nyse_schedule.execution_minutes_for_day(
default_nyse_schedule.previous_execution_day(
pd.Timestamp('2015-01-05', tz='UTC')
)
default_nyse_schedule.previous_execution_day(pd.Timestamp(
'2015-01-05', tz='UTC'
))
)[0:60]
for idx, minute in enumerate(minutes):
@@ -1108,9 +1108,9 @@ class MinuteEquityHistoryTestCase(WithHistory, ZiplineTestCase):
asset1_minutes = \
default_nyse_schedule.execution_minutes_for_days_in_range(
start=self.ASSET1.start_date,
end=self.ASSET1.end_date
)
start=self.ASSET1.start_date,
end=self.ASSET1.end_date
)
asset1_idx = asset1_minutes.searchsorted(
default_nyse_schedule.start_and_end(day)[0]
@@ -1645,7 +1645,9 @@ class DailyEquityHistoryTestCase(WithHistory, ZiplineTestCase):
# trading_start is 2/3/2014
# get a history window that starts before that, and ends after that
second_day = default_nyse_schedule.next_execution_day(self.TRADING_START_DT)
second_day = default_nyse_schedule.next_execution_day(
self.TRADING_START_DT
)
exp_msg = (
'History window extends before 2014-01-03. To use this history '
tests/utils/test_events.py
-2
View File
@@ -13,7 +13,6 @@
# See the License for the specific language governing permissions and
# limitations under the License.
import datetime
from functools import partial
from inspect import isabstract
import random
from unittest import TestCase
@@ -240,7 +239,6 @@ class RuleTestCase(TestCase):
cls.after_open = AfterOpen(hours=1, minutes=5)
cls.class_ = None # Mark that this is the base class.
def test_completeness(self):
"""
Tests that all rules are being tested.