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TST: Remove test for lookup of future contract by symbol.

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The lookup of future contract by individual symbol is a constraint on
incoming changes of changing how the asset finder stores data.

(i.e. the asset finder is changing so that there are separate tables for
both futures and equities.)

Since this lookup is not yet fully supported, we can add it back in on
top of the new asset finder.
This commit is contained in:
Eddie Hebert
2015-07-10 14:35:52 -04:00
parent 38112aebc4
commit 2616a12551
1 changed files with 4 additions and 15 deletions
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tests/test_algorithm.py
+4 -15
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@@ -304,49 +304,38 @@ class TestMiscellaneousAPI(TestCase):
1: {'symbol': 'PLAY',
'asset_type': 'equity',
'start_date': '2005-01-01',
'end_date': '2006-01-01'},
2: {'symbol': 'OMG15',
'asset_type': 'future'}}
'end_date': '2006-01-01'}}
algo = TradingAlgorithm(asset_metadata=metadata)
# Test before either PLAY existed
algo.datetime = pd.Timestamp('2001-12-01', tz='UTC')
self.assertEqual(2, algo.symbol('OMG15'))
with self.assertRaises(SymbolNotFound):
algo.symbol('PLAY')
with self.assertRaises(SymbolNotFound):
algo.symbols('PLAY', 'OMG15')
algo.symbols('PLAY')
# Test when first PLAY exists
algo.datetime = pd.Timestamp('2002-12-01', tz='UTC')
self.assertEqual(2, algo.symbol('OMG15'))
self.assertEqual(0, algo.symbol('PLAY'))
list_result = algo.symbols('PLAY', 'OMG15')
list_result = algo.symbols('PLAY')
self.assertEqual(0, list_result[0])
self.assertEqual(2, list_result[1])
# Test after first PLAY ends
algo.datetime = pd.Timestamp('2004-12-01', tz='UTC')
self.assertEqual(2, algo.symbol('OMG15'))
self.assertEqual(0, algo.symbol('PLAY'))
# Test after second PLAY begins
algo.datetime = pd.Timestamp('2005-12-01', tz='UTC')
self.assertEqual(2, algo.symbol('OMG15'))
self.assertEqual(1, algo.symbol('PLAY'))
# Test after second PLAY ends
algo.datetime = pd.Timestamp('2006-12-01', tz='UTC')
self.assertEqual(2, algo.symbol('OMG15'))
self.assertEqual(1, algo.symbol('PLAY'))
list_result = algo.symbols('PLAY', 'OMG15')
list_result = algo.symbols('PLAY')
self.assertEqual(1, list_result[0])
self.assertEqual(2, list_result[1])
# Test lookup SID
self.assertIsInstance(algo.sid(0), Equity)
self.assertIsInstance(algo.sid(1), Equity)
self.assertIsInstance(algo.sid(2), Future)
class TestTransformAlgorithm(TestCase):