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Fixed catalyst tests except example tests

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This commit is contained in:
Conner Fromknecht
2017-06-19 14:43:10 -07:00
parent 0ff32b38d7
commit 2770648acb
112 changed files with 703 additions and 639 deletions
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tests/data/bundles/test_core.py
+14 -14
View File
@@ -5,26 +5,26 @@ import pandas as pd
import sqlalchemy as sa
from toolz import valmap
import toolz.curried.operator as op
from zipline.assets import ASSET_DB_VERSION
from catalyst.assets import ASSET_DB_VERSION
from zipline.assets.asset_writer import check_version_info
from zipline.assets.synthetic import make_simple_equity_info
from zipline.data.bundles import UnknownBundle, from_bundle_ingest_dirname, \
from catalyst.assets.asset_writer import check_version_info
from catalyst.assets.synthetic import make_simple_equity_info
from catalyst.data.bundles import UnknownBundle, from_bundle_ingest_dirname, \
ingestions_for_bundle
from zipline.data.bundles.core import _make_bundle_core, BadClean, \
from catalyst.data.bundles.core import _make_bundle_core, BadClean, \
to_bundle_ingest_dirname, asset_db_path
from zipline.lib.adjustment import Float64Multiply
from zipline.pipeline.loaders.synthetic import (
from catalyst.lib.adjustment import Float64Multiply
from catalyst.pipeline.loaders.synthetic import (
make_bar_data,
expected_bar_values_2d,
)
from zipline.testing import (
from catalyst.testing import (
subtest,
str_to_seconds,
)
from zipline.testing.fixtures import WithInstanceTmpDir, ZiplineTestCase, \
from catalyst.testing.fixtures import WithInstanceTmpDir, ZiplineTestCase, \
WithDefaultDateBounds
from zipline.testing.predicates import (
from catalyst.testing.predicates import (
assert_equal,
assert_false,
assert_in,
@@ -34,10 +34,10 @@ from zipline.testing.predicates import (
assert_raises,
assert_true,
)
from zipline.utils.cache import dataframe_cache
from zipline.utils.functional import apply
from zipline.utils.calendars import TradingCalendar, get_calendar
import zipline.utils.paths as pth
from catalyst.utils.cache import dataframe_cache
from catalyst.utils.functional import apply
from catalyst.utils.calendars import TradingCalendar, get_calendar
import catalyst.utils.paths as pth
_1_ns = pd.Timedelta(1, unit='ns')
tests/data/bundles/test_quandl.py
+10 -10
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@@ -5,23 +5,23 @@ import pandas as pd
from toolz import merge
import toolz.curried.operator as op
from zipline import get_calendar
from zipline.data.bundles import ingest, load, bundles
from zipline.data.bundles.quandl import (
from catalyst import get_calendar
from catalyst.data.bundles import ingest, load, bundles
from catalyst.data.bundles.quandl import (
format_wiki_url,
format_metadata_url,
)
from zipline.lib.adjustment import Float64Multiply
from zipline.testing import (
from catalyst.lib.adjustment import Float64Multiply
from catalyst.testing import (
test_resource_path,
tmp_dir,
patch_read_csv,
)
from zipline.testing.fixtures import ZiplineTestCase
from zipline.testing.predicates import (
from catalyst.testing.fixtures import ZiplineTestCase
from catalyst.testing.predicates import (
assert_equal,
)
from zipline.utils.functional import apply
from catalyst.utils.functional import apply
class QuandlBundleTestCase(ZiplineTestCase):
@@ -202,9 +202,9 @@ class QuandlBundleTestCase(ZiplineTestCase):
for n in (1, 2)
},
)
zipline_root = self.enter_instance_context(tmp_dir()).path
catalyst_root = self.enter_instance_context(tmp_dir()).path
environ = {
'ZIPLINE_ROOT': zipline_root,
'ZIPLINE_ROOT': catalyst_root,
'QUANDL_API_KEY': self.api_key,
}
tests/data/bundles/test_yahoo.py
+9 -9
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@@ -6,13 +6,13 @@ from six.moves.urllib.parse import urlparse, parse_qs
from toolz import flip, identity
from toolz.curried import merge_with, operator as op
from zipline.data.bundles.core import _make_bundle_core
from zipline.data.bundles import yahoo_equities
from zipline.lib.adjustment import Float64Multiply
from zipline.testing import test_resource_path, tmp_dir, read_compressed
from zipline.testing.fixtures import WithResponses, ZiplineTestCase
from zipline.testing.predicates import assert_equal
from zipline.utils.calendars import get_calendar
from catalyst.data.bundles.core import _make_bundle_core
from catalyst.data.bundles import yahoo_equities
from catalyst.lib.adjustment import Float64Multiply
from catalyst.testing import test_resource_path, tmp_dir, read_compressed
from catalyst.testing.fixtures import WithResponses, ZiplineTestCase
from catalyst.testing.predicates import assert_equal
from catalyst.utils.calendars import get_calendar
class YahooBundleTestCase(WithResponses, ZiplineTestCase):
@@ -162,9 +162,9 @@ class YahooBundleTestCase(WithResponses, ZiplineTestCase):
end_session=self.asset_end,
)
zipline_root = self.enter_instance_context(tmp_dir()).path
catalyst_root = self.enter_instance_context(tmp_dir()).path
environ = {
'ZIPLINE_ROOT': zipline_root,
'ZIPLINE_ROOT': catalyst_root,
}
self.ingest('bundle', environ=environ, show_progress=False)
tests/data/test_dispatch_bar_reader.py
+4 -4
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@@ -15,18 +15,18 @@ from numpy import array, nan
from numpy.testing import assert_almost_equal
from pandas import DataFrame, Timestamp
from zipline.assets import Equity, Future
from catalyst.assets import Equity, Future
from zipline.data.dispatch_bar_reader import (
from catalyst.data.dispatch_bar_reader import (
AssetDispatchMinuteBarReader,
AssetDispatchSessionBarReader,
)
from zipline.data.resample import (
from catalyst.data.resample import (
MinuteResampleSessionBarReader,
ReindexMinuteBarReader,
ReindexSessionBarReader,
)
from zipline.testing.fixtures import (
from catalyst.testing.fixtures import (
WithBcolzEquityMinuteBarReader,
WithBcolzEquityDailyBarReader,
WithBcolzFutureMinuteBarReader,
tests/data/test_minute_bars.py
+3 -3
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@@ -35,8 +35,8 @@ from pandas import (
date_range,
)
from zipline.data.bar_reader import NoDataOnDate
from zipline.data.minute_bars import (
from catalyst.data.bar_reader import NoDataOnDate
from catalyst.data.minute_bars import (
BcolzMinuteBarMetadata,
BcolzMinuteBarWriter,
BcolzMinuteBarReader,
@@ -47,7 +47,7 @@ from zipline.data.minute_bars import (
H5MinuteBarUpdateReader,
)
from zipline.testing.fixtures import (
from catalyst.testing.fixtures import (
WithAssetFinder,
WithInstanceTmpDir,
WithTradingCalendars,
tests/data/test_resample.py
+3 -3
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@@ -21,7 +21,7 @@ import pandas as pd
from pandas import DataFrame
from six import iteritems
from zipline.data.resample import (
from catalyst.data.resample import (
minute_frame_to_session_frame,
DailyHistoryAggregator,
MinuteResampleSessionBarReader,
@@ -29,8 +29,8 @@ from zipline.data.resample import (
ReindexSessionBarReader,
)
from zipline.testing import parameter_space
from zipline.testing.fixtures import (
from catalyst.testing import parameter_space
from catalyst.testing.fixtures import (
WithEquityMinuteBarData,
WithBcolzEquityMinuteBarReader,
WithBcolzEquityDailyBarReader,
tests/data/test_us_equity_pricing.py
+5 -5
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@@ -30,13 +30,13 @@ from pandas import (
)
from pandas.util.testing import assert_index_equal
from zipline.data.us_equity_pricing import (
from catalyst.data.us_equity_pricing import (
BcolzDailyBarReader,
BcolzDailyBarWriter,
NoDataBeforeDate,
NoDataAfterDate,
)
from zipline.pipeline.loaders.synthetic import (
from catalyst.pipeline.loaders.synthetic import (
OHLCV,
asset_start,
asset_end,
@@ -44,15 +44,15 @@ from zipline.pipeline.loaders.synthetic import (
expected_bar_values_2d,
make_bar_data,
)
from zipline.testing import seconds_to_timestamp
from zipline.testing.fixtures import (
from catalyst.testing import seconds_to_timestamp
from catalyst.testing.fixtures import (
WithAssetFinder,
WithBcolzEquityDailyBarReader,
WithTmpDir,
WithTradingCalendars,
ZiplineTestCase,
)
from zipline.utils.calendars import get_calendar
from catalyst.utils.calendars import get_calendar
TEST_CALENDAR_START = Timestamp('2015-06-01', tz='UTC')
TEST_CALENDAR_STOP = Timestamp('2015-06-30', tz='UTC')