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MAINT: Refactors Security to Asset

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This commit refactors the Security cython class to Asset, and refactors some fields of the class accordingly. This change is so the terminology is consistent and correct when Asset is extended to asset types that are not securities, such as futures.
This commit is contained in:
jfkirk
2015-03-19 13:23:40 -04:00
parent d593bde668
commit 2fd2f02c2a
4 changed files with 62 additions and 77 deletions
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setup.py
+2 -2
View File
@@ -20,8 +20,8 @@ import numpy as np
ext_modules = [
Extension(
'zipline.assets._securities',
['zipline/assets/_securities.pyx'],
'zipline.assets._assets',
['zipline/assets/_assets.pyx'],
include_dirs=[np.get_include()],
),
]
tests/test_assets.py
+44 -19
View File
@@ -17,33 +17,58 @@
Tests for the zipline.assets package
"""
import sys
from unittest import TestCase
from zipline.assets._securities import Security
from zipline.assets._assets import Asset
class SecurityTestCase(TestCase):
class AssetTestCase(TestCase):
def test_security_object(self):
self.assertEquals({5061: 'foo'}[Security(5061)], 'foo')
self.assertEquals(Security(5061), 5061)
self.assertEquals(5061, Security(5061))
def test_asset_object(self):
self.assertEquals({5061: 'foo'}[Asset(5061)], 'foo')
self.assertEquals(Asset(5061), 5061)
self.assertEquals(5061, Asset(5061))
self.assertEquals(Security(5061), Security(5061))
self.assertEquals(int(Security(5061)), 5061)
self.assertEquals(Asset(5061), Asset(5061))
self.assertEquals(int(Asset(5061)), 5061)
self.assertEquals(str(Security(5061)), 'Security(5061)')
self.assertEquals(str(Asset(5061)), 'Asset(5061)')
# TODO: we can't provide this property while subclassing
# int. Need to subclass object to fix all the following
# cases.
# assert Security(5061) != 5061.0
# with self.assertRaises(TypeError):
# assert Security(5061) + Security(5061)
class TestSecurityRichCmp(TestCase):
# with self.assertRaises(TypeError):
# print float(Security(5061))
def test_lt(self):
self.assertTrue(Asset(3) < Asset(4))
self.assertFalse(Asset(4) < Asset(4))
self.assertFalse(Asset(5) < Asset(4))
# with self.assertRaises(TypeError):
# print float(Security(5061))
def test_le(self):
self.assertTrue(Asset(3) <= Asset(4))
self.assertTrue(Asset(4) <= Asset(4))
self.assertFalse(Asset(5) <= Asset(4))
def test_eq(self):
self.assertFalse(Asset(3) == Asset(4))
self.assertTrue(Asset(4) == Asset(4))
self.assertFalse(Asset(5) == Asset(4))
def test_ge(self):
self.assertFalse(Asset(3) >= Asset(4))
self.assertTrue(Asset(4) >= Asset(4))
self.assertTrue(Asset(5) >= Asset(4))
def test_gt(self):
self.assertFalse(Asset(3) > Asset(4))
self.assertFalse(Asset(4) > Asset(4))
self.assertTrue(Asset(5) > Asset(4))
def test_type_mismatch(self):
if sys.version_info.major < 3:
self.assertIsNotNone(Asset(3) < 'a')
self.assertIsNotNone('a' < Asset(3))
else:
with self.assertRaises(TypeError):
Asset(3) < 'a'
with self.assertRaises(TypeError):
'a' < Asset(3)
tests/test_security_object.py
-40
View File
@@ -1,40 +0,0 @@
import sys
from unittest import TestCase
from zipline.assets._securities import Security
class TestSecurityRichCmp(TestCase):
def test_lt(self):
self.assertTrue(Security(3) < Security(4))
self.assertFalse(Security(4) < Security(4))
self.assertFalse(Security(5) < Security(4))
def test_le(self):
self.assertTrue(Security(3) <= Security(4))
self.assertTrue(Security(4) <= Security(4))
self.assertFalse(Security(5) <= Security(4))
def test_eq(self):
self.assertFalse(Security(3) == Security(4))
self.assertTrue(Security(4) == Security(4))
self.assertFalse(Security(5) == Security(4))
def test_ge(self):
self.assertFalse(Security(3) >= Security(4))
self.assertTrue(Security(4) >= Security(4))
self.assertTrue(Security(5) >= Security(4))
def test_gt(self):
self.assertFalse(Security(3) > Security(4))
self.assertFalse(Security(4) > Security(4))
self.assertTrue(Security(5) > Security(4))
def test_type_mismatch(self):
if sys.version_info.major < 3:
self.assertIsNotNone(Security(3) < 'a')
self.assertIsNotNone('a' < Security(3))
else:
with self.assertRaises(TypeError):
Security(3) < 'a'
with self.assertRaises(TypeError):
'a' < Security(3)
zipline/assets/_securities.pyx → zipline/assets/_assets.pyx
+16 -16
View File
@@ -14,7 +14,7 @@
# limitations under the License.
"""
Cythonized Security object.
Cythonized Asset object.
"""
cimport cython
@@ -22,14 +22,14 @@ import numpy as np
cimport numpy as np
cdef class Security:
cdef class Asset:
cdef readonly int sid
# Cached hash of self.sid
cdef int sid_hash
cdef readonly object symbol
cdef readonly object security_name
cdef readonly object asset_name
# TODO: Maybe declare as pandas Timestamp?
cdef readonly object start_date
@@ -41,7 +41,7 @@ cdef class Security:
def __cinit__(self,
int sid, # sid is required
object symbol="",
object security_name="",
object asset_name="",
object start_date=None,
object end_date=None,
object first_traded=None,
@@ -50,7 +50,7 @@ cdef class Security:
self.sid = sid
self.sid_hash = hash(sid)
self.symbol = symbol
self.security_name = security_name
self.asset_name = asset_name
self.exchange = exchange
self.start_date = start_date
self.end_date = end_date
@@ -62,7 +62,7 @@ cdef class Security:
def __hash__(self):
return self.sid_hash
property security_start_date:
property asset_start_date:
"""
Alias for start_date to disambiguate from other `start_date`s in the
system.
@@ -70,7 +70,7 @@ cdef class Security:
def __get__(self):
return self.start_date
property security_end_date:
property asset_end_date:
"""
Alias for end_date to disambiguate from other `end_date`s in the
system.
@@ -92,14 +92,14 @@ cdef class Security:
"""
cdef int x_as_int, y_as_int
if isinstance(x, Security):
if isinstance(x, Asset):
x_as_int = x.sid
elif isinstance(x, int):
x_as_int = x
else:
return NotImplemented
if isinstance(y, Security):
if isinstance(y, Asset):
y_as_int = y.sid
elif isinstance(y, int):
y_as_int = y
@@ -131,12 +131,12 @@ cdef class Security:
def __str__(self):
if self.symbol:
return 'Security(%d [%s])' % (self.sid, self.symbol)
return 'Asset(%d [%s])' % (self.sid, self.symbol)
else:
return 'Security(%d)' % self.sid
return 'Asset(%d)' % self.sid
def __repr__(self):
attrs = ('symbol', 'security_name', 'exchange',
attrs = ('symbol', 'asset_name', 'exchange',
'start_date', 'end_date', 'first_traded')
tuples = ((attr, repr(getattr(self, attr, None)))
for attr in attrs)
@@ -153,7 +153,7 @@ cdef class Security:
"""
return (self.__class__, (self.sid,
self.symbol,
self.security_name,
self.asset_name,
self.start_date,
self.end_date,
self.first_traded,
@@ -166,7 +166,7 @@ cdef class Security:
return {
'sid': self.sid,
'symbol': self.symbol,
'security_name': self.security_name,
'asset_name': self.asset_name,
'start_date': self.start_date,
'end_date': self.end_date,
'first_traded': self.first_traded,
@@ -176,6 +176,6 @@ cdef class Security:
@staticmethod
def from_dict(dict_):
"""
Build a Security instance from a dict.
Build an Asset instance from a dict.
"""
return Security(**dict_)
return Asset(**dict_)