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TST: Fixes modelling test to use new TradingEnvironment framework
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@@ -23,7 +23,6 @@ from pandas import (
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from pandas.util.testing import assert_frame_equal
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from testfixtures import TempDirectory
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from zipline.assets import AssetFinder
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from zipline.data.equities import USEquityPricing
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from zipline.data.ffc.synthetic import (
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ConstantLoader,
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@@ -39,7 +38,7 @@ 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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from zipline.modelling.factor.technical import (
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@@ -93,9 +92,9 @@ 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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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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environment = TradingEnvironment()
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environment.write_data(equities_df=self.asset_info)
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self.asset_finder = environment.asset_finder
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def test_bad_dates(self):
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loader = self.loader
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@@ -226,7 +225,7 @@ class FrameInputTestCase(TestCase):
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@classmethod
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def setUpClass(cls):
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cls.env = trading.TradingEnvironment()
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cls.env = TradingEnvironment()
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day = cls.env.trading_day
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cls.assets = Int64Index([1, 2, 3])
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@@ -243,9 +242,9 @@ class FrameInputTestCase(TestCase):
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end_date=cls.dates[-1],
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)
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cls.env.write_data(equities_df=asset_info)
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cls.asset_finder = cls.env.asset_finder
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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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@@ -337,7 +336,7 @@ 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 = trading.TradingEnvironment()
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cls.env = 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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@@ -354,7 +353,7 @@ class SyntheticBcolzTestCase(TestCase):
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)
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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.finder = cls.env.asset_finder
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cls.temp_dir = TempDirectory()
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cls.temp_dir.create()
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@@ -467,7 +466,9 @@ class MultiColumnLoaderTestCase(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(asset_info)
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env = TradingEnvironment()
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env.write_data(equities_df=asset_info)
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self.asset_finder = env.asset_finder
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def test_engine_with_multicolumn_loader(self):
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open_, close = USEquityPricing.open, USEquityPricing.close
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