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ENH: Add future_symbol API method

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Stewart Douglas
2015-10-01 16:13:02 -04:00
parent 3cfdd6cf8c
commit 3ef0ddf0c6
2 changed files with 47 additions and 0 deletions
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tests/test_algorithm.py
+25
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@@ -425,6 +425,31 @@ class TestMiscellaneousAPI(TestCase):
self.assertIsInstance(algo.sid(3), Equity)
self.assertIsInstance(algo.sid(4), Equity)
def test_future_symbol(self):
""" Tests the future_symbol API function.
"""
algo = TradingAlgorithm(env=self.env)
algo.datetime = pd.Timestamp('2006-12-01', tz='UTC')
# Check that we get the correct fields for the CLG06 symbol
cl = algo.future_symbol('CLG06')
self.assertEqual(cl.sid, 5)
self.assertEqual(cl.symbol, 'CLG06')
self.assertEqual(cl.root_symbol, 'CL')
self.assertEqual(cl.start_date, pd.Timestamp('2005-12-01', tz='UTC'))
self.assertEqual(cl.notice_date, pd.Timestamp('2005-12-20', tz='UTC'))
self.assertEqual(cl.expiration_date,
pd.Timestamp('2006-01-20', tz='UTC'))
with self.assertRaises(SymbolNotFound):
algo.future_symbol('')
with self.assertRaises(SymbolNotFound):
algo.future_symbol('PLAY')
with self.assertRaises(SymbolNotFound):
algo.future_symbol('FOOBAR')
def test_future_chain(self):
""" Tests the future_chain API function.
"""