DEV: Ensure there are no duplicates in the data passed into TradingAlgorithm.run

tests/test_panel_daily_bar_reader.py

@@ -0,0 +1,46 @@
+#
+# Copyright 2016 Quantopian, Inc.
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+#     http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+
+import pandas as pd
+
+from zipline.data.us_equity_pricing import PanelDailyBarReader
+from zipline.testing.fixtures import WithTradingEnvironment, ZiplineTestCase
+
+
+class TestPanelDailyBarReader(WithTradingEnvironment, ZiplineTestCase):
+    def test_duplicate_values(self):
+        df = pd.DataFrame()
+        panel = pd.concat([pd.Panel({"X": df}), pd.Panel({"X": df})])
+
+        with self.assertRaises(ValueError) as e:
+            # panel's items has duplicates
+            PanelDailyBarReader(None, panel)
+
+        self.assertEqual("Duplicated items found: ['X']",
+                         e.exception.message)
+
+        with self.assertRaises(ValueError) as e:
+            # panel's major axis has duplicates
+            PanelDailyBarReader(None, panel.swapaxes(0, 1))
+
+        self.assertEqual("Duplicated items found: ['X']",
+                         e.exception.message)
+
+        with self.assertRaises(ValueError) as e:
+            # panel's minor axis has duplicates
+            PanelDailyBarReader(None, panel.swapaxes(0, 2))
+
+        self.assertEqual("Duplicated items found: ['X']",
+                         e.exception.message)

zipline/data/us_equity_pricing.py

@@ -711,6 +711,17 @@ class PanelDailyBarReader(DailyBarReader):
         The first trading day in the dataset.
     """
     def __init__(self, calendar, panel):
+        # check duplicates on all indices of panel
+
+        for attr_name in ["items", "major_axis", "minor_axis"]:
+            index = getattr(panel, attr_name)
+            duplicates = index.duplicated()
+
+            if duplicates.any():
+                raise ValueError("Duplicated items found: {0}".format(
+                    index[duplicates].values
+                ))
+
         panel = panel.copy()
         if 'volume' not in panel.items:
             # Fake volume if it does not exist.
@@ -760,7 +771,7 @@ class PanelDailyBarReader(DailyBarReader):
             Returns -1 if the day is within the date range, but the price is
             0.
         """
-        return self.panel[sid, day, colname]
+        return self.panel.loc[sid, day, colname]
 
     def get_last_traded_dt(self, sid, dt):
         """