Revert "Merge pull request #1354 from quantopian/revert-1302-point-in-time-asset-db"

This reverts commit 3b633011c6, reversing
changes made to 70ac5323de.
This commit is contained in:
Joe Jevnik
2016-08-02 14:25:10 -04:00
parent ecac6e9e08
commit 4265a13edf
19 changed files with 1324 additions and 615 deletions
+9 -1
View File
@@ -781,7 +781,10 @@ class TestTransformAlgorithm(WithLogger,
@classmethod
def make_futures_info(cls):
return pd.DataFrame.from_dict({3: {'multiplier': 10}}, 'index')
return pd.DataFrame.from_dict(
{3: {'multiplier': 10, 'symbol': 'F'}},
orient='index',
)
@classmethod
def make_equity_daily_bar_data(cls):
@@ -989,6 +992,7 @@ def before_trading_start(context, data):
'start_date': start_session,
'end_date': period_end + timedelta(days=1)
}] * 2)
equities['symbol'] = ['A', 'B']
with TempDirectory() as tempdir, \
tmp_trading_env(equities=equities) as env:
sim_params = SimulationParameters(
@@ -2817,6 +2821,7 @@ class TestTradingControls(WithSimParams, WithDataPortal, ZiplineTestCase):
metadata = pd.DataFrame.from_dict(
{
1: {
'symbol': 'SYM',
'start_date': start,
'end_date': start + timedelta(days=6)
},
@@ -2944,6 +2949,7 @@ class TestTradingControls(WithSimParams, WithDataPortal, ZiplineTestCase):
def test_asset_date_bounds(self):
metadata = pd.DataFrame([{
'symbol': 'SYM',
'start_date': self.sim_params.start_session,
'end_date': '2020-01-01',
}])
@@ -2963,6 +2969,7 @@ class TestTradingControls(WithSimParams, WithDataPortal, ZiplineTestCase):
algo.run(data_portal)
metadata = pd.DataFrame([{
'symbol': 'SYM',
'start_date': '1989-01-01',
'end_date': '1990-01-01',
}])
@@ -2983,6 +2990,7 @@ class TestTradingControls(WithSimParams, WithDataPortal, ZiplineTestCase):
algo.run(data_portal)
metadata = pd.DataFrame([{
'symbol': 'SYM',
'start_date': '2020-01-01',
'end_date': '2021-01-01',
}])