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ENH: Adds root_symbol attribute to Future class

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Also update AssetFinder to handle root_symbol in meta data
This commit is contained in:
Andrew Daniels
2015-06-25 10:18:18 -04:00
parent 1ae6037a81
commit 46e7b06991
3 changed files with 13 additions and 1 deletions
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tests/test_assets.py
+6
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@@ -230,6 +230,7 @@ class TestFuture(TestCase):
future = Future(
2468,
symbol='OMH15',
root_symbol='OM',
notice_date=pd.Timestamp('2014-01-20', tz='UTC'),
expiration_date=pd.Timestamp('2014-02-20', tz='UTC'),
contract_multiplier=500
@@ -244,6 +245,7 @@ class TestFuture(TestCase):
self.assertTrue("Future" in reprd)
self.assertTrue("2468" in reprd)
self.assertTrue("OMH15" in reprd)
self.assertTrue("root_symbol='OM'" in reprd)
self.assertTrue(("notice_date=Timestamp('2014-01-20 00:00:00+0000', "
"tz='UTC')") in reprd)
self.assertTrue("expiration_date=Timestamp('2014-02-20 00:00:00+0000'"
@@ -256,6 +258,7 @@ class TestFuture(TestCase):
def test_to_and_from_dict(self):
dictd = self.future.to_dict()
self.assertTrue('root_symbol' in dictd)
self.assertTrue('notice_date' in dictd)
self.assertTrue('expiration_date' in dictd)
self.assertTrue('contract_multiplier' in dictd)
@@ -264,6 +267,9 @@ class TestFuture(TestCase):
self.assertTrue(isinstance(from_dict, Future))
self.assertEqual(self.future, from_dict)
def test_root_symbol(self):
self.assertEqual('OM', self.future.root_symbol)
class AssetFinderTestCase(TestCase):