MAINT: Adds a tests/utils/ directory and renames test_utils.py

to utils/test_factory.py

tests/utils/test_factory.py

@@ -0,0 +1,58 @@
+#
+# Copyright 2013 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.
+
+from unittest import TestCase
+from zipline.utils.factory import (load_from_yahoo,
+                                   load_bars_from_yahoo)
+import pandas as pd
+import pytz
+import numpy as np
+
+
+class TestFactory(TestCase):
+    def test_load_from_yahoo(self):
+        stocks = ['AAPL', 'GE']
+        start = pd.datetime(1993, 1, 1, 0, 0, 0, 0, pytz.utc)
+        end = pd.datetime(2002, 1, 1, 0, 0, 0, 0, pytz.utc)
+        data = load_from_yahoo(stocks=stocks, start=start, end=end)
+
+        assert data.index[0] == pd.Timestamp('1993-01-04 00:00:00+0000')
+        assert data.index[-1] == pd.Timestamp('2001-12-31 00:00:00+0000')
+        for stock in stocks:
+            assert stock in data.columns
+
+        np.testing.assert_raises(
+            AssertionError, load_from_yahoo, stocks=stocks,
+            start=end, end=start
+        )
+
+    def test_load_bars_from_yahoo(self):
+        stocks = ['AAPL', 'GE']
+        start = pd.datetime(1993, 1, 1, 0, 0, 0, 0, pytz.utc)
+        end = pd.datetime(2002, 1, 1, 0, 0, 0, 0, pytz.utc)
+        data = load_bars_from_yahoo(stocks=stocks, start=start, end=end)
+
+        assert data.major_axis[0] == pd.Timestamp('1993-01-04 00:00:00+0000')
+        assert data.major_axis[-1] == pd.Timestamp('2001-12-31 00:00:00+0000')
+        for stock in stocks:
+            assert stock in data.items
+
+        for ohlc in ['open', 'high', 'low', 'close', 'volume', 'price']:
+            assert ohlc in data.minor_axis
+
+        np.testing.assert_raises(
+            AssertionError, load_bars_from_yahoo, stocks=stocks,
+            start=end, end=start
+        )