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MAINT: Make RandomWalkSource accept the standard daily instead of day for the frequency

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This commit is contained in:
Joe Jevnik
2014-11-18 15:23:10 -05:00
parent aac87ada5d
commit 68e44353ce
2 changed files with 8 additions and 3 deletions
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tests/test_sources.py
+1 -1
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@@ -113,7 +113,7 @@ class TestRandomWalkSource(TestCase):
end = pd.Timestamp('1992-01-01', tz='UTC')
source = RandomWalkSource(start_prices=start_prices,
calendar=calendar_nyse, start=start,
end=end, freq='day')
end=end, freq='daily')
self.assertIsInstance(source.start, pd.lib.Timestamp)
self.assertIsInstance(source.end, pd.lib.Timestamp)
zipline/sources/simulated.py
+7 -2
View File
@@ -31,6 +31,8 @@ class RandomWalkSource(DataSource):
user-defined frequencies (e.g. minutely).
"""
VALID_FREQS = frozenset(('daily', 'minute'))
def __init__(self, start_prices=None, freq='minute', start=None,
end=None, calendar=calendar_nyse):
"""
@@ -40,7 +42,7 @@ class RandomWalkSource(DataSource):
Default: {0: 100, 1: 500}
freq : str <default='minute'>
Emits events according to freq.
Can be 'day' or 'minute'
Can be 'daily' or 'minute'
start : datetime <default=start of calendar>
Start dt to emit events.
end : datetime <default=end of calendar>
@@ -61,6 +63,9 @@ class RandomWalkSource(DataSource):
self.arg_string = hash_args(start_prices, freq, start, end,
calendar.__name__)
if freq not in self.VALID_FREQS:
raise ValueError('%s not in %s' % (freq, self.VALID_FREQS))
self.freq = freq
if start_prices is None:
self.start_prices = {0: 100,
@@ -134,7 +139,7 @@ class RandomWalkSource(DataSource):
for event in self._gen_events(cur_prices, current_dt):
yield event
current_dt += timedelta(minutes=1)
elif self.freq == 'day':
elif self.freq == 'daily':
# Emit one signal per day at close
for event in self._gen_events(cur_prices, close_dt):
yield event