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Merge pull request #1054 from quantopian/with-trading-env

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WithTradingEnvironmnet and WithSimParams
This commit is contained in:
Joe Jevnik
2016-03-15 19:35:33 -04:00
parent 276a108cfd 792860b4cb
commit 71f4e28e90
7 changed files with 157 additions and 34 deletions
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tests/pipeline/test_blaze.py
+23 -23
View File
@@ -108,7 +108,7 @@ class BlazeToPipelineTestCase(TestCase):
def test_tabular(self):
name = 'expr'
expr = bz.Data(self.df, name=name, dshape=self.dshape)
expr = bz.data(self.df, name=name, dshape=self.dshape)
ds = from_blaze(
expr,
loader=self.garbage_loader,
@@ -145,7 +145,7 @@ class BlazeToPipelineTestCase(TestCase):
def test_column(self):
exprname = 'expr'
expr = bz.Data(self.df, name=exprname, dshape=self.dshape)
expr = bz.data(self.df, name=exprname, dshape=self.dshape)
value = from_blaze(
expr.value,
loader=self.garbage_loader,
@@ -189,7 +189,7 @@ class BlazeToPipelineTestCase(TestCase):
self.assertEqual(value.dataset.__name__, exprname)
def test_missing_asof(self):
expr = bz.Data(
expr = bz.data(
self.df.loc[:, ['sid', 'value', 'timestamp']],
name='expr',
dshape="""
@@ -210,7 +210,7 @@ class BlazeToPipelineTestCase(TestCase):
self.assertIn(repr(str(expr.dshape.measure)), str(e.exception))
def test_auto_deltas(self):
expr = bz.Data(
expr = bz.data(
{'ds': self.df,
'ds_deltas': pd.DataFrame(columns=self.df.columns)},
dshape=var * Record((
@@ -233,7 +233,7 @@ class BlazeToPipelineTestCase(TestCase):
with warnings.catch_warnings(record=True) as ws:
warnings.simplefilter('always')
loader = BlazeLoader()
expr = bz.Data(self.df, dshape=self.dshape)
expr = bz.data(self.df, dshape=self.dshape)
from_blaze(
expr,
loader=loader,
@@ -247,7 +247,7 @@ class BlazeToPipelineTestCase(TestCase):
def test_auto_deltas_fail_raise(self):
loader = BlazeLoader()
expr = bz.Data(self.df, dshape=self.dshape)
expr = bz.data(self.df, dshape=self.dshape)
with self.assertRaises(ValueError) as e:
from_blaze(
expr,
@@ -257,7 +257,7 @@ class BlazeToPipelineTestCase(TestCase):
self.assertIn(str(expr), str(e.exception))
def test_non_numpy_field(self):
expr = bz.Data(
expr = bz.data(
[],
dshape="""
var * {
@@ -279,7 +279,7 @@ class BlazeToPipelineTestCase(TestCase):
# NOTE: This test will fail if we ever allow string types in
# the Pipeline API. If this happens, change the dtype of the `a` field
# of expr to another type we don't allow.
expr = bz.Data(
expr = bz.data(
[],
dshape="""
var * {
@@ -301,7 +301,7 @@ class BlazeToPipelineTestCase(TestCase):
)
def test_complex_expr(self):
expr = bz.Data(self.df, dshape=self.dshape)
expr = bz.data(self.df, dshape=self.dshape)
# put an Add in the table
expr_with_add = bz.transform(expr, value=expr.value + 1)
@@ -321,7 +321,7 @@ class BlazeToPipelineTestCase(TestCase):
missing_values=self.missing_values,
)
deltas = bz.Data(
deltas = bz.data(
pd.DataFrame(columns=self.df.columns),
dshape=self.dshape,
)
@@ -342,7 +342,7 @@ class BlazeToPipelineTestCase(TestCase):
)
def _test_id(self, df, dshape, expected, finder, add):
expr = bz.Data(df, name='expr', dshape=dshape)
expr = bz.data(df, name='expr', dshape=dshape)
loader = BlazeLoader()
ds = from_blaze(
expr,
@@ -375,7 +375,7 @@ class BlazeToPipelineTestCase(TestCase):
timedelta(hours=8, minutes=44)
).tz_convert('utc').tz_localize(None)
df.ix[3:5, 'timestamp'] = pd.Timestamp('2014-01-01 13:45')
expr = bz.Data(df, name='expr', dshape=self.dshape)
expr = bz.data(df, name='expr', dshape=self.dshape)
loader = BlazeLoader(data_query_time=time(8, 45), data_query_tz='EST')
ds = from_blaze(
expr,
@@ -861,9 +861,9 @@ class BlazeToPipelineTestCase(TestCase):
'int_value': (3, 4, 5),
})
df = df.append(extra_sid_df, ignore_index=True)
expr = bz.Data(df, name='expr', dshape=self.dshape)
deltas = bz.Data(df, dshape=self.dshape)
deltas = bz.Data(
expr = bz.data(df, name='expr', dshape=self.dshape)
deltas = bz.data(df, dshape=self.dshape)
deltas = bz.data(
odo(
bz.transform(
deltas,
@@ -916,14 +916,14 @@ class BlazeToPipelineTestCase(TestCase):
@with_extra_sid
def test_deltas_only_one_delta_in_universe(self, asset_info):
expr = bz.Data(self.df, name='expr', dshape=self.dshape)
expr = bz.data(self.df, name='expr', dshape=self.dshape)
deltas = pd.DataFrame({
'sid': [65, 66],
'asof_date': [self.dates[1], self.dates[0]],
'timestamp': [self.dates[2], self.dates[1]],
'value': [10, 11],
})
deltas = bz.Data(deltas, name='deltas', dshape=self.dshape)
deltas = bz.data(deltas, name='deltas', dshape=self.dshape)
expected_views = keymap(pd.Timestamp, {
'2014-01-02': np.array([[0.0, 11.0, 2.0],
[1.0, 2.0, 3.0]]),
@@ -968,8 +968,8 @@ class BlazeToPipelineTestCase(TestCase):
def test_deltas_macro(self):
asset_info = asset_infos[0][0]
expr = bz.Data(self.macro_df, name='expr', dshape=self.macro_dshape)
deltas = bz.Data(
expr = bz.data(self.macro_df, name='expr', dshape=self.macro_dshape)
deltas = bz.data(
self.macro_df.iloc[:-1],
name='deltas',
dshape=self.macro_dshape,
@@ -1023,8 +1023,8 @@ class BlazeToPipelineTestCase(TestCase):
'asof_date': repeated_dates,
'timestamp': repeated_dates,
})
expr = bz.Data(baseline, name='expr', dshape=self.dshape)
deltas = bz.Data(
expr = bz.data(baseline, name='expr', dshape=self.dshape)
deltas = bz.data(
odo(
bz.transform(
expr,
@@ -1094,8 +1094,8 @@ class BlazeToPipelineTestCase(TestCase):
'asof_date': base_dates,
'timestamp': base_dates,
})
expr = bz.Data(baseline, name='expr', dshape=self.macro_dshape)
deltas = bz.Data(baseline, name='deltas', dshape=self.macro_dshape)
expr = bz.data(baseline, name='expr', dshape=self.macro_dshape)
deltas = bz.data(baseline, name='deltas', dshape=self.macro_dshape)
deltas = bz.transform(
deltas,
value=deltas.value + 10,
tests/pipeline/test_buyback_auth.py
+2 -2
View File
@@ -225,7 +225,7 @@ class BlazeCashBuybackAuthLoaderTestCase(CashBuybackAuthLoaderTestCase):
BlazeCashBuybackAuthLoaderTestCase,
self,
).loader_args(dates)
return (bz.Data(pd.concat(
return (bz.data(pd.concat(
pd.DataFrame({
BUYBACK_ANNOUNCEMENT_FIELD_NAME:
frame[BUYBACK_ANNOUNCEMENT_FIELD_NAME],
@@ -252,7 +252,7 @@ class BlazeShareBuybackAuthLoaderTestCase(ShareBuybackAuthLoaderTestCase):
BlazeShareBuybackAuthLoaderTestCase,
self,
).loader_args(dates)
return (bz.Data(pd.concat(
return (bz.data(pd.concat(
pd.DataFrame({
BUYBACK_ANNOUNCEMENT_FIELD_NAME:
frame[BUYBACK_ANNOUNCEMENT_FIELD_NAME],
tests/pipeline/test_earnings.py
+1 -1
View File
@@ -208,7 +208,7 @@ class BlazeEarningsCalendarLoaderTestCase(EarningsCalendarLoaderTestCase):
BlazeEarningsCalendarLoaderTestCase,
self,
).loader_args(dates)
return (bz.Data(pd.concat(
return (bz.data(pd.concat(
pd.DataFrame({
ANNOUNCEMENT_FIELD_NAME: df[ANNOUNCEMENT_FIELD_NAME],
TS_FIELD_NAME: df[TS_FIELD_NAME],
tests/pipeline/test_events.py
+1 -1
View File
@@ -241,7 +241,7 @@ class BlazeEventLoaderTestCase(TestCase):
TypeError, re.escape(ABSTRACT_CONCRETE_LOADER_ERROR)
):
BlazeEventDataSetLoaderNoConcreteLoader(
bz.Data(
bz.data(
pd.DataFrame({ANNOUNCEMENT_FIELD_NAME: dtx,
SID_FIELD_NAME: 0})
)