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adding type as variable to create_test_panel

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warren-oneill
2015-06-04 15:50:41 +02:00
parent 44fbdff4ac
commit 77fb100ae6
3 changed files with 11 additions and 3 deletions
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zipline/utils/factory.py
+6 -1
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@@ -315,7 +315,7 @@ def create_test_df_source(sim_params=None, bars='daily'):
return DataFrameSource(df), df
def create_test_panel_source(sim_params=None):
def create_test_panel_source(sim_params=None, source_type=None):
start = sim_params.first_open \
if sim_params else pd.datetime(1990, 1, 3, 0, 0, 0, 0, pytz.utc)
@@ -329,12 +329,17 @@ def create_test_panel_source(sim_params=None):
price = np.arange(0, len(index))
volume = np.ones(len(index)) * 1000
arbitrary = np.ones(len(index))
df = pd.DataFrame({'price': price,
'volume': volume,
'arbitrary': arbitrary},
index=index)
if source_type:
source_types = np.full(len(index), source_type)
df['type'] = source_types
panel = pd.Panel.from_dict({0: df})
return DataPanelSource(panel), panel