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BUG: Fix up check_parameters usage of string_types

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and corresponding tests
This commit is contained in:
Richard Frank
2016-09-02 16:46:38 -04:00
parent eb6b6d046d
commit 7f6db68fc6
2 changed files with 36 additions and 16 deletions
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tests/test_algorithm.py
+30 -13
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@@ -25,7 +25,7 @@ import toolz
from logbook import TestHandler, WARNING
from mock import MagicMock
from nose_parameterized import parameterized
from six import iteritems, itervalues
from six import iteritems, itervalues, string_types
from six.moves import range
from testfixtures import TempDirectory
@@ -37,7 +37,7 @@ from pandas.io.common import PerformanceWarning
from zipline import run_algorithm
from zipline import TradingAlgorithm
from zipline.api import FixedSlippage
from zipline.assets import Equity, Future
from zipline.assets import Equity, Future, Asset
from zipline.assets.synthetic import (
make_jagged_equity_info,
make_simple_equity_info,
@@ -1522,29 +1522,46 @@ class TestAlgoScript(WithLogger,
DATA_PORTAL_USE_MINUTE_DATA = False
EQUITY_DAILY_BAR_LOOKBACK_DAYS = 5 # max history window length
STRING_TYPE_NAMES = [s.__name__ for s in string_types]
STRING_TYPE_NAMES_STRING = ', '.join(STRING_TYPE_NAMES)
ASSET_TYPE_NAME = Asset.__name__
ASSET_OR_STRING_TYPE_NAMES = ', '.join([ASSET_TYPE_NAME] +
STRING_TYPE_NAMES)
ARG_TYPE_TEST_CASES = (
('history__assets', (bad_type_history_assets, 'Asset, str', True)),
('history__fields', (bad_type_history_fields, 'str', True)),
('history__assets', (bad_type_history_assets,
ASSET_OR_STRING_TYPE_NAMES,
True)),
('history__fields', (bad_type_history_fields,
STRING_TYPE_NAMES_STRING,
True)),
('history__bar_count', (bad_type_history_bar_count, 'int', False)),
('history__frequency', (bad_type_history_frequency, 'str', False)),
('current__assets', (bad_type_current_assets, 'Asset, str', True)),
('current__fields', (bad_type_current_fields, 'str', True)),
('history__frequency', (bad_type_history_frequency,
STRING_TYPE_NAMES_STRING,
False)),
('current__assets', (bad_type_current_assets,
ASSET_OR_STRING_TYPE_NAMES,
True)),
('current__fields', (bad_type_current_fields,
STRING_TYPE_NAMES_STRING,
True)),
('is_stale__assets', (bad_type_is_stale_assets, 'Asset', True)),
('can_trade__assets', (bad_type_can_trade_assets, 'Asset', True)),
('history_kwarg__assets',
(bad_type_history_assets_kwarg, 'Asset, str', True)),
(bad_type_history_assets_kwarg, ASSET_OR_STRING_TYPE_NAMES, True)),
('history_kwarg_bad_list__assets',
(bad_type_history_assets_kwarg_list, 'Asset, str', True)),
(bad_type_history_assets_kwarg_list,
ASSET_OR_STRING_TYPE_NAMES,
True)),
('history_kwarg__fields',
(bad_type_history_fields_kwarg, 'str', True)),
(bad_type_history_fields_kwarg, STRING_TYPE_NAMES_STRING, True)),
('history_kwarg__bar_count',
(bad_type_history_bar_count_kwarg, 'int', False)),
('history_kwarg__frequency',
(bad_type_history_frequency_kwarg, 'str', False)),
(bad_type_history_frequency_kwarg, STRING_TYPE_NAMES_STRING, False)),
('current_kwarg__assets',
(bad_type_current_assets_kwarg, 'Asset, str', True)),
(bad_type_current_assets_kwarg, ASSET_OR_STRING_TYPE_NAMES, True)),
('current_kwarg__fields',
(bad_type_current_fields_kwarg, 'str', True)),
(bad_type_current_fields_kwarg, STRING_TYPE_NAMES_STRING, True)),
)
sids = 0, 1, 3, 133
zipline/_protocol.pyx
+6 -3
View File
@@ -247,7 +247,8 @@ cdef class BarData:
return dt
@check_parameters(('assets', 'fields'), ((Asset, string_types), string_types))
@check_parameters(('assets', 'fields'),
((Asset,) + string_types, string_types))
def current(self, assets, fields):
"""
Returns the current value of the given assets for the given fields
@@ -568,8 +569,10 @@ cdef class BarData:
return not (last_traded_dt is pd.NaT)
@check_parameters(('assets', 'fields', 'bar_count', 'frequency'),
((Asset, string_types), string_types, int, string_types))
@check_parameters(('assets', 'fields', 'bar_count',
'frequency'),
((Asset,) + string_types, string_types, int,
string_types))
def history(self, assets, fields, bar_count, frequency):
"""
Returns a window of data for the given assets and fields.