mirror of
https://github.com/wassname/catalyst.git
synced 2026-08-06 13:00:45 +08:00
ENH: add point in time aspect to equity symbol mapping
Changes the overlap behavior so that it is an error to write data which would have two companies holding the same ticker. Other than one test around which company would win in that case, all the other tests are passing. That single test has been changed to check the write-time error.
This commit is contained in:
@@ -777,7 +777,10 @@ class TestTransformAlgorithm(WithLogger,
|
||||
|
||||
@classmethod
|
||||
def make_futures_info(cls):
|
||||
return pd.DataFrame.from_dict({3: {'multiplier': 10}}, 'index')
|
||||
return pd.DataFrame.from_dict(
|
||||
{3: {'multiplier': 10, 'symbol': 'F'}},
|
||||
orient='index',
|
||||
)
|
||||
|
||||
@classmethod
|
||||
def make_equity_daily_bar_data(cls):
|
||||
@@ -985,6 +988,7 @@ def before_trading_start(context, data):
|
||||
'start_date': start_session,
|
||||
'end_date': period_end + timedelta(days=1)
|
||||
}] * 2)
|
||||
equities['symbol'] = ['A', 'B']
|
||||
with TempDirectory() as tempdir, \
|
||||
tmp_trading_env(equities=equities) as env:
|
||||
sim_params = SimulationParameters(
|
||||
@@ -2813,6 +2817,7 @@ class TestTradingControls(WithSimParams, WithDataPortal, ZiplineTestCase):
|
||||
metadata = pd.DataFrame.from_dict(
|
||||
{
|
||||
1: {
|
||||
'symbol': 'SYM',
|
||||
'start_date': start,
|
||||
'end_date': start + timedelta(days=6)
|
||||
},
|
||||
@@ -2940,6 +2945,7 @@ class TestTradingControls(WithSimParams, WithDataPortal, ZiplineTestCase):
|
||||
|
||||
def test_asset_date_bounds(self):
|
||||
metadata = pd.DataFrame([{
|
||||
'symbol': 'SYM',
|
||||
'start_date': self.sim_params.start_session,
|
||||
'end_date': '2020-01-01',
|
||||
}])
|
||||
@@ -2959,6 +2965,7 @@ class TestTradingControls(WithSimParams, WithDataPortal, ZiplineTestCase):
|
||||
algo.run(data_portal)
|
||||
|
||||
metadata = pd.DataFrame([{
|
||||
'symbol': 'SYM',
|
||||
'start_date': '1989-01-01',
|
||||
'end_date': '1990-01-01',
|
||||
}])
|
||||
@@ -2979,6 +2986,7 @@ class TestTradingControls(WithSimParams, WithDataPortal, ZiplineTestCase):
|
||||
algo.run(data_portal)
|
||||
|
||||
metadata = pd.DataFrame([{
|
||||
'symbol': 'SYM',
|
||||
'start_date': '2020-01-01',
|
||||
'end_date': '2021-01-01',
|
||||
}])
|
||||
|
||||
Reference in New Issue
Block a user