Revert "Point in time asset db"

This commit is contained in:
Joe Jevnik
2016-07-27 23:29:08 -04:00
committed by GitHub
parent 70ac5323de
commit 814a2be7b7
19 changed files with 612 additions and 1320 deletions
+1 -9
View File
@@ -777,10 +777,7 @@ class TestTransformAlgorithm(WithLogger,
@classmethod
def make_futures_info(cls):
return pd.DataFrame.from_dict(
{3: {'multiplier': 10, 'symbol': 'F'}},
orient='index',
)
return pd.DataFrame.from_dict({3: {'multiplier': 10}}, 'index')
@classmethod
def make_equity_daily_bar_data(cls):
@@ -988,7 +985,6 @@ 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(
@@ -2817,7 +2813,6 @@ class TestTradingControls(WithSimParams, WithDataPortal, ZiplineTestCase):
metadata = pd.DataFrame.from_dict(
{
1: {
'symbol': 'SYM',
'start_date': start,
'end_date': start + timedelta(days=6)
},
@@ -2945,7 +2940,6 @@ 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',
}])
@@ -2965,7 +2959,6 @@ class TestTradingControls(WithSimParams, WithDataPortal, ZiplineTestCase):
algo.run(data_portal)
metadata = pd.DataFrame([{
'symbol': 'SYM',
'start_date': '1989-01-01',
'end_date': '1990-01-01',
}])
@@ -2986,7 +2979,6 @@ class TestTradingControls(WithSimParams, WithDataPortal, ZiplineTestCase):
algo.run(data_portal)
metadata = pd.DataFrame([{
'symbol': 'SYM',
'start_date': '2020-01-01',
'end_date': '2021-01-01',
}])