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BUG: always show the most recent symbol in Asset objects

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This commit is contained in:
Joe Jevnik
2016-08-08 13:01:55 -04:00
parent 8c53d49d40
commit 8fa84b0f00
2 changed files with 30 additions and 15 deletions
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tests/test_assets.py
+14 -4
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@@ -568,18 +568,24 @@ class AssetFinderTestCase(WithTradingCalendars, ZiplineTestCase):
for asof in pd.date_range('2014-01-01', '2014-01-05', tz='utc'):
# from 01 through 05 sid 0 held 'A'
A_result = finder.lookup_symbol('A', asof)
assert_equal(
finder.lookup_symbol('A', asof),
A_result,
finder.retrieve_asset(0),
msg=str(asof),
)
# the symbol should always be the last symbol
assert_equal(A_result.symbol, 'B')
# from 01 through 05 sid 1 held 'C'
C_result = finder.lookup_symbol('C', asof)
assert_equal(
finder.lookup_symbol('C', asof),
C_result,
finder.retrieve_asset(1),
msg=str(asof),
)
# the symbol should always be the last symbol
assert_equal(C_result.symbol, 'A')
# no one held 'B' before 06
with self.assertRaises(SymbolNotFound):
@@ -596,20 +602,24 @@ class AssetFinderTestCase(WithTradingCalendars, ZiplineTestCase):
# from 06 through 10 sid 0 held 'B'
# we test through the 11th because sid 1 is the last to hold 'B'
# so it should ffill
B_result = finder.lookup_symbol('B', asof)
assert_equal(
finder.lookup_symbol('B', asof),
B_result,
finder.retrieve_asset(0),
msg=str(asof),
)
assert_equal(B_result.symbol, 'B')
# from 06 through 10 sid 1 held 'A'
# we test through the 11th because sid 1 is the last to hold 'A'
# so it should ffill
A_result = finder.lookup_symbol('A', asof)
assert_equal(
finder.lookup_symbol('A', asof),
A_result,
finder.retrieve_asset(1),
msg=str(asof),
)
assert_equal(A_result.symbol, 'A')
def test_lookup_symbol(self):