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MAINT: Remove future_chain API method.

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`future_chain` will be replaced by the as yet to be implemented method,
`data.current_chain`

Also removing `FutureChain` which will be replaced by another version
which only supports indexing and iteration.
This commit is contained in:
Eddie Hebert
2016-09-20 16:24:18 -04:00
parent f2a1263d90
commit 9fd8ddda53
6 changed files with 0 additions and 650 deletions
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tests/test_algorithm.py
-103
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@@ -58,7 +58,6 @@ from zipline.errors import (
TradingControlViolation,
AccountControlViolation,
SymbolNotFound,
RootSymbolNotFound,
UnsupportedDatetimeFormat,
CannotOrderDelistedAsset,
SetCancelPolicyPostInit,
@@ -726,108 +725,6 @@ def log_nyse_close(context, data):
with self.assertRaises(TypeError):
algo.future_symbol({'foo': 'bar'})
def test_future_chain_offset(self):
# November 2006 December 2006
# Su Mo Tu We Th Fr Sa Su Mo Tu We Th Fr Sa
# 1 2 3 4 1 2
# 5 6 7 8 9 10 11 3 4 5 6 7 8 9
# 12 13 14 15 16 17 18 10 11 12 13 14 15 16
# 19 20 21 22 23 24 25 17 18 19 20 21 22 23
# 26 27 28 29 30 24 25 26 27 28 29 30
# 31
algo = TradingAlgorithm(env=self.env)
algo.datetime = pd.Timestamp('2006-12-01', tz='UTC')
self.assertEqual(
algo.future_chain('CL', offset=1).as_of_date,
pd.Timestamp("2006-12-04", tz='UTC')
)
self.assertEqual(
algo.future_chain("CL", offset=5).as_of_date,
pd.Timestamp("2006-12-08", tz='UTC')
)
self.assertEqual(
algo.future_chain("CL", offset=-10).as_of_date,
pd.Timestamp("2006-11-16", tz='UTC')
)
# September 2016
# Su Mo Tu We Th Fr Sa
# 1 2 3
# 4 5 6 7 8 9 10
# 11 12 13 14 15 16 17
# 18 19 20 21 22 23 24
# 25 26 27 28 29 30
self.assertEqual(
algo.future_chain(
"CL",
as_of_date=pd.Timestamp("2016-08-31", tz='UTC'),
offset=10
).as_of_date,
pd.Timestamp("2016-09-15", tz='UTC')
)
def test_future_chain(self):
algo = TradingAlgorithm(env=self.env)
algo.datetime = pd.Timestamp('2006-12-01', tz='UTC')
# Check that the fields of the FutureChain object are set correctly
cl = algo.future_chain('CL')
self.assertEqual(cl.root_symbol, 'CL')
self.assertEqual(cl.as_of_date, algo.datetime)
# Check the fields are set correctly if an as_of_date is supplied
as_of_date = pd.Timestamp('1952-08-11', tz='UTC')
cl = algo.future_chain('CL', as_of_date=as_of_date)
self.assertEqual(cl.root_symbol, 'CL')
self.assertEqual(cl.as_of_date, as_of_date)
cl = algo.future_chain('CL', as_of_date='1952-08-11')
self.assertEqual(cl.root_symbol, 'CL')
self.assertEqual(cl.as_of_date, as_of_date)
# Check that weird capitalization is corrected
cl = algo.future_chain('cL')
self.assertEqual(cl.root_symbol, 'CL')
cl = algo.future_chain('cl')
self.assertEqual(cl.root_symbol, 'CL')
# Check that invalid root symbols raise RootSymbolNotFound
with self.assertRaises(RootSymbolNotFound):
algo.future_chain('CLZ')
with self.assertRaises(RootSymbolNotFound):
algo.future_chain('')
# Check that invalid dates raise UnsupportedDatetimeFormat
with self.assertRaises(UnsupportedDatetimeFormat):
algo.future_chain('CL', 'my_finger_slipped')
with self.assertRaises(UnsupportedDatetimeFormat):
algo.future_chain('CL', '2015-09-')
# Supplying a non-string argument to future_chain()
# should result in a TypeError.
with self.assertRaises(TypeError):
algo.future_chain(1)
with self.assertRaises(TypeError):
algo.future_chain((1,))
with self.assertRaises(TypeError):
algo.future_chain({1})
with self.assertRaises(TypeError):
algo.future_chain([1])
with self.assertRaises(TypeError):
algo.future_chain({'foo': 'bar'})
def test_set_symbol_lookup_date(self):
"""
Test the set_symbol_lookup_date API method.