Merge pull request #1182 from quantopian/no-more-dups

DEV: Ensure there are no duplicates in the data passed into TradingAlgorithm.run

tests/test_panel_daily_bar_reader.py

@@ -0,0 +1,48 @@
+#
+# Copyright 2016 Quantopian, Inc.
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+#     http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+
+from itertools import permutations
+
+import pandas as pd
+
+from zipline.data.us_equity_pricing import PanelDailyBarReader
+from zipline.testing import ExplodingObject
+from zipline.testing.fixtures import ZiplineTestCase
+
+
+class TestPanelDailyBarReader(ZiplineTestCase):
+    def test_duplicate_values(self):
+        UNIMPORTANT_VALUE = 57
+
+        panel = pd.Panel(
+            UNIMPORTANT_VALUE,
+            items=['a', 'b', 'b', 'a'],
+            major_axis=['c'],
+            minor_axis=['d'],
+        )
+        unused = ExplodingObject()
+
+        axis_names = ['items', 'major_axis', 'minor_axis']
+
+        for axis_order in permutations((0, 1, 2)):
+            with self.assertRaises(ValueError) as e:
+                PanelDailyBarReader(unused, panel.transpose(*axis_order))
+
+            expected = (
+                "Duplicate entries in Panel.{name}: ['a', 'b'].".format(
+                    name=axis_names[axis_order.index(0)],
+                )
+            )
+            self.assertEqual(str(e.exception), expected)