wassname/catalyst
1
0
Fork 0
mirror of https://github.com/wassname/catalyst.git synced 2026-09-11 12:00:50 +08:00
Code Issues Packages Projects Releases Wiki Activity

MAINT: Remove unused 'asset_type' metadata entry.

Browse Source
This commit is contained in:
Scott Sanderson
2015-11-05 13:35:05 -05:00
parent 375f2ef76f
commit a14c61e7ff
7 changed files with 8 additions and 53 deletions
Download Patch File Download Diff File Expand all files Collapse all files
tests/pipeline/test_pipeline_algo.py
-3
View File
@@ -97,7 +97,6 @@ class ClosesOnly(TestCase):
{
'sid': 1,
'symbol': 'A',
'asset_type': 'equity',
'start_date': self.dates[10],
'end_date': self.dates[13],
'exchange': 'TEST',
@@ -105,7 +104,6 @@ class ClosesOnly(TestCase):
{
'sid': 2,
'symbol': 'B',
'asset_type': 'equity',
'start_date': self.dates[11],
'end_date': self.dates[14],
'exchange': 'TEST',
@@ -113,7 +111,6 @@ class ClosesOnly(TestCase):
{
'sid': 3,
'symbol': 'C',
'asset_type': 'equity',
'start_date': self.dates[12],
'end_date': self.dates[15],
'exchange': 'TEST',
tests/test_algorithm.py
+4 -17
View File
@@ -156,11 +156,9 @@ class TestMiscellaneousAPI(TestCase):
cls.env = TradingEnvironment()
metadata = {3: {'symbol': 'PLAY',
'asset_type': 'equity',
'start_date': '2002-01-01',
'end_date': '2004-01-01'},
4: {'symbol': 'PLAY',
'asset_type': 'equity',
'start_date': '2005-01-01',
'end_date': '2006-01-01'}}
@@ -168,28 +166,24 @@ class TestMiscellaneousAPI(TestCase):
5: {
'symbol': 'CLG06',
'root_symbol': 'CL',
'asset_type': 'future',
'start_date': pd.Timestamp('2005-12-01', tz='UTC'),
'notice_date': pd.Timestamp('2005-12-20', tz='UTC'),
'expiration_date': pd.Timestamp('2006-01-20', tz='UTC')},
6: {
'root_symbol': 'CL',
'symbol': 'CLK06',
'asset_type': 'future',
'start_date': pd.Timestamp('2005-12-01', tz='UTC'),
'notice_date': pd.Timestamp('2006-03-20', tz='UTC'),
'expiration_date': pd.Timestamp('2006-04-20', tz='UTC')},
7: {
'symbol': 'CLQ06',
'root_symbol': 'CL',
'asset_type': 'future',
'start_date': pd.Timestamp('2005-12-01', tz='UTC'),
'notice_date': pd.Timestamp('2006-06-20', tz='UTC'),
'expiration_date': pd.Timestamp('2006-07-20', tz='UTC')},
8: {
'symbol': 'CLX06',
'root_symbol': 'CL',
'asset_type': 'future',
'start_date': pd.Timestamp('2006-02-01', tz='UTC'),
'notice_date': pd.Timestamp('2006-09-20', tz='UTC'),
'expiration_date': pd.Timestamp('2006-10-20', tz='UTC')}
@@ -595,8 +589,7 @@ class TestTransformAlgorithm(TestCase):
@classmethod
def setUpClass(cls):
futures_metadata = {3: {'asset_type': 'future',
'contract_multiplier': 10}}
futures_metadata = {3: {'contract_multiplier': 10}}
cls.env = TradingEnvironment()
cls.env.write_data(equities_identifiers=[0, 1, 133],
futures_data=futures_metadata)
@@ -923,8 +916,7 @@ class TestAlgoScript(TestCase):
def test_api_get_environment(self):
platform = 'zipline'
# Use sid not already in test database.
metadata = {3: {'symbol': 'TEST',
'asset_type': 'equity'}}
metadata = {3: {'symbol': 'TEST'}}
algo = TradingAlgorithm(script=api_get_environment_algo,
equities_metadata=metadata,
platform=platform)
@@ -933,8 +925,7 @@ class TestAlgoScript(TestCase):
def test_api_symbol(self):
# Use sid not already in test database.
metadata = {3: {'symbol': 'TEST',
'asset_type': 'equity'}}
metadata = {3: {'symbol': 'TEST'}}
algo = TradingAlgorithm(script=api_symbol_algo,
equities_metadata=metadata)
algo.run(self.df)
@@ -1778,7 +1769,6 @@ class TestClosePosAlgo(TestCase):
def test_close_position_equity(self):
metadata = {1: {'symbol': 'TEST',
'asset_type': 'equity',
'end_date': self.days[3]}}
self.env.write_data(equities_data=metadata)
algo = TestAlgorithm(sid=1, amount=1, order_count=1,
@@ -1794,9 +1784,7 @@ class TestClosePosAlgo(TestCase):
self.check_algo_pnl(results, expected_pnl)
def test_close_position_future(self):
metadata = {1: {'symbol': 'TEST',
'asset_type': 'future',
}}
metadata = {1: {'symbol': 'TEST'}}
self.env.write_data(futures_data=metadata)
algo = TestAlgorithm(sid=1, amount=1, order_count=1,
commission=PerShare(0),
@@ -1812,7 +1800,6 @@ class TestClosePosAlgo(TestCase):
def test_auto_close_future(self):
metadata = {1: {'symbol': 'TEST',
'asset_type': 'future',
'auto_close_date': self.env.trading_days[4]}}
self.env.write_data(futures_data=metadata)
algo = TestAlgorithm(sid=1, amount=1, order_count=1,
tests/test_assets.py
+1 -12
View File
@@ -514,8 +514,7 @@ class AssetFinderTestCase(TestCase):
self.assertEqual(missing[1], 'REAL_BUT_IN_THE_FUTURE')
def test_insert_metadata(self):
data = {0: {'asset_type': 'equity',
'start_date': '2014-01-01',
data = {0: {'start_date': '2014-01-01',
'end_date': '2015-01-01',
'symbol': "PLAY",
'foo_data': "FOO"}}
@@ -630,7 +629,6 @@ class AssetFinderTestCase(TestCase):
0: {
'symbol': 'ADN15',
'root_symbol': 'AD',
'asset_type': 'future',
'notice_date': pd.Timestamp('2015-05-14', tz='UTC'),
'expiration_date': pd.Timestamp('2015-06-14', tz='UTC'),
'start_date': pd.Timestamp('2015-01-01', tz='UTC')
@@ -638,7 +636,6 @@ class AssetFinderTestCase(TestCase):
1: {
'symbol': 'ADV15',
'root_symbol': 'AD',
'asset_type': 'future',
'notice_date': pd.Timestamp('2015-08-14', tz='UTC'),
'expiration_date': pd.Timestamp('2015-09-14', tz='UTC'),
'start_date': pd.Timestamp('2015-01-01', tz='UTC')
@@ -647,7 +644,6 @@ class AssetFinderTestCase(TestCase):
2: {
'symbol': 'ADF16',
'root_symbol': 'AD',
'asset_type': 'future',
'notice_date': pd.Timestamp('2015-11-16', tz='UTC'),
'expiration_date': pd.Timestamp('2015-12-16', tz='UTC'),
'start_date': pd.Timestamp('2015-05-14', tz='UTC')
@@ -656,7 +652,6 @@ class AssetFinderTestCase(TestCase):
3: {
'symbol': 'ADX16',
'root_symbol': 'AD',
'asset_type': 'future',
'notice_date': pd.Timestamp('2015-11-16', tz='UTC'),
'expiration_date': pd.Timestamp('2015-12-16', tz='UTC'),
'start_date': pd.Timestamp('2015-08-01', tz='UTC')
@@ -665,7 +660,6 @@ class AssetFinderTestCase(TestCase):
4: {
'symbol': 'ADZ16',
'root_symbol': 'AD',
'asset_type': 'future',
'notice_date': pd.Timestamp('2016-11-25', tz='UTC'),
'expiration_date': pd.Timestamp('2016-11-16', tz='UTC'),
'start_date': pd.Timestamp('2015-08-01', tz='UTC')
@@ -675,7 +669,6 @@ class AssetFinderTestCase(TestCase):
5: {
'symbol': 'ADZ20',
'root_symbol': 'AD',
'asset_type': 'future',
'notice_date': pd.Timestamp('2020-11-25', tz='UTC'),
'expiration_date': pd.Timestamp('2020-11-16', tz='UTC')
},
@@ -811,28 +804,24 @@ class TestFutureChain(TestCase):
0: {
'symbol': 'CLG06',
'root_symbol': 'CL',
'asset_type': 'future',
'start_date': pd.Timestamp('2005-12-01', tz='UTC'),
'notice_date': pd.Timestamp('2005-12-20', tz='UTC'),
'expiration_date': pd.Timestamp('2006-01-20', tz='UTC')},
1: {
'root_symbol': 'CL',
'symbol': 'CLK06',
'asset_type': 'future',
'start_date': pd.Timestamp('2005-12-01', tz='UTC'),
'notice_date': pd.Timestamp('2006-03-20', tz='UTC'),
'expiration_date': pd.Timestamp('2006-04-20', tz='UTC')},
2: {
'symbol': 'CLQ06',
'root_symbol': 'CL',
'asset_type': 'future',
'start_date': pd.Timestamp('2005-12-01', tz='UTC'),
'notice_date': pd.Timestamp('2006-06-20', tz='UTC'),
'expiration_date': pd.Timestamp('2006-07-20', tz='UTC')},
3: {
'symbol': 'CLX06',
'root_symbol': 'CL',
'asset_type': 'future',
'start_date': pd.Timestamp('2006-02-01', tz='UTC'),
'notice_date': pd.Timestamp('2006-09-20', tz='UTC'),
'expiration_date': pd.Timestamp('2006-10-20', tz='UTC')}
tests/test_perf_tracking.py
+3 -8
View File
@@ -2188,14 +2188,9 @@ class TestPositionTracker(unittest.TestCase):
@classmethod
def setUpClass(cls):
cls.env = TradingEnvironment()
equities_metadata = {1: {'asset_type': 'equity'},
2: {'asset_type': 'equity'}}
futures_metadata = {3: {'asset_type': 'future',
'contract_multiplier': 1000},
4: {'asset_type': 'future',
'contract_multiplier': 1000}}
cls.env.write_data(equities_data=equities_metadata,
futures_metadata = {3: {'contract_multiplier': 1000},
4: {'contract_multiplier': 1000}}
cls.env.write_data(equities_identifiers=[1, 2],
futures_data=futures_metadata)
@classmethod