Merge pull request #1416 from quantopian/exch_full_synthetic

ENH: Expose exchange_full on all Asset types

zipline/assets/_assets.pyx

@@ -40,7 +40,7 @@ from zipline.utils.calendars import get_calendar
 # IMPORTANT NOTE: You must change this template if you change
 # Asset.__reduce__, or else we'll attempt to unpickle an old version of this
 # class
-CACHE_FILE_TEMPLATE = '/tmp/.%s-%s.v6.cache'
+CACHE_FILE_TEMPLATE = '/tmp/.%s-%s.v7.cache'
 
 
 cdef class Asset:
@@ -58,6 +58,7 @@ cdef class Asset:
     cdef readonly object auto_close_date
 
     cdef readonly object exchange
+    cdef readonly object exchange_full
 
     _kwargnames = frozenset({
         'sid',
@@ -68,6 +69,7 @@ cdef class Asset:
         'first_traded',
         'auto_close_date',
         'exchange',
+        'exchange_full',
     })
 
     def __init__(self,
@@ -78,13 +80,16 @@ cdef class Asset:
                  object start_date=None,
                  object end_date=None,
                  object first_traded=None,
-                 object auto_close_date=None):
+                 object auto_close_date=None,
+                 object exchange_full=None):
 
         self.sid = sid
         self.sid_hash = hash(sid)
         self.symbol = symbol
         self.asset_name = asset_name
         self.exchange = exchange
+        self.exchange_full = (exchange_full if exchange_full is not None
+                              else exchange)
         self.start_date = start_date
         self.end_date = end_date
         self.first_traded = first_traded
@@ -164,7 +169,8 @@ cdef class Asset:
                                  self.start_date,
                                  self.end_date,
                                  self.first_traded,
-                                 self.auto_close_date,))
+                                 self.auto_close_date,
+                                 self.exchange_full))
 
     cpdef to_dict(self):
         """
@@ -179,6 +185,7 @@ cdef class Asset:
             'first_traded': self.first_traded,
             'auto_close_date': self.auto_close_date,
             'exchange': self.exchange,
+            'exchange_full': self.exchange_full,
         }
 
     @classmethod
@@ -228,7 +235,8 @@ cdef class Equity(Asset):
 
     def __repr__(self):
         attrs = ('symbol', 'asset_name', 'exchange',
-                 'start_date', 'end_date', 'first_traded', 'auto_close_date')
+                 'start_date', 'end_date', 'first_traded', 'auto_close_date',
+                 'exchange_full')
         tuples = ((attr, repr(getattr(self, attr, None)))
                   for attr in attrs)
         strings = ('%s=%s' % (t[0], t[1]) for t in tuples)
@@ -291,6 +299,7 @@ cdef class Future(Asset):
         'exchange',
         'tick_size',
         'multiplier',
+        'exchange_full',
     })
 
     def __init__(self,
@@ -306,7 +315,8 @@ cdef class Future(Asset):
                  object auto_close_date=None,
                  object first_traded=None,
                  object tick_size="",
-                 float multiplier=1.0):
+                 float multiplier=1.0,
+                 object exchange_full=None):
 
         super().__init__(
             sid,
@@ -317,6 +327,7 @@ cdef class Future(Asset):
             end_date=end_date,
             first_traded=first_traded,
             auto_close_date=auto_close_date,
+            exchange_full=exchange_full,
         )
         self.root_symbol = root_symbol
         self.notice_date = notice_date
@@ -336,7 +347,7 @@ cdef class Future(Asset):
         attrs = ('symbol', 'root_symbol', 'asset_name', 'exchange',
                  'start_date', 'end_date', 'first_traded', 'notice_date',
                  'expiration_date', 'auto_close_date', 'tick_size',
-                 'multiplier')
+                 'multiplier', 'exchange_full')
         tuples = ((attr, repr(getattr(self, attr, None)))
                   for attr in attrs)
         strings = ('%s=%s' % (t[0], t[1]) for t in tuples)
@@ -362,7 +373,8 @@ cdef class Future(Asset):
                                  self.auto_close_date,
                                  self.first_traded,
                                  self.tick_size,
-                                 self.multiplier,))
+                                 self.multiplier,
+                                 self.exchange_full))
 
     cpdef to_dict(self):
         """

zipline/assets/synthetic.py

@@ -51,6 +51,7 @@ def make_rotating_equity_info(num_assets,
                 periods=num_assets,
             ),
             'exchange': 'TEST',
+            'exchange_full': 'TEST FULL',
         },
         index=range(num_assets),
     )
@@ -87,6 +88,7 @@ def make_simple_equity_info(sids,
             'start_date': pd.to_datetime([start_date] * num_assets),
             'end_date': pd.to_datetime([end_date] * num_assets),
             'exchange': 'TEST',
+            'exchange_full': 'TEST FULL',
         },
         index=sids,
         columns=(
@@ -94,6 +96,7 @@ def make_simple_equity_info(sids,
             'end_date',
             'symbol',
             'exchange',
+            'exchange_full',
         ),
     )
 
@@ -137,6 +140,7 @@ def make_jagged_equity_info(num_assets,
                 periods=num_assets,
             ),
             'exchange': 'TEST',
+            'exchange_full': 'TEST FULL',
         },
         index=range(num_assets),
     )
@@ -218,6 +222,7 @@ def make_future_info(first_sid,
             'expiration_date': notice_date_func(month_begin),
             'multiplier': 500,
             'exchange': "TEST",
+            'exchange_full': 'TEST FULL',
         })
     return pd.DataFrame.from_records(contracts, index='sid').convert_objects()