wassname/catalyst
1
0
Fork 0
mirror of https://github.com/wassname/catalyst.git synced 2026-07-21 12:30:16 +08:00
Code Issues Packages Projects Releases Wiki Activity

ENH: add actual value column to estimates dataset.

Browse Source
This commit is contained in:
Maya Tydykov
2016-04-21 11:45:00 -04:00
parent 2826226431
commit bd58140b97
5 changed files with 37 additions and 3 deletions
Download Patch File Download Diff File Expand all files Collapse all files
tests/pipeline/test_consensus_estimates.py
+19 -1
View File
@@ -7,6 +7,7 @@ import pandas as pd
from six import iteritems
from zipline.pipeline.common import (
ACTUAL_VALUE_FIELD_NAME,
COUNT_FIELD_NAME,
FISCAL_QUARTER_FIELD_NAME,
FISCAL_YEAR_FIELD_NAME,
@@ -20,6 +21,7 @@ from zipline.pipeline.common import (
NEXT_LOW,
NEXT_RELEASE_DATE,
NEXT_STANDARD_DEVIATION,
PREVIOUS_ACTUAL_VALUE,
PREVIOUS_COUNT,
PREVIOUS_FISCAL_QUARTER,
PREVIOUS_FISCAL_YEAR,
@@ -47,6 +49,7 @@ from zipline.testing.fixtures import (
consensus_estimates_cases = [
# K1--K2--A1--A2.
pd.DataFrame({
ACTUAL_VALUE_FIELD_NAME: (100, 200),
STANDARD_DEVIATION_FIELD_NAME: (.5, .6),
COUNT_FIELD_NAME: (1, 2),
FISCAL_QUARTER_FIELD_NAME: (1, 1),
@@ -57,6 +60,7 @@ consensus_estimates_cases = [
}),
# K1--K2--A2--A1.
pd.DataFrame({
ACTUAL_VALUE_FIELD_NAME: (200, 300),
STANDARD_DEVIATION_FIELD_NAME: (.6, .7),
COUNT_FIELD_NAME: (2, 3),
FISCAL_QUARTER_FIELD_NAME: (1, 1),
@@ -67,6 +71,7 @@ consensus_estimates_cases = [
}),
# K1--A1--K2--A2.
pd.DataFrame({
ACTUAL_VALUE_FIELD_NAME: (300, 400),
STANDARD_DEVIATION_FIELD_NAME: (.7, .8),
COUNT_FIELD_NAME: (3, 4),
FISCAL_QUARTER_FIELD_NAME: (1, 1),
@@ -77,6 +82,7 @@ consensus_estimates_cases = [
}),
# K1 == K2.
pd.DataFrame({
ACTUAL_VALUE_FIELD_NAME: (400, 500),
STANDARD_DEVIATION_FIELD_NAME: (.8, .9),
COUNT_FIELD_NAME: (4, 5),
FISCAL_QUARTER_FIELD_NAME: (1, 1),
@@ -86,7 +92,8 @@ consensus_estimates_cases = [
LOW_FIELD_NAME: (.08, .09),
}),
pd.DataFrame(
columns=[STANDARD_DEVIATION_FIELD_NAME,
columns=[ACTUAL_VALUE_FIELD_NAME,
STANDARD_DEVIATION_FIELD_NAME,
COUNT_FIELD_NAME,
FISCAL_QUARTER_FIELD_NAME,
HIGH_FIELD_NAME,
@@ -97,6 +104,14 @@ consensus_estimates_cases = [
),
]
prev_actual_value = [
['NaN', 100, 200],
['NaN', 300, 200],
['NaN', 300, 400],
['NaN', 400, 500],
['NaN']
]
next_standard_deviation = [
['NaN', .5, .6, 'NaN'],
['NaN', .6, .7, .6, 'NaN'],
@@ -210,6 +225,7 @@ prev_low = [
]
field_name_to_expected_col = {
PREVIOUS_ACTUAL_VALUE: prev_actual_value,
PREVIOUS_STANDARD_DEVIATION: prev_standard_deviation,
NEXT_STANDARD_DEVIATION: next_standard_deviation,
PREVIOUS_COUNT: prev_count,
@@ -233,6 +249,8 @@ class ConsensusEstimatesLoaderTestCase(WithNextAndPreviousEventDataLoader,
Tests for loading the consensus estimates data.
"""
pipeline_columns = {
PREVIOUS_ACTUAL_VALUE:
ConsensusEstimates.previous_actual_value.latest,
NEXT_RELEASE_DATE:
ConsensusEstimates.next_release_date.latest,
PREVIOUS_RELEASE_DATE: