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https://github.com/wassname/catalyst.git
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TST: coverage
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@@ -21,7 +21,7 @@ from toolz.curried import operator as op
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from zipline.assets.synthetic import make_simple_equity_info
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from zipline.pipeline import Pipeline, CustomFactor
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from zipline.pipeline.data import DataSet, BoundColumn
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from zipline.pipeline.data import DataSet, BoundColumn, Column
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from zipline.pipeline.engine import SimplePipelineEngine
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from zipline.pipeline.loaders.blaze import (
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from_blaze,
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@@ -29,16 +29,21 @@ from zipline.pipeline.loaders.blaze import (
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NoMetaDataWarning,
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)
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from zipline.pipeline.loaders.blaze.core import (
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ExprData,
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NonPipelineField,
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)
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from zipline.testing import parameter_space
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from zipline.testing import (
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ZiplineTestCase,
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parameter_space,
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tmp_asset_finder,
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)
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from zipline.testing.fixtures import WithAssetFinder
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from zipline.utils.numpy_utils import (
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float64_dtype,
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int64_dtype,
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repeat_last_axis,
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)
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from zipline.testing import tmp_asset_finder, ZiplineTestCase
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from zipline.testing.predicates import assert_equal, assert_isidentical
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nameof = op.attrgetter('name')
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dtypeof = op.attrgetter('dtype')
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@@ -208,6 +213,108 @@ class BlazeToPipelineTestCase(WithAssetFinder, ZiplineTestCase):
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self.assertIn("'asof_date'", str(e.exception))
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self.assertIn(repr(str(expr.dshape.measure)), str(e.exception))
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def test_missing_timestamp(self):
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expr = bz.data(
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self.df.loc[:, ['sid', 'value', 'asof_date']],
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name='expr',
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dshape="""
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var * {
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sid: ?int64,
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value: float64,
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asof_date: datetime,
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}""",
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)
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loader = BlazeLoader()
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from_blaze(
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expr,
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loader=loader,
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no_deltas_rule='ignore',
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no_checkpoints_rule='ignore',
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)
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self.assertEqual(len(loader), 1)
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exprdata, = loader.values()
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assert_isidentical(
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exprdata.expr,
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bz.transform(expr, timestamp=expr.asof_date),
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)
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def test_from_blaze_no_resources_dataset_expr(self):
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expr = bz.symbol('expr', self.dshape)
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with self.assertRaises(ValueError) as e:
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from_blaze(
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expr,
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loader=self.garbage_loader,
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no_deltas_rule='ignore',
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no_checkpoints_rule='ignore',
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missing_values=self.missing_values,
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)
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assert_equal(
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str(e.exception),
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'no resources provided to compute expr',
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)
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@parameter_space(metadata={'deltas', 'checkpoints'})
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def test_from_blaze_no_resources_metadata_expr(self, metadata):
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expr = bz.data(self.df, name='expr', dshape=self.dshape)
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metadata_expr = bz.symbol('metadata', self.dshape)
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with self.assertRaises(ValueError) as e:
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from_blaze(
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expr,
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loader=self.garbage_loader,
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no_deltas_rule='ignore',
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no_checkpoints_rule='ignore',
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missing_values=self.missing_values,
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**{metadata: metadata_expr}
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)
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assert_equal(
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str(e.exception),
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'no resources provided to compute %s' % metadata,
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)
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def test_from_blaze_mixed_resources_dataset_expr(self):
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expr = bz.data(self.df, name='expr', dshape=self.dshape)
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with self.assertRaises(ValueError) as e:
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from_blaze(
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expr,
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resources={expr: self.df},
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loader=self.garbage_loader,
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no_deltas_rule='ignore',
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no_checkpoints_rule='ignore',
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missing_values=self.missing_values,
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)
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assert_equal(
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str(e.exception),
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'explicit and implicit resources provided to compute expr',
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)
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@parameter_space(metadata={'deltas', 'checkpoints'})
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def test_from_blaze_mixed_resources_metadata_expr(self, metadata):
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expr = bz.symbol('expr', self.dshape)
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metadata_expr = bz.data(self.df, name=metadata, dshape=self.dshape)
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with self.assertRaises(ValueError) as e:
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from_blaze(
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expr,
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resources={metadata_expr: self.df},
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loader=self.garbage_loader,
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no_deltas_rule='ignore',
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no_checkpoints_rule='ignore',
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missing_values=self.missing_values,
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**{metadata: metadata_expr}
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)
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assert_equal(
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str(e.exception),
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'explicit and implicit resources provided to compute %s' %
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metadata,
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)
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@parameter_space(deltas={True, False}, checkpoints={True, False})
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def test_auto_metadata(self, deltas, checkpoints):
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select_level = op.getitem(('ignore', 'raise'))
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@@ -1486,3 +1593,43 @@ class BlazeToPipelineTestCase(WithAssetFinder, ZiplineTestCase):
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window_length=1,
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compute_fn=op.itemgetter(-1),
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)
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class MiscTestCase(ZiplineTestCase):
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def test_exprdata_repr(self):
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strd = set()
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class BadRepr(object):
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"""A class which cannot be repr'd.
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"""
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def __init__(self, name):
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self._name = name
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def __repr__(self): # pragma: no cover
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raise AssertionError('ayy')
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def __str__(self):
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strd.add(self)
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return self._name
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assert_equal(
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repr(ExprData(
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expr=BadRepr('expr'),
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deltas=BadRepr('deltas'),
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checkpoints=BadRepr('checkpoints'),
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odo_kwargs={'a': 'b'},
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)),
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"ExprData(expr='expr', deltas='deltas',"
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" checkpoints='checkpoints', odo_kwargs={'a': 'b'})",
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)
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def test_blaze_loader_repr(self):
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assert_equal(repr(BlazeLoader()), '<BlazeLoader: {}>')
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def test_blaze_loader_lookup_failure(self):
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class D(DataSet):
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c = Column(dtype='float64')
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with self.assertRaises(KeyError) as e:
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BlazeLoader()(D.c)
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assert_equal(str(e.exception), 'D.c::float64')
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