From d192b1846f5d5cef794920b48dfcff556b2be638 Mon Sep 17 00:00:00 2001 From: theandycamps Date: Fri, 27 Feb 2015 14:13:01 -0500 Subject: [PATCH] MAINT: Move knowledge date for existing DNT list --- tests/test_security_list.py | 19 ------------------- .../{20150126 => 20020103}/20120913/add | 0 .../{20150126 => 20020103}/20120913/delete | 0 .../{20150126 => 20020103}/20120919/add | 0 .../{20150126 => 20020103}/20120919/delete | 0 .../{20150126 => 20020103}/20121012/add | 0 .../{20150126 => 20020103}/20121012/delete | 0 .../{20150126 => 20020103}/20130605/add | 0 .../{20150126 => 20020103}/20130605/delete | 0 .../{20150126 => 20020103}/20130916/add | 0 .../{20150126 => 20020103}/20130916/delete | 0 .../{20150126 => 20020103}/20131002/add | 0 .../{20150126 => 20020103}/20131002/delete | 0 .../{20150126 => 20020103}/20131009/add | 0 .../{20150126 => 20020103}/20131009/delete | 0 .../{20150126 => 20020103}/20131121/add | 0 .../{20150126 => 20020103}/20131121/delete | 0 .../{20150126 => 20020103}/20131227/add | 0 .../{20150126 => 20020103}/20131227/delete | 0 .../{20150126 => 20020103}/20140410/add | 0 .../{20150126 => 20020103}/20140410/delete | 0 .../{20150126 => 20020103}/20140923/add | 0 .../{20150126 => 20020103}/20140923/delete | 0 .../{20150126 => 20020103}/20141119/add | 0 .../{20150126 => 20020103}/20141119/delete | 0 .../{20150126 => 20020103}/20141226/add | 0 .../{20150126 => 20020103}/20141226/delete | 0 .../{20150126 => 20020103}/20150123/add | 0 .../{20150126 => 20020103}/20150123/delete | 0 29 files changed, 19 deletions(-) rename zipline/resources/security_lists/leveraged_etf_list/{20150126 => 20020103}/20120913/add (100%) rename zipline/resources/security_lists/leveraged_etf_list/{20150126 => 20020103}/20120913/delete (100%) rename zipline/resources/security_lists/leveraged_etf_list/{20150126 => 20020103}/20120919/add (100%) rename zipline/resources/security_lists/leveraged_etf_list/{20150126 => 20020103}/20120919/delete (100%) rename zipline/resources/security_lists/leveraged_etf_list/{20150126 => 20020103}/20121012/add (100%) rename zipline/resources/security_lists/leveraged_etf_list/{20150126 => 20020103}/20121012/delete (100%) rename zipline/resources/security_lists/leveraged_etf_list/{20150126 => 20020103}/20130605/add (100%) rename zipline/resources/security_lists/leveraged_etf_list/{20150126 => 20020103}/20130605/delete (100%) rename zipline/resources/security_lists/leveraged_etf_list/{20150126 => 20020103}/20130916/add (100%) rename zipline/resources/security_lists/leveraged_etf_list/{20150126 => 20020103}/20130916/delete (100%) rename zipline/resources/security_lists/leveraged_etf_list/{20150126 => 20020103}/20131002/add (100%) rename zipline/resources/security_lists/leveraged_etf_list/{20150126 => 20020103}/20131002/delete (100%) rename zipline/resources/security_lists/leveraged_etf_list/{20150126 => 20020103}/20131009/add (100%) rename zipline/resources/security_lists/leveraged_etf_list/{20150126 => 20020103}/20131009/delete (100%) rename zipline/resources/security_lists/leveraged_etf_list/{20150126 => 20020103}/20131121/add (100%) rename zipline/resources/security_lists/leveraged_etf_list/{20150126 => 20020103}/20131121/delete (100%) rename zipline/resources/security_lists/leveraged_etf_list/{20150126 => 20020103}/20131227/add (100%) rename zipline/resources/security_lists/leveraged_etf_list/{20150126 => 20020103}/20131227/delete (100%) rename zipline/resources/security_lists/leveraged_etf_list/{20150126 => 20020103}/20140410/add (100%) rename zipline/resources/security_lists/leveraged_etf_list/{20150126 => 20020103}/20140410/delete (100%) rename zipline/resources/security_lists/leveraged_etf_list/{20150126 => 20020103}/20140923/add (100%) rename zipline/resources/security_lists/leveraged_etf_list/{20150126 => 20020103}/20140923/delete (100%) rename zipline/resources/security_lists/leveraged_etf_list/{20150126 => 20020103}/20141119/add (100%) rename zipline/resources/security_lists/leveraged_etf_list/{20150126 => 20020103}/20141119/delete (100%) rename zipline/resources/security_lists/leveraged_etf_list/{20150126 => 20020103}/20141226/add (100%) rename zipline/resources/security_lists/leveraged_etf_list/{20150126 => 20020103}/20141226/delete (100%) rename zipline/resources/security_lists/leveraged_etf_list/{20150126 => 20020103}/20150123/add (100%) rename zipline/resources/security_lists/leveraged_etf_list/{20150126 => 20020103}/20150123/delete (100%) diff --git a/tests/test_security_list.py b/tests/test_security_list.py index bb54868f..7827ffce 100644 --- a/tests/test_security_list.py +++ b/tests/test_security_list.py @@ -199,25 +199,6 @@ class SecurityListTestCase(TestCase): self.check_algo_exception(algo, ctx, 0) - def test_algo_with_rl_violation_on_knowledge_date(self): - - sim_params = factory.create_simulation_parameters( - start=self.trading_day_before_first_kd, num_days=4) - trade_history = factory.create_trade_history( - 'BZQ', - [10.0, 10.0, 11.0, 11.0], - [100, 100, 100, 300], - timedelta(days=1), - sim_params - ) - self.source = SpecificEquityTrades(event_list=trade_history) - - algo = RestrictedAlgoWithoutCheck(sid='BZQ', sim_params=sim_params) - with self.assertRaises(TradingControlViolation) as ctx: - algo.run(self.source) - - self.check_algo_exception(algo, ctx, 1) - def test_algo_with_rl_violation_after_knowledge_date(self): sim_params = factory.create_simulation_parameters( start=list( diff --git a/zipline/resources/security_lists/leveraged_etf_list/20150126/20120913/add b/zipline/resources/security_lists/leveraged_etf_list/20020103/20120913/add similarity index 100% rename from zipline/resources/security_lists/leveraged_etf_list/20150126/20120913/add rename to zipline/resources/security_lists/leveraged_etf_list/20020103/20120913/add diff --git a/zipline/resources/security_lists/leveraged_etf_list/20150126/20120913/delete b/zipline/resources/security_lists/leveraged_etf_list/20020103/20120913/delete similarity index 100% rename from zipline/resources/security_lists/leveraged_etf_list/20150126/20120913/delete rename to zipline/resources/security_lists/leveraged_etf_list/20020103/20120913/delete diff --git a/zipline/resources/security_lists/leveraged_etf_list/20150126/20120919/add b/zipline/resources/security_lists/leveraged_etf_list/20020103/20120919/add similarity index 100% rename from zipline/resources/security_lists/leveraged_etf_list/20150126/20120919/add rename to zipline/resources/security_lists/leveraged_etf_list/20020103/20120919/add diff --git a/zipline/resources/security_lists/leveraged_etf_list/20150126/20120919/delete b/zipline/resources/security_lists/leveraged_etf_list/20020103/20120919/delete similarity index 100% rename from zipline/resources/security_lists/leveraged_etf_list/20150126/20120919/delete rename to zipline/resources/security_lists/leveraged_etf_list/20020103/20120919/delete diff --git a/zipline/resources/security_lists/leveraged_etf_list/20150126/20121012/add b/zipline/resources/security_lists/leveraged_etf_list/20020103/20121012/add similarity index 100% rename from zipline/resources/security_lists/leveraged_etf_list/20150126/20121012/add rename to zipline/resources/security_lists/leveraged_etf_list/20020103/20121012/add diff --git a/zipline/resources/security_lists/leveraged_etf_list/20150126/20121012/delete b/zipline/resources/security_lists/leveraged_etf_list/20020103/20121012/delete similarity index 100% rename from zipline/resources/security_lists/leveraged_etf_list/20150126/20121012/delete rename to zipline/resources/security_lists/leveraged_etf_list/20020103/20121012/delete diff --git a/zipline/resources/security_lists/leveraged_etf_list/20150126/20130605/add b/zipline/resources/security_lists/leveraged_etf_list/20020103/20130605/add similarity index 100% rename from zipline/resources/security_lists/leveraged_etf_list/20150126/20130605/add rename to zipline/resources/security_lists/leveraged_etf_list/20020103/20130605/add diff --git a/zipline/resources/security_lists/leveraged_etf_list/20150126/20130605/delete b/zipline/resources/security_lists/leveraged_etf_list/20020103/20130605/delete similarity index 100% rename from zipline/resources/security_lists/leveraged_etf_list/20150126/20130605/delete rename to zipline/resources/security_lists/leveraged_etf_list/20020103/20130605/delete diff --git a/zipline/resources/security_lists/leveraged_etf_list/20150126/20130916/add b/zipline/resources/security_lists/leveraged_etf_list/20020103/20130916/add similarity index 100% rename from zipline/resources/security_lists/leveraged_etf_list/20150126/20130916/add rename to zipline/resources/security_lists/leveraged_etf_list/20020103/20130916/add diff --git a/zipline/resources/security_lists/leveraged_etf_list/20150126/20130916/delete b/zipline/resources/security_lists/leveraged_etf_list/20020103/20130916/delete similarity index 100% rename from zipline/resources/security_lists/leveraged_etf_list/20150126/20130916/delete rename to zipline/resources/security_lists/leveraged_etf_list/20020103/20130916/delete diff --git a/zipline/resources/security_lists/leveraged_etf_list/20150126/20131002/add b/zipline/resources/security_lists/leveraged_etf_list/20020103/20131002/add similarity index 100% rename from zipline/resources/security_lists/leveraged_etf_list/20150126/20131002/add rename to zipline/resources/security_lists/leveraged_etf_list/20020103/20131002/add diff --git a/zipline/resources/security_lists/leveraged_etf_list/20150126/20131002/delete b/zipline/resources/security_lists/leveraged_etf_list/20020103/20131002/delete similarity index 100% rename from zipline/resources/security_lists/leveraged_etf_list/20150126/20131002/delete rename to zipline/resources/security_lists/leveraged_etf_list/20020103/20131002/delete diff --git a/zipline/resources/security_lists/leveraged_etf_list/20150126/20131009/add b/zipline/resources/security_lists/leveraged_etf_list/20020103/20131009/add similarity index 100% rename from zipline/resources/security_lists/leveraged_etf_list/20150126/20131009/add rename to zipline/resources/security_lists/leveraged_etf_list/20020103/20131009/add diff --git a/zipline/resources/security_lists/leveraged_etf_list/20150126/20131009/delete b/zipline/resources/security_lists/leveraged_etf_list/20020103/20131009/delete similarity index 100% rename from zipline/resources/security_lists/leveraged_etf_list/20150126/20131009/delete rename to zipline/resources/security_lists/leveraged_etf_list/20020103/20131009/delete diff --git a/zipline/resources/security_lists/leveraged_etf_list/20150126/20131121/add b/zipline/resources/security_lists/leveraged_etf_list/20020103/20131121/add similarity index 100% rename from zipline/resources/security_lists/leveraged_etf_list/20150126/20131121/add rename to zipline/resources/security_lists/leveraged_etf_list/20020103/20131121/add diff --git a/zipline/resources/security_lists/leveraged_etf_list/20150126/20131121/delete b/zipline/resources/security_lists/leveraged_etf_list/20020103/20131121/delete similarity index 100% rename from zipline/resources/security_lists/leveraged_etf_list/20150126/20131121/delete rename to zipline/resources/security_lists/leveraged_etf_list/20020103/20131121/delete diff --git a/zipline/resources/security_lists/leveraged_etf_list/20150126/20131227/add b/zipline/resources/security_lists/leveraged_etf_list/20020103/20131227/add similarity index 100% rename from zipline/resources/security_lists/leveraged_etf_list/20150126/20131227/add rename to zipline/resources/security_lists/leveraged_etf_list/20020103/20131227/add diff --git a/zipline/resources/security_lists/leveraged_etf_list/20150126/20131227/delete b/zipline/resources/security_lists/leveraged_etf_list/20020103/20131227/delete similarity index 100% rename from zipline/resources/security_lists/leveraged_etf_list/20150126/20131227/delete rename to zipline/resources/security_lists/leveraged_etf_list/20020103/20131227/delete diff --git a/zipline/resources/security_lists/leveraged_etf_list/20150126/20140410/add b/zipline/resources/security_lists/leveraged_etf_list/20020103/20140410/add similarity index 100% rename from zipline/resources/security_lists/leveraged_etf_list/20150126/20140410/add rename to zipline/resources/security_lists/leveraged_etf_list/20020103/20140410/add diff --git a/zipline/resources/security_lists/leveraged_etf_list/20150126/20140410/delete b/zipline/resources/security_lists/leveraged_etf_list/20020103/20140410/delete similarity index 100% rename from zipline/resources/security_lists/leveraged_etf_list/20150126/20140410/delete rename to zipline/resources/security_lists/leveraged_etf_list/20020103/20140410/delete diff --git a/zipline/resources/security_lists/leveraged_etf_list/20150126/20140923/add b/zipline/resources/security_lists/leveraged_etf_list/20020103/20140923/add similarity index 100% rename from zipline/resources/security_lists/leveraged_etf_list/20150126/20140923/add rename to zipline/resources/security_lists/leveraged_etf_list/20020103/20140923/add diff --git a/zipline/resources/security_lists/leveraged_etf_list/20150126/20140923/delete b/zipline/resources/security_lists/leveraged_etf_list/20020103/20140923/delete similarity index 100% rename from zipline/resources/security_lists/leveraged_etf_list/20150126/20140923/delete rename to zipline/resources/security_lists/leveraged_etf_list/20020103/20140923/delete diff --git a/zipline/resources/security_lists/leveraged_etf_list/20150126/20141119/add b/zipline/resources/security_lists/leveraged_etf_list/20020103/20141119/add similarity index 100% rename from zipline/resources/security_lists/leveraged_etf_list/20150126/20141119/add rename to zipline/resources/security_lists/leveraged_etf_list/20020103/20141119/add diff --git a/zipline/resources/security_lists/leveraged_etf_list/20150126/20141119/delete b/zipline/resources/security_lists/leveraged_etf_list/20020103/20141119/delete similarity index 100% rename from zipline/resources/security_lists/leveraged_etf_list/20150126/20141119/delete rename to zipline/resources/security_lists/leveraged_etf_list/20020103/20141119/delete diff --git a/zipline/resources/security_lists/leveraged_etf_list/20150126/20141226/add b/zipline/resources/security_lists/leveraged_etf_list/20020103/20141226/add similarity index 100% rename from zipline/resources/security_lists/leveraged_etf_list/20150126/20141226/add rename to zipline/resources/security_lists/leveraged_etf_list/20020103/20141226/add diff --git a/zipline/resources/security_lists/leveraged_etf_list/20150126/20141226/delete b/zipline/resources/security_lists/leveraged_etf_list/20020103/20141226/delete similarity index 100% rename from zipline/resources/security_lists/leveraged_etf_list/20150126/20141226/delete rename to zipline/resources/security_lists/leveraged_etf_list/20020103/20141226/delete diff --git a/zipline/resources/security_lists/leveraged_etf_list/20150126/20150123/add b/zipline/resources/security_lists/leveraged_etf_list/20020103/20150123/add similarity index 100% rename from zipline/resources/security_lists/leveraged_etf_list/20150126/20150123/add rename to zipline/resources/security_lists/leveraged_etf_list/20020103/20150123/add diff --git a/zipline/resources/security_lists/leveraged_etf_list/20150126/20150123/delete b/zipline/resources/security_lists/leveraged_etf_list/20020103/20150123/delete similarity index 100% rename from zipline/resources/security_lists/leveraged_etf_list/20150126/20150123/delete rename to zipline/resources/security_lists/leveraged_etf_list/20020103/20150123/delete