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https://github.com/wassname/catalyst.git
synced 2026-06-29 13:13:41 +08:00
Applies PEP-8 recommendations.
Whitespace wrangling.
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+47
-46
@@ -36,7 +36,6 @@ class HelperTestCase(TestCase):
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assert queue_is_ready(queue)
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assert not queue_is_done(queue)
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queue.appendleft(to_dt('DONE'))
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assert queue_is_ready(queue)
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@@ -81,6 +80,7 @@ class HelperTestCase(TestCase):
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assert ready(sources)
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assert done(sources)
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class DateSortTestCase(TestCase):
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def setUp(self):
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@@ -99,7 +99,7 @@ class DateSortTestCase(TestCase):
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assert m1 == m2
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def test_single_source(self):
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# Just using the built-in defaults. See
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# zipline/gens/tradegens.py
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source = SpecificEquityTrades()
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@@ -111,28 +111,28 @@ class DateSortTestCase(TestCase):
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self.run_date_sort(with_done, expected, [source.get_hash()])
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def test_multi_source(self):
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filter = [2,3]
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filter = [2, 3]
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args_a = tuple()
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kwargs_a = {
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'count' : 100,
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'sids' : [1,2,3],
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'start' : datetime(2012,1,3,15, tzinfo = pytz.utc),
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'delta' : timedelta(minutes = 6),
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'filter' : filter
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'count': 100,
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'sids': [1, 2, 3],
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'start': datetime(2012, 1, 3, 15, tzinfo=pytz.utc),
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'delta': timedelta(minutes=6),
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'filter': filter
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}
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source_a = SpecificEquityTrades(*args_a, **kwargs_a)
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args_b = tuple()
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kwargs_b = {
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'count' : 100,
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'sids' : [2,3,4],
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'start' : datetime(2012,1,3,15, tzinfo = pytz.utc),
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'delta' : timedelta(minutes = 5),
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'filter' : filter
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'count': 100,
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'sids': [2, 3, 4],
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'start': datetime(2012, 1, 3, 15, tzinfo=pytz.utc),
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'delta': timedelta(minutes=5),
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'filter': filter
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}
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source_b = SpecificEquityTrades(*args_b, **kwargs_b)
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all_events = list(chain(source_a, source_b))
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# The expected output is all events, sorted by dt with
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@@ -150,76 +150,75 @@ class DateSortTestCase(TestCase):
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with_done_b = chain(source_b, [done_message(source_b.get_hash())])
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interleaved = alternate(with_done_a, with_done_b)
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# Test sort with alternating messages from source_a and
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# source_b.
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self.run_date_sort(interleaved, expected, source_ids)
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source_a.rewind()
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source_b.rewind()
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with_done_a = chain(source_a, [done_message(source_a.get_hash())])
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with_done_b = chain(source_b, [done_message(source_b.get_hash())])
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sequential = chain(with_done_a, with_done_b)
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# Test sort with all messages from a, followed by all messages
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# from b.
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self.run_date_sort(sequential, expected, source_ids)
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self.run_date_sort(sequential, expected, source_ids)
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def test_sort_composite(self):
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filter = [1,2]
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filter = [1, 2]
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#Set up source a. One hour between events.
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args_a = tuple()
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kwargs_a = {
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'count' : 100,
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'sids' : [1],
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'start' : datetime(2012,6,6,0),
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'delta' : timedelta(hours = 1),
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'filter' : filter
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'count': 100,
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'sids': [1],
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'start': datetime(2012, 6, 6, 0),
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'delta': timedelta(hours=1),
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'filter': filter
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}
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source_a = SpecificEquityTrades(*args_a, **kwargs_a)
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#Set up source b. One day between events.
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args_b = tuple()
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kwargs_b = {
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'count' : 50,
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'sids' : [2],
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'start' : datetime(2012,6,6,0),
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'delta' : timedelta(days = 1),
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'filter' : filter
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'count': 50,
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'sids': [2],
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'start': datetime(2012, 6, 6, 0),
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'delta': timedelta(days=1),
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'filter': filter
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}
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source_b = SpecificEquityTrades(*args_b, **kwargs_b)
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#Set up source c. One minute between events.
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args_c = tuple()
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kwargs_c = {
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'count' : 150,
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'sids' : [1,2],
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'start' : datetime(2012,6,6,0),
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'delta' : timedelta(minutes = 1),
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'filter' : filter
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'count': 150,
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'sids': [1, 2],
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'start': datetime(2012, 6, 6, 0),
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'delta': timedelta(minutes=1),
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'filter': filter
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}
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source_c = SpecificEquityTrades(*args_c, **kwargs_c)
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# Set up source d. This should produce no events because the
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# internal sids don't match the filter.
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args_d = tuple()
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kwargs_d = {
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'count' : 50,
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'sids' : [3],
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'start' : datetime(2012,6,6,0),
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'delta' : timedelta(minutes = 1),
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'filter' : filter
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'count': 50,
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'sids': [3],
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'start': datetime(2012, 6, 6, 0),
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'delta': timedelta(minutes=1),
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'filter': filter
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}
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source_d = SpecificEquityTrades(*args_d, **kwargs_d)
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sources = [source_a, source_b, source_c, source_d]
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hashes = [source.get_hash() for source in sources]
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sort_out = date_sorted_sources(*sources)
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# Read all the values from sort and assert that they arrive in
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# the correct sorting with the expected hash values.
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to_list = list(sort_out)
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@@ -239,7 +238,8 @@ class DateSortTestCase(TestCase):
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assert to_list == expected
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def compare_by_dt_source_id(x,y):
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def compare_by_dt_source_id(x, y):
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if x.dt < y.dt:
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return -1
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elif x.dt > y.dt:
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@@ -252,8 +252,9 @@ def compare_by_dt_source_id(x,y):
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else:
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return 0
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#Alias for ease of use
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#Alias for ease of use
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comp = compare_by_dt_source_id
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def to_dt(msg):
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return ndict({'dt': msg})
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