From 750496fa948697e43cf187c27a900ee0489852aa Mon Sep 17 00:00:00 2001 From: fawce Date: Tue, 15 May 2012 14:18:19 -0400 Subject: [PATCH] fixed all imports --- zipline/finance/movingaverage.py | 2 +- zipline/finance/returns.py | 5 +- zipline/finance/vwap.py | 4 +- zipline/test/test_transforms.py | 97 -------------------------------- 4 files changed, 3 insertions(+), 105 deletions(-) delete mode 100644 zipline/test/test_transforms.py diff --git a/zipline/finance/movingaverage.py b/zipline/finance/movingaverage.py index 329b631e..349a6638 100644 --- a/zipline/finance/movingaverage.py +++ b/zipline/finance/movingaverage.py @@ -1,7 +1,7 @@ from datetime import timedelta from collections import defaultdict -from zipline.messaging import BaseTransform +from zipline.transforms.base import BaseTransform class MovingAverageTransform(BaseTransform): diff --git a/zipline/finance/returns.py b/zipline/finance/returns.py index e8d3ce34..5e031f15 100644 --- a/zipline/finance/returns.py +++ b/zipline/finance/returns.py @@ -1,8 +1,5 @@ -import pandas -from datetime import timedelta from collections import defaultdict - -from zipline.messaging import BaseTransform +from zipline.transforms.base import BaseTransform class ReturnsTransform(BaseTransform): diff --git a/zipline/finance/vwap.py b/zipline/finance/vwap.py index 9ef07299..8e404aa4 100644 --- a/zipline/finance/vwap.py +++ b/zipline/finance/vwap.py @@ -1,8 +1,6 @@ -import pandas -from datetime import timedelta from collections import defaultdict -from zipline.messaging import BaseTransform +from zipline.transforms.base import BaseTransform from zipline.finance.movingaverage import EventWindow class VWAPTransform(BaseTransform): diff --git a/zipline/test/test_transforms.py b/zipline/test/test_transforms.py deleted file mode 100644 index 6a2bf204..00000000 --- a/zipline/test/test_transforms.py +++ /dev/null @@ -1,97 +0,0 @@ -from datetime import timedelta -from collections import defaultdict -from unittest2 import TestCase - -import zipline.test.factory as factory -import zipline.util as qutil -from zipline.finance.vwap import DailyVWAP, VWAPTransform -from zipline.finance.returns import ReturnsFromPriorClose -from zipline.finance.movingaverage import MovingAverage -from zipline.lines import SimulatedTrading -from zipline.simulator import AddressAllocator, Simulator - - -allocator = AddressAllocator(1000) - -class ZiplineWithTransformsTestCase(TestCase): - leased_sockets = defaultdict(list) - - def setUp(self): - # skip ahead 100 spots - allocator.lease(100) - qutil.configure_logging() - self.trading_environment = factory.create_trading_environment() - self.zipline_test_config = { - 'allocator':allocator, - 'sid':133 - } - - def test_vwap_tnfm(self): - zipline = SimulatedTrading.create_test_zipline( - **self.zipline_test_config - ) - - vwap = VWAPTransform("vwap_10", daycount=10) - zipline.add_transform(vwap) - - zipline.simulate(blocking=True) - - self.assertTrue(zipline.sim.ready()) - self.assertFalse(zipline.sim.exception) - -class FinanceTransformsTestCase(TestCase): - def setUp(self): - self.trading_environment = factory.create_trading_environment() - - def test_vwap(self): - - trade_history = factory.create_trade_history( - 133, - [10.0, 10.0, 10.0, 11.0], - [100, 100, 100, 300], - timedelta(days=1), - self.trading_environment - ) - - vwap = DailyVWAP(daycount=2) - for trade in trade_history: - vwap.update(trade) - - self.assertEqual(vwap.vwap, 10.75) - - - def test_returns(self): - trade_history = factory.create_trade_history( - 133, - [10.0, 10.0, 10.0, 11.0], - [100, 100, 100, 300], - timedelta(days=1), - self.trading_environment - ) - - returns = ReturnsFromPriorClose() - for trade in trade_history: - returns.update(trade) - - - self.assertEqual(returns.returns, .1) - - - def test_moving_average(self): - trade_history = factory.create_trade_history( - 133, - [10.0, 10.0, 10.0, 11.0], - [100, 100, 100, 300], - timedelta(days=1), - self.trading_environment - ) - - ma = MovingAverage(daycount=2) - for trade in trade_history: - ma.update(trade) - - - self.assertEqual(ma.average, 10.5) - - - \ No newline at end of file