wassname/catalyst
1
0
Fork 0
mirror of https://github.com/wassname/catalyst.git synced 2026-07-15 11:22:18 +08:00
Code Issues Packages Projects Releases Wiki Activity

MAINT: Removes the ability to reference a global TradingEnvironment

Browse Source 
This commit removes the ability to reference a shared TradingEnvironment through the zipline.finance.trading module. In place, the classes that require a TradingEnvironment, or its child AssetFinder, contain their own references to those objects.

This commit also adds serialization utilities that allow for the pickling/unpickling of objects without unintentionally their TradingEnvironments or AssetFinders.
This commit is contained in:
jfkirk
2015-09-10 11:53:28 -04:00
parent 661314ce49
commit dc964a7e7d
45 changed files with 1484 additions and 1173 deletions
Download Patch File Download Diff File Expand all files Collapse all files
tests/test_algorithm_gen.py
+16 -16
View File
@@ -135,18 +135,17 @@ class AlgorithmGeneratorTestCase(TestCase):
Ensure the pipeline of generators are in sync, at least as far as
their current dates.
"""
# Ensure we are pointing to the TradingEnvironment for this class
trading.environment = AlgorithmGeneratorTestCase.env
sim_params = factory.create_simulation_parameters(
start=datetime(2011, 7, 30, tzinfo=pytz.utc),
end=datetime(2012, 7, 30, tzinfo=pytz.utc)
end=datetime(2012, 7, 30, tzinfo=pytz.utc),
env=self.env,
)
algo = TestAlgo(self, sim_params=sim_params,
env=AlgorithmGeneratorTestCase.env)
algo = TestAlgo(self, sim_params=sim_params, env=self.env)
trade_source = factory.create_daily_trade_source(
[8229],
sim_params
sim_params,
env=self.env,
)
algo.set_sources([trade_source])
@@ -168,10 +167,10 @@ class AlgorithmGeneratorTestCase(TestCase):
sim_params = SimulationParameters(
period_start=datetime(2012, 7, 30, tzinfo=pytz.utc),
period_end=datetime(2012, 7, 30, tzinfo=pytz.utc),
data_frequency='minute'
data_frequency='minute',
env=self.env,
)
algo = TestAlgo(self, sim_params=sim_params,
env=AlgorithmGeneratorTestCase.env)
algo = TestAlgo(self, sim_params=sim_params, env=self.env)
midnight_custom_source = [Event({
'custom_field': 42.0,
@@ -214,13 +213,14 @@ class AlgorithmGeneratorTestCase(TestCase):
sim_params = factory.create_simulation_parameters(
start=datetime(2008, 1, 1, tzinfo=pytz.utc),
end=datetime(2008, 1, 5, tzinfo=pytz.utc)
end=datetime(2008, 1, 5, tzinfo=pytz.utc),
env=self.env,
)
algo = TestAlgo(self, sim_params=sim_params,
env=AlgorithmGeneratorTestCase.env)
algo = TestAlgo(self, sim_params=sim_params, env=self.env)
trade_source = factory.create_daily_trade_source(
[8229],
sim_params
sim_params,
env=self.env,
)
algo.set_sources([trade_source])
@@ -238,8 +238,8 @@ class AlgorithmGeneratorTestCase(TestCase):
See https://github.com/quantopian/zipline/issues/241
"""
sim_params = create_simulation_parameters(num_days=1,
data_frequency='minute')
algo = TestAlgo(self, sim_params=sim_params,
env=AlgorithmGeneratorTestCase.env)
data_frequency='minute',
env=self.env)
algo = TestAlgo(self, sim_params=sim_params, env=self.env)
algo.run(source=[], overwrite_sim_params=False)
self.assertEqual(algo.datetime, sim_params.last_close)