added done message to SpecificEquity

This commit is contained in:
scottsanderson
2012-07-28 19:04:50 -04:00
parent 3621934a28
commit e048e8bc35
4 changed files with 10 additions and 6 deletions
+2 -1
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@@ -52,7 +52,8 @@ def FeedGen(stream_in, source_ids):
message = pop_oldest(sources)
assert_feed_protocol(message)
yield message
import nose.tools; nose.tools.set_trace()
# We should have only a done message left in each queue.
for queue in sources.itervalues():
assert len(queue) == 1, "Bad queue in FeedGen on exit: %s" % queue
+1 -3
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@@ -184,10 +184,8 @@ class FeedGenTestCase(TestCase):
sources = (source_a, source_b, source_c)
source_ids = [id_a, id_b, id_c]
import nose.tools; nose.tools.set_trace()
feed_out = PreTransformLayer(sources, source_ids)
for i in feed_out:
print i
l = list(feed_out)
def mock_data_unframe(source_id, dt, type):
event = ndict()
+4 -2
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@@ -3,7 +3,7 @@ from itertools import chain, repeat, cycle, ifilter, izip
from datetime import datetime, timedelta
from zipline.utils.factory import create_trade
from zipline.gens.utils import hash_args
from zipline.gens.utils import hash_args, mock_done
def date_gen(start = datetime(2012, 6, 6, 0),
delta = timedelta(minutes = 1),
@@ -77,7 +77,9 @@ def SpecificEquityTrades(count = 500,
else:
filtered = unfiltered
return filtered
# Add a done message to the end of the stream.
out = chain(filtered, iter([mock_done(namestring)]))
return out
def RandomEquityTrades(count = 500, sids = [1,2], filter = None):
dates = fuzzy_dates(500)
+3
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@@ -16,6 +16,9 @@ def mock_raw_event(sid, dt):
}
return event
def mock_done(source_id):
return ndict({'dt': "DONE", "source_id" : source_id, 'type' : 0})
def alternate(g1, g2):
"""Specialized version of roundrobin for just 2 generators."""
for e1, e2 in izip_longest(g1, g2):