wassname/catalyst
1
0
Fork 0
mirror of https://github.com/wassname/catalyst.git synced 2026-07-03 04:52:16 +08:00
Code Issues Packages Projects Releases Wiki Activity

gen-style SpecificEquityTrades done

Browse Source
This commit is contained in:
scottsanderson
2012-07-28 00:13:48 -04:00
parent 71963cb4c1
commit e32adba72d
1 changed files with 10 additions and 5 deletions
Download Patch File Download Diff File Expand all files Collapse all files
zipline/gens/tradegens.py
+10 -5
View File
@@ -1,5 +1,5 @@
import random
from itertools import chain, repeat, cycle, ifilter
from itertools import chain, repeat, cycle, ifilter, izip
from datetime import datetime, timedelta
from zipline.utils.factory import create_trade, create_trade
@@ -20,7 +20,7 @@ def mock_volumes(n, rand = False):
for readability."""
return mock_prices(n, rand)
def SpecificEquityTrades(n = 500, sids = [1, 2], event_list = None, filter = None):
def SpecificEquityTrades(count = 500, sids = [1, 2], event_list = None, filter = None):
"""Returns the first n events of event_list if specified.
Otherwise generates a sensible stream of events."""
@@ -28,9 +28,9 @@ def SpecificEquityTrades(n = 500, sids = [1, 2], event_list = None, filter = Non
unfiltered = (event for event in event_list)
else:
dates = date_gen(n = n)
prices = mock_prices(n)
volumes = mock_volumes(n)
dates = date_gen(n = count)
prices = mock_prices(count)
volumes = mock_volumes(count)
sids = cycle(iter(sids))
arg_gen = izip(sids, prices, volumes, dates)
@@ -42,3 +42,8 @@ def SpecificEquityTrades(n = 500, sids = [1, 2], event_list = None, filter = Non
filtered = unfiltered
return filtered
if __name__ == "__main__":
import nose.tools; nose.tools.set_trace()
trades = SpecificEquityTrades()