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ENH: made exchange a required parameter to Asset and its subclasses

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This required updating a lot of tests.
This commit is contained in:
Jean Bredeche
2016-08-02 22:52:47 -04:00
parent 17e390a379
commit e6af4e4f1b
12 changed files with 151 additions and 92 deletions
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tests/test_algorithm.py
+39 -16
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@@ -210,10 +210,12 @@ class TestMiscellaneousAPI(WithLogger,
pd.DataFrame.from_dict(
{3: {'symbol': 'PLAY',
'start_date': '2002-01-01',
'end_date': '2004-01-01'},
'end_date': '2004-01-01',
'exchange': 'TEST'},
4: {'symbol': 'PLAY',
'start_date': '2005-01-01',
'end_date': '2006-01-01'}},
'end_date': '2006-01-01',
'exchange': 'TEST'}},
orient='index',
),
))
@@ -227,25 +229,33 @@ class TestMiscellaneousAPI(WithLogger,
'root_symbol': 'CL',
'start_date': pd.Timestamp('2005-12-01', tz='UTC'),
'notice_date': pd.Timestamp('2005-12-20', tz='UTC'),
'expiration_date': pd.Timestamp('2006-01-20', tz='UTC')},
'expiration_date': pd.Timestamp('2006-01-20', tz='UTC'),
'exchange': 'TEST'
},
6: {
'root_symbol': 'CL',
'symbol': 'CLK06',
'start_date': pd.Timestamp('2005-12-01', tz='UTC'),
'notice_date': pd.Timestamp('2006-03-20', tz='UTC'),
'expiration_date': pd.Timestamp('2006-04-20', tz='UTC')},
'expiration_date': pd.Timestamp('2006-04-20', tz='UTC'),
'exchange': 'TEST',
},
7: {
'symbol': 'CLQ06',
'root_symbol': 'CL',
'start_date': pd.Timestamp('2005-12-01', tz='UTC'),
'notice_date': pd.Timestamp('2006-06-20', tz='UTC'),
'expiration_date': pd.Timestamp('2006-07-20', tz='UTC')},
'expiration_date': pd.Timestamp('2006-07-20', tz='UTC'),
'exchange': 'TEST',
},
8: {
'symbol': 'CLX06',
'root_symbol': 'CL',
'start_date': pd.Timestamp('2006-02-01', tz='UTC'),
'notice_date': pd.Timestamp('2006-09-20', tz='UTC'),
'expiration_date': pd.Timestamp('2006-10-20', tz='UTC')}
'expiration_date': pd.Timestamp('2006-10-20', tz='UTC'),
'exchange': 'TEST',
}
},
orient='index',
)
@@ -737,6 +747,7 @@ def handle_data(context, data):
'symbol': 'DUP',
'start_date': date.value,
'end_date': (date + timedelta(days=1)).value,
'exchange': 'TEST',
}
for i, date in enumerate(dates)
]
@@ -780,10 +791,13 @@ class TestTransformAlgorithm(WithLogger,
@classmethod
def make_futures_info(cls):
return pd.DataFrame.from_dict(
{3: {'multiplier': 10, 'symbol': 'F'}},
orient='index',
)
return pd.DataFrame.from_dict({
3: {
'multiplier': 10,
'symbol': 'F',
'exchange': 'TEST'
}
}, orient='index')
@classmethod
def make_equity_daily_bar_data(cls):
@@ -989,7 +1003,8 @@ def before_trading_start(context, data):
period_end = pd.Timestamp('2002-1-4', tz='UTC')
equities = pd.DataFrame([{
'start_date': start_session,
'end_date': period_end + timedelta(days=1)
'end_date': period_end + timedelta(days=1),
'exchange': "TEST",
}] * 2)
equities['symbol'] = ['A', 'B']
with TempDirectory() as tempdir, \
@@ -2857,7 +2872,8 @@ class TestTradingControls(WithSimParams, WithDataPortal, ZiplineTestCase):
1: {
'symbol': 'SYM',
'start_date': start,
'end_date': start + timedelta(days=6)
'end_date': start + timedelta(days=6),
'exchange': "TEST",
},
},
orient='index',
@@ -2986,6 +3002,8 @@ class TestTradingControls(WithSimParams, WithDataPortal, ZiplineTestCase):
'symbol': 'SYM',
'start_date': self.sim_params.start_session,
'end_date': '2020-01-01',
'exchange': "TEST",
'sid': 999,
}])
with TempDirectory() as tempdir, \
tmp_trading_env(equities=metadata) as env:
@@ -2997,7 +3015,7 @@ class TestTradingControls(WithSimParams, WithDataPortal, ZiplineTestCase):
env.asset_finder,
tempdir,
self.sim_params,
[0],
[999],
self.trading_calendar,
)
algo.run(data_portal)
@@ -3006,6 +3024,8 @@ class TestTradingControls(WithSimParams, WithDataPortal, ZiplineTestCase):
'symbol': 'SYM',
'start_date': '1989-01-01',
'end_date': '1990-01-01',
'exchange': "TEST",
'sid': 999,
}])
with TempDirectory() as tempdir, \
tmp_trading_env(equities=metadata) as env:
@@ -3013,7 +3033,7 @@ class TestTradingControls(WithSimParams, WithDataPortal, ZiplineTestCase):
env.asset_finder,
tempdir,
self.sim_params,
[0],
[999],
self.trading_calendar,
)
algo = SetAssetDateBoundsAlgorithm(
@@ -3027,6 +3047,8 @@ class TestTradingControls(WithSimParams, WithDataPortal, ZiplineTestCase):
'symbol': 'SYM',
'start_date': '2020-01-01',
'end_date': '2021-01-01',
'exchange': "TEST",
'sid': 999,
}])
with TempDirectory() as tempdir, \
tmp_trading_env(equities=metadata) as env:
@@ -3034,7 +3056,7 @@ class TestTradingControls(WithSimParams, WithDataPortal, ZiplineTestCase):
env.asset_finder,
tempdir,
self.sim_params,
[0],
[999],
self.trading_calendar,
)
algo = SetAssetDateBoundsAlgorithm(
@@ -4056,7 +4078,8 @@ class TestOrderAfterDelist(WithTradingEnvironment, ZiplineTestCase):
'start_date': cls.start,
'end_date': cls.day_1,
'auto_close_date': cls.day_4,
'symbol': "ASSET1"
'symbol': "ASSET1",
'exchange': "TEST",
},
},
orient='index',