renamed factory to singular

zipline/test/factory.py

@@ -0,0 +1,107 @@
+import datetime
+import pytz
+from algorithm.quantoenv import *
+from algorithm.quantomodels import *
+from algorithm.hostedalgorithm import *
+from algorithm.risk import *
+
+def createReturns(daycount, start):
+    i = 0
+    test_range = []
+    current = start.replace(tzinfo=pytz.utc)
+    one_day = datetime.timedelta(days = 1)
+    while i < daycount: 
+        i += 1
+        r = daily_return(current, random.random())
+        test_range.append(r)
+        current = current + one_day
+    return [ x for x in test_range if(trading_calendar.is_trading_day(x.date)) ]
+
+def createReturnsFromRange(start, end):
+    current = start.replace(tzinfo=pytz.utc)
+    end = end.replace(tzinfo=pytz.utc)
+    one_day = datetime.timedelta(days = 1)
+    test_range = []
+    i = 0
+    while current <= end: 
+        current = current + one_day
+        if(not trading_calendar.is_trading_day(current)):
+            continue
+        r = daily_return(current, random.random())
+        i += 1
+        test_range.append(r)
+        
+    return test_range
+def createReturnsFromList(returns, start):
+    current = start.replace(tzinfo=pytz.utc)
+    one_day = datetime.timedelta(days = 1)
+    test_range = []
+    i = 0
+    while len(test_range) < len(returns): 
+        if(trading_calendar.is_trading_day(current)):
+            r = daily_return(current, returns[i])
+            i += 1
+            test_range.append(r)
+        current = current + one_day
+    return test_range
+    
+
+def createAlgo(filename):
+    algo = Algorithm()
+    algo.code = getCodeFromFile(filename)
+    algo.title = filename
+    algo._id = pymongo.objectid.ObjectId()
+    hostedAlgo = HostedAlgorithm(algo)
+    return hostedAlgo       
+    
+def getCodeFromFile(filename):
+    rVal = None
+    with open('./test/algo_samples/' + filename, 'r') as f:
+        rVal = f.read()
+    return rVal
+    
+                          
+def createTrade(sid, price, amount, datetime):
+    row = {}
+    row['sid'] = sid
+    row['dt'] = datetime
+    row['price'] = price
+    row['volume'] = amount
+    row['exchange_code'] = "fake exchange"
+    db = getTickDB()
+    db.equity.trades.minute.insert(row,safe=True)
+    dw = DocWrap()
+    dw.store = row
+    return dw
+ 
+def createTradeHistory(sid, priceList, amtList, startTime, interval):
+    i = 0
+    trades = []
+    current = startTime
+    while i < len(priceList):
+        if(trading_calendar.is_trading_day(current)):  
+            trades.append(createTrade(sid, priceList[i], amtList[i], current))
+            current = current + interval
+            i += 1
+        else:
+            current = current + datetime.timedelta(days=1)
+        
+    return trades 
+    
+def createTxn(sid, price, amount, datetime, btrid=None):
+    txn = Transaction(sid=sid, amount=amount, dt = datetime, 
+                      price=price, transaction_cost=-1*price*amount)
+    return txn
+    
+def createTxnHistory(sid, priceList, amtList, startTime, interval):
+    i = 0
+    txns = []
+    current = startTime
+    while i < len(priceList):
+        if(trading_calendar.is_trading_day(current)): 
+            txns.append(createTxn(sid,priceList[i],amtList[i], current))
+            current = current + interval
+            i += 1
+        else:
+            current = current + datetime.timedelta(days=1) 
+    return txns