diff --git a/zipline/gens/utils.py b/zipline/gens/utils.py index a94136df..de325cff 100644 --- a/zipline/gens/utils.py +++ b/zipline/gens/utils.py @@ -19,10 +19,7 @@ import numbers from hashlib import md5 from datetime import datetime -from zipline.protocol import ( - DATASOURCE_TYPE, - Event -) +from zipline.protocol import DATASOURCE_TYPE def hash_args(*args, **kwargs): @@ -37,25 +34,6 @@ def hash_args(*args, **kwargs): return hasher.hexdigest() -def create_trade(sid, price, amount, datetime, source_id="test_factory"): - - trade = Event() - - trade.source_id = source_id - trade.type = DATASOURCE_TYPE.TRADE - trade.sid = sid - trade.dt = datetime - trade.price = price - trade.close = price - trade.open = price - trade.low = price * .95 - trade.high = price * 1.05 - trade.volume = amount - trade.TRANSACTION = None - - return trade - - def assert_datasource_protocol(event): """Assert that an event meets the protocol for datasource outputs.""" diff --git a/zipline/sources/test_source.py b/zipline/sources/test_source.py index a3720f8d..7c2238f8 100644 --- a/zipline/sources/test_source.py +++ b/zipline/sources/test_source.py @@ -23,10 +23,33 @@ from itertools import cycle, ifilter, izip from datetime import datetime, timedelta import numpy as np -from zipline.gens.utils import hash_args, create_trade +from zipline.protocol import ( + Event, + DATASOURCE_TYPE +) +from zipline.gens.utils import hash_args from zipline.utils.tradingcalendar import trading_days +def create_trade(sid, price, amount, datetime, source_id="test_factory"): + + trade = Event() + + trade.source_id = source_id + trade.type = DATASOURCE_TYPE.TRADE + trade.sid = sid + trade.dt = datetime + trade.price = price + trade.close = price + trade.open = price + trade.low = price * .95 + trade.high = price * 1.05 + trade.volume = amount + trade.TRANSACTION = None + + return trade + + def date_gen(start=datetime(2006, 6, 6, 12, tzinfo=pytz.utc), delta=timedelta(minutes=1), count=100, diff --git a/zipline/utils/factory.py b/zipline/utils/factory.py index a73a091c..df531a38 100644 --- a/zipline/utils/factory.py +++ b/zipline/utils/factory.py @@ -31,10 +31,12 @@ from zipline.protocol import DailyReturn, Event, DATASOURCE_TYPE from zipline.sources import (SpecificEquityTrades, DataFrameSource, DataPanelSource) -from zipline.gens.utils import create_trade from zipline.finance.trading import SimulationParameters import zipline.finance.trading as trading -from zipline.sources.test_source import date_gen +from zipline.sources.test_source import ( + date_gen, + create_trade +) def create_simulation_parameters(year=2006, start=None, end=None,