MAINT: Rename ALL the things.

zipline.modelling.* -> zipline.pipeline.*
zipline.data.ffc.loaders -> zipline.pipeline.loaders
tests/modelling -> tests/pipeline
This commit is contained in:
Scott Sanderson
2015-10-01 18:03:53 -04:00
parent 1d1092152c
commit f82a01841b
46 changed files with 130 additions and 422 deletions
@@ -9,8 +9,8 @@ from pandas import date_range, Int64Index, DataFrame
from six import iteritems
from zipline.finance.trading import TradingEnvironment
from zipline.modelling.engine import SimpleFFCEngine
from zipline.modelling.term import AssetExists
from zipline.pipeline.engine import SimpleFFCEngine
from zipline.pipeline.term import AssetExists
from zipline.utils.pandas_utils import explode
from zipline.utils.test_utils import make_simple_asset_info, ExplodingObject
from zipline.utils.tradingcalendar import trading_day
@@ -24,29 +24,26 @@ from pandas import (
from pandas.util.testing import assert_frame_equal
from testfixtures import TempDirectory
from zipline.data.equities import USEquityPricing
from zipline.data.ffc.synthetic import (
from zipline.pipeline.loaders.synthetic import (
ConstantLoader,
MultiColumnLoader,
NullAdjustmentReader,
SyntheticDailyBarWriter,
)
from zipline.data.ffc.frame import (
DataFrameFFCLoader,
MULTIPLY,
)
from zipline.data.ffc.loaders.us_equity_pricing import (
from zipline.finance.trading import TradingEnvironment
from zipline.pipeline import Pipeline
from zipline.pipeline.data import USEquityPricing
from zipline.pipeline.loaders.frame import DataFrameFFCLoader, MULTIPLY
from zipline.pipeline.loaders.equity_pricing_loader import (
BcolzDailyBarReader,
USEquityPricingLoader,
)
from zipline.finance.trading import TradingEnvironment
from zipline.modelling.engine import SimpleFFCEngine
from zipline.modelling.factor import CustomFactor
from zipline.modelling.factor.technical import (
from zipline.pipeline.engine import SimpleFFCEngine
from zipline.pipeline.factor import CustomFactor
from zipline.pipeline.factor.technical import (
MaxDrawdown,
SimpleMovingAverage,
)
from zipline.modelling.pipeline import Pipeline
from zipline.utils.memoize import lazyval
from zipline.utils.test_utils import (
make_rotating_asset_info,
@@ -3,9 +3,7 @@ Tests for Factor terms.
"""
from numpy import array, eye, nan, ones
from zipline.errors import UnknownRankMethod
from zipline.modelling.factor import Factor
from zipline.modelling.filter import Filter
from zipline.modelling.graph import TermGraph
from zipline.pipeline import Factor, Filter, TermGraph
from zipline.utils.test_utils import check_arrays
from .base import BaseFFCTestCase
@@ -20,9 +20,7 @@ from numpy import (
from numpy.random import randn, seed as random_seed
from zipline.errors import BadPercentileBounds
from zipline.modelling.filter import Filter
from zipline.modelling.factor import Factor
from zipline.modelling.graph import TermGraph
from zipline.pipeline import Filter, Factor, TermGraph
from zipline.utils.test_utils import check_arrays
from .base import BaseFFCTestCase, with_default_shape
@@ -1,5 +1,5 @@
"""
Tests for zipline.data.ffc.frame.DataFrameFFCLoader
Tests for zipline.pipeline.loaders.frame.DataFrameFFCLoader.
"""
from unittest import TestCase
@@ -17,8 +17,8 @@ from zipline.lib.adjustment import (
Float64Multiply,
Float64Overwrite,
)
from zipline.data.equities import USEquityPricing
from zipline.data.ffc.frame import (
from zipline.pipeline.data import USEquityPricing
from zipline.pipeline.loaders.frame import (
ADD,
DataFrameFFCLoader,
MULTIPLY,
@@ -205,7 +205,7 @@ class DataFrameFFCLoaderTestCase(TestCase):
self.assertEqual(formatted_adjustments, expected_formatted_adjustments)
mask = self.mask[dates_slice, sids_slice]
with patch('zipline.data.ffc.frame.adjusted_array') as m:
with patch('zipline.pipeline.loaders.frame.adjusted_array') as m:
loader.load_adjusted_array(
columns=[USEquityPricing.close],
dates=self.dates[dates_slice],
@@ -24,11 +24,12 @@ from pandas import (
Int64Index,
)
from zipline.modelling.expression import (
from zipline.pipeline import Factor
from zipline.pipeline.expression import (
NumericalExpression,
NUMEXPR_MATH_FUNCS,
)
from zipline.modelling.factor import Factor
from zipline.utils.test_utils import check_arrays
@@ -1,12 +1,10 @@
"""
Tests for zipline.modelling.pipeline.Pipeline
Tests for zipline.pipeline.Pipeline
"""
from unittest import TestCase
from zipline.data.equities import USEquityPricing
from zipline.modelling.pipeline import Pipeline
from zipline.modelling.factor import Factor
from zipline.modelling.filter import Filter
from zipline.pipeline import Factor, Filter, Pipeline
from zipline.pipeline.data import USEquityPricing
class SomeFactor(Factor):
@@ -35,24 +35,23 @@ from zipline.api import (
drain_pipeline,
get_datetime,
)
from zipline.data.equities import USEquityPricing
from zipline.data.ffc.frame import DataFrameFFCLoader, MULTIPLY
from zipline.data.ffc.loaders.us_equity_pricing import (
BcolzDailyBarReader,
DailyBarWriterFromCSVs,
SQLiteAdjustmentReader,
SQLiteAdjustmentWriter,
USEquityPricingLoader,
)
from zipline.errors import (
AttachPipelineAfterInitialize,
DrainPipelineDuringInitialize,
NoSuchPipeline,
)
from zipline.finance import trading
from zipline.modelling.factor.technical import VWAP
from zipline.modelling.pipeline import Pipeline
from zipline.pipeline import Pipeline
from zipline.pipeline.factor.technical import VWAP
from zipline.pipeline.data import USEquityPricing
from zipline.pipeline.loaders.frame import DataFrameFFCLoader, MULTIPLY
from zipline.pipeline.loaders.equity_pricing_loader import (
BcolzDailyBarReader,
DailyBarWriterFromCSVs,
SQLiteAdjustmentReader,
SQLiteAdjustmentWriter,
USEquityPricingLoader,
)
from zipline.utils.test_utils import (
make_simple_asset_info,
str_to_seconds,
@@ -66,7 +65,7 @@ from zipline.utils.tradingcalendar import (
TEST_RESOURCE_PATH = join(
dirname(dirname(realpath(__file__))), # zipline_repo/tests
'resources',
'modelling_inputs',
'pipeline_inputs',
)
@@ -10,19 +10,15 @@ from numpy import (
uint8,
)
from zipline.data.dataset import (
Column,
DataSet,
)
from zipline.errors import (
InputTermNotAtomic,
TermInputsNotSpecified,
WindowLengthNotSpecified,
)
from zipline.modelling.expression import NUMEXPR_MATH_FUNCS
from zipline.modelling.factor import Factor
from zipline.modelling.graph import TermGraph
from zipline.modelling.term import AssetExists, NotSpecified
from zipline.pipeline import Factor, TermGraph
from zipline.pipeline.data import Column, DataSet
from zipline.pipeline.term import AssetExists, NotSpecified
from zipline.pipeline.expression import NUMEXPR_MATH_FUNCS
class SomeDataSet(DataSet):
@@ -13,7 +13,7 @@
# See the License for the specific language governing permissions and
# limitations under the License.
"""
Tests for zipline.data.ffc.loaders.us_equity_pricing
Tests for USEquityPricingLoader and related classes.
"""
from unittest import TestCase
@@ -40,12 +40,11 @@ from pandas.util.testing import assert_index_equal
from testfixtures import TempDirectory
from zipline.lib.adjustment import Float64Multiply
from zipline.data.equities import USEquityPricing
from zipline.data.ffc.synthetic import (
from zipline.pipeline.loaders.synthetic import (
NullAdjustmentReader,
SyntheticDailyBarWriter,
)
from zipline.data.ffc.loaders.us_equity_pricing import (
from zipline.pipeline.loaders.equity_pricing_loader import (
BcolzDailyBarReader,
SQLiteAdjustmentReader,
SQLiteAdjustmentWriter,
@@ -53,6 +52,7 @@ from zipline.data.ffc.loaders.us_equity_pricing import (
)
from zipline.errors import WindowLengthTooLong
from zipline.finance.trading import TradingEnvironment
from zipline.pipeline.data import USEquityPricing
from zipline.utils.test_utils import (
seconds_to_timestamp,
str_to_seconds,
+1 -1
View File
@@ -4,7 +4,7 @@ import doctest
from unittest import TestCase
from zipline.lib import adjustment
from zipline.modelling import (
from zipline.pipeline import (
engine,
expression,
)