mirror of
https://github.com/wassname/catalyst.git
synced 2026-09-10 11:50:32 +08:00
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:
@@ -9,8 +9,8 @@ from pandas import date_range, Int64Index, DataFrame
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from six import iteritems
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from zipline.finance.trading import TradingEnvironment
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from zipline.modelling.engine import SimpleFFCEngine
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from zipline.modelling.term import AssetExists
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from zipline.pipeline.engine import SimpleFFCEngine
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from zipline.pipeline.term import AssetExists
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from zipline.utils.pandas_utils import explode
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from zipline.utils.test_utils import make_simple_asset_info, ExplodingObject
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from zipline.utils.tradingcalendar import trading_day
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@@ -24,29 +24,26 @@ from pandas import (
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from pandas.util.testing import assert_frame_equal
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from testfixtures import TempDirectory
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from zipline.data.equities import USEquityPricing
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from zipline.data.ffc.synthetic import (
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from zipline.pipeline.loaders.synthetic import (
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ConstantLoader,
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MultiColumnLoader,
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NullAdjustmentReader,
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SyntheticDailyBarWriter,
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)
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from zipline.data.ffc.frame import (
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DataFrameFFCLoader,
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MULTIPLY,
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)
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from zipline.data.ffc.loaders.us_equity_pricing import (
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from zipline.finance.trading import TradingEnvironment
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from zipline.pipeline import Pipeline
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from zipline.pipeline.data import USEquityPricing
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from zipline.pipeline.loaders.frame import DataFrameFFCLoader, MULTIPLY
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from zipline.pipeline.loaders.equity_pricing_loader import (
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BcolzDailyBarReader,
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USEquityPricingLoader,
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)
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from zipline.finance.trading import TradingEnvironment
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from zipline.modelling.engine import SimpleFFCEngine
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from zipline.modelling.factor import CustomFactor
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from zipline.modelling.factor.technical import (
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from zipline.pipeline.engine import SimpleFFCEngine
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from zipline.pipeline.factor import CustomFactor
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from zipline.pipeline.factor.technical import (
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MaxDrawdown,
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SimpleMovingAverage,
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)
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from zipline.modelling.pipeline import Pipeline
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from zipline.utils.memoize import lazyval
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from zipline.utils.test_utils import (
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make_rotating_asset_info,
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@@ -3,9 +3,7 @@ Tests for Factor terms.
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"""
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from numpy import array, eye, nan, ones
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from zipline.errors import UnknownRankMethod
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from zipline.modelling.factor import Factor
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from zipline.modelling.filter import Filter
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from zipline.modelling.graph import TermGraph
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from zipline.pipeline import Factor, Filter, TermGraph
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from zipline.utils.test_utils import check_arrays
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from .base import BaseFFCTestCase
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@@ -20,9 +20,7 @@ from numpy import (
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from numpy.random import randn, seed as random_seed
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from zipline.errors import BadPercentileBounds
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from zipline.modelling.filter import Filter
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from zipline.modelling.factor import Factor
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from zipline.modelling.graph import TermGraph
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from zipline.pipeline import Filter, Factor, TermGraph
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from zipline.utils.test_utils import check_arrays
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from .base import BaseFFCTestCase, with_default_shape
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@@ -1,5 +1,5 @@
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"""
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Tests for zipline.data.ffc.frame.DataFrameFFCLoader
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Tests for zipline.pipeline.loaders.frame.DataFrameFFCLoader.
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"""
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from unittest import TestCase
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@@ -17,8 +17,8 @@ from zipline.lib.adjustment import (
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Float64Multiply,
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Float64Overwrite,
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)
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from zipline.data.equities import USEquityPricing
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from zipline.data.ffc.frame import (
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from zipline.pipeline.data import USEquityPricing
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from zipline.pipeline.loaders.frame import (
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ADD,
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DataFrameFFCLoader,
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MULTIPLY,
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@@ -205,7 +205,7 @@ class DataFrameFFCLoaderTestCase(TestCase):
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self.assertEqual(formatted_adjustments, expected_formatted_adjustments)
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mask = self.mask[dates_slice, sids_slice]
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with patch('zipline.data.ffc.frame.adjusted_array') as m:
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with patch('zipline.pipeline.loaders.frame.adjusted_array') as m:
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loader.load_adjusted_array(
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columns=[USEquityPricing.close],
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dates=self.dates[dates_slice],
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+3
-2
@@ -24,11 +24,12 @@ from pandas import (
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Int64Index,
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)
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from zipline.modelling.expression import (
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from zipline.pipeline import Factor
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from zipline.pipeline.expression import (
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NumericalExpression,
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NUMEXPR_MATH_FUNCS,
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)
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from zipline.modelling.factor import Factor
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from zipline.utils.test_utils import check_arrays
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@@ -1,12 +1,10 @@
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"""
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Tests for zipline.modelling.pipeline.Pipeline
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Tests for zipline.pipeline.Pipeline
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"""
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from unittest import TestCase
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from zipline.data.equities import USEquityPricing
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from zipline.modelling.pipeline import Pipeline
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from zipline.modelling.factor import Factor
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from zipline.modelling.filter import Filter
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from zipline.pipeline import Factor, Filter, Pipeline
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from zipline.pipeline.data import USEquityPricing
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class SomeFactor(Factor):
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@@ -35,24 +35,23 @@ from zipline.api import (
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drain_pipeline,
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get_datetime,
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)
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from zipline.data.equities import USEquityPricing
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from zipline.data.ffc.frame import DataFrameFFCLoader, MULTIPLY
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from zipline.data.ffc.loaders.us_equity_pricing import (
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BcolzDailyBarReader,
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DailyBarWriterFromCSVs,
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SQLiteAdjustmentReader,
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SQLiteAdjustmentWriter,
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USEquityPricingLoader,
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)
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from zipline.errors import (
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AttachPipelineAfterInitialize,
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DrainPipelineDuringInitialize,
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NoSuchPipeline,
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)
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from zipline.finance import trading
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from zipline.modelling.factor.technical import VWAP
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from zipline.modelling.pipeline import Pipeline
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from zipline.pipeline import Pipeline
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from zipline.pipeline.factor.technical import VWAP
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from zipline.pipeline.data import USEquityPricing
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from zipline.pipeline.loaders.frame import DataFrameFFCLoader, MULTIPLY
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from zipline.pipeline.loaders.equity_pricing_loader import (
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BcolzDailyBarReader,
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DailyBarWriterFromCSVs,
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SQLiteAdjustmentReader,
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SQLiteAdjustmentWriter,
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USEquityPricingLoader,
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)
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from zipline.utils.test_utils import (
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make_simple_asset_info,
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str_to_seconds,
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@@ -66,7 +65,7 @@ from zipline.utils.tradingcalendar import (
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TEST_RESOURCE_PATH = join(
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dirname(dirname(realpath(__file__))), # zipline_repo/tests
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'resources',
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'modelling_inputs',
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'pipeline_inputs',
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)
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@@ -10,19 +10,15 @@ from numpy import (
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uint8,
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)
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from zipline.data.dataset import (
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Column,
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DataSet,
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)
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from zipline.errors import (
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InputTermNotAtomic,
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TermInputsNotSpecified,
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WindowLengthNotSpecified,
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)
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from zipline.modelling.expression import NUMEXPR_MATH_FUNCS
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from zipline.modelling.factor import Factor
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from zipline.modelling.graph import TermGraph
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from zipline.modelling.term import AssetExists, NotSpecified
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from zipline.pipeline import Factor, TermGraph
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from zipline.pipeline.data import Column, DataSet
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from zipline.pipeline.term import AssetExists, NotSpecified
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from zipline.pipeline.expression import NUMEXPR_MATH_FUNCS
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class SomeDataSet(DataSet):
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+4
-4
@@ -13,7 +13,7 @@
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# See the License for the specific language governing permissions and
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# limitations under the License.
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"""
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Tests for zipline.data.ffc.loaders.us_equity_pricing
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Tests for USEquityPricingLoader and related classes.
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"""
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from unittest import TestCase
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@@ -40,12 +40,11 @@ from pandas.util.testing import assert_index_equal
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from testfixtures import TempDirectory
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from zipline.lib.adjustment import Float64Multiply
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from zipline.data.equities import USEquityPricing
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from zipline.data.ffc.synthetic import (
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from zipline.pipeline.loaders.synthetic import (
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NullAdjustmentReader,
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SyntheticDailyBarWriter,
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)
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from zipline.data.ffc.loaders.us_equity_pricing import (
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from zipline.pipeline.loaders.equity_pricing_loader import (
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BcolzDailyBarReader,
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SQLiteAdjustmentReader,
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SQLiteAdjustmentWriter,
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@@ -53,6 +52,7 @@ from zipline.data.ffc.loaders.us_equity_pricing import (
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)
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from zipline.errors import WindowLengthTooLong
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from zipline.finance.trading import TradingEnvironment
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from zipline.pipeline.data import USEquityPricing
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from zipline.utils.test_utils import (
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seconds_to_timestamp,
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str_to_seconds,
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@@ -4,7 +4,7 @@ import doctest
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from unittest import TestCase
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from zipline.lib import adjustment
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from zipline.modelling import (
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from zipline.pipeline import (
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engine,
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expression,
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)
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