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MAINT: remove __getitem__ as alias of __getattr__

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This commit is contained in:
Joe Jevnik
2016-08-31 12:38:20 -04:00
parent f5d6bfca4d
commit fcde54297c
6 changed files with 60 additions and 77 deletions
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tests/test_algorithm.py
+4 -3
View File
@@ -1406,9 +1406,10 @@ class TestBeforeTradingStart(WithDataPortal,
assert (context.hd_portfolio.__dict__[k]
== bts_portfolio.__dict__[k])
record(pos_value=bts_portfolio.positions_value)
record(pos_amount=bts_portfolio.positions[sid(3)]['amount'])
record(last_sale_price=bts_portfolio.positions[sid(3)]
['last_sale_price'])
record(pos_amount=bts_portfolio.positions[sid(3)].amount)
record(
last_sale_price=bts_portfolio.positions[sid(3)].last_sale_price
)
def handle_data(context, data):
if not context.ordered:
order(sid(3), 1)
tests/test_perf_tracking.py
+30 -30
View File
@@ -111,26 +111,26 @@ def check_account(account,
# so net and gross leverage are equal.
np.testing.assert_allclose(settled_cash,
account['settled_cash'], rtol=1e-3)
account.settled_cash, rtol=1e-3)
np.testing.assert_allclose(equity_with_loan,
account['equity_with_loan'], rtol=1e-3)
account.equity_with_loan, rtol=1e-3)
np.testing.assert_allclose(total_positions_value,
account['total_positions_value'], rtol=1e-3)
account.total_positions_value, rtol=1e-3)
np.testing.assert_allclose(total_positions_exposure,
account['total_positions_exposure'], rtol=1e-3)
account.total_positions_exposure, rtol=1e-3)
np.testing.assert_allclose(regt_equity,
account['regt_equity'], rtol=1e-3)
account.regt_equity, rtol=1e-3)
np.testing.assert_allclose(available_funds,
account['available_funds'], rtol=1e-3)
account.available_funds, rtol=1e-3)
np.testing.assert_allclose(excess_liquidity,
account['excess_liquidity'], rtol=1e-3)
account.excess_liquidity, rtol=1e-3)
np.testing.assert_allclose(cushion,
account['cushion'], rtol=1e-3)
np.testing.assert_allclose(leverage, account['leverage'], rtol=1e-3)
account.cushion, rtol=1e-3)
np.testing.assert_allclose(leverage, account.leverage, rtol=1e-3)
np.testing.assert_allclose(net_leverage,
account['net_leverage'], rtol=1e-3)
account.net_leverage, rtol=1e-3)
np.testing.assert_allclose(net_liquidation,
account['net_liquidation'], rtol=1e-3)
account.net_liquidation, rtol=1e-3)
def create_txn(asset, dt, price, amount):
@@ -368,28 +368,28 @@ class TestSplitPerformance(WithSimParams, WithTmpDir, ZiplineTestCase):
# Validate that the account attributes were updated.
account = results[1]['account']
self.assertEqual(float('inf'), account['day_trades_remaining'])
self.assertEqual(float('inf'), account.day_trades_remaining)
# this is a long only portfolio that is only partially invested
# so net and gross leverage are equal.
np.testing.assert_allclose(0.198, account['leverage'], rtol=1e-3)
np.testing.assert_allclose(0.198, account['net_leverage'], rtol=1e-3)
np.testing.assert_allclose(8020, account['regt_equity'], rtol=1e-3)
self.assertEqual(float('inf'), account['regt_margin'])
np.testing.assert_allclose(8020, account['available_funds'], rtol=1e-3)
self.assertEqual(0, account['maintenance_margin_requirement'])
np.testing.assert_allclose(0.198, account.leverage, rtol=1e-3)
np.testing.assert_allclose(0.198, account.net_leverage, rtol=1e-3)
np.testing.assert_allclose(8020, account.regt_equity, rtol=1e-3)
self.assertEqual(float('inf'), account.regt_margin)
np.testing.assert_allclose(8020, account.available_funds, rtol=1e-3)
self.assertEqual(0, account.maintenance_margin_requirement)
np.testing.assert_allclose(10000,
account['equity_with_loan'], rtol=1e-3)
self.assertEqual(float('inf'), account['buying_power'])
self.assertEqual(0, account['initial_margin_requirement'])
np.testing.assert_allclose(8020, account['excess_liquidity'],
account.equity_with_loan, rtol=1e-3)
self.assertEqual(float('inf'), account.buying_power)
self.assertEqual(0, account.initial_margin_requirement)
np.testing.assert_allclose(8020, account.excess_liquidity,
rtol=1e-3)
np.testing.assert_allclose(8020, account['settled_cash'], rtol=1e-3)
np.testing.assert_allclose(10000, account['net_liquidation'],
np.testing.assert_allclose(8020, account.settled_cash, rtol=1e-3)
np.testing.assert_allclose(10000, account.net_liquidation,
rtol=1e-3)
np.testing.assert_allclose(0.802, account['cushion'], rtol=1e-3)
np.testing.assert_allclose(1980, account['total_positions_value'],
np.testing.assert_allclose(0.802, account.cushion, rtol=1e-3)
np.testing.assert_allclose(1980, account.total_positions_value,
rtol=1e-3)
self.assertEqual(0, account['accrued_interest'])
self.assertEqual(0, account.accrued_interest)
for i, result in enumerate(results):
for perf_kind in ('daily_perf', 'cumulative_perf'):
@@ -1346,10 +1346,10 @@ class TestPositionPerformance(WithInstanceTmpDir, WithTradingCalendars,
self.assertEqual(
pp.positions[1].last_sale_price,
trades[-1]['price'],
trades[-1].price,
"last sale should be same as last trade. \
expected {exp} actual {act}".format(
exp=trades[-1]['price'],
exp=trades[-1].price,
act=pp.positions[1].last_sale_price)
)
@@ -1456,7 +1456,7 @@ single short-sale transaction"""
self.assertEqual(
pp.positions[1].last_sale_price,
trades_1[-1]['price'],
trades_1[-1].price,
"last sale should be price of last trade"
)