This is to fix the issue where 'GOOG_L's metadata lists its symbol as 'GOOG'. To resolve this, the 'file_name' is used as the canonical symbol, if it is given.
This commit refactors the Security cython class to Asset, and refactors some fields of the class accordingly. This change is so the terminology is consistent and correct when Asset is extended to asset types that are not securities, such as futures.
A cython __richcmp__ function isn't allowed to assume that its first
argument is the same as the type of the class to which it belongs, so
our code needs to account for either of its two arguments being of the
wrong type.
Furthermore, the correct way for __richcmp__ to handle when it doesn't
know how to do a comparison is to return NotImplemented.
Python 3 for some reason doesn't like usage of the cmp() built-in, so
instead of using cmp(), just subtract the two ints being compared.
In addition to making this work with Python 3, it should also be more
performant since it no longer requires calling the cmp() method.
The >= comparison for the Cythonized Security object was actually
doing <=. Fix this and add unit tests for all the Security object rich
comparison operators.
The class is not yet used. Adding this class is part of the effort to allow Zipline
simulation of more types of assets than stocks.
DEV: Adds build_ext to .travis.yml
jfkirk