Renames zipline.utils.test_utils to zipline.testing
Adds zipline.testing.fixtures.ZiplineTestCase to manage setup and
teardown and adds mixins to define fixtures like an asset finder or
trading calendar.
# The first commit's message is:
BUG: ignore sids in deltas missing from asset index.
# This is the 2nd commit message:
MAINT: use correct debugger.
# This is the 3rd commit message:
MAINT: fix set add.
# This is the 4th commit message:
WIP: move sid filtering.
# This is the 5th commit message:
WIP: move filtering logic.
# This is the 6th commit message:
WIP: working test.
# This is the 7th commit message:
TST: clean up test.
# This is the 8th commit message:
STY: fix flake8.
Replace it by distinguishing between "Loadable" and "Computable".
This is useful because it's now possible to write computable terms that
don't require any inputs (e.g. an `Always` filter or an `Everything`
classifier).
MAINT: make expected_cols class attributes.
MAINT: make concrete_loader a class attribute.
MAINT: drop sid column before creating loader.
TST: add method to fill df with event cases.
TST: move common case df into test_events.py.
TST: improve tests and fix error message assertions.
STY: fix whitespace.
DOC: update docs.
STY: fix style.
MAINT: clean up
STY: fix indentation.
MAINT: use different assertion method to check error message for python3.4 compatibility.
TST: refactor constants and clarify comments.
TST: clean up/extract constants in tests.
MAINT: add/modify constants.
MAINT: remove obsolete and alphabetize.
MAINT: clean up.
MAINT: modify constants to have named params.
MAINT: extract constants.
STY: fix indentation.
MAINT: refactor common part out of buyback_auth.
MAINT: refactor earnings test logic.
MAINT: clean up and improve docs.
BUG: fix imports.
MAINT: refactor test.
MAINT: change class name.
MAINT: remove error since won't be reached.
TST: improve and expand tests.
MAINT: change class name.
MAINT: change class name.
MAINT: extract string constants and remove error that won't be reached.
STY: fix line length.
MAINT: undo name change.
MAINT: add fields based on changes to events loader.
MAINT: modify based on expectations of events loader.
MAINT: modify args.
TST: clean up and clarify df access.
TST: fix bugs in test that didn't properly split datasets' data.
MAINT: fix merge error.
WIP: finish refactoring blaze events loader.
WIP: tests passing for earnings.
BUG: pass all kwargs explicitly for BlazeEventsCalendarLoader.
If this is not done, resources are not bound correctly.
MAINT: refactor for buyback_auth.
Fixes a bug where doing a boolean comparison between a non-numexpr
Filter and a NumExprFilter would fail because we don't implement
`__rand__` and `__ror__`.
loaders
This allows people to set their cutoff time to the time they will
actually execute 'before_trading_start'. Currently this is just passed
to the constructor of the loader; however, I would like to make this
managed by the algorithm simulation runner. This would help keep all of
the loaders in sync and lock 'before_trading_start's execution to the
time the data is queried for.
Adam Blackwell