# # Copyright 2012 Quantopian, Inc. # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. import pytz import numbers from hashlib import md5 from datetime import datetime from itertools import izip_longest from zipline.protocol import ( DATASOURCE_TYPE, Event ) def mock_raw_event(sid, dt): event = { 'sid': sid, 'dt': dt, 'price': 1.0, 'volume': 1 } return event def alternate(g1, g2): """Specialized version of roundrobin for just 2 generators.""" for e1, e2 in izip_longest(g1, g2): if e1 is not None: yield e1 if e2 is not None: yield e2 def hash_args(*args, **kwargs): """Define a unique string for any set of representable args.""" arg_string = '_'.join([str(arg) for arg in args]) kwarg_string = '_'.join([str(key) + '=' + str(value) for key, value in kwargs.iteritems()]) combined = ':'.join([arg_string, kwarg_string]) hasher = md5() hasher.update(combined) return hasher.hexdigest() def create_trade(sid, price, amount, datetime, source_id="test_factory"): trade = Event() trade.source_id = source_id trade.type = DATASOURCE_TYPE.TRADE trade.sid = sid trade.dt = datetime trade.price = price trade.close = price trade.open = price trade.low = price * .95 trade.high = price * 1.05 trade.volume = amount trade.TRANSACTION = None return trade def assert_datasource_protocol(event): """Assert that an event meets the protocol for datasource outputs.""" assert isinstance(event.source_id, basestring) assert event.type in DATASOURCE_TYPE # Done packets have no dt. if not event.type == DATASOURCE_TYPE.DONE: assert isinstance(event.dt, datetime) assert event.dt.tzinfo == pytz.utc def assert_trade_protocol(event): """Assert that an event meets the protocol for datasource TRADE outputs.""" assert_datasource_protocol(event) assert event.type == DATASOURCE_TYPE.TRADE assert isinstance(event.sid, int) assert isinstance(event.price, numbers.Real) assert isinstance(event.volume, numbers.Integral) assert isinstance(event.dt, datetime) def assert_datasource_unframe_protocol(event): """Assert that an event is valid output of zp.DATASOURCE_UNFRAME.""" assert isinstance(event.source_id, basestring) assert event.type in DATASOURCE_TYPE def assert_sort_protocol(event): """Assert that an event is valid input to zp.FEED_FRAME.""" assert isinstance(event.source_id, basestring) assert event.type in DATASOURCE_TYPE def assert_sort_unframe_protocol(event): """Same as above.""" assert isinstance(event.source_id, basestring) assert event.type in DATASOURCE_TYPE def assert_merge_protocol(tnfm_ids, message): """Merge should output an ndict with a field for each id in its transform set.""" assert set(tnfm_ids) == set(message.keys())