import pytz import numbers from hashlib import md5 from datetime import datetime, timedelta from zipline import ndict from zipline.protocol import DATASOURCE_TYPE def mock_raw_event(sid, dt): event = { 'sid' : sid, 'dt' : dt, 'price' : 1.0, 'volume' : 1 } return event def date_gen(start = datetime(2012, 6, 6, 0), delta = timedelta(minutes = 1), n = 100): return (start + i * delta for i in xrange(n)) def stringify_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 assert_datasource_protocol(event): """Assert that an event meets the protocol for datasource outputs.""" assert isinstance(event, ndict) 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 isinstance(event, ndict) 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, ndict) assert isinstance(event.source_id, basestring) assert event.type in DATASOURCE_TYPE assert event.has_key('dt') def assert_feed_protocol(event): pass