# # 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. from unittest2 import TestCase import zipline.utils.factory as factory from zipline.sources import DataFrameSource class TestDataFrameSource(TestCase): def test_streaming_of_df(self): source, df = factory.create_test_df_source() for expected_dt, expected_price in df.iterrows(): sid0 = source.next() sid1 = source.next() assert expected_dt == sid0.dt == sid1.dt assert expected_price[0] == sid0.price assert expected_price[1] == sid1.price def test_sid_filtering(self): _, df = factory.create_test_df_source() source = DataFrameSource(df, sids=[0]) assert 1 not in [event.sid for event in source], \ "DataFrameSource should only stream selected sid 0, not sid 1."