# # 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 pandas as pd from unittest import TestCase import zipline.utils.factory as factory from zipline.sources import DataFrameSource class TestDataFrameSource(TestCase): def test_df_source(self): source, df = factory.create_test_df_source() assert isinstance(source.start, pd.lib.Timestamp) assert isinstance(source.end, pd.lib.Timestamp) for expected_dt, expected_price in df.iterrows(): sid0 = source.next() assert expected_dt == sid0.dt assert expected_price[0] == sid0.price def test_df_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." def test_panel_source(self): source, panel = factory.create_test_panel_source() assert isinstance(source.start, pd.lib.Timestamp) assert isinstance(source.end, pd.lib.Timestamp) for event in source: self.assertTrue('sid' in event) self.assertTrue('arbitrary' in event) self.assertTrue('volume' in event) self.assertTrue('price' in event) self.assertEquals(event['arbitrary'], 1.) self.assertEquals(event['volume'], 1000) self.assertEquals(event['sid'], 0) self.assertTrue(isinstance(event['volume'], int)) self.assertTrue(isinstance(event['arbitrary'], float))