mirror of
https://github.com/wassname/catalyst.git
synced 2026-06-30 01:04:13 +08:00
bc0b117dc9
Changes BcolzDailyBarWriter to not be an abc, data is passed as an iterator of (sid, dataframe) pairs to the write method. Changes the AssetsDBWriter to be a single class which accepts an engine at construction time and has a `write` method for writing dataframes for the various tables. We no longer support writing the various other data types, callers should coerce their data into a dataframe themselves. See zipline.assets.synthetic for some helpers to do this. Adds many new fixtures and updates some existing fixtures to use the new ones: WithDefaultDateBounds A fixture that provides the suite a START_DATE and END_DATE. This is meant to make it easy for other fixtures to synchronize their date ranges without depending on eachother in strange ways. For example, WithBcolzMinuteBarReader and WithBcolzDailyBarReader by default should both have data for the same dates, so they may use depend on WithDefaultDates without forcing a dependency between them. WithTmpDir, WithInstanceTmpDir Provides the suite or individual test case a temporary directory. WithBcolzDailyBarReader Provides the suite a BcolzDailyBarReader which reads from bcolz data written to a temporary directory. The data will be read from dataframes and then converted to bcolz files with BcolzDailyBarWriter.write WithBcolzDailyBarReaderFromCSVs Provides the suite a BcolzDailyBarReader which reads from bcolz data written to a temporary directory. The data will be read from a collection of CSV files and then converted into the bcolz data through BcolzDailyBarWriter.write_csvs WithBcolzMinuteBarReader Provides the suite a BcolzMinuteBarReader which reads from bcolz data written to a temporary directory. The data will be read from dataframes and then converted to bcolz files with BcolzMinuteBarWriter.write WithAdjustmentReader Provides the suite a SQLiteAdjustmentReader which reads from an in memory sqlite database. The data will be read from dataframes and then converted into sqlite with SQLiteAdjustmentWriter.write WithDataPortal Provides each test case a DataPortal object with data from temporary resources.
141 lines
3.7 KiB
Python
141 lines
3.7 KiB
Python
from six import iteritems, viewkeys, PY2
|
|
|
|
from zipline.dispatch import dispatch
|
|
from zipline.utils.functional import dzip_exact
|
|
|
|
|
|
def _s(word, seq, suffix='s'):
|
|
"""Adds a suffix to ``word`` if some sequence has anything other than
|
|
exactly one element.
|
|
|
|
word : str
|
|
The string to add the suffix to.
|
|
seq : sequence
|
|
The sequence to check the length of.
|
|
suffix : str, optional.
|
|
The suffix to add to ``word``
|
|
|
|
Returns
|
|
-------
|
|
maybe_plural : str
|
|
``word`` with ``suffix`` added if ``len(seq) != 1``.
|
|
"""
|
|
return word + (suffix if len(seq) != 1 else '')
|
|
|
|
|
|
def _fmt_path(path):
|
|
"""Format the path for final display.
|
|
|
|
Parameters
|
|
----------
|
|
path : iterable of str
|
|
The path to the values that are not equal.
|
|
|
|
Returns
|
|
-------
|
|
fmtd : str
|
|
The formatted path to put into the error message.
|
|
"""
|
|
if not path:
|
|
return ''
|
|
return 'path: _' + ''.join(path)
|
|
|
|
|
|
@dispatch(object, object)
|
|
def assert_equal(result, expected, path=(), **kwargs):
|
|
"""Assert that two objects are equal using the ``==`` operator.
|
|
|
|
Parameters
|
|
----------
|
|
result : object
|
|
The result that came from the function under test.
|
|
expected : object
|
|
The expected result.
|
|
|
|
Raises
|
|
------
|
|
AssertionError
|
|
Raised when ``result`` is not equal to ``expected``.
|
|
"""
|
|
assert result == expected, '%s != %s\n%s' % (
|
|
result,
|
|
expected,
|
|
_fmt_path(path),
|
|
)
|
|
|
|
|
|
@assert_equal.register(dict, dict)
|
|
def assert_dict_equal(result, expected, path=(), **kwargs):
|
|
if path is None:
|
|
path = ()
|
|
|
|
result_keys = viewkeys(result)
|
|
expected_keys = viewkeys(expected)
|
|
if result_keys != expected_keys:
|
|
if result_keys > expected_keys:
|
|
diff = result_keys - expected_keys
|
|
msg = 'extra %s in result: %r' % (_s('key', diff), diff)
|
|
elif result_keys < expected_keys:
|
|
diff = expected_keys - result_keys
|
|
msg = 'result is missing %s: %r' % (_s('key', diff), diff)
|
|
else:
|
|
sym = result_keys ^ expected_keys
|
|
in_result = sym - expected_keys
|
|
in_expected = sym - result_keys
|
|
msg = '%s only in result: %s\n%s only in expected: %s' % (
|
|
_s('key', in_result),
|
|
in_result,
|
|
_s('key', in_expected),
|
|
in_expected,
|
|
)
|
|
raise AssertionError(
|
|
'dict keys do not match\n%s\n%s' % (
|
|
msg,
|
|
_fmt_path(path + ('.%s()' % ('viewkeys' if PY2 else 'keys'),)),
|
|
),
|
|
)
|
|
|
|
failures = []
|
|
for k, (resultv, expectedv) in iteritems(dzip_exact(result, expected)):
|
|
try:
|
|
assert_equal(
|
|
resultv,
|
|
expectedv,
|
|
path=path + ('[%r]' % k,),
|
|
**kwargs
|
|
)
|
|
except AssertionError as e:
|
|
failures.append(str(e))
|
|
|
|
if failures:
|
|
raise AssertionError('\n'.join(failures))
|
|
|
|
|
|
@assert_equal.register(list, list) # noqa
|
|
def assert_list_equal(result, expected, path=(), **kwargs):
|
|
result_len = len(result)
|
|
expected_len = len(expected)
|
|
assert result_len == expected_len, (
|
|
'list lengths do not match: %d != %d\n%s' %
|
|
result_len,
|
|
expected_len,
|
|
_fmt_path(path),
|
|
)
|
|
|
|
for n, (resultv, expectedv) in enumerate(zip(result, expected)):
|
|
assert_equal(
|
|
resultv,
|
|
expectedv,
|
|
path=path + ('[%d]' % n,),
|
|
**kwargs
|
|
)
|
|
|
|
|
|
try:
|
|
# pull the dshape cases in
|
|
from datashape.util.testing import assert_dshape_equal
|
|
except ImportError:
|
|
pass
|
|
else:
|
|
assert_equal.funcs.update(assert_dshape_equal.funcs)
|