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Jean Bredeche
127 lines
3.5 KiB
Python
Executable File
127 lines
3.5 KiB
Python
Executable File
#!/usr/bin/env python
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from code import InteractiveConsole
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import readline # noqa
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import shutil
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import tarfile
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import click
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import numpy as np
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import pandas as pd
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from zipline import examples, run_algorithm
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from zipline.testing import test_resource_path, tmp_dir
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from zipline.utils.cache import dataframe_cache
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from zipline.data.bundles import register
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banner = """
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Please verify that the new performance is more correct than the old
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performance.
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To do this, please inspect `new` and `old` which are mappings from the name of
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the example to the results.
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If you are sure that the new results are more correct, or that the difference
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is acceptable, please call `correct()`. Otherwise, call `incorrect()`.
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Note
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----
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Remember to run this with the other supported versions of pandas!
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"""
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def eof(*args, **kwargs):
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raise EOFError()
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@click.command()
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@click.pass_context
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def main(ctx):
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"""Rebuild the perf data for test_examples
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"""
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example_path = test_resource_path('example_data.tar.gz')
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register('test', lambda *args: None)
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with tmp_dir() as d:
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with tarfile.open(example_path) as tar:
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tar.extractall(d.path)
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mods = (
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(e, getattr(examples, e))
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for e in dir(examples)
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if not e.startswith('_')
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)
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new_perf_path = d.getpath(
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'example_data/new_perf/%s' % pd.__version__.replace('.', '-'),
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)
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c = dataframe_cache(
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new_perf_path,
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serialization='pickle:2',
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)
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with c:
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for name, mod in mods:
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c[name] = run_algorithm(
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handle_data=mod.handle_data,
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initialize=mod.initialize,
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before_trading_start=getattr(
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mod, 'before_trading_start', None,
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),
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analyze=getattr(mod, 'analyze', None),
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bundle='test',
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environ={
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'ZIPLINE_ROOT': d.getpath('example_data/root'),
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},
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capital_base=1e7,
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**mod._test_args()
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)
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correct_called = [False]
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console = None
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def _exit(*args, **kwargs):
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console.raw_input = eof
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def correct():
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correct_called[0] = True
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_exit()
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expected_perf_path = d.getpath(
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'example_data/expected_perf/%s' %
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pd.__version__.replace('.', '-'),
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)
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# allow users to run some analysis to make sure that the new
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# results check out
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console = InteractiveConsole({
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'correct': correct,
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'exit': _exit,
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'incorrect': _exit,
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'new': c,
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'np': np,
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'old': dataframe_cache(
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expected_perf_path,
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serialization='pickle',
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),
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'pd': pd,
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})
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console.interact(banner)
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if not correct_called[0]:
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ctx.fail(
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'`correct()` was not called! This means that the new'
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' results will not be written',
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)
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# move the new results to the expected path
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shutil.rmtree(expected_perf_path)
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shutil.copytree(new_perf_path, expected_perf_path)
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with tarfile.open(example_path, 'w|gz') as tar:
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tar.add(d.getpath('example_data'), 'example_data')
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if __name__ == '__main__':
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main()
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