mirror of
https://github.com/wassname/catalyst.git
synced 2026-06-30 20:52:12 +08:00
Eddie Hebert
b3efb5eb69
Now that ndict is no longer used in any part of the system during a backtest, remove all remaining references in tests, etc.
76 lines
2.4 KiB
Python
76 lines
2.4 KiB
Python
#
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# Copyright 2013 Quantopian, Inc.
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#
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# Licensed under the Apache License, Version 2.0 (the "License");
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# you may not use this file except in compliance with the License.
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# You may obtain a copy of the License at
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#
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# http://www.apache.org/licenses/LICENSE-2.0
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#
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# Unless required by applicable law or agreed to in writing, software
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# distributed under the License is distributed on an "AS IS" BASIS,
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# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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# See the License for the specific language governing permissions and
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# limitations under the License.
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import pytz
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import numbers
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from hashlib import md5
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from datetime import datetime
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from zipline.protocol import DATASOURCE_TYPE
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def hash_args(*args, **kwargs):
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"""Define a unique string for any set of representable args."""
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arg_string = '_'.join([str(arg) for arg in args])
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kwarg_string = '_'.join([str(key) + '=' + str(value)
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for key, value in kwargs.iteritems()])
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combined = ':'.join([arg_string, kwarg_string])
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hasher = md5()
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hasher.update(combined)
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return hasher.hexdigest()
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def assert_datasource_protocol(event):
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"""Assert that an event meets the protocol for datasource outputs."""
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assert isinstance(event.source_id, basestring)
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assert event.type in DATASOURCE_TYPE
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# Done packets have no dt.
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if not event.type == DATASOURCE_TYPE.DONE:
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assert isinstance(event.dt, datetime)
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assert event.dt.tzinfo == pytz.utc
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def assert_trade_protocol(event):
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"""Assert that an event meets the protocol for datasource TRADE outputs."""
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assert_datasource_protocol(event)
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assert event.type == DATASOURCE_TYPE.TRADE
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assert isinstance(event.sid, int)
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assert isinstance(event.price, numbers.Real)
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assert isinstance(event.volume, numbers.Integral)
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assert isinstance(event.dt, datetime)
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def assert_datasource_unframe_protocol(event):
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"""Assert that an event is valid output of zp.DATASOURCE_UNFRAME."""
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assert isinstance(event.source_id, basestring)
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assert event.type in DATASOURCE_TYPE
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def assert_sort_protocol(event):
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"""Assert that an event is valid input to zp.FEED_FRAME."""
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assert isinstance(event.source_id, basestring)
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assert event.type in DATASOURCE_TYPE
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def assert_sort_unframe_protocol(event):
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"""Same as above."""
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assert isinstance(event.source_id, basestring)
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assert event.type in DATASOURCE_TYPE
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