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47 lines
1.7 KiB
Python
47 lines
1.7 KiB
Python
#
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# Copyright 2016 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 pandas as pd
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from zipline.data.us_equity_pricing import PanelDailyBarReader
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from zipline.testing.fixtures import WithTradingEnvironment, ZiplineTestCase
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class TestPanelDailyBarReader(WithTradingEnvironment, ZiplineTestCase):
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def test_duplicate_values(self):
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df = pd.DataFrame()
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panel = pd.concat([pd.Panel({"X": df}), pd.Panel({"X": df})])
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with self.assertRaises(ValueError) as e:
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# panel's items has duplicates
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PanelDailyBarReader(None, panel)
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self.assertEqual("Duplicated items found: ['X']",
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e.exception.message)
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with self.assertRaises(ValueError) as e:
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# panel's major axis has duplicates
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PanelDailyBarReader(None, panel.swapaxes(0, 1))
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self.assertEqual("Duplicated items found: ['X']",
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e.exception.message)
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with self.assertRaises(ValueError) as e:
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# panel's minor axis has duplicates
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PanelDailyBarReader(None, panel.swapaxes(0, 2))
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self.assertEqual("Duplicated items found: ['X']",
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e.exception.message)
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