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39 lines
1.3 KiB
Python
39 lines
1.3 KiB
Python
from zipline.gens.composites import
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if __name__ == "__main__":
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filter = [1,2,3,4]
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#Set up source a. One hour between events.
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args_a = tuple()
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kwargs_a = {'sids' : [1,2,3,4],
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'start' : datetime(2012,6,6,0),
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'delta' : timedelta(minutes = ),
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'filter' : filter
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}
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#Set up source b. One day between events.
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args_b = tuple()
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kwargs_b = {'sids' : [1,2,3,4],
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'start' : datetime(2012,6,6,0),
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'delta' : timedelta(days = 1),
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'filter' : filter
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}
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#Set up source c. One minute between events.
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args_c = tuple()
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kwargs_c = {'sids' : [1,2,3,4],
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'start' : datetime(2012,6,6,0),
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'delta' : timedelta(minutes = 1),
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'filter' : filter
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}
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sources = (SpecificEquityTrades,) * 4
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source_args = (args_a, args_b, args_c, args_d)
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source_kwargs = (kwargs_a, kwargs_b, kwargs_c, kwargs_d)
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# Generate our expected source_ids.
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zip_args = zip(source_args, source_kwargs)
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expected_ids = ["SpecificEquityTrades" + hash_args(*args, **kwargs)
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for args, kwargs in zip_args]
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# Pipe our sources into sort.
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sort_out = date_sorted_sources(sources, source_args, source_kwargs)
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