mirror of
https://github.com/wassname/catalyst.git
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Scott Sanderson
49 lines
1.6 KiB
Python
49 lines
1.6 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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from itertools import permutations
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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 import ExplodingObject
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from zipline.testing.fixtures import ZiplineTestCase
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class TestPanelDailyBarReader(ZiplineTestCase):
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def test_duplicate_values(self):
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UNIMPORTANT_VALUE = 57
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panel = pd.Panel(
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UNIMPORTANT_VALUE,
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items=['a', 'b', 'b', 'a'],
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major_axis=['c'],
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minor_axis=['d'],
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)
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unused = ExplodingObject()
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axis_names = ['items', 'major_axis', 'minor_axis']
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for axis_order in permutations((0, 1, 2)):
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with self.assertRaises(ValueError) as e:
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PanelDailyBarReader(unused, panel.transpose(*axis_order))
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expected = (
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"Duplicate entries in Panel.{name}: ['a', 'b'].".format(
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name=axis_names[axis_order.index(0)],
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)
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)
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self.assertEqual(str(e.exception), expected)
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