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https://github.com/wassname/catalyst.git
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Scott Sanderson
53d3b0855b
Classifiers are computations that represent grouping keys. They can be used in conjuction with normalization functions like ``zscore`` or ``demean`` to perform normalizations over subsets of a dataset. Notable changes: - Added ``demean()`` and ``zscore()`` methods to ``Factor``. - Added a classifier versions of ``Latest`` and ``CustomTermMixin``. The .latest attribute of int64 dataset columns no produces a classifier by default. - Added ``Everything``, a classifier that maps all data to the same value. - Added ``zipline.lib.normalize``, which implements a naive, pure-Python grouped normalize function. This will likely be moved to Cython in a subsequent PR.
92 lines
2.4 KiB
Python
92 lines
2.4 KiB
Python
from __future__ import print_function
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import sys
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import doctest
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from unittest import TestCase
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from zipline import testing
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from zipline.lib import adjustment, normalize
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from zipline.pipeline import (
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engine,
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expression,
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)
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from zipline.utils import (
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cache,
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data,
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functional,
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input_validation,
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memoize,
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numpy_utils,
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preprocess,
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)
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class DoctestTestCase(TestCase):
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@classmethod
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def setUpClass(cls):
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import pdb
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# Workaround for the issue addressed by this (unmerged) PR to pdbpp:
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# https://bitbucket.org/antocuni/pdb/pull-request/40/fix-ensure_file_can_write_unicode/diff # noqa
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if '_pdbpp_path_hack' in pdb.__file__:
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cls._skip = True
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else:
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cls._skip = False
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cls.flags = doctest.REPORT_CDIFF | doctest.IGNORE_EXCEPTION_DETAIL
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def _check_docs(self, module):
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if self._skip:
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# Printing this directly to __stdout__ so that it doesn't get
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# captured by nose.
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print("Warning: Skipping doctests for %s because "
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"pdbpp is installed." % module.__name__, file=sys.__stdout__)
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return
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try:
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doctest.testmod(
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module,
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verbose=True,
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raise_on_error=True,
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optionflags=self.flags,
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)
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except doctest.UnexpectedException as e:
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raise e.exc_info[1]
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except doctest.DocTestFailure as e:
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print("Got:")
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print(e.got)
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raise
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def test_adjustment_docs(self):
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self._check_docs(adjustment)
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def test_expression_docs(self):
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self._check_docs(expression)
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def test_engine_docs(self):
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self._check_docs(engine)
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def test_memoize_docs(self):
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self._check_docs(memoize)
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def test_testing_docs(self):
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self._check_docs(testing)
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def test_preprocess_docs(self):
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self._check_docs(preprocess)
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def test_input_validation_docs(self):
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self._check_docs(input_validation)
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def test_cache_docs(self):
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self._check_docs(cache)
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def test_numpy_utils_docs(self):
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self._check_docs(numpy_utils)
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def test_data_docs(self):
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self._check_docs(data)
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def test_functional_docs(self):
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self._check_docs(functional)
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def test_normalize_docs(self):
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self._check_docs(normalize)
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