mirror of
https://github.com/wassname/catalyst.git
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Joe Jevnik
721dd36116
Renames zipline.utils.test_utils to zipline.testing Adds zipline.testing.fixtures.ZiplineTestCase to manage setup and teardown and adds mixins to define fixtures like an asset finder or trading calendar.
61 lines
1.8 KiB
Python
61 lines
1.8 KiB
Python
"""
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Tests BoundColumn attributes and methods.
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"""
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from contextlib2 import ExitStack
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from unittest import TestCase
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from pandas import date_range, DataFrame
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from pandas.util.testing import assert_frame_equal
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from zipline.pipeline import Pipeline
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from zipline.pipeline.data.testing import TestingDataSet as TDS
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from zipline.testing import chrange, temp_pipeline_engine
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class LatestTestCase(TestCase):
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@classmethod
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def setUpClass(cls):
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cls._stack = stack = ExitStack()
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cls.calendar = cal = date_range('2014', '2015', freq='D', tz='UTC')
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cls.sids = list(range(5))
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cls.engine = stack.enter_context(
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temp_pipeline_engine(
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cal,
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cls.sids,
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random_seed=100,
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symbols=chrange('A', 'E'),
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),
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)
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cls.assets = cls.engine._finder.retrieve_all(cls.sids)
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@classmethod
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def tearDownClass(cls):
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cls._stack.close()
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def expected_latest(self, column, slice_):
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loader = self.engine.get_loader(column)
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return DataFrame(
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loader.values(column.dtype, self.calendar, self.sids)[slice_],
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index=self.calendar[slice_],
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columns=self.assets,
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)
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def test_latest(self):
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columns = TDS.columns
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pipe = Pipeline(
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columns={c.name: c.latest for c in columns},
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)
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cal_slice = slice(20, 40)
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dates_to_test = self.calendar[cal_slice]
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result = self.engine.run_pipeline(
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pipe,
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dates_to_test[0],
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dates_to_test[-1],
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)
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for column in columns:
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float_result = result[column.name].unstack()
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expected_float_result = self.expected_latest(column, cal_slice)
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assert_frame_equal(float_result, expected_float_result)
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