mirror of
https://github.com/wassname/catalyst.git
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Scott Sandersonandllllllllll
8220d1ee86
EarningsCalendar loader. - Moves most of AdjustedArray back into Python. The window iterator is the only part that's performance-intensive. - Adds a bootleg templating system for creating specialized versions of AdjustedArrayWindow for each concrete type we care about. - Adds support for differently dtyped terms in pipeline. This allows us to use datetime64s which are needed in the EarningsCalendar. - Adds EarningsCalendar dataset for the next and previous earnings announcements in pipeline. - Adds in memory loader for EarningsCalendar. - Adds blaze loader for EarningsCalendar.
71 lines
2.0 KiB
Python
71 lines
2.0 KiB
Python
"""
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Tests for zipline.lib.adjustment
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"""
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from unittest import TestCase
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from nose_parameterized import parameterized
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from zipline.lib import adjustment as adj
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from zipline.utils.numpy_utils import make_datetime64ns
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class AdjustmentTestCase(TestCase):
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@parameterized.expand([
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('add', adj.ADD),
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('multiply', adj.MULTIPLY),
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('overwrite', adj.OVERWRITE),
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])
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def test_make_float_adjustment(self, name, adj_type):
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expected_types = {
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'add': adj.Float64Add,
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'multiply': adj.Float64Multiply,
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'overwrite': adj.Float64Overwrite,
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}
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result = adj.make_adjustment_from_indices(
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1, 2, 3, 4,
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adjustment_kind=adj_type,
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value=0.5,
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)
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expected = expected_types[name](
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first_row=1,
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last_row=2,
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first_col=3,
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last_col=4,
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value=0.5,
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)
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self.assertEqual(result, expected)
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def test_make_datetime_adjustment(self):
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overwrite_dt = make_datetime64ns(0)
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result = adj.make_adjustment_from_indices(
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1, 2, 3, 4,
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adjustment_kind=adj.OVERWRITE,
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value=overwrite_dt,
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)
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expected = adj.Datetime64Overwrite(
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first_row=1,
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last_row=2,
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first_col=3,
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last_col=4,
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value=overwrite_dt,
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)
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self.assertEqual(result, expected)
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def test_unsupported_type(self):
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class SomeClass(object):
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pass
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with self.assertRaises(TypeError) as e:
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adj.make_adjustment_from_indices(
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1, 2, 3, 4,
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adjustment_kind=adj.OVERWRITE,
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value=SomeClass(),
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)
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exc = e.exception
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expected_msg = (
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"Don't know how to make overwrite adjustments for values of type "
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"<class 'tests.pipeline.test_adjustment.SomeClass'>."
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)
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self.assertEqual(str(exc), expected_msg)
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