mirror of
https://github.com/wassname/catalyst.git
synced 2026-06-28 03:33:01 +08:00
Conner Fromknecht
84 lines
2.9 KiB
Python
84 lines
2.9 KiB
Python
#
|
|
# Copyright 2013 Quantopian, Inc.
|
|
#
|
|
# Licensed under the Apache License, Version 2.0 (the "License");
|
|
# you may not use this file except in compliance with the License.
|
|
# You may obtain a copy of the License at
|
|
#
|
|
# http://www.apache.org/licenses/LICENSE-2.0
|
|
#
|
|
# Unless required by applicable law or agreed to in writing, software
|
|
# distributed under the License is distributed on an "AS IS" BASIS,
|
|
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
|
# See the License for the specific language governing permissions and
|
|
# limitations under the License.
|
|
from functools import partial
|
|
import tarfile
|
|
|
|
import matplotlib
|
|
from nose_parameterized import parameterized
|
|
import pandas as pd
|
|
|
|
from catalyst import examples
|
|
from catalyst.data.bundles import register, unregister
|
|
from catalyst.testing import test_resource_path
|
|
from catalyst.testing.fixtures import WithTmpDir, ZiplineTestCase
|
|
from catalyst.testing.predicates import assert_equal
|
|
from catalyst.utils.cache import dataframe_cache
|
|
from catalyst.utils.paths import update_modified_time
|
|
|
|
|
|
# Otherwise the next line sometimes complains about being run too late.
|
|
_multiprocess_can_split_ = False
|
|
|
|
matplotlib.use('Agg')
|
|
|
|
|
|
class ExamplesTests(WithTmpDir, ZiplineTestCase):
|
|
# some columns contain values with unique ids that will not be the same
|
|
|
|
@classmethod
|
|
def init_class_fixtures(cls):
|
|
super(ExamplesTests, cls).init_class_fixtures()
|
|
|
|
register('test', lambda *args: None)
|
|
cls.add_class_callback(partial(unregister, 'test'))
|
|
|
|
with tarfile.open(test_resource_path('example_data.tar.gz')) as tar:
|
|
tar.extractall(cls.tmpdir.path)
|
|
|
|
cls.expected_perf = dataframe_cache(
|
|
cls.tmpdir.getpath(
|
|
'example_data/expected_perf/%s' %
|
|
pd.__version__.replace('.', '-'),
|
|
),
|
|
serialization='pickle',
|
|
)
|
|
|
|
market_data = ('SPY_benchmark.csv', 'treasury_curves.csv')
|
|
for data in market_data:
|
|
update_modified_time(
|
|
cls.tmpdir.getpath(
|
|
'example_data/root/data/' + data
|
|
)
|
|
)
|
|
|
|
@parameterized.expand(sorted(examples.EXAMPLE_MODULES))
|
|
def test_example(self, example_name):
|
|
actual_perf = examples.run_example(
|
|
example_name,
|
|
# This should match the invocation in
|
|
# catalyst/tests/resources/rebuild_example_data
|
|
environ={
|
|
'ZIPLINE_ROOT': self.tmpdir.getpath('example_data/root'),
|
|
},
|
|
)
|
|
assert_equal(
|
|
actual_perf[examples._cols_to_check],
|
|
self.expected_perf[example_name][examples._cols_to_check],
|
|
# There is a difference in the datetime columns in pandas
|
|
# 0.16 and 0.17 because in 16 they are object and in 17 they are
|
|
# datetime[ns, UTC]. We will just ignore the dtypes for now.
|
|
check_dtype=False,
|
|
)
|