def __enter__(self):
# Use the given context module to grab configuration
Loader = utils.intuition_module(self._ctx_module)
log.info('building context',
driver=self._ctx_module, data=self._ctx_infos)
config, strategy = Loader(self._ctx_infos).build()
# TODO Validate strategy as well
self._validate(config)
# From a human input (forex,4), setup a complete market structure
market = universe.Market()
market.parse_universe_description(config.pop('universe'))
# Remove holidays and other market closed periods
config['index'] = market.filter_open_days(config['index'])
return {'config': config, 'strategy': strategy, 'market': market}
def test_parse_universe(self):
market = universe.Market()
market.parse_universe_description(
self.good_universe_description + ',4')
self.assertIsInstance(market.sids, list)
eq_(len(market.sids), 4)
def test__lookup_sids_wrong_market(self):
market = universe.Market()
market._lookup_sids(self.bad_universe_description)
def test__lookup_sids_with_limit(self):
limit = 4
market = universe.Market()
sids = market._lookup_sids(self.good_universe_description, limit)
self.assertIsInstance(sids, list)
eq_(len(sids), limit)
def test__lookup_sids_no_limit(self):
market = universe.Market()
sids = market._lookup_sids(self.good_universe_description)
self.assertIsInstance(sids, list)
self.assertGreater(len(sids), 0)
def test__extract_cac40(self):
market = universe.Market()
sids = market._extract_cac40(['stocks', 'paris', 'cac40'])
self.assertGreater(len(sids), 0)
self.assertGreater(sids[0].find('.pa'), 0)
def test__extract_forex(self):
market = universe.Market()
sids = market._extract_forex()
self.assertGreater(len(sids), 0)
self.assertGreater(sids[0].find('/'), 0)
def test_initialize_market(self):
market = universe.Market()
self.assertIsInstance(market.scheme, dict)
eq_(market.benchmark, self.default_benchmark)
eq_(market.timezone, self.default_timezone)