def test_previous_event_indexer(self):
events = self.events
event_sids = events['sid'].values
event_dates = events['event_date'].values
event_timestamps = events['timestamp'].values
all_dates = pd.date_range('2014', '2014-01-31')
all_sids = np.unique(event_sids)
indexer = previous_event_indexer(
all_dates,
all_sids,
event_dates,
event_timestamps,
event_sids,
)
# Compute expected results without knowledge of null events.
for i, sid in enumerate(all_sids):
self.check_previous_event_indexer(
events,
all_dates,
sid,
indexer[:, i],
)
def test_previous_event_indexer(self):
events = self.events
event_sids = events['sid'].values
event_dates = events['event_date'].values
event_timestamps = events['timestamp'].values
all_dates = pd.date_range('2014', '2014-01-31')
all_sids = np.unique(event_sids)
indexer = previous_event_indexer(
all_dates,
all_sids,
event_dates,
event_timestamps,
event_sids,
)
# Compute expected results without knowledge of null events.
for i, sid in enumerate(all_sids):
self.check_previous_event_indexer(
events,
all_dates,
sid,
indexer[:, i],
)
def test_previous_event_indexer(self):
events = self.events
event_sids = events['sid'].values
event_dates = events['event_date']
event_timestamps = events['timestamp']
all_dates = pd.date_range('2014', '2014-01-31', tz='utc')
all_sids = np.unique(event_sids)
domain = EquitySessionDomain(
all_dates,
'US',
time(8, 45, tzinfo=pytz.timezone('US/Eastern')),
)
indexer = previous_event_indexer(
domain.data_query_cutoff_for_sessions(all_dates),
all_sids,
event_dates,
event_timestamps,
event_sids,
)
# Compute expected results without knowledge of null events.
for i, sid in enumerate(all_sids):
self.check_previous_event_indexer(
events,
all_dates,
sid,
indexer[:, i],
)
def test_previous_event_indexer(self):
events = self.events
event_sids = events['sid'].values
event_dates = events['event_date'].values
event_timestamps = events['timestamp'].values
all_dates = pd.date_range('2014', '2014-01-31', tz='UTC')
all_sids = np.unique(event_sids)
domain = EquitySessionDomain(
all_dates,
'CN',
time(8, 45, tzinfo=pytz.timezone('Asia/Shanghai')),
)
indexer = previous_event_indexer(
# -> ndarray[datetime64[ns], ndim=1]
domain.data_query_cutoff_for_sessions(all_dates).values,
all_sids,
event_dates,
event_timestamps,
event_sids,
)
# Compute expected results without knowledge of null events.
for i, sid in enumerate(all_sids):
self.check_previous_event_indexer(
events,
all_dates,
sid,
indexer[:, i],
)
def test_previous_event_indexer(self):
events = self.events
event_sids = events['sid'].values
event_dates = events['event_date'].values
event_timestamps = events['timestamp'].values
all_dates = pd.date_range('2014', '2014-01-31')
all_sids = np.unique(event_sids)
domain = EquitySessionDomain(
all_dates,
'US',
time(8, 45, tzinfo=pytz.timezone('US/Eastern')),
)
indexer = previous_event_indexer(
domain.data_query_cutoff_for_sessions(all_dates),
all_sids,
event_dates,
event_timestamps,
event_sids,
)
# Compute expected results without knowledge of null events.
for i, sid in enumerate(all_sids):
self.check_previous_event_indexer(
events,
all_dates,
sid,
indexer[:, i],
)
def test_previous_event_indexer(self):
events = self.events
event_sids = events["sid"].values
event_dates = events["event_date"].values
event_timestamps = events["timestamp"].values
all_dates = pd.date_range("2014", "2014-01-31")
all_sids = np.unique(event_sids)
domain = EquitySessionDomain(
all_dates,
"US",
time(8, 45, tzinfo=pytz.timezone("US/Eastern")),
)
indexer = previous_event_indexer(
domain.data_query_cutoff_for_sessions(all_dates),
all_sids,
event_dates,
event_timestamps,
event_sids,
)
# Compute expected results without knowledge of null events.
for i, sid in enumerate(all_sids):
self.check_previous_event_indexer(
events,
all_dates,
sid,
indexer[:, i],
)
def previous_event_indexer(self, data_query_time, sids):
return previous_event_indexer(
data_query_time,
sids,
self.events[EVENT_DATE_FIELD_NAME],
self.events[TS_FIELD_NAME],
self.events[SID_FIELD_NAME],
)
def previous_event_indexer(self, dates, sids):
return previous_event_indexer(
dates,
sids,
self.events[EVENT_DATE_FIELD_NAME],
self.events[TS_FIELD_NAME],
self.events[SID_FIELD_NAME],
)
