def test_universe_arithmic(self):
universe = Universe('zz500') + Universe('hs300')
univ_desc = universe.save()
loaded_universe = load_universe(univ_desc)
self.assertEqual(universe, loaded_universe)
universe = Universe('zz500') - Universe('hs300')
univ_desc = universe.save()
loaded_universe = load_universe(univ_desc)
self.assertEqual(universe, loaded_universe)
universe = Universe('zz500') & Universe('hs300')
univ_desc = universe.save()
loaded_universe = load_universe(univ_desc)
self.assertEqual(universe, loaded_universe)
def load(cls, data_desc: dict):
freq = data_desc['freq']
universe =load_universe(data_desc['universe'])
batch = data_desc['batch']
neutralized_risk = data_desc['neutralized_risk']
risk_model = data_desc['risk_model']
pre_process = data_desc['pre_process']
post_process = data_desc['post_process']
warm_start = data_desc['warm_start']
data_source = data_desc['data_source']
return cls(freq=freq,
universe=universe,
batch=batch,
neutralized_risk=neutralized_risk,
risk_model=risk_model,
pre_process=pre_process,
post_process=post_process,
warm_start=warm_start,
data_source=data_source)
def test_universe_persistence(self):
universe = Universe('zz500')
univ_desc = universe.save()
loaded_universe = load_universe(univ_desc)
self.assertEqual(universe, loaded_universe)