def initialize(context):
pipeline = Pipeline()
context.vwaps = []
for length in vwaps:
name = vwap_key(length)
factor = VWAP(window_length=length)
context.vwaps.append(factor)
pipeline.add(factor, name=name)
filter_ = (USEquityPricing.close.latest > 300)
pipeline.add(filter_, 'filter')
if set_screen:
pipeline.set_screen(filter_)
attach_pipeline(pipeline, 'test')
def initialize(context):
pipeline = Pipeline()
context.vwaps = []
for length in vwaps:
name = vwap_key(length)
factor = VWAP(window_length=length)
context.vwaps.append(factor)
pipeline.add(factor, name=name)
filter_ = (USEquityPricing.close.latest > 300)
pipeline.add(filter_, 'filter')
if set_screen:
pipeline.set_screen(filter_)
attach_pipeline(pipeline, 'test')
def test_set_screen(self):
f, g = SomeFilter(), SomeOtherFilter()
p = Pipeline()
self.assertEqual(p.screen, None)
p.set_screen(f)
self.assertEqual(p.screen, f)
with self.assertRaises(ValueError):
p.set_screen(f)
p.set_screen(g, overwrite=True)
self.assertEqual(p.screen, g)
with self.assertRaises(TypeError) as e:
p.set_screen(f, g)
message = e.exception.args[0]
self.assertIn(
"expected a value of type bool or int for argument 'overwrite'",
message,
)
def test_set_screen(self):
f, g = SomeFilter(), SomeOtherFilter()
p = Pipeline()
self.assertEqual(p.screen, None)
p.set_screen(f)
self.assertEqual(p.screen, f)
with self.assertRaises(ValueError):
p.set_screen(f)
p.set_screen(g, overwrite=True)
self.assertEqual(p.screen, g)
with self.assertRaises(TypeError) as e:
p.set_screen(f, g)
message = e.exception.args[0]
self.assertIn(
"expected a value of type bool or int for argument 'overwrite'",
message,
)