def test_force_registration(self):
register_calendar("DMY", self.dummy_cal_type())
first_dummy = get_calendar("DMY")
# force-register a new instance
register_calendar("DMY", self.dummy_cal_type(), force=True)
second_dummy = get_calendar("DMY")
self.assertNotEqual(first_dummy, second_dummy)
def test_force_registration(self):
register_calendar("DMY", self.dummy_cal_type())
first_dummy = get_calendar("DMY")
# force-register a new instance
register_calendar("DMY", self.dummy_cal_type(), force=True)
second_dummy = get_calendar("DMY")
self.assertNotEqual(first_dummy, second_dummy)
def test_both_places_are_checked(self):
dummy_cal = self.dummy_cal_type()
# if instance is registered, can't register type with same name
register_calendar('DMY', dummy_cal)
with self.assertRaises(CalendarNameCollision):
register_calendar_type('DMY', type(dummy_cal))
deregister_calendar('DMY')
# if type is registered, can't register instance with same name
register_calendar_type('DMY', type(dummy_cal))
with self.assertRaises(CalendarNameCollision):
register_calendar('DMY', dummy_cal)
def test_both_places_are_checked(self):
dummy_cal = self.dummy_cal_type()
# if instance is registered, can't register type with same name
register_calendar('DMY', dummy_cal)
with self.assertRaises(CalendarNameCollision):
register_calendar_type('DMY', type(dummy_cal))
deregister_calendar('DMY')
# if type is registered, can't register instance with same name
register_calendar_type('DMY', type(dummy_cal))
with self.assertRaises(CalendarNameCollision):
register_calendar('DMY', dummy_cal)
def test_register_calendar(self):
# Build a fake calendar
dummy_cal = self.dummy_cal_type()
# Try to register and retrieve the calendar
register_calendar('DMY', dummy_cal)
retr_cal = get_calendar('DMY')
self.assertEqual(dummy_cal, retr_cal)
# Try to register again, expecting a name collision
with self.assertRaises(CalendarNameCollision):
register_calendar('DMY', dummy_cal)
# Deregister the calendar and ensure that it is removed
deregister_calendar('DMY')
with self.assertRaises(InvalidCalendarName):
get_calendar('DMY')
def run_example(example_name, environ):
"""
Run an example module from catalyst.examples.
"""
mod = EXAMPLE_MODULES[example_name]
register_calendar("YAHOO", get_calendar("NYSE"), force=True)
return run_algorithm(
initialize=getattr(mod, 'initialize', None),
handle_data=getattr(mod, 'handle_data', None),
before_trading_start=getattr(mod, 'before_trading_start', None),
analyze=getattr(mod, 'analyze', None),
bundle='test',
environ=environ,
# Provide a default capital base, but allow the test to override.
**merge({'capital_base': 1e7}, mod._test_args()))
def test_register_calendar(self):
# Build a fake calendar
dummy_cal = self.dummy_cal_type()
# Try to register and retrieve the calendar
register_calendar('DMY', dummy_cal)
retr_cal = get_calendar('DMY')
self.assertEqual(dummy_cal, retr_cal)
# Try to register again, expecting a name collision
with self.assertRaises(CalendarNameCollision):
register_calendar('DMY', dummy_cal)
# Deregister the calendar and ensure that it is removed
deregister_calendar('DMY')
with self.assertRaises(InvalidCalendarName):
get_calendar('DMY')
def run_example(example_name, environ):
"""
Run an example module from catalyst.examples.
"""
mod = EXAMPLE_MODULES[example_name]
register_calendar("YAHOO", get_calendar("NYSE"), force=True)
return run_algorithm(
initialize=getattr(mod, 'initialize', None),
handle_data=getattr(mod, 'handle_data', None),
before_trading_start=getattr(mod, 'before_trading_start', None),
analyze=getattr(mod, 'analyze', None),
bundle='test',
environ=environ,
# Provide a default capital base, but allow the test to override.
**merge({'capital_base': 1e7}, mod._test_args())
)
for day in pd.date_range(start_session, end_session, freq='D', closed='left'):
key = symbol+'-'+day.strftime("%Y-%m-%d")
if key not in cache:
cache[key] = _get_minute_bar(symbol, day)
yield sid, cache[key]
def bitmex(symbols: list):
def ingest(
environ,
asset_db_writer,
minute_bar_writer,
daily_bar_writer,
adjustment_writer,
calendar,
start_session,
end_session,
cache,
show_progress,
output_dir,
path):
sid_map = list(zip(range(len(symbols)), symbols))
asset_db_writer.write(futures=_get_metadata(sid_map))
minute_bar_writer.write(
_get_minute_bars(sid_map, start_session, end_session, cache),
show_progress=show_progress)
adjustment_writer.write()
return ingest
register_calendar('bitmex', BitmexCalendar())