def construct_all_calendars():
dispatcher = ExchangeCalendarDispatcher(
calendars={},
calendar_factories=_default_calendar_factories,
aliases=_default_calendar_aliases,
)
calendar_names = itertools.chain(_default_calendar_aliases,
_default_calendar_factories)
for name in calendar_names:
assert dispatcher.get_calendar(name) is not None
dispatcher.deregister_calendar(name)
def test_default_calendars(self):
dispatcher = ExchangeCalendarDispatcher(
calendars={},
calendar_factories=_default_calendar_factories,
aliases=_default_calendar_aliases,
)
# These are ordered aliases first, so that we can deregister the
# canonical factories when we're done with them, and we'll be done with
# them after they've been used by all aliases and by canonical name.
for name in concat([_default_calendar_aliases, _default_calendar_factories]):
self.assertIsNotNone(
dispatcher.get_calendar(name), "get_calendar(%r) returned None" % name
)
dispatcher.deregister_calendar(name)
def setup_method(self, method):
self.dispatcher = ExchangeCalendarDispatcher(
# Make copies here so that tests that mutate the dispatcher dicts
# are isolated from one another.
**{k: v.copy()
for k, v in self.dispatcher_kwargs.items()})
class CalendarAliasTestCase(TestCase):
@classmethod
def setup_class(cls):
# Make a calendar once so that we don't spend time in every test
# instantiating calendars.
cls.dispatcher_kwargs = dict(
calendars={"IEPA": IEPAExchangeCalendar()},
calendar_factories={},
aliases={
"IEPA_ALIAS": "IEPA",
"IEPA_ALIAS_ALIAS": "IEPA_ALIAS",
},
)
def setup_method(self, method):
self.dispatcher = ExchangeCalendarDispatcher(
# Make copies here so that tests that mutate the dispatcher dicts
# are isolated from one another.
**{k: v.copy()
for k, v in self.dispatcher_kwargs.items()})
def teardown_method(self, method):
self.dispatcher = None
@classmethod
def teardown_class(cls):
cls.dispatcher_kwargs = None
def test_follow_alias_chain(self):
self.assertIs(
self.dispatcher.get_calendar("IEPA_ALIAS"),
self.dispatcher.get_calendar("IEPA"),
)
self.assertIs(
self.dispatcher.get_calendar("IEPA_ALIAS_ALIAS"),
self.dispatcher.get_calendar("IEPA"),
)
def test_add_new_aliases(self):
with self.assertRaises(InvalidCalendarName):
self.dispatcher.get_calendar("NOT_IEPA")
self.dispatcher.register_calendar_alias("NOT_IEPA", "IEPA")
self.assertIs(
self.dispatcher.get_calendar("NOT_IEPA"),
self.dispatcher.get_calendar("IEPA"),
)
self.dispatcher.register_calendar_alias("IEPA_ALIAS_ALIAS_ALIAS",
"IEPA_ALIAS_ALIAS")
self.assertIs(
self.dispatcher.get_calendar("IEPA_ALIAS_ALIAS_ALIAS"),
self.dispatcher.get_calendar("IEPA"),
)
def test_remove_aliases(self):
self.dispatcher.deregister_calendar("IEPA_ALIAS_ALIAS")
with self.assertRaises(InvalidCalendarName):
self.dispatcher.get_calendar("IEPA_ALIAS_ALIAS")
def test_reject_alias_that_already_exists(self):
with self.assertRaises(CalendarNameCollision):
self.dispatcher.register_calendar_alias("IEPA", "NOT_IEPA")
with self.assertRaises(CalendarNameCollision):
self.dispatcher.register_calendar_alias("IEPA_ALIAS", "NOT_IEPA")
def test_allow_alias_override_with_force(self):
self.dispatcher.register_calendar_alias("IEPA", "NOT_IEPA", force=True)
with self.assertRaises(InvalidCalendarName):
self.dispatcher.get_calendar("IEPA")
def test_reject_cyclic_aliases(self):
add_alias = self.dispatcher.register_calendar_alias
add_alias("A", "B")
add_alias("B", "C")
with self.assertRaises(CyclicCalendarAlias) as e:
add_alias("C", "A")
expected = "Cycle in calendar aliases: ['C' -> 'A' -> 'B' -> 'C']"
self.assertEqual(str(e.exception), expected)
def test_get_calendar_names(self):
self.assertEqual(
sorted(self.dispatcher.get_calendar_names()),
["IEPA", "IEPA_ALIAS", "IEPA_ALIAS_ALIAS"],
)
tz=UTC))
# kwargs["start"] = pd.Timestamp("1990-01-01", tz="UTC")
if name not in ["us_futures", "24/7", "24/5", "CMES"]:
# Zipline had default open time of t+1min
factory.open_times = [(d, t.replace(minute=t.minute + 1))
for d, t in factory.open_times]
calendar = factory(**kwargs)
self._factory_output_cache[name] = (calendar, kwargs)
return calendar
# Yay! Monkey patching
ExchangeCalendarDispatcher._fabricate = _fabricate
global_calendar_dispatcher = ExchangeCalendarDispatcher(
calendars={},
calendar_factories=_default_calendar_factories,
aliases=_default_calendar_aliases,
)
get_calendar = global_calendar_dispatcher.get_calendar
get_calendar_names = global_calendar_dispatcher.get_calendar_names
clear_calendars = global_calendar_dispatcher.clear_calendars
deregister_calendar = global_calendar_dispatcher.deregister_calendar
register_calendar = global_calendar_dispatcher.register_calendar
register_calendar_type = global_calendar_dispatcher.register_calendar_type
register_calendar_alias = global_calendar_dispatcher.register_calendar_alias
resolve_alias = global_calendar_dispatcher.resolve_alias
aliases_to_names = global_calendar_dispatcher.aliases_to_names
names_to_aliases = global_calendar_dispatcher.names_to_aliases
except ImportError:
def setup_method(self, method):
self.dummy_cal_type = FakeCalendar
self.dispatcher = ExchangeCalendarDispatcher({}, {}, {})
class CalendarRegistrationTestCase(TestCase):
def setup_method(self, method):
self.dummy_cal_type = FakeCalendar
self.dispatcher = ExchangeCalendarDispatcher({}, {}, {})
def teardown_method(self, method):
self.dispatcher.clear_calendars()
def test_register_calendar(self):
# Build a fake calendar
dummy_cal = self.dummy_cal_type()
# Try to register and retrieve the calendar
self.dispatcher.register_calendar("DMY", dummy_cal)
retr_cal = self.dispatcher.get_calendar("DMY")
self.assertEqual(dummy_cal, retr_cal)
# Try to register again, expecting a name collision
with self.assertRaises(CalendarNameCollision):
self.dispatcher.register_calendar("DMY", dummy_cal)
# Deregister the calendar and ensure that it is removed
self.dispatcher.deregister_calendar("DMY")
with self.assertRaises(InvalidCalendarName):
self.dispatcher.get_calendar("DMY")
def test_register_calendar_type(self):
self.dispatcher.register_calendar_type("DMY", self.dummy_cal_type)
retr_cal = self.dispatcher.get_calendar("DMY")
self.assertEqual(self.dummy_cal_type, type(retr_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
self.dispatcher.register_calendar("DMY", dummy_cal)
with self.assertRaises(CalendarNameCollision):
self.dispatcher.register_calendar_type("DMY", type(dummy_cal))
self.dispatcher.deregister_calendar("DMY")
# if type is registered, can't register instance with same name
self.dispatcher.register_calendar_type("DMY", type(dummy_cal))
with self.assertRaises(CalendarNameCollision):
self.dispatcher.register_calendar("DMY", dummy_cal)
def test_force_registration(self):
self.dispatcher.register_calendar("DMY", self.dummy_cal_type())
first_dummy = self.dispatcher.get_calendar("DMY")
# force-register a new instance
self.dispatcher.register_calendar("DMY", self.dummy_cal_type(), force=True)
second_dummy = self.dispatcher.get_calendar("DMY")
self.assertNotEqual(first_dummy, second_dummy)
class CalendarDispatcherTestCase(TestCase):
@classmethod
def setup_class(cls):
cls.dispatcher_kwargs = dict(
calendars={},
calendar_factories={"IEPA": IEPAExchangeCalendar},
aliases={
"IEPA_ALIAS": "IEPA",
"IEPA_ALIAS_ALIAS": "IEPA_ALIAS",
},
)
def setup_method(self, method):
self.dispatcher = ExchangeCalendarDispatcher(
# Make copies here so that tests that mutate the dispatcher dicts
# are isolated from one another.
**{k: v.copy()
for k, v in self.dispatcher_kwargs.items()})
def teardown_method(self, method):
self.dispatcher = None
@classmethod
def teardown_class(cls):
cls.dispatcher_kwargs = None
def test_follow_alias_chain(self):
self.assertIs(
self.dispatcher.get_calendar("IEPA_ALIAS"),
self.dispatcher.get_calendar("IEPA"),
)
self.assertIs(
self.dispatcher.get_calendar("IEPA_ALIAS_ALIAS"),
self.dispatcher.get_calendar("IEPA"),
)
def test_add_new_aliases(self):
with self.assertRaises(InvalidCalendarName):
self.dispatcher.get_calendar("NOT_IEPA")
self.dispatcher.register_calendar_alias("NOT_IEPA", "IEPA")
self.assertIs(
self.dispatcher.get_calendar("NOT_IEPA"),
self.dispatcher.get_calendar("IEPA"),
)
self.dispatcher.register_calendar_alias("IEPA_ALIAS_ALIAS_ALIAS",
"IEPA_ALIAS_ALIAS")
self.assertIs(
self.dispatcher.get_calendar("IEPA_ALIAS_ALIAS_ALIAS"),
self.dispatcher.get_calendar("IEPA"),
)
def test_remove_aliases(self):
self.dispatcher.deregister_calendar("IEPA_ALIAS_ALIAS")
with self.assertRaises(InvalidCalendarName):
self.dispatcher.get_calendar("IEPA_ALIAS_ALIAS")
def test_reject_alias_that_already_exists(self):
with self.assertRaises(CalendarNameCollision):
self.dispatcher.register_calendar_alias("IEPA", "NOT_IEPA")
with self.assertRaises(CalendarNameCollision):
self.dispatcher.register_calendar_alias("IEPA_ALIAS", "NOT_IEPA")
def test_allow_alias_override_with_force(self):
self.dispatcher.register_calendar_alias("IEPA", "NOT_IEPA", force=True)
with self.assertRaises(InvalidCalendarName):
self.dispatcher.get_calendar("IEPA")
def test_reject_cyclic_aliases(self):
add_alias = self.dispatcher.register_calendar_alias
add_alias("A", "B")
add_alias("B", "C")
with self.assertRaises(CyclicCalendarAlias) as e:
add_alias("C", "A")
expected = "Cycle in calendar aliases: ['C' -> 'A' -> 'B' -> 'C']"
self.assertEqual(str(e.exception), expected)
def test_get_calendar_names(self):
self.assertEqual(
sorted(self.dispatcher.get_calendar_names()),
["IEPA", "IEPA_ALIAS", "IEPA_ALIAS_ALIAS"],
)
self.assertEqual(
self.dispatcher.get_calendar_names(include_aliases=False),
["IEPA"],
)
def test_aliases_to_names(self):
self.assertDictEqual(
self.dispatcher.aliases_to_names(),
{
"IEPA_ALIAS": "IEPA",
"IEPA_ALIAS_ALIAS": "IEPA",
},
)
def test_names_to_aliases(self):
self.assertDictEqual(
self.dispatcher.names_to_aliases(),
{"IEPA": ["IEPA_ALIAS", "IEPA_ALIAS_ALIAS"]},
)
def test_get_calendar(self):
cal = self.dispatcher.get_calendar("IEPA")
self.assertIsInstance(cal, ExchangeCalendar)
def test_get_calendar_kwargs(self):
start = pd.Timestamp("2020-01-02", tz="UTC")
end = pd.Timestamp("2020-01-31", tz="UTC")
cal = self.dispatcher.get_calendar("IEPA", start=start, end=end)
self.assertEqual(cal.first_session, start)
self.assertEqual(cal.last_session, end)
self.dispatcher.register_calendar("iepa_instance", cal)
error_msg = (
f"Receieved constructor arguments `start` and/or `end`"
f" although calendar iepa_instance is registered as a specific"
f" instance of class {cal.__class__}, not as a calendar factory.")
with pytest.raises(ValueError, match=re.escape(error_msg)):
# Can only pass kwargs to registered factories (not calendar instances)
self.dispatcher.get_calendar("iepa_instance", start=start)
def test_get_calendar_cache(self):
start = pd.Timestamp("2020-01-02", tz="UTC")
end = pd.Timestamp("2020-01-31", tz="UTC")
cal = self.dispatcher.get_calendar("IEPA", start=start, end=end)
cal2 = self.dispatcher.get_calendar("IEPA", start=start, end=end)
self.assertIs(cal, cal2)
start += pd.DateOffset(days=1)
cal3 = self.dispatcher.get_calendar("IEPA", start=start, end=end)
self.assertIsNot(cal, cal3)