def main():
register_calendar('BITMEX', AlwaysOpenCalendar())
# The following is necessary because zipline's developer hard-coded NYSE
# everywhere in run_algo._run, *DOH*!!!
deregister_calendar('NYSE')
register_calendar_alias('NYSE', 'BITMEX', force=False)
register(
'bitmex',
create_bundle(
[
Pairs.symbol_btc,
#Pairs.symbol_ada,
#Pairs.symbol_bch,
#Pairs.symbol_eos,
#Pairs.symbol_eth,
#Pairs.symbol_ltc,
#Pairs.symbol_trx,
#Pairs.symbol_xrp,
],
pd.Timestamp('2017-11-05 00:00:00', tz='utc'),
pd.Timestamp('2018-12-18 23:59:59', tz='utc'),
),
calendar_name='BITMEX',
minutes_per_day=24*60
)
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 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 main():
register_calendar('CN_FUTURES', CN_FUTURE_CALENDAR(), force=True)
deregister_calendar('NYSE')
register_calendar_alias('NYSE', 'CN_FUTURES', force=True)
register(
'CN_FUTURES',
create_bundle(
['IC', 'IH', 'IF', 'RB'],
pd.Timestamp('2017-09-20 01:31:00', tz='utc'),
pd.Timestamp('2018-10-31 01:31:00', tz='utc'),
),
calendar_name='CN_FUTURES',
minutes_per_day=4 * 60 + 90
)
def tearDown(self):
deregister_calendar('DMY')
def tearDown(self):
deregister_calendar('DMY')
@property
def tz(self):
return timezone('UTC')
@property
def open_time(self):
return time(0, 0)
@property
def close_time(self):
return time(23, 59)
@lazyval
def day(self):
return CustomBusinessDay(weekmask='Mon Tue Wed Thu Fri Sat Sun')
register_calendar('POLONIEX', PoloniexCalendar())
# The following is necessary because zipline's developer hard-coded NYSE
# everywhere in run_algo._run, *DOH*!!!
deregister_calendar('NYSE')
register_calendar_alias('NYSE', 'POLONIEX', force=False)
register('.test_poloniex',
create_bundle(
[Pairs.usdt_eth],
pd.Timestamp('2016-01-01', tz='utc'),
pd.Timestamp('2016-01-31', tz='utc'),
),
calendar_name='POLONIEX',
minutes_per_day=24 * 60)
