def setUp(self): self.extra_knowledge_date = \ datetime(2015, 1, 27, 0, 0, tzinfo=pytz.utc) self.trading_day_before_first_kd = datetime( 2015, 1, 23, 0, 0, tzinfo=pytz.utc) setup_logger(self)
def setUp(self): self.extra_knowledge_date = \ datetime(2015, 1, 27, 0, 0, tzinfo=pytz.utc) self.trading_day_before_first_kd = datetime( 2015, 1, 23, 0, 0, tzinfo=pytz.utc) setup_logger(self)
def setUp(self): setup_logger(self) sim_params = factory.create_simulation_parameters( start=datetime(1990, 1, 1, tzinfo=pytz.utc), end=datetime(1990, 3, 30, tzinfo=pytz.utc)) self.source, self.panel = \ factory.create_test_panel_ohlc_source(sim_params)
def setUp(self): self.sim_params = factory.create_simulation_parameters( start=datetime(1990, 1, 1, tzinfo=pytz.utc), end=datetime(1990, 1, 8, tzinfo=pytz.utc)) setup_logger(self) self.source, self.df = \ factory.create_test_df_source(self.sim_params)
def setUp(self): self.sim_params = factory.create_simulation_parameters() setup_logger(self) trade_history = factory.create_trade_history( 133, [10.0, 10.0, 11.0, 11.0], [100, 100, 100, 300], timedelta(days=1), self.sim_params ) self.source = SpecificEquityTrades(event_list=trade_history)
def setUp(self): self.trading_environment = factory.create_trading_environment() setup_logger(self) trade_history = factory.create_trade_history( 133, [10.0, 10.0, 11.0, 11.0], [100, 100, 100, 300], timedelta(days=1), self.trading_environment ) self.source = SpecificEquityTrades(event_list=trade_history)
def setUp(self): setup_logger(self) start = pd.datetime(1993, 1, 1, 0, 0, 0, 0, pytz.utc) end = pd.datetime(1994, 1, 1, 0, 0, 0, 0, pytz.utc) self.data = factory.load_from_yahoo(stocks=['AAPL'], indexes={}, start=start, end=end)
def setUp(self): self.sim_params = factory.create_simulation_parameters( start=datetime(1990, 1, 1, tzinfo=pytz.utc), end=datetime(1990, 1, 8, tzinfo=pytz.utc) ) setup_logger(self) self.source, self.df = \ factory.create_test_df_source(self.sim_params)
def setUp(self): setup_logger(self) start = pd.datetime(1993, 1, 1, 0, 0, 0, 0, pytz.utc) end = pd.datetime(1994, 1, 1, 0, 0, 0, 0, pytz.utc) self.data = factory.load_from_yahoo(stocks=['AAPL'], indexes={}, start=start, end=end)
def setUp(self): self.sim_params = factory.create_simulation_parameters() setup_logger(self) trade_history = factory.create_trade_history(133, [10.0, 10.0, 11.0, 11.0], [100, 100, 100, 300], timedelta(days=1), self.sim_params) self.source = trade_history
def setUp(self): self.trading_environment = factory.create_trading_environment() setup_logger(self) trade_history = factory.create_trade_history(133, [10.0, 10.0, 11.0, 11.0], [100, 100, 100, 300], timedelta(days=1), self.trading_environment) self.source = SpecificEquityTrades(event_list=trade_history)
def setUp(self, env=None): self.extra_knowledge_date = \ datetime(2015, 1, 27, 0, 0, tzinfo=pytz.utc) self.trading_day_before_first_kd = datetime( 2015, 1, 23, 0, 0, tzinfo=pytz.utc) env.update_asset_finder( clear_metadata=True, identifiers=["BZQ", "URTY", "JFT", "AAPL", "GOOG"] ) setup_logger(self)
def setUp(self): start = pd.datetime(1990, 1, 3, 0, 0, 0, 0, pytz.utc) end = pd.datetime(1990, 1, 8, 0, 0, 0, 0, pytz.utc) self.sim_params = factory.create_simulation_parameters( start=start, end=end, ) self.sim_params.emission_rate = 'daily' self.sim_params.data_frequency = 'minute' setup_logger(self) self.source, self.df = \ factory.create_test_df_source(bars='minute')
def setUp(self): setup_logger(self) sids = [1, 2] self.sim_params = factory.create_simulation_parameters(num_days=2, sids=sids) self.source = factory.create_minutely_trade_source( sids, trade_count=100, sim_params=self.sim_params, concurrent=True, )
def setUp(self): setup_logger(self) sids = [1, 2] self.sim_params = factory.create_simulation_parameters( num_days=2, data_frequency='minute', emission_rate='minute', ) self.source = factory.create_minutely_trade_source( sids, sim_params=self.sim_params, concurrent=True, )
def setUp(self): days = 251 self.sim_params = factory.create_simulation_parameters(num_days=days) setup_logger(self) trade_history = factory.create_trade_history( 133, [10.0] * days, [100] * days, timedelta(days=1), self.sim_params ) self.source = SpecificEquityTrades(event_list=trade_history) self.df_source, self.df = factory.create_test_df_source(self.sim_params) self.zipline_test_config = {"sid": 0}
def setUp(self): setup_logger(self) self.sim_params = factory.create_simulation_parameters(num_days=4) trade_history = factory.create_trade_history(1, [10.0, 10.0, 11.0, 11.0], [100, 100, 100, 300], timedelta(days=1), self.sim_params) self.source = SpecificEquityTrades(event_list=trade_history) self.df_source, self.df = \ factory.create_test_df_source(self.sim_params)
def setUp(self): setup_logger(self) self.sim_params = factory.create_simulation_parameters(num_days=4) setup_logger(self) trade_history = factory.create_trade_history( 1, [10.0, 10.0, 11.0, 11.0], [100, 100, 100, 300], timedelta(days=1), self.sim_params ) self.source = SpecificEquityTrades(event_list=trade_history) self.df_source, self.df = factory.create_test_df_source(self.sim_params) self.panel_source, self.panel = factory.create_test_panel_source(self.sim_params)
def setUp(self): setup_logger(self) self.monday = datetime(2012, 7, 9, 16, tzinfo=pytz.utc) self.eleven_normal_days = [self.monday + i * timedelta(days=1) for i in xrange(11)] # Modify the end of the period slightly to exercise the # incomplete day logic. self.eleven_normal_days[-1] -= timedelta(minutes=1) self.eleven_normal_days.append(self.monday + timedelta(days=11, seconds=1)) # Second set of dates to test holiday handling. self.jul4_monday = datetime(2012, 7, 2, 16, tzinfo=pytz.utc) self.week_of_jul4 = [self.jul4_monday + i * timedelta(days=1) for i in xrange(5)]
def setUp(self, env=None): self.extra_knowledge_date = \ datetime(2015, 1, 27, 0, 0, tzinfo=pytz.utc) self.trading_day_before_first_kd = datetime(2015, 1, 23, 0, 0, tzinfo=pytz.utc) env.update_asset_finder( clear_metadata=True, identifiers=["BZQ", "URTY", "JFT", "AAPL", "GOOG"]) setup_logger(self)
def setUp(self): days = 251 self.sim_params = factory.create_simulation_parameters(num_days=days) setup_logger(self) trade_history = factory.create_trade_history(133, [10.0] * days, [100] * days, timedelta(days=1), self.sim_params) self.source = SpecificEquityTrades(event_list=trade_history) self.df_source, self.df = \ factory.create_test_df_source(self.sim_params) self.zipline_test_config = { 'sid': 0, }
def setUp(self): self.sim_params = factory.create_simulation_parameters() setup_logger(self) self.monday = datetime(2012, 7, 9, 16, tzinfo=pytz.utc) self.eleven_normal_days = [self.monday + i * timedelta(days=1) for i in xrange(11)] # Modify the end of the period slightly to exercise the # incomplete day logic. self.eleven_normal_days[-1] -= timedelta(minutes=1) self.eleven_normal_days.append(self.monday + timedelta(days=11, seconds=1)) # Second set of dates to test holiday handling. self.jul4_monday = datetime(2012, 7, 2, 16, tzinfo=pytz.utc) self.week_of_jul4 = [self.jul4_monday + i * timedelta(days=1) for i in xrange(5)]
def setUp(self): self.zipline_test_config = {"sid": 133, "slippage": FixedSlippage()} setup_logger(self)
def setUp(self): self.zipline_test_config = { 'sid': 133, 'slippage': FixedSlippage() } setup_logger(self)
def setUp(self): self.zipline_test_config = { 'sid': 133, } setup_logger(self)
def setUp(self): self.zipline_test_config = {"sid": 133} setup_logger(self)
def tearDown(self): setup_logger(self)
def setUp(self, env=None): setup_logger(self)
def setUp(self): self.zipline_test_config = {'sid': 133, 'slippage': FixedSlippage()} setup_logger(self)
def setUp(self): setup_logger(self)
last_elem = len(df) - 1 self.assertEqual(df[last_elem][last_elem], last_elem) class TestBatchTransformMinutely(TestCase): def setUp(self): start = pd.datetime(1990, 1, 3, 0, 0, 0, 0, pytz.utc) end = pd.datetime(1990, 1, 8, 0, 0, 0, 0, pytz.utc) self.sim_params = factory.create_simulation_parameters( start=start, end=end, ) self.sim_params.emission_rate = 'daily' self.sim_params.data_frequency = 'minute' setup_logger(self) self.source, self.df = \ factory.create_test_df_source(bars='minute') def test_core(self): algo = BatchTransformAlgorithmMinute(sim_params=self.sim_params) algo.run(self.source) wl = int(algo.window_length * 6.5 * 60) for bt in algo.history[wl:]: self.assertEqual(len(bt), wl) def test_window_length(self): algo = BatchTransformAlgorithmMinute(sim_params=self.sim_params, window_length=1, refresh_period=0) algo.run(self.source) wl = int(algo.window_length * 6.5 * 60)
def setUp(self): setup_logger(self) self.source, self.df = factory.create_test_df_source()
def setUp(self): self.zipline_test_config = { 'sid': 133, } setup_logger(self)
def setUp(self): setup_logger(self) self.source, self.df = factory.create_test_df_source()
def setUp(self): setup_logger(self)
def setUp(self, env=None): setup_logger(self) env.update_asset_finder(identifiers=[24])
def setUp(self, env=None): setup_logger(self) env.update_asset_finder(identifiers=[24])
def setUp(self, env=None): setup_logger(self)