def test_doc_differentiates(self):
a = sentinel('sentinel-name', 'original-doc')
with self.assertRaises(ValueError) as e:
sentinel(a.__name__, 'new-doc')
msg = str(e.exception)
self.assertIn(a.__name__, msg)
self.assertIn(a.__doc__, msg)
class TestingSlippage(SlippageModel):
"""
Slippage model that fills a constant number of shares per tick, for
testing purposes.
Parameters
----------
filled_per_tick : int or TestingSlippage.ALL
The number of shares to fill on each call to process_order. If
TestingSlippage.ALL is passed, the entire order is filled.
See also
--------
catalyst.finance.slippage.SlippageModel
"""
ALL = sentinel('ALL')
allowed_asset_types = (Equity, )
def __init__(self, filled_per_tick):
super(TestingSlippage, self).__init__()
self.filled_per_tick = filled_per_tick
def process_order(self, data, order):
price = data.current(order.asset, "close")
if self.filled_per_tick is self.ALL:
volume = order.amount
else:
volume = self.filled_per_tick
return (price, volume)
class tmp_assets_db(object):
"""Create a temporary assets sqlite database.
This is meant to be used as a context manager.
Parameters
----------
url : string
The URL for the database connection.
**frames
The frames to pass to the AssetDBWriter.
By default this maps equities:
('A', 'B', 'C') -> map(ord, 'ABC')
See Also
--------
empty_assets_db
tmp_asset_finder
"""
_default_equities = sentinel('_default_equities')
def __init__(self,
url='sqlite:///:memory:',
equities=_default_equities,
**frames):
self._url = url
self._eng = None
if equities is self._default_equities:
equities = make_simple_equity_info(
list(map(ord, 'ABC')),
pd.Timestamp(0),
pd.Timestamp('2015'),
)
frames['equities'] = equities
self._frames = frames
self._eng = None # set in enter and exit
def __enter__(self):
self._eng = eng = create_engine(self._url)
AssetDBWriter(eng).write(**self._frames)
return eng
def __exit__(self, *excinfo):
assert self._eng is not None, '_eng was not set in __enter__'
self._eng.dispose()
self._eng = None
def __init__(self, left, right):
(mismatches,) = np.where(left != right)
assert len(mismatches), "Not actually a mismatch!"
super(CategoryMismatch, self).__init__(
"LabelArray categories don't match:\n"
"Mismatched Indices: {mismatches}\n"
"Left: {left}\n"
"Right: {right}".format(
mismatches=mismatches,
left=left[mismatches],
right=right[mismatches],
)
)
_NotPassed = sentinel('_NotPassed')
class LabelArray(ndarray):
"""
An ndarray subclass for working with arrays of strings.
Factorizes the input array into integers, but overloads equality on strings
to check against the factor label.
Parameters
----------
values : array-like
Array of values that can be passed to np.asarray with dtype=object.
missing_value : str
Scalar value to treat as 'missing' for operations on ``self``.
def test_weakreferencable(self):
ref(sentinel('a'))
def test_pickle_roundtrip(self):
a = sentinel('a')
self.assertIs(loads(dumps(a)), a)
def test_new(self):
with self.assertRaises(TypeError):
type(sentinel('a'))()
def test_repr(self):
self.assertEqual(
repr(sentinel('a')),
"sentinel('a')",
)
from catalyst.utils.sentinel import sentinel
NotSpecified = sentinel(
'NotSpecified',
'Singleton sentinel value used for Term defaults.',
)
NotSpecifiedType = type(NotSpecified)
def test_copy(self):
a = sentinel('a')
self.assertIs(copy(a), a)
def test_memo(self):
self.assertIs(sentinel('a'), sentinel('a'))
def test_doc(self):
self.assertEqual(sentinel('a', 'b').__doc__, 'b')
def test_name(self):
self.assertEqual(sentinel('a').__name__, 'a')
class calendars(object):
CRYPTO_ASSETS = sentinel('CRYPTO_ASSETS')
US_EQUITIES = sentinel('US_EQUITIES')
US_FUTURES = sentinel('US_FUTURES')
def test_deepcopy(self):
a = sentinel('a')
self.assertIs(deepcopy(a), a)
"""
def __init__(self, left, right):
(mismatches, ) = np.where(left != right)
assert len(mismatches), "Not actually a mismatch!"
super(CategoryMismatch,
self).__init__("LabelArray categories don't match:\n"
"Mismatched Indices: {mismatches}\n"
"Left: {left}\n"
"Right: {right}".format(
mismatches=mismatches,
left=left[mismatches],
right=right[mismatches],
))
_NotPassed = sentinel('_NotPassed')
class LabelArray(ndarray):
"""
An ndarray subclass for working with arrays of strings.
Factorizes the input array into integers, but overloads equality on strings
to check against the factor label.
Parameters
----------
values : array-like
Array of values that can be passed to np.asarray with dtype=object.
missing_value : str
Scalar value to treat as 'missing' for operations on ``self``.
from catalyst.utils.sentinel import sentinel
NotSpecified = sentinel(
'NotSpecified',
'Singleton sentinel value used for Term defaults.',
)
NotSpecifiedType = type(NotSpecified)
