def test_finder():
asset = Equity('asset-id', 'NSDQ', symbol='AAPL')
class DummyBroker:
def get_equities(self):
return [asset]
# retrieve_asset
finder = AssetFinder(DummyBroker())
assert finder.retrieve_asset('asset-id') == asset
with pytest.raises(SidsNotFound):
finder.retrieve_asset('invalid')
# retrieve_all
assert finder.retrieve_all(['asset-id']) == [asset]
with pytest.raises(SidsNotFound):
assert finder.retrieve_all(['asset-id', 'invalid'])
assert finder.retrieve_all(['asset-id', 'invalid'], default_none=True) \
== [asset, None]
# retrieve_equities
assert finder.retrieve_equities(['asset-id'])['asset-id'] == asset
with pytest.raises(EquitiesNotFound):
assert finder.retrieve_equities(['inv'])
# asset should be cached until cleared
assert hasattr(finder, 'asset_cache')
finder.clear_cache()
assert not hasattr(finder, 'asset_cache')
# lookup_symbol
assert finder.lookup_symbol('AAPL', None) == asset
assert finder.lookup_symbol('AAPL', None, fuzzy=True) == asset
with pytest.raises(SymbolNotFound):
finder.lookup_symbol('invalid', None)
with pytest.raises(SymbolNotFound):
finder.lookup_symbol('invalid', None, fuzzy=True)
# lookup_symbols
assert finder.lookup_symbols(['AAPL'], None) == [asset]
assert finder.lookup_symbols(['AAPL'], None, fuzzy=True) == [asset]
with pytest.raises(SymbolNotFound):
finder.lookup_symbols(['AAPL', 'invalid'], None)
with pytest.raises(SymbolNotFound):
finder.lookup_symbols(['AAPL', 'invalid'], None)
# sids
assert finder.sids == ['asset-id']
def get_equities(self):
return [
Equity(
asset,
symbol=asset.upper().replace('-', ''),
exchange='NYSE',
start_date=self.start,
end_date=self.end + pd.Timedelta('1000 days'),
) for asset in self.assets
]
def get_equities(self):
return [
Equity(
sid=i + 1,
symbol=_num_to_symbol(i),
asset_name='Test {}'.format(_num_to_symbol(i)),
exchange='NYSE',
start_date=pd.Timestamp('1970-01-01', tz='utc'),
end_date=pd.Timestamp('2050-01-01', tz='utc'),
) for i in range(self._size)
]
def get_equities(self):
assets = []
t = normalize_date(pd.Timestamp('now', tz=NY))
raw_assets = self._api.list_assets(asset_class='us_equity')
for raw_asset in raw_assets:
asset = Equity(
raw_asset.id, raw_asset.exchange,
symbol=raw_asset.symbol,
asset_name=raw_asset.symbol,
)
asset.start_date = t - one_day_offset
if raw_asset.status == 'active' and raw_asset.tradable:
asset.end_date = t + end_offset
else:
# if asset is not tradable, set end_date = day before
asset.end_date = t - one_day_offset
asset.auto_close_date = asset.end_date
assets.append(asset)
# register all unseen exchange name as
# alias of NYSE (e.g. AMEX, ARCA, NYSEARCA.)
if not default_calendar.has_calendar(raw_asset.exchange):
register_calendar_alias(raw_asset.exchange,
'NYSE', force=True)
return assets
def get_equities(self):
assets = []
t = normalize_date(pd.Timestamp('now', tz=NY))
raw_assets = self._api.list_assets(asset_class='us_equity')
for raw_asset in raw_assets:
asset = Equity(
raw_asset.id,
raw_asset.exchange,
symbol=raw_asset.symbol,
asset_name=raw_asset.symbol,
)
asset.start_date = t - one_day_offset
if raw_asset.status == 'active' and raw_asset.tradable:
asset.end_date = t + end_offset
else:
# this is an experimental change, if an asset is not active or
# tradable, don't include it in the asset list. why?
# first the logical thing - if it's not tradable - we don't
# need it. now why bother?
# some symbols are included more than once in the Alpaca list.
# e.g VXX. one is tradable, one is not. as it happens, the
# first one we iterate on is the not tradable asset. which
# means when someone tries to trade it, even though there's a
# tradable asset, it rejects it because we test it against the
# untradable one. by doing this - we avoid this issue.
# but, it fear it may cause issues (e.g if an asset was
# tradable yesterday, but not tradable today. just a thought)
# so I do this with caution.
continue
# if asset is not tradable, set end_date = day before
asset.end_date = t - one_day_offset
asset.auto_close_date = asset.end_date
assets.append(asset)
# register all unseen exchange name as
# alias of NYSE (e.g. AMEX, ARCA, NYSEARCA.)
if not default_calendar.has_calendar(raw_asset.exchange):
register_calendar_alias(raw_asset.exchange, 'NYSE', force=True)
return assets
def get_equities(self):
assets = []
t = normalize_date(pd.Timestamp('now', tz='America/New_York'))
raw_assets = self._api.list_assets(asset_class='us_equity')
for raw_asset in raw_assets:
asset = Equity(
raw_asset.id, raw_asset.exchange,
symbol=raw_asset.symbol,
asset_name=raw_asset.symbol,
)
asset.start_date = t - one_day_offset
if raw_asset.status == 'active' and raw_asset.tradable:
asset.end_date = t + end_offset
else:
# if asset is not tradable, set end_date = day before
asset.end_date = t - one_day_offset
asset.auto_close_date = asset.end_date
assets.append(asset)
return assets