def test_contract_at_offset(self): contract_sids = array([1, 2, 3, 4], dtype=int64) start_dates = pd.date_range('2015-01-01', periods=4, tz="UTC") contracts = deque(self.asset_finder.retrieve_all(contract_sids)) oc = OrderedContracts('FO', contracts) self.assertEquals(1, oc.contract_at_offset(1, 0, start_dates[-1].value), "Offset of 0 should return provided sid") self.assertEquals(2, oc.contract_at_offset(1, 1, start_dates[-1].value), "Offset of 1 should return next sid in chain.") self.assertEquals(None, oc.contract_at_offset(4, 1, start_dates[-1].value), "Offset at end of chain should not crash.")
def test_contract_at_offset(self): contract_sids = array([1, 2, 3, 4], dtype=int64) start_dates = pd.date_range('2015-01-01', periods=4, tz="UTC") auto_close_dates = pd.date_range('2016-04-01', periods=4, tz="UTC") oc = OrderedContracts('FO', contract_sids, start_dates.astype('int64'), auto_close_dates.astype('int64')) self.assertEquals(1, oc.contract_at_offset(1, 0, start_dates[-1].value), "Offset of 0 should return provided sid") self.assertEquals(2, oc.contract_at_offset(1, 1, start_dates[-1].value), "Offset of 1 should return next sid in chain.") self.assertEquals(None, oc.contract_at_offset(4, 1, start_dates[-1].value), "Offset at end of chain should not crash.")