def test_yahoo_bars_to_panel_source(self): env = TradingEnvironment() finder = AssetFinder(env.engine) stocks = ['AAPL', 'GE'] env.write_data(equities_identifiers=stocks) start = pd.datetime(1993, 1, 1, 0, 0, 0, 0, pytz.utc) end = pd.datetime(2002, 1, 1, 0, 0, 0, 0, pytz.utc) data = factory.load_bars_from_yahoo(stocks=stocks, indexes={}, start=start, end=end) check_fields = ['sid', 'open', 'high', 'low', 'close', 'volume', 'price'] copy_panel = data.copy() sids = finder.map_identifier_index_to_sids( data.items, data.major_axis[0] ) copy_panel.items = sids source = DataPanelSource(copy_panel) for event in source: for check_field in check_fields: self.assertIn(check_field, event) self.assertTrue(isinstance(event['volume'], (integer_types))) self.assertTrue(event['sid'] in sids)
def test_yahoo_bars_to_panel_source(self): env = TradingEnvironment() finder = AssetFinder(env.engine) stocks = ['AAPL', 'GE'] env.write_data(equities_identifiers=stocks) start = pd.datetime(1993, 1, 1, 0, 0, 0, 0, pytz.utc) end = pd.datetime(2002, 1, 1, 0, 0, 0, 0, pytz.utc) data = factory.load_bars_from_yahoo(stocks=stocks, indexes={}, start=start, end=end) check_fields = [ 'sid', 'open', 'high', 'low', 'close', 'volume', 'price' ] copy_panel = data.copy() sids = finder.map_identifier_index_to_sids(data.items, data.major_axis[0]) copy_panel.items = sids source = DataPanelSource(copy_panel) for event in source: for check_field in check_fields: self.assertIn(check_field, event) self.assertTrue(isinstance(event['volume'], (integer_types))) self.assertTrue(event['sid'] in sids)
def test_map_identifier_index_to_sids(self): # Build an empty finder and some Assets dt = pd.Timestamp('2014-01-01', tz='UTC') finder = AssetFinder(self.env.engine) asset1 = Equity(1, symbol="AAPL") asset2 = Equity(2, symbol="GOOG") asset200 = Future(200, symbol="CLK15") asset201 = Future(201, symbol="CLM15") # Check for correct mapping and types pre_map = [asset1, asset2, asset200, asset201] post_map = finder.map_identifier_index_to_sids(pre_map, dt) self.assertListEqual([1, 2, 200, 201], post_map) for sid in post_map: self.assertIsInstance(sid, int) # Change order and check mapping again pre_map = [asset201, asset2, asset200, asset1] post_map = finder.map_identifier_index_to_sids(pre_map, dt) self.assertListEqual([201, 2, 200, 1], post_map)
def test_map_identifier_index_to_sids(self): # Build an empty finder and some Assets dt = pd.Timestamp("2014-01-01", tz="UTC") finder = AssetFinder(self.env.engine) asset1 = Equity(1, symbol="AAPL") asset2 = Equity(2, symbol="GOOG") asset200 = Future(200, symbol="CLK15") asset201 = Future(201, symbol="CLM15") # Check for correct mapping and types pre_map = [asset1, asset2, asset200, asset201] post_map = finder.map_identifier_index_to_sids(pre_map, dt) self.assertListEqual([1, 2, 200, 201], post_map) for sid in post_map: self.assertIsInstance(sid, int) # Change order and check mapping again pre_map = [asset201, asset2, asset200, asset1] post_map = finder.map_identifier_index_to_sids(pre_map, dt) self.assertListEqual([201, 2, 200, 1], post_map)