def test_multi_source(self):
filter = [2, 3]
args_a = tuple()
kwargs_a = {
'count': 100,
'sids': [1, 2, 3],
'start': datetime(2012, 1, 3, 15, tzinfo=pytz.utc),
'delta': timedelta(minutes=6),
'filter': filter
}
source_a = SpecificEquityTrades(*args_a, **kwargs_a)
args_b = tuple()
kwargs_b = {
'count': 100,
'sids': [2, 3, 4],
'start': datetime(2012, 1, 3, 15, tzinfo=pytz.utc),
'delta': timedelta(minutes=5),
'filter': filter
}
source_b = SpecificEquityTrades(*args_b, **kwargs_b)
all_events = list(chain(source_a, source_b))
# The expected output is all events, sorted by dt with
# source_id as a tiebreaker.
expected = sorted(all_events, comp)
source_ids = [source_a.get_hash(), source_b.get_hash()]
# Generating the events list consumes the sources. Rewind them
# for testing.
source_a.rewind()
source_b.rewind()
# Append a done message to each source.
with_done_a = chain(source_a, [done_message(source_a.get_hash())])
with_done_b = chain(source_b, [done_message(source_b.get_hash())])
interleaved = alternate(with_done_a, with_done_b)
# Test sort with alternating messages from source_a and
# source_b.
self.run_date_sort(interleaved, expected, source_ids)
source_a.rewind()
source_b.rewind()
with_done_a = chain(source_a, [done_message(source_a.get_hash())])
with_done_b = chain(source_b, [done_message(source_b.get_hash())])
sequential = chain(with_done_a, with_done_b)
# Test sort with all messages from a, followed by all messages
# from b.
self.run_date_sort(sequential, expected, source_ids)
def test_multi_source(self):
filter = [2, 3]
args_a = tuple()
kwargs_a = {
'count': 100,
'sids': [1, 2, 3],
'start': datetime(2012, 1, 3, 15, tzinfo=pytz.utc),
'delta': timedelta(minutes=6),
'filter': filter
}
source_a = SpecificEquityTrades(*args_a, **kwargs_a)
args_b = tuple()
kwargs_b = {
'count': 100,
'sids': [2, 3, 4],
'start': datetime(2012, 1, 3, 15, tzinfo=pytz.utc),
'delta': timedelta(minutes=5),
'filter': filter
}
source_b = SpecificEquityTrades(*args_b, **kwargs_b)
all_events = list(chain(source_a, source_b))
# The expected output is all events, sorted by dt with
# source_id as a tiebreaker.
expected = sorted(all_events, comp)
source_ids = [source_a.get_hash(), source_b.get_hash()]
# Generating the events list consumes the sources. Rewind them
# for testing.
source_a.rewind()
source_b.rewind()
# Append a done message to each source.
with_done_a = chain(source_a, [done_message(source_a.get_hash())])
with_done_b = chain(source_b, [done_message(source_b.get_hash())])
interleaved = alternate(with_done_a, with_done_b)
# Test sort with alternating messages from source_a and
# source_b.
self.run_date_sort(interleaved, expected, source_ids)
source_a.rewind()
source_b.rewind()
with_done_a = chain(source_a, [done_message(source_a.get_hash())])
with_done_b = chain(source_b, [done_message(source_b.get_hash())])
sequential = chain(with_done_a, with_done_b)
# Test sort with all messages from a, followed by all messages
# from b.
self.run_date_sort(sequential, expected, source_ids)
def test_single_source(self):
# Just using the built-in defaults. See
# zipline.sources.py
source = SpecificEquityTrades()
expected = list(source)
source.rewind()
# The raw source doesn't handle done messaging, so we need to
# append a done message for sort to work properly.
with_done = chain(source, [done_message(source.get_hash())])
self.run_date_sort(with_done, expected, [source.get_hash()])
def test_single_source(self):
# Just using the built-in defaults. See
# zipline.sources.py
source = SpecificEquityTrades()
expected = list(source)
source.rewind()
# The raw source doesn't handle done messaging, so we need to
# append a done message for sort to work properly.
with_done = chain(source, [done_message(source.get_hash())])
self.run_date_sort(with_done, expected, [source.get_hash()])
def add_done(stream_in):
return chain(stream_in, [done_message('Composite')])
