def test_type_mismatch(self):
if sys.version_info.major < 3:
self.assertIsNotNone(Asset(3) < 'a')
self.assertIsNotNone('a' < Asset(3))
else:
with self.assertRaises(TypeError):
Asset(3) < 'a'
with self.assertRaises(TypeError):
'a' < Asset(3)
def symbol(self, symbol_str):
# This method works around the problem of not being able to trade
# assets which does not have ingested data for the day of trade.
# Normally historical data is loaded to bundle and the asset's
# end_date and auto_close_date is set based on the last entry from
# the bundle db. LiveTradingAlgorithm does not override order_value(),
# order_percent() & order_target(). Those higher level ordering
# functions provide a safety net to not to trade de-listed assets.
# If the asset is returned as it was ingested (end_date=yesterday)
# then CannotOrderDelistedAsset exception will be raised from the
# higher level order functions.
#
# Hence, we are increasing the asset's end_date by 10,000 days.
# The ample buffer is provided for two reasons:
# 1) assets are often stored in algo's context through initialize(),
# which is called once and persisted at live trading. 10,000 days
# enables 27+ years of trading, which is more than enough.
# 2) Tool - 10,000 Days is brilliant!
asset = super(self.__class__, self).symbol(symbol_str)
tradeable_asset = asset.to_dict()
tradeable_asset['end_date'] = (pd.Timestamp('now', tz='UTC') +
pd.Timedelta('10000 days'))
tradeable_asset['auto_close_date'] = tradeable_asset['end_date']
return Asset.from_dict(tradeable_asset)
def test_asset_object(self):
self.assertEquals({5061: 'foo'}[Asset(5061)], 'foo')
self.assertEquals(Asset(5061), 5061)
self.assertEquals(5061, Asset(5061))
self.assertEquals(Asset(5061), Asset(5061))
self.assertEquals(int(Asset(5061)), 5061)
self.assertEquals(str(Asset(5061)), 'Asset(5061)')
def test_gt(self):
self.assertFalse(Asset(3) > Asset(4))
self.assertFalse(Asset(4) > Asset(4))
self.assertTrue(Asset(5) > Asset(4))
def test_eq(self):
self.assertFalse(Asset(3) == Asset(4))
self.assertTrue(Asset(4) == Asset(4))
self.assertFalse(Asset(5) == Asset(4))
def test_le(self):
self.assertTrue(Asset(3) <= Asset(4))
self.assertTrue(Asset(4) <= Asset(4))
self.assertFalse(Asset(5) <= Asset(4))