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)