def handle_data(context, data):
closes = pipeline_output('test_close')
volumes = pipeline_output('test_volume')
date = get_datetime().normalize()
for asset in self.assets:
# Assets should appear iff they exist today and yesterday.
exists_today = self.exists(date, asset)
existed_yesterday = self.exists(date - self.trading_day, asset)
if exists_today and existed_yesterday:
self.assertEqual(closes.loc[asset, 'close'],
self.expected_close(date, asset))
self.assertEqual(volumes.loc[asset, 'volume'],
self.expected_volume(date, asset))
else:
self.assertNotIn(asset, closes.index)
self.assertNotIn(asset, volumes.index)
def handle_data(context, data):
results = pipeline_output('test')
date = get_datetime().normalize()
for asset in self.assets:
# Assets should appear iff they exist today and yesterday.
exists_today = self.exists(date, asset)
existed_yesterday = self.exists(date - self.trading_day, asset)
if exists_today and existed_yesterday:
latest = results.loc[asset, 'close']
self.assertEqual(latest, self.expected_close(date, asset))
else:
self.assertNotIn(asset, results.index)
def handle_data(context, data):
today = normalize_date(get_datetime())
results = pipeline_output('test')
expect_over_300 = {
AAPL: today < self.AAPL_split_date,
MSFT: False,
BRK_A: True,
}
for asset in assets:
should_pass_filter = expect_over_300[asset]
if set_screen and not should_pass_filter:
self.assertNotIn(asset, results.index)
continue
asset_results = results.loc[asset]
self.assertEqual(asset_results['filter'], should_pass_filter)
for length in vwaps:
computed = results.loc[asset, vwap_key(length)]
expected = vwaps[length][asset].loc[today]
# Only having two places of precision here is a bit
# unfortunate.
assert_almost_equal(computed, expected, decimal=2)
def before_trading_start(context, data):
context.pipeline_data = pipeline_output('my_pipeline')
def before_trading_start(context, data):
context.results = pipeline_output('test')
self.assertTrue(context.results.empty)
count[0] += 1
def before_trading_start(context, data):
pipeline_output('not_test')
raise AssertionError("Shouldn't make it past pipeline_output!")
def initialize(context):
attach_pipeline(Pipeline(), 'test')
pipeline_output('test')
raise AssertionError("Shouldn't make it past pipeline_output()")