def setUpClass(cls):
cls.AAPL = 1
cls.MSFT = 2
cls.BRK_A = 3
cls.assets = [cls.AAPL, cls.MSFT, cls.BRK_A]
asset_info = make_simple_asset_info(
cls.assets,
Timestamp('2014'),
Timestamp('2015'),
['AAPL', 'MSFT', 'BRK_A'],
)
cls.env = trading.TradingEnvironment()
cls.env.write_data(equities_df=asset_info)
cls.asset_finder = AssetFinder(cls.env.engine)
cls.tempdir = tempdir = TempDirectory()
tempdir.create()
try:
cls.raw_data, cls.bar_reader = cls.create_bar_reader(tempdir)
cls.adj_reader = cls.create_adjustment_reader(tempdir)
cls.ffc_loader = USEquityPricingLoader(
cls.bar_reader, cls.adj_reader
)
except:
cls.tempdir.cleanup()
raise
cls.dates = cls.raw_data[cls.AAPL].index.tz_localize('UTC')
def setUp(self):
self.constants = {
# Every day, assume every stock starts at 2, goes down to 1,
# goes up to 4, and finishes at 3.
USEquityPricing.low: 1,
USEquityPricing.open: 2,
USEquityPricing.close: 3,
USEquityPricing.high: 4,
}
self.assets = [1, 2, 3]
self.dates = date_range('2014-01-01', '2014-02-01', freq='D', tz='UTC')
self.loader = ConstantLoader(
constants=self.constants,
dates=self.dates,
assets=self.assets,
)
self.asset_info = make_simple_asset_info(
self.assets,
start_date=self.dates[0],
end_date=self.dates[-1],
)
environment = TradingEnvironment()
environment.write_data(equities_df=self.asset_info)
self.asset_finder = environment.asset_finder
def setUp(self):
self.constants = {
# Every day, assume every stock starts at 2, goes down to 1,
# goes up to 4, and finishes at 3.
USEquityPricing.low:
1,
USEquityPricing.open:
2,
USEquityPricing.close:
3,
USEquityPricing.high:
4,
}
self.assets = [1, 2, 3]
self.dates = date_range('2014-01-01', '2014-02-01', freq='D', tz='UTC')
self.loader = ConstantLoader(
constants=self.constants,
dates=self.dates,
assets=self.assets,
)
self.asset_info = make_simple_asset_info(
self.assets,
start_date=self.dates[0],
end_date=self.dates[-1],
)
self.asset_finder = AssetFinder(self.asset_info)
def setUp(self):
self.assets = [1, 2, 3]
self.dates = date_range("2014-01", "2014-03", freq="D", tz="UTC")
asset_info = make_simple_asset_info(self.assets, start_date=self.dates[0], end_date=self.dates[-1])
env = TradingEnvironment()
env.write_data(equities_df=asset_info)
self.asset_finder = env.asset_finder
def setUpClass(cls):
cls.env = TradingEnvironment()
day = cls.env.trading_day
cls.assets = Int64Index([1, 2, 3])
cls.dates = date_range("2015-01-01", "2015-01-31", freq=day, tz="UTC")
asset_info = make_simple_asset_info(cls.assets, start_date=cls.dates[0], end_date=cls.dates[-1])
cls.env.write_data(equities_df=asset_info)
cls.asset_finder = cls.env.asset_finder
def setUp(self):
self.assets = [1, 2, 3]
self.dates = date_range('2014-01-01', '2014-02-01', freq='D', tz='UTC')
asset_info = make_simple_asset_info(
self.assets,
start_date=self.dates[0],
end_date=self.dates[-1],
)
self.asset_finder = AssetFinder(asset_info)
def setUp(self):
self.assets = [1, 2, 3]
self.dates = date_range('2014-01-01', '2014-02-01', freq='D', tz='UTC')
asset_info = make_simple_asset_info(
self.assets,
start_date=self.dates[0],
end_date=self.dates[-1],
)
self.asset_finder = AssetFinder(asset_info)
def setUp(self):
self.assets = [1, 2, 3]
self.dates = date_range('2014-01', '2014-03', freq='D', tz='UTC')
asset_info = make_simple_asset_info(
self.assets,
start_date=self.dates[0],
end_date=self.dates[-1],
)
env = TradingEnvironment()
env.write_data(equities_df=asset_info)
self.asset_finder = env.asset_finder
def setUp(self):
self.assets = [1, 2, 3]
self.dates = date_range('2014-01-01', '2014-02-01', freq='D', tz='UTC')
asset_info = make_simple_asset_info(
self.assets,
start_date=self.dates[0],
end_date=self.dates[-1],
)
env = TradingEnvironment()
env.write_data(equities_df=asset_info)
self.asset_finder = env.asset_finder
def setUp(self):
self.__calendar = date_range('2014', '2015', freq=trading_day)
self.__assets = assets = Int64Index(arange(1, 20))
# Set up env for test
env = TradingEnvironment()
env.write_data(equities_df=make_simple_asset_info(
assets,
self.__calendar[0],
self.__calendar[-1],
))
self.__finder = env.asset_finder
self.__mask = self.__finder.lifetimes(self.__calendar[-10:])
def setUp(self):
self.__calendar = date_range('2014', '2015', freq=trading_day)
self.__assets = assets = Int64Index(arange(1, 20))
self.__finder = AssetFinder(
make_simple_asset_info(
assets,
self.__calendar[0],
self.__calendar[-1],
),
db_path=':memory:',
create_table=True,
)
self.__mask = self.__finder.lifetimes(self.__calendar[-10:])
def setUp(self):
self.__calendar = date_range('2014', '2015', freq=trading_day)
self.__assets = assets = Int64Index(arange(1, 20))
self.__finder = AssetFinder(
make_simple_asset_info(
assets,
self.__calendar[0],
self.__calendar[-1],
),
db_path=':memory:',
create_table=True,
)
self.__mask = self.__finder.lifetimes(self.__calendar[-10:])
def setUp(self):
self.__calendar = date_range('2014', '2015', freq=trading_day)
self.__assets = assets = Int64Index(arange(1, 20))
# Set up env for test
env = TradingEnvironment()
env.write_data(
equities_df=make_simple_asset_info(
assets,
self.__calendar[0],
self.__calendar[-1],
))
self.__finder = env.asset_finder
self.__mask = self.__finder.lifetimes(self.__calendar[-10:])
def setUp(self):
env = TradingEnvironment.instance()
day = env.trading_day
self.assets = Int64Index([1, 2, 3])
self.dates = date_range(
'2015-01-01',
'2015-01-31',
freq=day,
tz='UTC',
)
asset_info = make_simple_asset_info(
self.assets,
start_date=self.dates[0],
end_date=self.dates[-1],
)
self.asset_finder = AssetFinder(asset_info)
def setUp(self):
self.__calendar = date_range('2014', '2015', freq=trading_day)
self.__assets = assets = Int64Index(arange(1, 20))
# Set up env for test
env = TradingEnvironment()
env.write_data(equities_df=make_simple_asset_info(
assets,
self.__calendar[0],
self.__calendar[-1],
), )
self.__finder = env.asset_finder
# Use a 30-day period at the end of the year by default.
self.__mask = self.__finder.lifetimes(
self.__calendar[-30:],
include_start_date=False,
)
def setUp(self):
env = TradingEnvironment.instance()
day = env.trading_day
self.assets = Int64Index([1, 2, 3])
self.dates = date_range(
'2015-01-01',
'2015-01-31',
freq=day,
tz='UTC',
)
asset_info = make_simple_asset_info(
self.assets,
start_date=self.dates[0],
end_date=self.dates[-1],
)
self.asset_finder = AssetFinder(asset_info)
def setUpClass(cls):
cls.env = TradingEnvironment()
day = cls.env.trading_day
cls.assets = Int64Index([1, 2, 3])
cls.dates = date_range(
'2015-01-01',
'2015-01-31',
freq=day,
tz='UTC',
)
asset_info = make_simple_asset_info(
cls.assets,
start_date=cls.dates[0],
end_date=cls.dates[-1],
)
cls.env.write_data(equities_df=asset_info)
cls.asset_finder = cls.env.asset_finder
def setUpClass(cls):
cls.AAPL = 1
cls.MSFT = 2
cls.BRK_A = 3
cls.assets = [cls.AAPL, cls.MSFT, cls.BRK_A]
asset_info = make_simple_asset_info(cls.assets, Timestamp("2014"), Timestamp("2015"), ["AAPL", "MSFT", "BRK_A"])
cls.env = trading.TradingEnvironment()
cls.env.write_data(equities_df=asset_info)
cls.tempdir = tempdir = TempDirectory()
tempdir.create()
try:
cls.raw_data, cls.bar_reader = cls.create_bar_reader(tempdir)
cls.adj_reader = cls.create_adjustment_reader(tempdir)
cls.pipeline_loader = USEquityPricingLoader(cls.bar_reader, cls.adj_reader)
except:
cls.tempdir.cleanup()
raise
cls.dates = cls.raw_data[cls.AAPL].index.tz_localize("UTC")
cls.AAPL_split_date = Timestamp("2014-06-09", tz="UTC")
def setUp(self):
self.__calendar = date_range('2014', '2015', freq=trading_day)
self.__assets = assets = Int64Index(arange(1, 20))
# Set up env for test
env = TradingEnvironment()
env.write_data(
equities_df=make_simple_asset_info(
assets,
self.__calendar[0],
self.__calendar[-1],
),
)
self.__finder = env.asset_finder
# Use a 30-day period at the end of the year by default.
self.__mask = self.__finder.lifetimes(
self.__calendar[-30:],
include_start_date=False,
)
from_blaze,
BlazeLoader,
NoDeltasWarning,
NonNumpyField,
NonPipelineField,
)
from zipline.utils.numpy_utils import repeat_last_axis
from zipline.utils.test_utils import tmp_asset_finder, make_simple_asset_info
nameof = op.attrgetter('name')
dtypeof = op.attrgetter('dtype')
asset_infos = (
(make_simple_asset_info(
tuple(map(ord, 'ABC')),
pd.Timestamp(0),
pd.Timestamp('2015'),
),),
(make_simple_asset_info(
tuple(map(ord, 'ABCD')),
pd.Timestamp(0),
pd.Timestamp('2015'),
),),
)
with_extra_sid = parameterized.expand(asset_infos)
class BlazeToPipelineTestCase(TestCase):
@classmethod
def setUpClass(cls):
cls.dates = dates = pd.date_range('2014-01-01', '2014-01-03')
from zipline.pipeline.loaders.blaze import (
from_blaze,
BlazeLoader,
NoDeltasWarning,
NonNumpyField,
NonPipelineField,
)
from zipline.utils.numpy_utils import repeat_last_axis
from zipline.utils.test_utils import tmp_asset_finder, make_simple_asset_info
nameof = op.attrgetter('name')
dtypeof = op.attrgetter('dtype')
asset_infos = (
(make_simple_asset_info(
tuple(map(ord, 'ABC')),
pd.Timestamp(0),
pd.Timestamp('2015'),
), ),
(make_simple_asset_info(
tuple(map(ord, 'ABCD')),
pd.Timestamp(0),
pd.Timestamp('2015'),
), ),
)
with_extra_sid = parameterized.expand(asset_infos)
class BlazeToPipelineTestCase(TestCase):
@classmethod
def setUpClass(cls):
cls.dates = dates = pd.date_range('2014-01-01', '2014-01-03')
