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https://github.com/saymrwulf/zipline.git
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dc964a7e7d
This commit removes the ability to reference a shared TradingEnvironment through the zipline.finance.trading module. In place, the classes that require a TradingEnvironment, or its child AssetFinder, contain their own references to those objects. This commit also adds serialization utilities that allow for the pickling/unpickling of objects without unintentionally their TradingEnvironments or AssetFinders.
55 lines
1.8 KiB
Python
55 lines
1.8 KiB
Python
#
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# Copyright 2013 Quantopian, Inc.
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#
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# Licensed under the Apache License, Version 2.0 (the "License");
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# you may not use this file except in compliance with the License.
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# You may obtain a copy of the License at
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#
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# http://www.apache.org/licenses/LICENSE-2.0
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#
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# Unless required by applicable law or agreed to in writing, software
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# distributed under the License is distributed on an "AS IS" BASIS,
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# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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# See the License for the specific language governing permissions and
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# limitations under the License.
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# This code is based on a unittest written by John Salvatier:
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# https://github.com/pymc-devs/pymc/blob/pymc3/tests/test_examples.py
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# Disable plotting
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#
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import glob
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import imp
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import matplotlib
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from nose_parameterized import parameterized
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import os
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from unittest import TestCase
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from zipline.utils import parse_args, run_pipeline
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# Otherwise the next line sometimes complains about being run too late.
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_multiprocess_can_split_ = False
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matplotlib.use('Agg')
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def example_dir():
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import zipline
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d = os.path.dirname(zipline.__file__)
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return os.path.join(os.path.abspath(d), 'examples')
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class ExamplesTests(TestCase):
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# Test algorithms as if they are executed directly from the command line.
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@parameterized.expand(((os.path.basename(f).replace('.', '_'), f) for f in
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glob.glob(os.path.join(example_dir(), '*.py'))))
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def test_example(self, name, example):
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imp.load_source('__main__', os.path.basename(example), open(example))
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# Test algorithm as if scripts/run_algo.py is being used.
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def test_example_run_pipline(self):
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example = os.path.join(example_dir(), 'buyapple.py')
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confs = ['-f', example, '--start', '2011-1-1', '--end', '2012-1-1']
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parsed_args = parse_args(confs)
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run_pipeline(**parsed_args)
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