mirror of
https://github.com/saymrwulf/zipline.git
synced 2026-05-16 21:10:11 +00:00
3c37704a5b
schedule_function takes a date rule, a time rule, and a function and will call the function, passing context and data only when the two rules fire. This allows for code that is conditional to the datetime of the algo. This is implemented internally with `Event` objects which are pairings of `EventRule`s and callbacks. handle_data becomes a special event with a rule that always fires. This makes the logic for handling events more complete and compact.
60 lines
2.1 KiB
Python
60 lines
2.1 KiB
Python
#
|
|
# Copyright 2013 Quantopian, Inc.
|
|
#
|
|
# Licensed under the Apache License, Version 2.0 (the "License");
|
|
# you may not use this file except in compliance with the License.
|
|
# You may obtain a copy of the License at
|
|
#
|
|
# http://www.apache.org/licenses/LICENSE-2.0
|
|
#
|
|
# Unless required by applicable law or agreed to in writing, software
|
|
# distributed under the License is distributed on an "AS IS" BASIS,
|
|
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
|
# See the License for the specific language governing permissions and
|
|
# limitations under the License.
|
|
|
|
from unittest import TestCase
|
|
|
|
import pandas as pd
|
|
import pytz
|
|
import numpy as np
|
|
|
|
from zipline.utils.factory import (load_from_yahoo,
|
|
load_bars_from_yahoo)
|
|
|
|
|
|
class TestFactory(TestCase):
|
|
def test_load_from_yahoo(self):
|
|
stocks = ['AAPL', 'GE']
|
|
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 = load_from_yahoo(stocks=stocks, start=start, end=end)
|
|
|
|
assert data.index[0] == pd.Timestamp('1993-01-04 00:00:00+0000')
|
|
assert data.index[-1] == pd.Timestamp('2001-12-31 00:00:00+0000')
|
|
for stock in stocks:
|
|
assert stock in data.columns
|
|
|
|
np.testing.assert_raises(
|
|
AssertionError, load_from_yahoo, stocks=stocks,
|
|
start=end, end=start
|
|
)
|
|
|
|
def test_load_bars_from_yahoo(self):
|
|
stocks = ['AAPL', 'GE']
|
|
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 = load_bars_from_yahoo(stocks=stocks, start=start, end=end)
|
|
|
|
assert data.major_axis[0] == pd.Timestamp('1993-01-04 00:00:00+0000')
|
|
assert data.major_axis[-1] == pd.Timestamp('2001-12-31 00:00:00+0000')
|
|
for stock in stocks:
|
|
assert stock in data.items
|
|
|
|
for ohlc in ['open', 'high', 'low', 'close', 'volume', 'price']:
|
|
assert ohlc in data.minor_axis
|
|
|
|
np.testing.assert_raises(
|
|
AssertionError, load_bars_from_yahoo, stocks=stocks,
|
|
start=end, end=start
|
|
)
|