tests.pipeline.gen_calendars() - Code Metrics - Inspection of "MAINT: Move code to shared modules" - quantopian/zipline - Measure and Improve Code Quality continuously with Scrutinizer

Completed

Pull Request — master (#940)

by Joe

created 2016-01-08 18:21 UTC

tests.pipeline.gen_calendars() A

↳ Parent: tests.pipeline.EarningsCalendarLoaderTestCase.setUpClass()

Complexity

Conditions

Size

Total Lines

Duplication

Lines	0
Ratio	0 %

Metric	Value
cc	2
dl	0
loc	21
rs	9.3143

"""
Tests for the reference loader for EarningsCalendar.
"""
from unittest import TestCase

import blaze as bz
from blaze.compute.core import swap_resources_into_scope
from contextlib2 import ExitStack
from nose_parameterized import parameterized
import pandas as pd
import numpy as np
from pandas.util.testing import assert_series_equal
from six import iteritems

from zipline.pipeline import Pipeline
from zipline.pipeline.data import EarningsCalendar
from zipline.pipeline.engine import SimplePipelineEngine
from zipline.pipeline.factors.events import (
    BusinessDaysUntilNextEarnings,
    BusinessDaysSincePreviousEarnings,
)
from zipline.pipeline.loaders.earnings import EarningsCalendarLoader
from zipline.pipeline.loaders.blaze import (
    ANNOUNCEMENT_FIELD_NAME,
    BlazeEarningsCalendarLoader,
    SID_FIELD_NAME,
    TS_FIELD_NAME,
)
from zipline.utils.numpy_utils import make_datetime64D, np_NaT
from zipline.utils.test_utils import (
    make_simple_equity_info,
    tmp_asset_finder,
    gen_calendars,
    to_series,
    num_days_in_range,
)


class EarningsCalendarLoaderTestCase(TestCase):
    """
    Tests for loading the earnings announcement data.
    """
    loader_type = EarningsCalendarLoader

    @classmethod
    def setUpClass(cls):
        cls._cleanup_stack = stack = ExitStack()
        cls.sids = A, B, C, D, E = range(5)
        equity_info = make_simple_equity_info(
            cls.sids,
            start_date=pd.Timestamp('2013-01-01', tz='UTC'),
            end_date=pd.Timestamp('2015-01-01', tz='UTC'),
        )
        cls.finder = stack.enter_context(
            tmp_asset_finder(equities=equity_info),
        )

        cls.earnings_dates = {
            # K1--K2--E1--E2.
            A: to_series(
                knowledge_dates=['2014-01-05', '2014-01-10'],
                earning_dates=['2014-01-15', '2014-01-20'],
            ),
            # K1--K2--E2--E1.
            B: to_series(
                knowledge_dates=['2014-01-05', '2014-01-10'],
                earning_dates=['2014-01-20', '2014-01-15']
            ),
            # K1--E1--K2--E2.
            C: to_series(
                knowledge_dates=['2014-01-05', '2014-01-15'],
                earning_dates=['2014-01-10', '2014-01-20']
            ),
            # K1 == K2.
            D: to_series(
                knowledge_dates=['2014-01-05'] * 2,
                earning_dates=['2014-01-10', '2014-01-15'],
            ),
            E: pd.Series(
                data=[],
                index=pd.DatetimeIndex([]),
                dtype='datetime64[ns]',
            ),
        }

    @classmethod
    def tearDownClass(cls):
        cls._cleanup_stack.close()

    def loader_args(self, dates):
        """Construct the base earnings announcements object to pass to the
        loader.

        Parameters
        ----------
        dates : pd.DatetimeIndex
            The dates we can serve.

        Returns
        -------
        args : tuple[any]
            The arguments to forward to the loader positionally.
        """
        return dates, self.earnings_dates

    def setup(self, dates):
        """
        Make a PipelineEngine and expectation functions for the given dates
        calendar.

        This exists to make it easy to test our various cases with critical
        dates missing from the calendar.
        """
        A, B, C, D, E = self.sids

        def num_days_between(start_date, end_date):
            return num_days_in_range(dates, start_date, end_date)

        def zip_with_dates(dts):
            return pd.Series(pd.to_datetime(dts), index=dates)

        _expected_next_announce = pd.DataFrame({
            A: zip_with_dates(
                ['NaT'] * num_days_between(None, '2014-01-04') +
                ['2014-01-15'] * num_days_between('2014-01-05', '2014-01-15') +
                ['2014-01-20'] * num_days_between('2014-01-16', '2014-01-20') +
                ['NaT'] * num_days_between('2014-01-21', None)
            ),
            B: zip_with_dates(
                ['NaT'] * num_days_between(None, '2014-01-04') +
                ['2014-01-20'] * num_days_between('2014-01-05', '2014-01-09') +
                ['2014-01-15'] * num_days_between('2014-01-10', '2014-01-15') +
                ['2014-01-20'] * num_days_between('2014-01-16', '2014-01-20') +
                ['NaT'] * num_days_between('2014-01-21', None)
            ),
            C: zip_with_dates(
                ['NaT'] * num_days_between(None, '2014-01-04') +
                ['2014-01-10'] * num_days_between('2014-01-05', '2014-01-10') +
                ['NaT'] * num_days_between('2014-01-11', '2014-01-14') +
                ['2014-01-20'] * num_days_between('2014-01-15', '2014-01-20') +
                ['NaT'] * num_days_between('2014-01-21', None)
            ),
            D: zip_with_dates(
                ['NaT'] * num_days_between(None, '2014-01-04') +
                ['2014-01-10'] * num_days_between('2014-01-05', '2014-01-10') +
                ['2014-01-15'] * num_days_between('2014-01-11', '2014-01-15') +
                ['NaT'] * num_days_between('2014-01-16', None)
            ),
            E: zip_with_dates(['NaT'] * len(dates)),
        }, index=dates)

        _expected_previous_announce = pd.DataFrame({
            A: zip_with_dates(
                ['NaT'] * num_days_between(None, '2014-01-14') +
                ['2014-01-15'] * num_days_between('2014-01-15', '2014-01-19') +
                ['2014-01-20'] * num_days_between('2014-01-20', None)
            ),
            B: zip_with_dates(
                ['NaT'] * num_days_between(None, '2014-01-14') +
                ['2014-01-15'] * num_days_between('2014-01-15', '2014-01-19') +
                ['2014-01-20'] * num_days_between('2014-01-20', None)
            ),
            C: zip_with_dates(
                ['NaT'] * num_days_between(None, '2014-01-09') +
                ['2014-01-10'] * num_days_between('2014-01-10', '2014-01-19') +
                ['2014-01-20'] * num_days_between('2014-01-20', None)
            ),
            D: zip_with_dates(
                ['NaT'] * num_days_between(None, '2014-01-09') +
                ['2014-01-10'] * num_days_between('2014-01-10', '2014-01-14') +
                ['2014-01-15'] * num_days_between('2014-01-15', None)
            ),
            E: zip_with_dates(['NaT'] * len(dates)),
        }, index=dates)

        _expected_next_busday_offsets = self._compute_busday_offsets(
            _expected_next_announce
        )
        _expected_previous_busday_offsets = self._compute_busday_offsets(
            _expected_previous_announce
        )

        def expected_next_announce(sid):
            """
            Return the expected next announcement dates for ``sid``.
            """
            return _expected_next_announce[sid]

        def expected_next_busday_offset(sid):
            """
            Return the expected number of days to the next announcement for
            ``sid``.
            """
            return _expected_next_busday_offsets[sid]

        def expected_previous_announce(sid):
            """
            Return the expected previous announcement dates for ``sid``.
            """
            return _expected_previous_announce[sid]

        def expected_previous_busday_offset(sid):
            """
            Return the expected number of days to the next announcement for
            ``sid``.
            """
            return _expected_previous_busday_offsets[sid]

        loader = self.loader_type(*self.loader_args(dates))
        engine = SimplePipelineEngine(lambda _: loader, dates, self.finder)
        return (
            engine,
            expected_next_announce,
            expected_next_busday_offset,
            expected_previous_announce,
            expected_previous_busday_offset,
        )

    @staticmethod
    def _compute_busday_offsets(announcement_dates):
        """
        Compute expected business day offsets from a DataFrame of announcement
        dates.
        """
        # Column-vector of dates on which factor `compute` will be called.
        raw_call_dates = announcement_dates.index.values.astype(
            'datetime64[D]'
        )[:, None]

        # 2D array of dates containining expected nexg announcement.
        raw_announce_dates = (
            announcement_dates.values.astype('datetime64[D]')
        )

        # Set NaTs to 0 temporarily because busday_count doesn't support NaT.
        # We fill these entries with NaNs later.
        whereNaT = raw_announce_dates == np_NaT
        raw_announce_dates[whereNaT] = make_datetime64D(0)

        # The abs call here makes it so that we can use this function to
        # compute offsets for both next and previous earnings (previous
        # earnings offsets come back negative).
        expected = abs(np.busday_count(
            raw_call_dates,
            raw_announce_dates
        ).astype(float))

        expected[whereNaT] = np.nan
        return pd.DataFrame(
            data=expected,
            columns=announcement_dates.columns,
            index=announcement_dates.index,
        )

    @parameterized.expand(gen_calendars(
        '2014-01-01',
        '2014-01-31',
        critical_dates=pd.to_datetime([
            '2014-01-05',
            '2014-01-10',
            '2014-01-15',
            '2014-01-20',
        ]),
    ))
    def test_compute_earnings(self, dates):

        (
            engine,
            expected_next,
            expected_next_busday_offset,
            expected_previous,
            expected_previous_busday_offset,
        ) = self.setup(dates)

        pipe = Pipeline(
            columns={
                'next': EarningsCalendar.next_announcement.latest,
                'previous': EarningsCalendar.previous_announcement.latest,
                'days_to_next': BusinessDaysUntilNextEarnings(),
                'days_since_prev': BusinessDaysSincePreviousEarnings(),
            }
        )

        result = engine.run_pipeline(
            pipe,
            start_date=dates[0],
            end_date=dates[-1],
        )

        computed_next = result['next']
        computed_previous = result['previous']
        computed_next_busday_offset = result['days_to_next']
        computed_previous_busday_offset = result['days_since_prev']

        # NaTs in next/prev should correspond to NaNs in offsets.
        assert_series_equal(
            computed_next.isnull(),
            computed_next_busday_offset.isnull(),
        )
        assert_series_equal(
            computed_previous.isnull(),
            computed_previous_busday_offset.isnull(),
        )

        for sid in self.sids:

            assert_series_equal(
                computed_next.xs(sid, level=1),
                expected_next(sid),
                sid,
            )

            assert_series_equal(
                computed_previous.xs(sid, level=1),
                expected_previous(sid),
                sid,
            )

            assert_series_equal(
                computed_next_busday_offset.xs(sid, level=1),
                expected_next_busday_offset(sid),
                sid,
            )

            assert_series_equal(
                computed_previous_busday_offset.xs(sid, level=1),
                expected_previous_busday_offset(sid),
                sid,
            )


class BlazeEarningsCalendarLoaderTestCase(EarningsCalendarLoaderTestCase):
    loader_type = BlazeEarningsCalendarLoader

    def loader_args(self, dates):
        _, mapping = super(
            BlazeEarningsCalendarLoaderTestCase,
            self,
        ).loader_args(dates)
        return (bz.Data(pd.concat(
            pd.DataFrame({
                ANNOUNCEMENT_FIELD_NAME: earning_dates,
                TS_FIELD_NAME: earning_dates.index,
                SID_FIELD_NAME: sid,
            })
            for sid, earning_dates in iteritems(mapping)
        ).reset_index(drop=True)),)


class BlazeEarningsCalendarLoaderNotInteractiveTestCase(
        BlazeEarningsCalendarLoaderTestCase):
    """Test case for passing a non-interactive symbol and a dict of resources.
    """
    def loader_args(self, dates):
        (bound_expr,) = super(
            BlazeEarningsCalendarLoaderNotInteractiveTestCase,
            self,
        ).loader_args(dates)
        return swap_resources_into_scope(bound_expr, {})


class EarningsCalendarLoaderInferTimestampTestCase(TestCase):
    def test_infer_timestamp(self):
        dtx = pd.date_range('2014-01-01', '2014-01-10')
        announcement_dates = {
            0: dtx,
            1: pd.Series(dtx, dtx),
        }
        loader = EarningsCalendarLoader(
            dtx,
            announcement_dates,
            infer_timestamps=True,
        )
        self.assertEqual(
            loader.announcement_dates.keys(),
            announcement_dates.keys(),
        )
        assert_series_equal(
            loader.announcement_dates[0],
            pd.Series(index=[dtx[0]] * 10, data=dtx),
        )
        assert_series_equal(
            loader.announcement_dates[1],
            announcement_dates[1],
        )


1			"""
2			Tests for the reference loader for EarningsCalendar.
3			"""
4			from unittest import TestCase
5
6			import blaze as bz
7			from blaze.compute.core import swap_resources_into_scope
8			from contextlib2 import ExitStack
9			from nose_parameterized import parameterized
10			import pandas as pd
11			import numpy as np
12			from pandas.util.testing import assert_series_equal
13			from six import iteritems
14
15			from zipline.pipeline import Pipeline
16			from zipline.pipeline.data import EarningsCalendar
17			from zipline.pipeline.engine import SimplePipelineEngine
18			from zipline.pipeline.factors.events import (
19			BusinessDaysUntilNextEarnings,
20			BusinessDaysSincePreviousEarnings,
21			)
22			from zipline.pipeline.loaders.earnings import EarningsCalendarLoader
23			from zipline.pipeline.loaders.blaze import (
24			ANNOUNCEMENT_FIELD_NAME,
25			BlazeEarningsCalendarLoader,
26			SID_FIELD_NAME,
27			TS_FIELD_NAME,
28			)
29			from zipline.utils.numpy_utils import make_datetime64D, np_NaT
30			from zipline.utils.test_utils import (
31			make_simple_equity_info,
32			tmp_asset_finder,
33			gen_calendars,
34			to_series,
35			num_days_in_range,
36			)
37
38
39			class EarningsCalendarLoaderTestCase(TestCase):
40			"""
41			Tests for loading the earnings announcement data.
42			"""
43			loader_type = EarningsCalendarLoader
44
45			@classmethod
46			def setUpClass(cls):
47			cls._cleanup_stack = stack = ExitStack()
48			cls.sids = A, B, C, D, E = range(5)
49			equity_info = make_simple_equity_info(
50			cls.sids,
51			start_date=pd.Timestamp('2013-01-01', tz='UTC'),
52			end_date=pd.Timestamp('2015-01-01', tz='UTC'),
53			)
54			cls.finder = stack.enter_context(
55			tmp_asset_finder(equities=equity_info),
56			)
57
58			cls.earnings_dates = {
59			# K1--K2--E1--E2.
60			A: to_series(
61			knowledge_dates=['2014-01-05', '2014-01-10'],
62			earning_dates=['2014-01-15', '2014-01-20'],
63			),
64			# K1--K2--E2--E1.
65			B: to_series(
66			knowledge_dates=['2014-01-05', '2014-01-10'],
67			earning_dates=['2014-01-20', '2014-01-15']
68			),
69			# K1--E1--K2--E2.
70			C: to_series(
71			knowledge_dates=['2014-01-05', '2014-01-15'],
72			earning_dates=['2014-01-10', '2014-01-20']
73			),
74			# K1 == K2.
75			D: to_series(
76			knowledge_dates=['2014-01-05'] * 2,
77			earning_dates=['2014-01-10', '2014-01-15'],
78			),
79			E: pd.Series(
80			data=[],
81			index=pd.DatetimeIndex([]),
82			dtype='datetime64[ns]',
83			),
84			}
85
86			@classmethod
87			def tearDownClass(cls):
88			cls._cleanup_stack.close()
89
90			def loader_args(self, dates):
91			"""Construct the base earnings announcements object to pass to the
92			loader.
93
94			Parameters
95			----------
96			dates : pd.DatetimeIndex
97			The dates we can serve.
98
99			Returns
100			-------
101			args : tuple[any]
102			The arguments to forward to the loader positionally.
103			"""
104			return dates, self.earnings_dates
105
106			def setup(self, dates):
107			"""
108			Make a PipelineEngine and expectation functions for the given dates
109			calendar.
110
111			This exists to make it easy to test our various cases with critical
112			dates missing from the calendar.
113			"""
114			A, B, C, D, E = self.sids
115
116			def num_days_between(start_date, end_date):
117			return num_days_in_range(dates, start_date, end_date)
118
119			def zip_with_dates(dts):
120			return pd.Series(pd.to_datetime(dts), index=dates)
121
122			_expected_next_announce = pd.DataFrame({
123			A: zip_with_dates(
124			['NaT'] * num_days_between(None, '2014-01-04') +
125			['2014-01-15'] * num_days_between('2014-01-05', '2014-01-15') +
126			['2014-01-20'] * num_days_between('2014-01-16', '2014-01-20') +
127			['NaT'] * num_days_between('2014-01-21', None)
128			),
129			B: zip_with_dates(
130			['NaT'] * num_days_between(None, '2014-01-04') +
131			['2014-01-20'] * num_days_between('2014-01-05', '2014-01-09') +
132			['2014-01-15'] * num_days_between('2014-01-10', '2014-01-15') +
133			['2014-01-20'] * num_days_between('2014-01-16', '2014-01-20') +
134			['NaT'] * num_days_between('2014-01-21', None)
135			),
136			C: zip_with_dates(
137			['NaT'] * num_days_between(None, '2014-01-04') +
138			['2014-01-10'] * num_days_between('2014-01-05', '2014-01-10') +
139			['NaT'] * num_days_between('2014-01-11', '2014-01-14') +
140			['2014-01-20'] * num_days_between('2014-01-15', '2014-01-20') +
141			['NaT'] * num_days_between('2014-01-21', None)
142			),
143			D: zip_with_dates(
144			['NaT'] * num_days_between(None, '2014-01-04') +
145			['2014-01-10'] * num_days_between('2014-01-05', '2014-01-10') +
146			['2014-01-15'] * num_days_between('2014-01-11', '2014-01-15') +
147			['NaT'] * num_days_between('2014-01-16', None)
148			),
149			E: zip_with_dates(['NaT'] * len(dates)),
150			}, index=dates)
151
152			_expected_previous_announce = pd.DataFrame({
153			A: zip_with_dates(
154			['NaT'] * num_days_between(None, '2014-01-14') +
155			['2014-01-15'] * num_days_between('2014-01-15', '2014-01-19') +
156			['2014-01-20'] * num_days_between('2014-01-20', None)
157			),
158			B: zip_with_dates(
159			['NaT'] * num_days_between(None, '2014-01-14') +
160			['2014-01-15'] * num_days_between('2014-01-15', '2014-01-19') +
161			['2014-01-20'] * num_days_between('2014-01-20', None)
162			),
163			C: zip_with_dates(
164			['NaT'] * num_days_between(None, '2014-01-09') +
165			['2014-01-10'] * num_days_between('2014-01-10', '2014-01-19') +
166			['2014-01-20'] * num_days_between('2014-01-20', None)
167			),
168			D: zip_with_dates(
169			['NaT'] * num_days_between(None, '2014-01-09') +
170			['2014-01-10'] * num_days_between('2014-01-10', '2014-01-14') +
171			['2014-01-15'] * num_days_between('2014-01-15', None)
172			),
173			E: zip_with_dates(['NaT'] * len(dates)),
174			}, index=dates)
175
176			_expected_next_busday_offsets = self._compute_busday_offsets(
177			_expected_next_announce
178			)
179			_expected_previous_busday_offsets = self._compute_busday_offsets(
180			_expected_previous_announce
181			)
182
183			def expected_next_announce(sid):
184			"""
185			Return the expected next announcement dates for ``sid``.
186			"""
187			return _expected_next_announce[sid]
188
189			def expected_next_busday_offset(sid):
190			"""
191			Return the expected number of days to the next announcement for
192			``sid``.
193			"""
194			return _expected_next_busday_offsets[sid]
195
196			def expected_previous_announce(sid):
197			"""
198			Return the expected previous announcement dates for ``sid``.
199			"""
200			return _expected_previous_announce[sid]
201
202			def expected_previous_busday_offset(sid):
203			"""
204			Return the expected number of days to the next announcement for
205			``sid``.
206			"""
207			return _expected_previous_busday_offsets[sid]
208
209			loader = self.loader_type(*self.loader_args(dates))
210			engine = SimplePipelineEngine(lambda _: loader, dates, self.finder)
211			return (
212			engine,
213			expected_next_announce,
214			expected_next_busday_offset,
215			expected_previous_announce,
216			expected_previous_busday_offset,
217			)
218
219			@staticmethod
220			def _compute_busday_offsets(announcement_dates):
221			"""
222			Compute expected business day offsets from a DataFrame of announcement
223			dates.
224			"""
225			# Column-vector of dates on which factor `compute` will be called.
226			raw_call_dates = announcement_dates.index.values.astype(
227			'datetime64[D]'
228			)[:, None]
229
230			# 2D array of dates containining expected nexg announcement.
231			raw_announce_dates = (
232			announcement_dates.values.astype('datetime64[D]')
233			)
234
235			# Set NaTs to 0 temporarily because busday_count doesn't support NaT.
236			# We fill these entries with NaNs later.
237			whereNaT = raw_announce_dates == np_NaT
238			raw_announce_dates[whereNaT] = make_datetime64D(0)
239
240			# The abs call here makes it so that we can use this function to
241			# compute offsets for both next and previous earnings (previous
242			# earnings offsets come back negative).
243			expected = abs(np.busday_count(
244			raw_call_dates,
245			raw_announce_dates
246			).astype(float))
247
248			expected[whereNaT] = np.nan
249			return pd.DataFrame(
250			data=expected,
251			columns=announcement_dates.columns,
252			index=announcement_dates.index,
253			)
254
255			@parameterized.expand(gen_calendars(
256			'2014-01-01',
257			'2014-01-31',
258			critical_dates=pd.to_datetime([
259			'2014-01-05',
260			'2014-01-10',
261			'2014-01-15',
262			'2014-01-20',
263			]),
264			))
265			def test_compute_earnings(self, dates):
266
267			(
268			engine,
269			expected_next,
270			expected_next_busday_offset,
271			expected_previous,
272			expected_previous_busday_offset,
273			) = self.setup(dates)
274
275			pipe = Pipeline(
276			columns={
277			'next': EarningsCalendar.next_announcement.latest,
278			'previous': EarningsCalendar.previous_announcement.latest,
279			'days_to_next': BusinessDaysUntilNextEarnings(),
280			'days_since_prev': BusinessDaysSincePreviousEarnings(),
281			}
282			)
283
284			result = engine.run_pipeline(
285			pipe,
286			start_date=dates[0],
287			end_date=dates[-1],
288			)
289
290			computed_next = result['next']
291			computed_previous = result['previous']
292			computed_next_busday_offset = result['days_to_next']
293			computed_previous_busday_offset = result['days_since_prev']
294
295			# NaTs in next/prev should correspond to NaNs in offsets.
296			assert_series_equal(
297			computed_next.isnull(),
298			computed_next_busday_offset.isnull(),
299			)
300			assert_series_equal(
301			computed_previous.isnull(),
302			computed_previous_busday_offset.isnull(),
303			)
304
305			for sid in self.sids:
306
307			assert_series_equal(
308			computed_next.xs(sid, level=1),
309			expected_next(sid),
310			sid,
311			)
312
313			assert_series_equal(
314			computed_previous.xs(sid, level=1),
315			expected_previous(sid),
316			sid,
317			)
318
319			assert_series_equal(
320			computed_next_busday_offset.xs(sid, level=1),
321			expected_next_busday_offset(sid),
322			sid,
323			)
324
325			assert_series_equal(
326			computed_previous_busday_offset.xs(sid, level=1),
327			expected_previous_busday_offset(sid),
328			sid,
329			)
330
331
332			class BlazeEarningsCalendarLoaderTestCase(EarningsCalendarLoaderTestCase):
333			loader_type = BlazeEarningsCalendarLoader
334
335			def loader_args(self, dates):
336			_, mapping = super(
337			BlazeEarningsCalendarLoaderTestCase,
338			self,
339			).loader_args(dates)
340			return (bz.Data(pd.concat(
341			pd.DataFrame({
342			ANNOUNCEMENT_FIELD_NAME: earning_dates,
343			TS_FIELD_NAME: earning_dates.index,
344			SID_FIELD_NAME: sid,
345			})
346			for sid, earning_dates in iteritems(mapping)
347			).reset_index(drop=True)),)
348
349
350			class BlazeEarningsCalendarLoaderNotInteractiveTestCase(
351			BlazeEarningsCalendarLoaderTestCase):
352			"""Test case for passing a non-interactive symbol and a dict of resources.
353			"""
354			def loader_args(self, dates):
355			(bound_expr,) = super(
356			BlazeEarningsCalendarLoaderNotInteractiveTestCase,
357			self,
358			).loader_args(dates)
359			return swap_resources_into_scope(bound_expr, {})
360
361
362			class EarningsCalendarLoaderInferTimestampTestCase(TestCase):
363			def test_infer_timestamp(self):
364			dtx = pd.date_range('2014-01-01', '2014-01-10')
365			announcement_dates = {
366			0: dtx,
367			1: pd.Series(dtx, dtx),
368			}
369			loader = EarningsCalendarLoader(
370			dtx,
371			announcement_dates,
372			infer_timestamps=True,
373			)
374			self.assertEqual(
375			loader.announcement_dates.keys(),
376			announcement_dates.keys(),
377			)
378			assert_series_equal(
379			loader.announcement_dates[0],
380			pd.Series(index=[dtx[0]] * 10, data=dtx),
381			)
382			assert_series_equal(
383			loader.announcement_dates[1],
384			announcement_dates[1],
385			)
386

quantopian / zipline

Pull Request — master (#940)

tests.pipeline.gen_calendars() A

Complexity

Size

Duplication

Duplication Side-by-Side

Filter issues like