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1
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""" |
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2
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Tests for the reference loader for EarningsCalendar. |
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3
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""" |
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4
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from unittest import TestCase |
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5
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6
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from contextlib2 import ExitStack |
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import pandas as pd |
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8
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9
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from zipline.pipeline import Pipeline |
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10
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from zipline.pipeline.data import EarningsCalendar |
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from zipline.pipeline.engine import SimplePipelineEngine |
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from zipline.pipeline.loaders import EarningsCalendarLoader |
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13
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from zipline.utils.test_utils import tmp_asset_finder |
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14
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15
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16
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class DateLoaderTestCase(TestCase): |
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17
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""" |
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18
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Tests for loading adjusted_arrays with datetime data. |
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""" |
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20
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21
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@classmethod |
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def setUpClass(cls): |
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cls._cleanup_stack = stack = ExitStack() |
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finder = stack.enter_context(tmp_asset_finder()) |
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A, B, C = finder.sids |
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calendar = pd.date_range('2014', '2014-01-31') |
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announcement_dates = { |
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A: pd.DatetimeIndex(['2014-01-01', '2014-01-15', '2014-02-01']), |
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# Last 10 entries for B are trailing NaTs. |
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B: pd.DatetimeIndex(['2014-01-10', '2014-01-15', '2014-01-20']), |
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C: pd.DatetimeIndex(['2014-01-10', '2014-01-20', '2014-02-01']), |
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32
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} |
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33
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loader = EarningsCalendarLoader(calendar, announcement_dates) |
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cls.engine = SimplePipelineEngine(lambda _: loader, calendar, finder) |
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35
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36
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@classmethod |
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37
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def tearDownClass(cls): |
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38
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cls._cleanup_stack.close() |
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39
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40
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def test_compute_latest(self): |
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p = Pipeline( |
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columns={ |
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'next': EarningsCalendar.next_announcement, |
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'previous': EarningsCalendar.previous_announcement, |
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} |
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46
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) |
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47
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quantopian /
zipline
