本文整理汇总了Python中zipline.assets.AssetFinder类的典型用法代码示例。如果您正苦于以下问题：Python AssetFinder类的具体用法？Python AssetFinder怎么用？Python AssetFinder使用的例子？那么恭喜您, 这里精选的类代码示例或许可以为您提供帮助。
在下文中一共展示了AssetFinder类的20个代码示例，这些例子默认根据受欢迎程度排序。您可以为喜欢或者感觉有用的代码点赞，您的评价将有助于我们的系统推荐出更棒的Python代码示例。
示例1: test_yahoo_bars_to_panel_source
def test_yahoo_bars_to_panel_source(self):
env = TradingEnvironment()
finder = AssetFinder(env.engine)
stocks = ['AAPL', 'GE']
env.write_data(equities_identifiers=stocks)
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 = factory.load_bars_from_yahoo(stocks=stocks,
indexes={},
start=start,
end=end)
check_fields = ['sid', 'open', 'high', 'low', 'close',
'volume', 'price']
copy_panel = data.copy()
sids = finder.map_identifier_index_to_sids(
data.items, data.major_axis[0]
)
copy_panel.items = sids
source = DataPanelSource(copy_panel)
for event in source:
for check_field in check_fields:
self.assertIn(check_field, event)
self.assertTrue(isinstance(event['volume'], (integer_types)))
self.assertTrue(event['sid'] in sids)
开发者ID:ChinaQuants，项目名称:zipline，代码行数:25，代码来源:test_sources.py
示例2: engine_from_files
def engine_from_files(daily_bar_path,
adjustments_path,
asset_db_path,
calendar,
warmup_assets=False):
"""
Construct a SimplePipelineEngine from local filesystem resources.
Parameters
----------
daily_bar_path : str
Path to pass to `BcolzDailyBarReader`.
adjustments_path : str
Path to pass to SQLiteAdjustmentReader.
asset_db_path : str
Path to pass to `AssetFinder`.
calendar : pd.DatetimeIndex
Calendar to use for the loader.
warmup_assets : bool, optional
Whether or not to populate AssetFinder caches. This can speed up
initial latency on subsequent pipeline runs, at the cost of extra
memory consumption. Default is False
"""
loader = USEquityPricingLoader.from_files(daily_bar_path, adjustments_path)
asset_finder = AssetFinder(asset_db_path)
if warmup_assets:
results = asset_finder.retrieve_all(asset_finder.sids)
print("Warmed up %d assets." % len(results))
return SimplePipelineEngine(
lambda _: loader,
calendar,
asset_finder,
)
开发者ID:AtwooTM，项目名称:zipline，代码行数:34，代码来源:__init__.py
示例3: test_insert_metadata
def test_insert_metadata(self):
finder = AssetFinder()
finder.insert_metadata(0,
asset_type='equity',
start_date='2014-01-01',
end_date='2015-01-01',
symbol="PLAY",
foo_data="FOO",)
# Test proper insertion
self.assertEqual('equity', finder.metadata_cache[0]['asset_type'])
self.assertEqual('PLAY', finder.metadata_cache[0]['symbol'])
self.assertEqual('2015-01-01', finder.metadata_cache[0]['end_date'])
# Test invalid field
self.assertFalse('foo_data' in finder.metadata_cache[0])
# Test updating fields
finder.insert_metadata(0,
asset_type='equity',
start_date='2014-01-01',
end_date='2015-02-01',
symbol="PLAY",
exchange="NYSE",)
self.assertEqual('2015-02-01', finder.metadata_cache[0]['end_date'])
self.assertEqual('NYSE', finder.metadata_cache[0]['exchange'])
# Check that old data survived
self.assertEqual('PLAY', finder.metadata_cache[0]['symbol'])
开发者ID:aikssai，项目名称:zipline，代码行数:29，代码来源:test_assets.py
示例4: test_lookup_future_chain
def test_lookup_future_chain(self):
metadata = {
2: {
'symbol': 'ADN15',
'root_symbol': 'AD',
'asset_type': 'future',
'expiration_date': pd.Timestamp('2015-06-15', tz='UTC')
},
1: {
'symbol': 'ADV15',
'root_symbol': 'AD',
'asset_type': 'future',
'expiration_date': pd.Timestamp('2015-09-14', tz='UTC')
},
0: {
'symbol': 'ADF16',
'root_symbol': 'AD',
'asset_type': 'future',
'expiration_date': pd.Timestamp('2015-12-14', tz='UTC')
},
}
finder = AssetFinder(metadata=metadata)
dt = pd.Timestamp('2015-06-19', tz='UTC')
# Check that we get the expected number of contract, in the
# right order
ad_contracts = finder.lookup_future_chain('AD', dt)
self.assertEqual(len(ad_contracts), 2)
self.assertEqual(ad_contracts[0].sid, 1)
self.assertEqual(ad_contracts[1].sid, 0)
开发者ID:MVSUSBS，项目名称:zipline，代码行数:32，代码来源:test_assets.py
示例5: test_lookup_generic_handle_missing
def test_lookup_generic_handle_missing(self):
data = pd.DataFrame.from_records(
[
{
'sid': 0,
'file_name': 'real',
'company_name': 'real',
'start_date_nano': pd.Timestamp('2013-1-1', tz='UTC'),
'end_date_nano': pd.Timestamp('2014-1-1', tz='UTC'),
'exchange': '',
},
{
'sid': 1,
'file_name': 'also_real',
'company_name': 'also_real',
'start_date_nano': pd.Timestamp('2013-1-1', tz='UTC'),
'end_date_nano': pd.Timestamp('2014-1-1', tz='UTC'),
'exchange': '',
},
# Sid whose end date is before our query date. We should
# still correctly find it.
{
'sid': 2,
'file_name': 'real_but_old',
'company_name': 'real_but_old',
'start_date_nano': pd.Timestamp('2002-1-1', tz='UTC'),
'end_date_nano': pd.Timestamp('2003-1-1', tz='UTC'),
'exchange': '',
},
# Sid whose start_date is **after** our query date. We should
# **not** find it.
{
'sid': 3,
'file_name': 'real_but_in_the_future',
'company_name': 'real_but_in_the_future',
'start_date_nano': pd.Timestamp('2014-1-1', tz='UTC'),
'end_date_nano': pd.Timestamp('2020-1-1', tz='UTC'),
'exchange': 'THE FUTURE',
},
]
)
finder = AssetFinder(data)
results, missing = finder.lookup_generic(
['real', 1, 'fake', 'real_but_old', 'real_but_in_the_future'],
pd.Timestamp('2013-02-01', tz='UTC'),
)
self.assertEqual(len(results), 3)
self.assertEqual(results[0].symbol, 'real')
self.assertEqual(results[0].sid, 0)
self.assertEqual(results[1].symbol, 'also_real')
self.assertEqual(results[1].sid, 1)
self.assertEqual(results[2].symbol, 'real_but_old')
self.assertEqual(results[2].sid, 2)
self.assertEqual(len(missing), 2)
self.assertEqual(missing[0], 'fake')
self.assertEqual(missing[1], 'real_but_in_the_future')
开发者ID:runtBlue，项目名称:zipline，代码行数:58，代码来源:test_assets.py
示例6: test_lookup_future_chain
def test_lookup_future_chain(self):
metadata = {
# Expires today, so should be valid
2: {
'symbol': 'ADN15',
'root_symbol': 'AD',
'asset_type': 'future',
'expiration_date': pd.Timestamp('2015-06-15', tz='UTC'),
'start_date': pd.Timestamp('2015-01-01', tz='UTC')
},
1: {
'symbol': 'ADV15',
'root_symbol': 'AD',
'asset_type': 'future',
'expiration_date': pd.Timestamp('2015-09-14', tz='UTC'),
'start_date': pd.Timestamp('2015-01-01', tz='UTC')
},
# Starts trading today, so should be valid.
0: {
'symbol': 'ADF16',
'root_symbol': 'AD',
'asset_type': 'future',
'expiration_date': pd.Timestamp('2015-12-14', tz='UTC'),
'start_date': pd.Timestamp('2015-06-15', tz='UTC')
},
# Copy of the above future, but starts trading in August,
# so it isn't valid.
3: {
'symbol': 'ADF16',
'root_symbol': 'AD',
'asset_type': 'future',
'expiration_date': pd.Timestamp('2015-12-14', tz='UTC'),
'start_date': pd.Timestamp('2015-08-01', tz='UTC')
},
}
finder = AssetFinder(metadata=metadata)
dt = pd.Timestamp('2015-06-15', tz='UTC')
last_year = pd.Timestamp('2014-01-01', tz='UTC')
first_day = pd.Timestamp('2015-01-01', tz='UTC')
# Check that we get the expected number of contracts, in the
# right order
ad_contracts = finder.lookup_future_chain('AD', dt, dt)
self.assertEqual(len(ad_contracts), 3)
self.assertEqual(ad_contracts[0].sid, 2)
self.assertEqual(ad_contracts[1].sid, 1)
self.assertEqual(ad_contracts[2].sid, 0)
# Check that we get nothing if our knowledge date is last year
ad_contracts = finder.lookup_future_chain('AD', dt, last_year)
self.assertEqual(len(ad_contracts), 0)
# Check that we get things that start on the knowledge date
ad_contracts = finder.lookup_future_chain('AD', dt, first_day)
self.assertEqual(len(ad_contracts), 2)
开发者ID:easunlu，项目名称:zipline，代码行数:57，代码来源:test_assets.py
示例7: test_lookup_symbol_delimited
def test_lookup_symbol_delimited(self):
as_of = pd.Timestamp("2013-01-01", tz="UTC")
frame = pd.DataFrame.from_records(
[
{
"sid": i,
"symbol": "TEST.%d" % i,
"company_name": "company%d" % i,
"start_date": as_of.value,
"end_date": as_of.value,
"exchange": uuid.uuid4().hex,
}
for i in range(3)
]
)
self.env.write_data(equities_df=frame)
finder = AssetFinder(self.env.engine)
asset_0, asset_1, asset_2 = (finder.retrieve_asset(i) for i in range(3))
# we do it twice to catch caching bugs
for i in range(2):
with self.assertRaises(SymbolNotFound):
finder.lookup_symbol("TEST", as_of)
with self.assertRaises(SymbolNotFound):
finder.lookup_symbol("TEST1", as_of)
# '@' is not a supported delimiter
with self.assertRaises(SymbolNotFound):
finder.lookup_symbol("[email protected]", as_of)
# Adding an unnecessary fuzzy shouldn't matter.
for fuzzy_char in ["-", "/", "_", "."]:
self.assertEqual(asset_1, finder.lookup_symbol("TEST%s1" % fuzzy_char, as_of))
开发者ID:ngdanielsimeon，项目名称:zipline，代码行数:32，代码来源:test_assets.py
示例8: test_lookup_generic_handle_missing
def test_lookup_generic_handle_missing(self):
data = pd.DataFrame.from_records(
[
{
'sid': 0,
'symbol': 'real',
'start_date': pd.Timestamp('2013-1-1', tz='UTC'),
'end_date': pd.Timestamp('2014-1-1', tz='UTC'),
'exchange': '',
},
{
'sid': 1,
'symbol': 'also_real',
'start_date': pd.Timestamp('2013-1-1', tz='UTC'),
'end_date': pd.Timestamp('2014-1-1', tz='UTC'),
'exchange': '',
},
# Sid whose end date is before our query date. We should
# still correctly find it.
{
'sid': 2,
'symbol': 'real_but_old',
'start_date': pd.Timestamp('2002-1-1', tz='UTC'),
'end_date': pd.Timestamp('2003-1-1', tz='UTC'),
'exchange': '',
},
# Sid whose start_date is **after** our query date. We should
# **not** find it.
{
'sid': 3,
'symbol': 'real_but_in_the_future',
'start_date': pd.Timestamp('2014-1-1', tz='UTC'),
'end_date': pd.Timestamp('2020-1-1', tz='UTC'),
'exchange': 'THE FUTURE',
},
]
)
self.env.write_data(equities_df=data)
finder = AssetFinder(self.env.engine)
results, missing = finder.lookup_generic(
['REAL', 1, 'FAKE', 'REAL_BUT_OLD', 'REAL_BUT_IN_THE_FUTURE'],
pd.Timestamp('2013-02-01', tz='UTC'),
)
self.assertEqual(len(results), 3)
self.assertEqual(results[0].symbol, 'REAL')
self.assertEqual(results[0].sid, 0)
self.assertEqual(results[1].symbol, 'ALSO_REAL')
self.assertEqual(results[1].sid, 1)
self.assertEqual(results[2].symbol, 'REAL_BUT_OLD')
self.assertEqual(results[2].sid, 2)
self.assertEqual(len(missing), 2)
self.assertEqual(missing[0], 'FAKE')
self.assertEqual(missing[1], 'REAL_BUT_IN_THE_FUTURE')
开发者ID:plogix，项目名称:zipline，代码行数:55，代码来源:test_assets.py
示例9: test_lookup_generic_handle_missing
def test_lookup_generic_handle_missing(self):
data = pd.DataFrame.from_records(
[
{
"sid": 0,
"symbol": "real",
"start_date": pd.Timestamp("2013-1-1", tz="UTC"),
"end_date": pd.Timestamp("2014-1-1", tz="UTC"),
"exchange": "",
},
{
"sid": 1,
"symbol": "also_real",
"start_date": pd.Timestamp("2013-1-1", tz="UTC"),
"end_date": pd.Timestamp("2014-1-1", tz="UTC"),
"exchange": "",
},
# Sid whose end date is before our query date. We should
# still correctly find it.
{
"sid": 2,
"symbol": "real_but_old",
"start_date": pd.Timestamp("2002-1-1", tz="UTC"),
"end_date": pd.Timestamp("2003-1-1", tz="UTC"),
"exchange": "",
},
# Sid whose start_date is **after** our query date. We should
# **not** find it.
{
"sid": 3,
"symbol": "real_but_in_the_future",
"start_date": pd.Timestamp("2014-1-1", tz="UTC"),
"end_date": pd.Timestamp("2020-1-1", tz="UTC"),
"exchange": "THE FUTURE",
},
]
)
self.env.write_data(equities_df=data)
finder = AssetFinder(self.env.engine)
results, missing = finder.lookup_generic(
["REAL", 1, "FAKE", "REAL_BUT_OLD", "REAL_BUT_IN_THE_FUTURE"], pd.Timestamp("2013-02-01", tz="UTC")
)
self.assertEqual(len(results), 3)
self.assertEqual(results[0].symbol, "REAL")
self.assertEqual(results[0].sid, 0)
self.assertEqual(results[1].symbol, "ALSO_REAL")
self.assertEqual(results[1].sid, 1)
self.assertEqual(results[2].symbol, "REAL_BUT_OLD")
self.assertEqual(results[2].sid, 2)
self.assertEqual(len(missing), 2)
self.assertEqual(missing[0], "FAKE")
self.assertEqual(missing[1], "REAL_BUT_IN_THE_FUTURE")
开发者ID:ngdanielsimeon，项目名称:zipline，代码行数:54，代码来源:test_assets.py
示例10: test_sid_assignment
def test_sid_assignment(self):
# This metadata does not contain SIDs
metadata = {'PLAY': {'symbol': 'PLAY'},
'MSFT': {'symbol': 'MSFT'}}
# Build a finder that is allowed to assign sids
finder = AssetFinder(metadata=metadata, allow_sid_assignment=True)
# Verify that Assets were built
play = finder.retrieve_asset_by_identifier('PLAY')
self.assertEqual('PLAY', play.symbol)
开发者ID:hackerwei，项目名称:zipline，代码行数:12，代码来源:test_assets.py
示例11: test_insert_metadata
def test_insert_metadata(self):
data = {0: {"start_date": "2014-01-01", "end_date": "2015-01-01", "symbol": "PLAY", "foo_data": "FOO"}}
self.env.write_data(equities_data=data)
finder = AssetFinder(self.env.engine)
# Test proper insertion
equity = finder.retrieve_asset(0)
self.assertIsInstance(equity, Equity)
self.assertEqual("PLAY", equity.symbol)
self.assertEqual(pd.Timestamp("2015-01-01", tz="UTC"), equity.end_date)
# Test invalid field
with self.assertRaises(AttributeError):
equity.foo_data
开发者ID:ngdanielsimeon，项目名称:zipline，代码行数:13，代码来源:test_assets.py
示例12: test_sid_assignment
def test_sid_assignment(self):
# This metadata does not contain SIDs
metadata = {'PLAY': {'symbol': 'PLAY'},
'MSFT': {'symbol': 'MSFT'}}
# Build a finder that is allowed to assign sids
finder = AssetFinder(metadata=metadata, allow_sid_assignment=True)
# Verify that Assets were built and different sids were assigned
play = finder.lookup_symbol('PLAY', datetime.now())
msft = finder.lookup_symbol('MSFT', datetime.now())
self.assertEqual('PLAY', play.symbol)
self.assertIsNotNone(play.sid)
self.assertNotEqual(play.sid, msft.sid)
开发者ID:aikssai，项目名称:zipline，代码行数:15，代码来源:test_assets.py
示例13: test_insert_metadata
def test_insert_metadata(self):
data = {0: {'start_date': '2014-01-01',
'end_date': '2015-01-01',
'symbol': "PLAY",
'foo_data': "FOO"}}
self.env.write_data(equities_data=data)
finder = AssetFinder(self.env.engine)
# Test proper insertion
equity = finder.retrieve_asset(0)
self.assertIsInstance(equity, Equity)
self.assertEqual('PLAY', equity.symbol)
self.assertEqual(pd.Timestamp('2015-01-01', tz='UTC'),
equity.end_date)
# Test invalid field
with self.assertRaises(AttributeError):
equity.foo_data
开发者ID:sxfmol，项目名称:zipline，代码行数:17，代码来源:test_assets.py
示例14: test_sid_assignment
def test_sid_assignment(self):
# This metadata does not contain SIDs
metadata = ["PLAY", "MSFT"]
today = normalize_date(pd.Timestamp("2015-07-09", tz="UTC"))
# Write data with sid assignment
self.env.write_data(equities_identifiers=metadata, allow_sid_assignment=True)
# Verify that Assets were built and different sids were assigned
finder = AssetFinder(self.env.engine)
play = finder.lookup_symbol("PLAY", today)
msft = finder.lookup_symbol("MSFT", today)
self.assertEqual("PLAY", play.symbol)
self.assertIsNotNone(play.sid)
self.assertNotEqual(play.sid, msft.sid)
开发者ID:ngdanielsimeon，项目名称:zipline，代码行数:17，代码来源:test_assets.py
示例15: test_consume_asset_as_identifier
def test_consume_asset_as_identifier(self):
# Build some end dates
eq_end = pd.Timestamp("2012-01-01", tz="UTC")
fut_end = pd.Timestamp("2008-01-01", tz="UTC")
# Build some simple Assets
equity_asset = Equity(1, symbol="TESTEQ", end_date=eq_end)
future_asset = Future(200, symbol="TESTFUT", end_date=fut_end)
# Consume the Assets
self.env.write_data(equities_identifiers=[equity_asset], futures_identifiers=[future_asset])
finder = AssetFinder(self.env.engine)
# Test equality with newly built Assets
self.assertEqual(equity_asset, finder.retrieve_asset(1))
self.assertEqual(future_asset, finder.retrieve_asset(200))
self.assertEqual(eq_end, finder.retrieve_asset(1).end_date)
self.assertEqual(fut_end, finder.retrieve_asset(200).end_date)
开发者ID:ngdanielsimeon，项目名称:zipline，代码行数:18，代码来源:test_assets.py
示例16: test_sid_assignment
def test_sid_assignment(self):
# This metadata does not contain SIDs
metadata = {'PLAY': {'symbol': 'PLAY'},
'MSFT': {'symbol': 'MSFT'}}
today = normalize_date(pd.Timestamp('2015-07-09', tz='UTC'))
# Build a finder that is allowed to assign sids
finder = AssetFinder(metadata=metadata,
allow_sid_assignment=True)
# Verify that Assets were built and different sids were assigned
play = finder.lookup_symbol('PLAY', today)
msft = finder.lookup_symbol('MSFT', today)
self.assertEqual('PLAY', play.symbol)
self.assertIsNotNone(play.sid)
self.assertNotEqual(play.sid, msft.sid)
开发者ID:ronalcc，项目名称:zipline，代码行数:18，代码来源:test_assets.py
示例17: test_insert_metadata
def test_insert_metadata(self):
finder = AssetFinder()
finder.insert_metadata(0,
asset_type='equity',
start_date='2014-01-01',
end_date='2015-01-01',
symbol="PLAY",
foo_data="FOO",)
# Test proper insertion
equity = finder.retrieve_asset(0)
self.assertIsInstance(equity, Equity)
self.assertEqual('PLAY', equity.symbol)
self.assertEqual(pd.Timestamp('2015-01-01', tz='UTC'),
equity.end_date)
# Test invalid field
self.assertFalse('foo_data' in finder.metadata_cache[0])
开发者ID:ronalcc，项目名称:zipline，代码行数:18，代码来源:test_assets.py
示例18: test_map_identifier_index_to_sids
def test_map_identifier_index_to_sids(self):
# Build an empty finder and some Assets
dt = pd.Timestamp("2014-01-01", tz="UTC")
finder = AssetFinder(self.env.engine)
asset1 = Equity(1, symbol="AAPL")
asset2 = Equity(2, symbol="GOOG")
asset200 = Future(200, symbol="CLK15")
asset201 = Future(201, symbol="CLM15")
# Check for correct mapping and types
pre_map = [asset1, asset2, asset200, asset201]
post_map = finder.map_identifier_index_to_sids(pre_map, dt)
self.assertListEqual([1, 2, 200, 201], post_map)
for sid in post_map:
self.assertIsInstance(sid, int)
# Change order and check mapping again
pre_map = [asset201, asset2, asset200, asset1]
post_map = finder.map_identifier_index_to_sids(pre_map, dt)
self.assertListEqual([201, 2, 200, 1], post_map)
开发者ID:ngdanielsimeon，项目名称:zipline，代码行数:20，代码来源:test_assets.py
示例19: test_compute_lifetimes
def test_compute_lifetimes(self, env=None):
num_assets = 4
trading_day = env.trading_day
first_start = pd.Timestamp('2015-04-01', tz='UTC')
frame = make_rotating_asset_info(
num_assets=num_assets,
first_start=first_start,
frequency=env.trading_day,
periods_between_starts=3,
asset_lifetime=5
)
finder = AssetFinder(frame)
all_dates = pd.date_range(
start=first_start,
end=frame.end_date.max(),
freq=trading_day,
)
for dates in all_subindices(all_dates):
expected_mask = full(
shape=(len(dates), num_assets),
fill_value=False,
dtype=bool,
)
for i, date in enumerate(dates):
it = frame[['start_date', 'end_date']].itertuples()
for j, start, end in it:
if start <= date <= end:
expected_mask[i, j] = True
# Filter out columns with all-empty columns.
expected_result = pd.DataFrame(
data=expected_mask,
index=dates,
columns=frame.sid.values,
)
actual_result = finder.lifetimes(dates)
assert_frame_equal(actual_result, expected_result)
开发者ID:runtBlue，项目名称:zipline，代码行数:41，代码来源:test_assets.py
示例20: test_consume_metadata
def test_consume_metadata(self):
# Test dict consumption
finder = AssetFinder({0: {'asset_type': 'equity'}})
dict_to_consume = {0: {'symbol': 'PLAY'},
1: {'symbol': 'MSFT'}}
finder.consume_metadata(dict_to_consume)
self.assertEqual('equity', finder.metadata_cache[0]['asset_type'])
self.assertEqual('PLAY', finder.metadata_cache[0]['symbol'])
# Test dataframe consumption
df = pd.DataFrame(columns=['asset_name', 'exchange'], index=[0, 1])
df['asset_name'][0] = "Dave'N'Busters"
df['exchange'][0] = "NASDAQ"
df['asset_name'][1] = "Microsoft"
df['exchange'][1] = "NYSE"
finder.consume_metadata(df)
self.assertEqual('NASDAQ', finder.metadata_cache[0]['exchange'])
self.assertEqual('Microsoft', finder.metadata_cache[1]['asset_name'])
# Check that old data survived
self.assertEqual('equity', finder.metadata_cache[0]['asset_type'])
开发者ID:aikssai，项目名称:zipline，代码行数:21，代码来源:test_assets.py
注：本文中的zipline.assets.AssetFinder类示例由纯净天空整理自Github/MSDocs等源码及文档管理平台，相关代码片段筛选自各路编程大神贡献的开源项目，源码版权归原作者所有，传播和使用请参考对应项目的License；未经允许，请勿转载。 |
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