本文整理汇总了Python中zipline.algorithm.TradingAlgorithm.sid方法的典型用法代码示例。如果您正苦于以下问题：Python TradingAlgorithm.sid方法的具体用法？Python TradingAlgorithm.sid怎么用？Python TradingAlgorithm.sid使用的例子？那么恭喜您, 这里精选的方法代码示例或许可以为您提供帮助。您也可以进一步了解该方法所在类zipline.algorithm.TradingAlgorithm的用法示例。
在下文中一共展示了TradingAlgorithm.sid方法的1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，您的评价将有助于系统推荐出更棒的Python代码示例。
示例1: test_asset_lookup
# 需要导入模块: from zipline.algorithm import TradingAlgorithm [as 别名]
# 或者: from zipline.algorithm.TradingAlgorithm import sid [as 别名]
def test_asset_lookup(self):
metadata = {0: {'symbol': 'PLAY',
'asset_type': 'equity',
'start_date': '2002-01-01',
'end_date': '2004-01-01'},
1: {'symbol': 'PLAY',
'asset_type': 'equity',
'start_date': '2005-01-01',
'end_date': '2006-01-01'},
2: {'symbol': 'OMG15',
'asset_type': 'future'}}
algo = TradingAlgorithm(asset_metadata=metadata)
# Test before either PLAY existed
algo.datetime = pd.Timestamp('2001-12-01', tz='UTC')
self.assertEqual(2, algo.symbol('OMG15'))
with self.assertRaises(SymbolNotFound):
algo.symbol('PLAY')
with self.assertRaises(SymbolNotFound):
algo.symbols('PLAY', 'OMG15')
# Test when first PLAY exists
algo.datetime = pd.Timestamp('2002-12-01', tz='UTC')
self.assertEqual(2, algo.symbol('OMG15'))
self.assertEqual(0, algo.symbol('PLAY'))
list_result = algo.symbols('PLAY', 'OMG15')
self.assertEqual(0, list_result[0])
self.assertEqual(2, list_result[1])
# Test after first PLAY ends
algo.datetime = pd.Timestamp('2004-12-01', tz='UTC')
self.assertEqual(2, algo.symbol('OMG15'))
self.assertEqual(0, algo.symbol('PLAY'))
# Test after second PLAY begins
algo.datetime = pd.Timestamp('2005-12-01', tz='UTC')
self.assertEqual(2, algo.symbol('OMG15'))
self.assertEqual(1, algo.symbol('PLAY'))
# Test after second PLAY ends
algo.datetime = pd.Timestamp('2006-12-01', tz='UTC')
self.assertEqual(2, algo.symbol('OMG15'))
self.assertEqual(1, algo.symbol('PLAY'))
list_result = algo.symbols('PLAY', 'OMG15')
self.assertEqual(1, list_result[0])
self.assertEqual(2, list_result[1])
# Test lookup SID
self.assertIsInstance(algo.sid(0), Equity)
self.assertIsInstance(algo.sid(1), Equity)
self.assertIsInstance(algo.sid(2), Future)