本文整理汇总了Python中zipline.assets.AssetFinder.lookup_symbol_resolve_multiple方法的典型用法代码示例。如果您正苦于以下问题:Python AssetFinder.lookup_symbol_resolve_multiple方法的具体用法?Python AssetFinder.lookup_symbol_resolve_multiple怎么用?Python AssetFinder.lookup_symbol_resolve_multiple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.assets.AssetFinder
的用法示例。
在下文中一共展示了AssetFinder.lookup_symbol_resolve_multiple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_lookup_symbol_resolve_multiple
# 需要导入模块: from zipline.assets import AssetFinder [as 别名]
# 或者: from zipline.assets.AssetFinder import lookup_symbol_resolve_multiple [as 别名]
def test_lookup_symbol_resolve_multiple(self):
# Incrementing by two so that start and end dates for each
# generated Asset don't overlap (each Asset's end_date is the
# day after its start date.)
dates = pd.date_range('2013-01-01', freq='2D', periods=5, tz='UTC')
df = pd.DataFrame.from_records(
[
{
'sid': i,
'file_name': 'existing',
'company_name': 'existing',
'start_date_nano': date.value,
'end_date_nano': (date + timedelta(days=1)).value,
'exchange': 'NYSE',
}
for i, date in enumerate(dates)
]
)
finder = AssetFinder(df)
for _ in range(2): # Run checks twice to test for caching bugs.
with self.assertRaises(SymbolNotFound):
finder.lookup_symbol_resolve_multiple('non_existing', dates[0])
with self.assertRaises(MultipleSymbolsFound):
finder.lookup_symbol_resolve_multiple('existing', None)
for i, date in enumerate(dates):
# Verify that we correctly resolve multiple symbols using
# the supplied date
result = finder.lookup_symbol_resolve_multiple(
'existing',
date,
)
self.assertEqual(result.symbol, 'existing')
self.assertEqual(result.sid, i)