本文整理汇总了Python中zipline.assets.AssetFinder.populate_cache方法的典型用法代码示例。如果您正苦于以下问题：Python AssetFinder.populate_cache方法的具体用法？Python AssetFinder.populate_cache怎么用？Python AssetFinder.populate_cache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.populate_cache方法的2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_consume_asset_as_identifier
# 需要导入模块: from zipline.assets import AssetFinder [as 别名]
# 或者: from zipline.assets.AssetFinder import populate_cache [as 别名]
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
finder = AssetFinder()
finder.consume_identifiers([equity_asset, future_asset])
finder.populate_cache()
# 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)示例2: TradingEnvironment
# 需要导入模块: from zipline.assets import AssetFinder [as 别名]
# 或者: from zipline.assets.AssetFinder import populate_cache [as 别名]
#.........这里部分代码省略.........
outright with the new asset_finder.
If asset_metadata is provided, the existing metadata will be cleared
and replaced with the provided metadata.
All identifiers will be inserted in the asset metadata if they are not
already present.
:param clear_metadata: A boolean
:param asset_finder: An AssetFinder object to replace the environment's
existing asset_finder
:param asset_metadata: A dict, DataFrame, or readable object
:param identifiers: A list of identifiers to be inserted
:return:
"""
populate = False
if clear_metadata:
self.asset_finder.clear_metadata()
populate = True
if asset_finder is not None:
if not isinstance(asset_finder, AssetFinder):
raise UpdateAssetFinderTypeError(cls=asset_finder.__class__)
self.asset_finder = asset_finder
if asset_metadata is not None:
self.asset_finder.clear_metadata()
self.asset_finder.consume_metadata(asset_metadata)
populate = True
if identifiers is not None:
self.asset_finder.consume_identifiers(identifiers)
populate = True
if populate:
self.asset_finder.populate_cache()
def normalize_date(self, test_date):
test_date = pd.Timestamp(test_date, tz='UTC')
return pd.tseries.tools.normalize_date(test_date)
def utc_dt_in_exchange(self, dt):
return pd.Timestamp(dt).tz_convert(self.exchange_tz)
def exchange_dt_in_utc(self, dt):
return pd.Timestamp(dt, tz=self.exchange_tz).tz_convert('UTC')
def is_market_hours(self, test_date):
if not self.is_trading_day(test_date):
return False
mkt_open, mkt_close = self.get_open_and_close(test_date)
return test_date >= mkt_open and test_date <= mkt_close
def is_trading_day(self, test_date):
dt = self.normalize_date(test_date)
return (dt in self.trading_days)
def next_trading_day(self, test_date):
dt = self.normalize_date(test_date)
delta = datetime.timedelta(days=1)
while dt <= self.last_trading_day:
dt += delta
if dt in self.trading_days:
return dt
return None