本文整理汇总了Python中zipline.protocol.BarData.history方法的典型用法代码示例。如果您正苦于以下问题：Python BarData.history方法的具体用法？Python BarData.history怎么用？Python BarData.history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.protocol.BarData的用法示例。
在下文中一共展示了BarData.history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_old_new_data_api_paths
# 需要导入模块: from zipline.protocol import BarData [as 别名]
# 或者: from zipline.protocol.BarData import history [as 别名]
def test_old_new_data_api_paths(self):
"""
Test that the new and old data APIs hit the same code paths.
We want to ensure that the old data API(data[sid(N)].field and
similar) and the new data API(data.current(sid(N), field) and
similar) hit the same code paths on the DataPortal.
"""
test_start_minute = self.env.market_minutes_for_day(
self.sim_params.trading_days[0]
)[1]
test_end_minute = self.env.market_minutes_for_day(
self.sim_params.trading_days[0]
)[-1]
bar_data = BarData(
self.data_portal,
lambda: test_end_minute, "minute"
)
ohlcvp_fields = [
"open",
"high",
"low"
"close",
"volume",
"price",
]
spot_value_meth = 'zipline.data.data_portal.DataPortal.get_spot_value'
def assert_get_spot_value_called(fun, field):
"""
Assert that get_spot_value was called during the execution of fun.
Takes in a function fun and a string field.
"""
with patch(spot_value_meth) as gsv:
fun()
gsv.assert_called_with(
self.asset1,
field,
test_end_minute,
'minute'
)
# Ensure that data.current(sid(n), field) has the same behaviour as
# data[sid(n)].field.
for field in ohlcvp_fields:
assert_get_spot_value_called(
lambda: getattr(bar_data[self.asset1], field),
field,
)
assert_get_spot_value_called(
lambda: bar_data.current(self.asset1, field),
field,
)
history_meth = 'zipline.data.data_portal.DataPortal.get_history_window'
def assert_get_history_window_called(fun, is_legacy):
"""
Assert that get_history_window was called during fun().
Takes in a function fun and a boolean is_legacy.
"""
with patch(history_meth) as ghw:
fun()
# Slightly hacky, but done to get around the fact that
# history( explicitly passes an ffill param as the last arg,
# while data.history doesn't.
if is_legacy:
ghw.assert_called_with(
[self.asset1, self.asset2, self.asset3],
test_end_minute,
5,
"1m",
"volume",
True
)
else:
ghw.assert_called_with(
[self.asset1, self.asset2, self.asset3],
test_end_minute,
5,
"1m",
"volume",
)
test_sim_params = SimulationParameters(
period_start=test_start_minute,
period_end=test_end_minute,
data_frequency="minute",
env=self.env
)
history_algorithm = self.create_algo(
history_algo,
sim_params=test_sim_params
)
assert_get_history_window_called(
lambda: history_algorithm.run(self.data_portal),
is_legacy=True
)
#.........这里部分代码省略.........