本文整理汇总了Python中zipline.sources.SpecificEquityTrades.get_hash方法的典型用法代码示例。如果您正苦于以下问题:Python SpecificEquityTrades.get_hash方法的具体用法?Python SpecificEquityTrades.get_hash怎么用?Python SpecificEquityTrades.get_hash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.sources.SpecificEquityTrades
的用法示例。
在下文中一共展示了SpecificEquityTrades.get_hash方法的3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_single_source
# 需要导入模块: from zipline.sources import SpecificEquityTrades [as 别名]
# 或者: from zipline.sources.SpecificEquityTrades import get_hash [as 别名]
def test_single_source(self):
# Just using the built-in defaults. See
# zipline.sources.py
source = SpecificEquityTrades()
expected = list(source)
source.rewind()
# The raw source doesn't handle done messaging, so we need to
# append a done message for sort to work properly.
with_done = chain(source, [done_message(source.get_hash())])
self.run_date_sort(with_done, expected, [source.get_hash()])
示例2: test_multi_source
# 需要导入模块: from zipline.sources import SpecificEquityTrades [as 别名]
# 或者: from zipline.sources.SpecificEquityTrades import get_hash [as 别名]
def test_multi_source(self):
filter = [2, 3]
args_a = tuple()
kwargs_a = {
'count': 100,
'sids': [1, 2, 3],
'start': datetime(2012, 1, 3, 15, tzinfo=pytz.utc),
'delta': timedelta(minutes=6),
'filter': filter
}
source_a = SpecificEquityTrades(*args_a, **kwargs_a)
args_b = tuple()
kwargs_b = {
'count': 100,
'sids': [2, 3, 4],
'start': datetime(2012, 1, 3, 15, tzinfo=pytz.utc),
'delta': timedelta(minutes=5),
'filter': filter
}
source_b = SpecificEquityTrades(*args_b, **kwargs_b)
all_events = list(chain(source_a, source_b))
# The expected output is all events, sorted by dt with
# source_id as a tiebreaker.
expected = sorted(all_events, comp)
source_ids = [source_a.get_hash(), source_b.get_hash()]
# Generating the events list consumes the sources. Rewind them
# for testing.
source_a.rewind()
source_b.rewind()
# Append a done message to each source.
with_done_a = chain(source_a, [done_message(source_a.get_hash())])
with_done_b = chain(source_b, [done_message(source_b.get_hash())])
interleaved = alternate(with_done_a, with_done_b)
# Test sort with alternating messages from source_a and
# source_b.
self.run_date_sort(interleaved, expected, source_ids)
source_a.rewind()
source_b.rewind()
with_done_a = chain(source_a, [done_message(source_a.get_hash())])
with_done_b = chain(source_b, [done_message(source_b.get_hash())])
sequential = chain(with_done_a, with_done_b)
# Test sort with all messages from a, followed by all messages
# from b.
self.run_date_sort(sequential, expected, source_ids)
示例3: test_sort_composite
# 需要导入模块: from zipline.sources import SpecificEquityTrades [as 别名]
# 或者: from zipline.sources.SpecificEquityTrades import get_hash [as 别名]
def test_sort_composite(self):
filter = [1, 2]
#Set up source a. One hour between events.
args_a = tuple()
kwargs_a = {
'count': 100,
'sids': [1],
'start': datetime(2012, 6, 6, 0),
'delta': timedelta(hours=1),
'filter': filter
}
source_a = SpecificEquityTrades(*args_a, **kwargs_a)
#Set up source b. One day between events.
args_b = tuple()
kwargs_b = {
'count': 50,
'sids': [2],
'start': datetime(2012, 6, 6, 0),
'delta': timedelta(days=1),
'filter': filter
}
source_b = SpecificEquityTrades(*args_b, **kwargs_b)
#Set up source c. One minute between events.
args_c = tuple()
kwargs_c = {
'count': 150,
'sids': [1, 2],
'start': datetime(2012, 6, 6, 0),
'delta': timedelta(minutes=1),
'filter': filter
}
source_c = SpecificEquityTrades(*args_c, **kwargs_c)
# Set up source d. This should produce no events because the
# internal sids don't match the filter.
args_d = tuple()
kwargs_d = {
'count': 50,
'sids': [3],
'start': datetime(2012, 6, 6, 0),
'delta': timedelta(minutes=1),
'filter': filter
}
source_d = SpecificEquityTrades(*args_d, **kwargs_d)
sources = [source_a, source_b, source_c, source_d]
hashes = [source.get_hash() for source in sources]
sort_out = date_sorted_sources(*sources)
# Read all the values from sort and assert that they arrive in
# the correct sorting with the expected hash values.
to_list = list(sort_out)
copy = to_list[:]
# We should have 300 events (100 from a, 150 from b, 50 from c)
assert len(to_list) == 300
for e in to_list:
# All events should match one of our expected source_ids.
assert e.source_id in hashes
# But none of them should match source_d.
assert e.source_id != source_d.get_hash()
# The events should be sorted by dt, with source_id as tiebreaker.
expected = sorted(copy, comp)
assert to_list == expected