Merge pull request #1311 from quantopian/prefix-equity-bar-fixtures

MAINT:  Add equity to naming of bar data classes.

tests/data/bundles/test_core.py

@@ -176,7 +176,7 @@ def bundle_ingest(environ,
 
         columns = 'open', 'high', 'low', 'close', 'volume'
 
-        actual = bundle.minute_bar_reader.load_raw_arrays(
+        actual = bundle.equity_minute_bar_reader.load_raw_arrays(
             columns,
             minutes[0],
             minutes[-1],
@@ -190,7 +190,7 @@ def bundle_ingest(environ,
                 msg=colname,
             )
 
-        actual = bundle.daily_bar_reader.load_raw_arrays(
+        actual = bundle.equity_daily_bar_reader.load_raw_arrays(
             columns,
             calendar[0],
             calendar[-1],

tests/data/bundles/test_quandl.py

@@ -216,7 +216,7 @@ def test_bundle(self):
             assert_equal(equity.end_date, self.asset_end, msg=equity)
 
         cal = self.calendar
-        actual = bundle.daily_bar_reader.load_raw_arrays(
+        actual = bundle.equity_daily_bar_reader.load_raw_arrays(
             self.columns,
             cal[cal.get_loc(self.asset_start, 'bfill')],
             cal[cal.get_loc(self.asset_end, 'ffill')],

tests/data/bundles/test_yahoo.py

@@ -177,7 +177,7 @@ def adjustments_callback(request):
             assert_equal(equity.start_date, self.asset_start, msg=equity)
             assert_equal(equity.end_date, self.asset_end, msg=equity)
 
-        actual = bundle.daily_bar_reader.load_raw_arrays(
+        actual = bundle.equity_daily_bar_reader.load_raw_arrays(
             self.columns,
             cal[cal.get_loc(self.asset_start, 'bfill')],
             cal[cal.get_loc(self.asset_end, 'ffill')],

tests/data/test_us_equity_pricing.py

@@ -43,7 +43,7 @@
 )
 from zipline.testing import seconds_to_timestamp
 from zipline.testing.fixtures import (
-    WithBcolzDailyBarReader,
+    WithBcolzEquityDailyBarReader,
     ZiplineTestCase,
 )
 from zipline.utils.calendars import get_calendar
@@ -79,19 +79,19 @@
 TEST_QUERY_ASSETS = EQUITY_INFO.index
 
 
-class BcolzDailyBarTestCase(WithBcolzDailyBarReader, ZiplineTestCase):
-    BCOLZ_DAILY_BAR_START_DATE = TEST_CALENDAR_START
-    BCOLZ_DAILY_BAR_END_DATE = TEST_CALENDAR_STOP
+class BcolzDailyBarTestCase(WithBcolzEquityDailyBarReader, ZiplineTestCase):
+    EQUITY_DAILY_BAR_START_DATE = TEST_CALENDAR_START
+    EQUITY_DAILY_BAR_END_DATE = TEST_CALENDAR_STOP
 
     @classmethod
     def make_equity_info(cls):
         return EQUITY_INFO
 
     @classmethod
-    def make_daily_bar_data(cls):
+    def make_equity_daily_bar_data(cls):
         return make_bar_data(
             EQUITY_INFO,
-            cls.bcolz_daily_bar_days,
+            cls.equity_daily_bar_days,
         )
 
     @classmethod
@@ -187,12 +187,12 @@ def test_write_attrs(self):
 
     def test_read_first_trading_day(self):
         self.assertEqual(
-            self.bcolz_daily_bar_reader.first_trading_day,
+            self.bcolz_equity_daily_bar_reader.first_trading_day,
             self.trading_days[0],
         )
 
     def _check_read_results(self, columns, assets, start_date, end_date):
-        results = self.bcolz_daily_bar_reader.load_raw_arrays(
+        results = self.bcolz_equity_daily_bar_reader.load_raw_arrays(
             columns,
             start_date,
             end_date,
@@ -280,7 +280,7 @@ def test_end_on_asset_end(self):
             )
 
     def test_unadjusted_spot_price(self):
-        reader = self.bcolz_daily_bar_reader
+        reader = self.bcolz_equity_daily_bar_reader
         # At beginning
         price = reader.spot_price(1, Timestamp('2015-06-01', tz='UTC'),
                                   'close')
@@ -318,7 +318,7 @@ def test_unadjusted_spot_price_no_data(self):
             reader.spot_price(4, Timestamp('2015-06-16', tz='UTC'), 'close')
 
     def test_unadjusted_spot_price_empty_value(self):
-        reader = self.bcolz_daily_bar_reader
+        reader = self.bcolz_equity_daily_bar_reader
 
         # A sid, day and corresponding index into which to overwrite a zero.
         zero_sid = 1

tests/finance/test_slippage.py

@@ -32,7 +32,7 @@
 
 from zipline.data.data_portal import DataPortal
 from zipline.protocol import BarData
-from zipline.testing import tmp_bcolz_minute_bar_reader
+from zipline.testing import tmp_bcolz_equity_minute_bar_reader
 from zipline.testing.fixtures import (
     WithDataPortal,
     WithSimParams,
@@ -57,7 +57,7 @@ class SlippageTestCase(WithSimParams, WithDataPortal, ZiplineTestCase):
     )
 
     @classmethod
-    def make_minute_bar_data(cls):
+    def make_equity_minute_bar_data(cls):
         yield 133, pd.DataFrame(
             {
                 'open': [3.0, 3.0, 3.5, 4.0, 3.5],
@@ -91,7 +91,7 @@ def test_volume_share_slippage(self):
             start=normalize_date(self.minutes[0]),
             end=normalize_date(self.minutes[-1])
         )
-        with tmp_bcolz_minute_bar_reader(self.trading_schedule, days, assets) \
+        with tmp_bcolz_equity_minute_bar_reader(self.trading_schedule, days, assets) \
                 as reader:
             data_portal = DataPortal(
                 self.env.asset_finder, self.trading_schedule,
@@ -481,7 +481,7 @@ def test_orders_stop(self, name, order_data, event_data, expected):
             start=normalize_date(self.minutes[0]),
             end=normalize_date(self.minutes[-1])
         )
-        with tmp_bcolz_minute_bar_reader(self.trading_schedule, days, assets) \
+        with tmp_bcolz_equity_minute_bar_reader(self.trading_schedule, days, assets) \
                 as reader:
             data_portal = DataPortal(
                 self.env.asset_finder, self.trading_schedule,

tests/pipeline/test_engine.py

@@ -893,10 +893,10 @@ def make_equity_info(cls):
         return ret
 
     @classmethod
-    def make_daily_bar_data(cls):
+    def make_equity_daily_bar_data(cls):
         return make_bar_data(
             cls.equity_info,
-            cls.bcolz_daily_bar_days,
+            cls.equity_daily_bar_days,
         )
 
     @classmethod
@@ -905,7 +905,7 @@ def init_class_fixtures(cls):
         cls.all_asset_ids = cls.asset_finder.sids
         cls.last_asset_end = cls.equity_info['end_date'].max()
         cls.pipeline_loader = USEquityPricingLoader(
-            cls.bcolz_daily_bar_reader,
+            cls.bcolz_equity_daily_bar_reader,
             cls.adjustment_reader,
         )
 

tests/pipeline/test_pipeline_algo.py

@@ -56,7 +56,7 @@
 )
 from zipline.testing.fixtures import (
     WithAdjustmentReader,
-    WithBcolzDailyBarReaderFromCSVs,
+    WithBcolzEquityDailyBarReaderFromCSVs,
     WithDataPortal,
     ZiplineTestCase,
 )
@@ -120,7 +120,7 @@ def make_equity_info(cls):
         return ret
 
     @classmethod
-    def make_daily_bar_data(cls):
+    def make_equity_daily_bar_data(cls):
         cls.closes = DataFrame(
             {sid: arange(1, len(cls.dates) + 1) * sid for sid in cls.sids},
             index=cls.dates,
@@ -340,7 +340,7 @@ def spot_price(self, sid, day, column):
         return 100.0
 
 
-class PipelineAlgorithmTestCase(WithBcolzDailyBarReaderFromCSVs,
+class PipelineAlgorithmTestCase(WithBcolzEquityDailyBarReaderFromCSVs,
                                 WithAdjustmentReader,
                                 ZiplineTestCase):
     AAPL = 1
@@ -352,7 +352,7 @@ class PipelineAlgorithmTestCase(WithBcolzDailyBarReaderFromCSVs,
     END_DATE = Timestamp('2015')
 
     @classmethod
-    def make_daily_bar_data(cls):
+    def make_equity_daily_bar_data(cls):
         resources = {
             cls.AAPL: join(TEST_RESOURCE_PATH, 'AAPL.csv'),
             cls.MSFT: join(TEST_RESOURCE_PATH, 'MSFT.csv'),
@@ -398,7 +398,7 @@ def make_dividends_data(cls):
     def init_class_fixtures(cls):
         super(PipelineAlgorithmTestCase, cls).init_class_fixtures()
         cls.pipeline_loader = USEquityPricingLoader(
-            cls.bcolz_daily_bar_reader,
+            cls.bcolz_equity_daily_bar_reader,
             cls.adjustment_reader,
         )
         cls.dates = cls.raw_data[cls.AAPL].index.tz_localize('UTC')

tests/pipeline/test_us_equity_pricing_loader.py

@@ -277,14 +277,14 @@ def make_dividends_data(cls):
         return DIVIDENDS
 
     @classmethod
-    def make_adjustment_writer_daily_bar_reader(cls):
+    def make_adjustment_writer_equity_daily_bar_reader(cls):
         return MockDailyBarReader()
 
     @classmethod
-    def make_daily_bar_data(cls):
+    def make_equity_daily_bar_data(cls):
         return make_bar_data(
             EQUITY_INFO,
-            cls.bcolz_daily_bar_days,
+            cls.equity_daily_bar_days,
         )
 
     @classmethod
@@ -306,13 +306,13 @@ def test_input_sanity(self):
                 self.assertLessEqual(eff_date, asset_end)
 
     def calendar_days_between(self, start_date, end_date, shift=0):
-        slice_ = self.bcolz_daily_bar_days.slice_indexer(start_date, end_date)
+        slice_ = self.equity_daily_bar_days.slice_indexer(start_date, end_date)
         start = slice_.start + shift
         stop = slice_.stop + shift
         if start < 0:
             raise KeyError(start_date, shift)
 
-        return self.bcolz_daily_bar_days[start:stop]
+        return self.equity_daily_bar_days[start:stop]
 
     def expected_adjustments(self, start_date, end_date):
         price_adjustments = {}
@@ -417,7 +417,7 @@ def test_read_no_adjustments(self):
         self.assertEqual(adjustments, [{}, {}])
 
         pricing_loader = USEquityPricingLoader(
-            self.bcolz_daily_bar_reader,
+            self.bcolz_equity_daily_bar_reader,
             adjustment_reader,
         )
 
@@ -494,7 +494,7 @@ def test_read_with_adjustments(self):
         )
 
         pricing_loader = USEquityPricingLoader(
-            self.bcolz_daily_bar_reader,
+            self.bcolz_equity_daily_bar_reader,
             self.adjustment_reader,
         )
 

tests/test_algorithm.py

@@ -741,7 +741,7 @@ def make_futures_info(cls):
         return pd.DataFrame.from_dict({3: {'multiplier': 10}}, 'index')
 
     @classmethod
-    def make_daily_bar_data(cls):
+    def make_equity_daily_bar_data(cls):
         return trades_by_sid_to_dfs(
             {
                 sid: factory.create_trade_history(
@@ -1010,7 +1010,7 @@ class TestBeforeTradingStart(WithDataPortal,
     END_DATE = pd.Timestamp('2016-01-07', tz='utc')
     SIM_PARAMS_CAPITAL_BASE = 10000
     SIM_PARAMS_DATA_FREQUENCY = 'minute'
-    BCOLZ_DAILY_BAR_LOOKBACK_DAYS = BCOLZ_MINUTE_BAR_LOOKBACK_DAYS = 1
+    EQUITY_DAILY_BAR_LOOKBACK_DAYS = EQUITY_MINUTE_BAR_LOOKBACK_DAYS = 1
 
     data_start = ASSET_FINDER_EQUITY_START_DATE = pd.Timestamp(
         '2016-01-05',
@@ -1021,7 +1021,7 @@ class TestBeforeTradingStart(WithDataPortal,
     ASSET_FINDER_EQUITY_SIDS = 1, 2, SPLIT_ASSET_SID
 
     @classmethod
-    def make_minute_bar_data(cls):
+    def make_equity_minute_bar_data(cls):
         asset_minutes = \
             cls.trading_schedule.execution_minutes_for_days_in_range(
                 cls.data_start,
@@ -1066,7 +1066,7 @@ def make_splits_data(cls):
         ])
 
     @classmethod
-    def make_daily_bar_data(cls):
+    def make_equity_daily_bar_data(cls):
         for sid in cls.ASSET_FINDER_EQUITY_SIDS:
             yield sid, create_daily_df_for_asset(
                 cls.trading_schedule,
@@ -1357,7 +1357,7 @@ class TestAlgoScript(WithLogger,
     START_DATE = pd.Timestamp('2006-01-03', tz='utc')
     END_DATE = pd.Timestamp('2006-12-31', tz='utc')
     DATA_PORTAL_USE_MINUTE_DATA = False
-    BCOLZ_DAILY_BAR_LOOKBACK_DAYS = 5  # max history window length
+    EQUITY_DAILY_BAR_LOOKBACK_DAYS = 5  # max history window length
 
     ARG_TYPE_TEST_CASES = (
         ('history__assets', (bad_type_history_assets, 'Asset, str', True)),
@@ -1397,8 +1397,8 @@ def make_equity_info(cls):
         return data
 
     @classmethod
-    def make_daily_bar_data(cls):
-        days = len(cls.bcolz_daily_bar_days)
+    def make_equity_daily_bar_data(cls):
+        days = len(cls.equity_daily_bar_days)
         return trades_by_sid_to_dfs(
             {
                 0: factory.create_trade_history(
@@ -1416,7 +1416,7 @@ def make_daily_bar_data(cls):
                     cls.sim_params,
                     cls.trading_schedule)
             },
-            index=cls.bcolz_daily_bar_days,
+            index=cls.equity_daily_bar_days,
         )
 
     def test_noop(self):
@@ -1942,7 +1942,7 @@ def make_equity_info(cls):
         return data
 
     @classmethod
-    def make_minute_bar_data(cls):
+    def make_equity_minute_bar_data(cls):
         minutes = cls.trading_schedule.execution_minutes_for_days_in_range(
             pd.Timestamp('2006-01-03', tz='UTC'),
             pd.Timestamp('2006-01-09', tz='UTC')
@@ -1961,7 +1961,7 @@ def make_minute_bar_data(cls):
         )
 
     @classmethod
-    def make_daily_bar_data(cls):
+    def make_equity_daily_bar_data(cls):
         days = cls.trading_schedule.execution_days_in_range(
             pd.Timestamp('2006-01-03', tz='UTC'),
             pd.Timestamp('2006-01-09', tz='UTC')
@@ -2904,7 +2904,7 @@ class TestAccountControls(WithDataPortal, WithSimParams, ZiplineTestCase):
     sidint, = ASSET_FINDER_EQUITY_SIDS = (133,)
 
     @classmethod
-    def make_daily_bar_data(cls):
+    def make_equity_daily_bar_data(cls):
         return trades_by_sid_to_dfs(
             {
                 cls.sidint: factory.create_trade_history(
@@ -3051,7 +3051,7 @@ class TestFutureFlip(WithDataPortal, WithSimParams, ZiplineTestCase):
     sid, = ASSET_FINDER_EQUITY_SIDS = (1,)
 
     @classmethod
-    def make_daily_bar_data(cls):
+    def make_equity_daily_bar_data(cls):
         return trades_by_sid_to_dfs(
             {
                 cls.sid: factory.create_trade_history(
@@ -3169,7 +3169,7 @@ def handle_data(context, data):
     )
 
     @classmethod
-    def make_minute_bar_data(cls):
+    def make_equity_minute_bar_data(cls):
         asset_minutes = \
             cls.trading_schedule.execution_minutes_for_days_in_range(
                 cls.sim_params.period_start,
@@ -3192,7 +3192,7 @@ def make_minute_bar_data(cls):
         )
 
     @classmethod
-    def make_daily_bar_data(cls):
+    def make_equity_daily_bar_data(cls):
         yield 1, pd.DataFrame(
             {
                 'open': np.full(3, 1),