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MAINT: Remove future_chain API method. #1502

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merged 1 commit into from Sep 21, 2016
Merged

MAINT: Remove future_chain API method. #1502

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2 changes: 0 additions & 2 deletions docs/source/appendix.rst
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Expand Up @@ -87,8 +87,6 @@ Assets

.. autofunction:: zipline.api.future_symbol

.. autofunction:: zipline.api.future_chain

.. autofunction:: zipline.api.set_symbol_lookup_date

.. autofunction:: zipline.api.sid
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103 changes: 0 additions & 103 deletions tests/test_algorithm.py
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Expand Up @@ -58,7 +58,6 @@
TradingControlViolation,
AccountControlViolation,
SymbolNotFound,
RootSymbolNotFound,
UnsupportedDatetimeFormat,
CannotOrderDelistedAsset,
SetCancelPolicyPostInit,
Expand Down Expand Up @@ -726,108 +725,6 @@ def test_future_symbol(self):
with self.assertRaises(TypeError):
algo.future_symbol({'foo': 'bar'})

def test_future_chain_offset(self):
# November 2006 December 2006
# Su Mo Tu We Th Fr Sa Su Mo Tu We Th Fr Sa
# 1 2 3 4 1 2
# 5 6 7 8 9 10 11 3 4 5 6 7 8 9
# 12 13 14 15 16 17 18 10 11 12 13 14 15 16
# 19 20 21 22 23 24 25 17 18 19 20 21 22 23
# 26 27 28 29 30 24 25 26 27 28 29 30
# 31

algo = TradingAlgorithm(env=self.env)
algo.datetime = pd.Timestamp('2006-12-01', tz='UTC')

self.assertEqual(
algo.future_chain('CL', offset=1).as_of_date,
pd.Timestamp("2006-12-04", tz='UTC')
)

self.assertEqual(
algo.future_chain("CL", offset=5).as_of_date,
pd.Timestamp("2006-12-08", tz='UTC')
)

self.assertEqual(
algo.future_chain("CL", offset=-10).as_of_date,
pd.Timestamp("2006-11-16", tz='UTC')
)

# September 2016
# Su Mo Tu We Th Fr Sa
# 1 2 3
# 4 5 6 7 8 9 10
# 11 12 13 14 15 16 17
# 18 19 20 21 22 23 24
# 25 26 27 28 29 30
self.assertEqual(
algo.future_chain(
"CL",
as_of_date=pd.Timestamp("2016-08-31", tz='UTC'),
offset=10
).as_of_date,
pd.Timestamp("2016-09-15", tz='UTC')
)

def test_future_chain(self):
algo = TradingAlgorithm(env=self.env)
algo.datetime = pd.Timestamp('2006-12-01', tz='UTC')

# Check that the fields of the FutureChain object are set correctly
cl = algo.future_chain('CL')
self.assertEqual(cl.root_symbol, 'CL')
self.assertEqual(cl.as_of_date, algo.datetime)

# Check the fields are set correctly if an as_of_date is supplied
as_of_date = pd.Timestamp('1952-08-11', tz='UTC')

cl = algo.future_chain('CL', as_of_date=as_of_date)
self.assertEqual(cl.root_symbol, 'CL')
self.assertEqual(cl.as_of_date, as_of_date)

cl = algo.future_chain('CL', as_of_date='1952-08-11')
self.assertEqual(cl.root_symbol, 'CL')
self.assertEqual(cl.as_of_date, as_of_date)

# Check that weird capitalization is corrected
cl = algo.future_chain('cL')
self.assertEqual(cl.root_symbol, 'CL')

cl = algo.future_chain('cl')
self.assertEqual(cl.root_symbol, 'CL')

# Check that invalid root symbols raise RootSymbolNotFound
with self.assertRaises(RootSymbolNotFound):
algo.future_chain('CLZ')

with self.assertRaises(RootSymbolNotFound):
algo.future_chain('')

# Check that invalid dates raise UnsupportedDatetimeFormat
with self.assertRaises(UnsupportedDatetimeFormat):
algo.future_chain('CL', 'my_finger_slipped')

with self.assertRaises(UnsupportedDatetimeFormat):
algo.future_chain('CL', '2015-09-')

# Supplying a non-string argument to future_chain()
# should result in a TypeError.
with self.assertRaises(TypeError):
algo.future_chain(1)

with self.assertRaises(TypeError):
algo.future_chain((1,))

with self.assertRaises(TypeError):
algo.future_chain({1})

with self.assertRaises(TypeError):
algo.future_chain([1])

with self.assertRaises(TypeError):
algo.future_chain({'foo': 'bar'})

def test_set_symbol_lookup_date(self):
"""
Test the set_symbol_lookup_date API method.
Expand Down