format test code

rqalpha/model/instrument.py

@@ -124,7 +124,7 @@ def name(self):
         return self.__name
 
     def __repr__(self):
-        return "{0}:{1}".format(self.__code,self.__name)
+        return "{0}:{1}".format(self.__code, self.__name)
 
 
 class IndustryCode(object):

rqalpha/model/order.py

@@ -22,8 +22,6 @@
 from ..utils.logger import user_system_log
 
 
-
-
 class Order(object):
 
     order_id_gen = id_gen(int(time.time()))

test.py

@@ -276,11 +276,11 @@ def write_csv(path, fields):
                 writer = csv.DictWriter(csv_file, fieldnames=fields)
                 writer.writerow({'date_time': end_time, 'time_spend': time_spend})
     else:
-        if 0 < len(old_test_times) < 5 and time_spend > float(sum(float(i['time_spend']) for i in old_test_times))/len(old_test_times) * 1.1:
+        if 0 < len(old_test_times) < 5 and time_spend > float(sum(float(i['time_spend']) for i in old_test_times)) / len(old_test_times) * 1.1:
             print('Average time of last 5 runs:', float(sum(float(i['time_spend']) for i in old_test_times))/len(old_test_times))
             print('Now time spend:', time_spend)
             raise RuntimeError('Performance regresses!')
-        elif len(old_test_times) >= 5 and time_spend > float(sum(float(i['time_spend']) for i in old_test_times[-5:]))/5 * 1.1:
+        elif len(old_test_times) >= 5 and time_spend > float(sum(float(i['time_spend']) for i in old_test_times[-5:])) / 5 * 1.1:
             print('Average time of last 5 runs:',
                   float(sum(float(i['time_spend']) for i in old_test_times[-5:])) / 5)
             print('Now time spend:', time_spend)

tests/api/__init__.py

@@ -1,19 +1,16 @@
 #!/usr/bin/env python
-# encoding: utf-8
-
-
-"""
-@author: Gu Xi
-@contact: guxi@ricequant.com
-@site: http://www.ricequant.com
-@file: __init__.py.py
-@time: 2017/2/17 下午1:35
-"""
-
-
-def func():
-    pass
-
-
-if __name__ == '__main__':
-    pass
+# -*- coding: utf-8 -*-
+#
+# Copyright 2017 Ricequant, Inc
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+#     http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.

tests/api/test_api_base.py

@@ -1,9 +1,26 @@
 #!/usr/bin/env python
-# encoding: utf-8
+# -*- coding: utf-8 -*-
+#
+# Copyright 2017 Ricequant, Inc
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+#     http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+
 import inspect
 
+
 def test_get_order():
     from rqalpha.api import order_shares, get_order
+
     def init(context):
         context.s1 = '000001.XSHE'
         context.amount = 100
@@ -19,6 +36,7 @@ def handle_bar(context, bar_dict):
 
 def test_get_open_order():
     from rqalpha.api import order_shares, get_open_orders, get_order
+
     def init(context):
         context.s1 = '000001.XSHE'
         context.limitprice = 8.9
@@ -45,6 +63,7 @@ def handle_bar(context, bar_dict):
 
 def test_cancel_order():
     from rqalpha.api import order_shares, cancel_order, get_order
+
     def init(context):
         context.s1 = '000001.XSHE'
         context.limitprice = 8.59
@@ -63,6 +82,7 @@ def handle_bar(context, bar_dict):
 
 def test_update_universe():
     from rqalpha.api import update_universe, history_bars
+
     def init(context):
         context.s1 = '000001.XSHE'
         context.s2 = '600340.XSHG'
@@ -82,6 +102,7 @@ def handle_bar(context, bar_dict):
 
 def test_subscribe():
     from rqalpha.api import subscribe
+
     def init(context):
         context.f1 = 'AU88'
         context.amount = 1
@@ -94,6 +115,7 @@ def handle_bar(context, bar_dict):
 
 def test_unsubscribe():
     from rqalpha.api import subscribe, unsubscribe
+
     def init(context):
         context.f1 = 'AU88'
         context.amount = 1
@@ -107,6 +129,7 @@ def handle_bar(context, bar_dict):
 
 def test_get_yield_curve():
     from rqalpha.api import get_yield_curve
+
     def init(context):
         pass
 
@@ -119,6 +142,7 @@ def handle_bar(context, bar_dict):
 
 def test_history_bars():
     from rqalpha.api import history_bars
+
     def init(context):
         context.s1 = '000001.XSHE'
         pass
@@ -132,6 +156,7 @@ def handle_bar(context, bar_dict):
 
 def test_all_instruments():
     from rqalpha.api import all_instruments
+
     def init(context):
         pass
 
@@ -151,8 +176,10 @@ def handle_bar(context, bar_dict):
         assert all_instruments('Future').shape >= (3500, 16)
 test_all_instruments_code_new = "".join(inspect.getsourcelines(test_all_instruments)[0])
 
+
 def test_instruments_code():
     from rqalpha.api import instruments
+
     def init(context):
         context.s1 = '000001.XSHE'
         pass
@@ -170,6 +197,7 @@ def handle_bar(context, bar_dict):
 
 def test_sector():
     from rqalpha.api import sector
+
     def init(context):
         pass
 
@@ -180,6 +208,7 @@ def handle_bar(context, bar_dict):
 
 def test_industry():
     from rqalpha.api import industry, instruments
+
     def init(context):
         context.s1 = '000001.XSHE'
         context.s2 = '600340.XSHG'
@@ -196,6 +225,7 @@ def handle_bar(context, bar_dict):
 
 def test_concept():
     from rqalpha.api import concept, instruments
+
     def init(context):
         context.s1 = '000002.XSHE'
 
@@ -210,6 +240,7 @@ def handle_bar(context, bar_dict):
 def test_get_trading_dates():
     from rqalpha.api import get_trading_dates
     import datetime
+
     def init(context):
         pass
 
@@ -228,6 +259,7 @@ def handle_bar(context, bar_dict):
 
 def test_get_previous_trading_date():
     from rqalpha.api import get_previous_trading_date
+
     def init(context):
         pass
 
@@ -244,6 +276,7 @@ def handle_bar(context, bar_dict):
 
 def test_get_next_trading_date():
     from rqalpha.api import get_next_trading_date
+
     def init(context):
         pass
 
@@ -256,6 +289,7 @@ def handle_bar(context, bar_dict):
 def test_get_dividend():
     from rqalpha.api import get_dividend
     import pandas
+
     def init(context):
         pass
 

tests/api/test_api_future.py

@@ -1,9 +1,26 @@
 #!/usr/bin/env python
-# encoding: utf-8
+# -*- coding: utf-8 -*-
+#
+# Copyright 2017 Ricequant, Inc
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+#     http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+
 import inspect
 
+
 def test_buy_open():
     from rqalpha.api import buy_open, subscribe, get_order, ORDER_STATUS, POSITION_EFFECT, SIDE
+
     def init(context):
         context.f1 = 'P88'
         context.amount = 1
@@ -27,6 +44,7 @@ def handle_bar(context, bar_dict):
 
 def test_sell_open():
     from rqalpha.api import sell_open, subscribe, get_order, ORDER_STATUS, POSITION_EFFECT, SIDE
+
     def init(context):
         context.f1 = 'P88'
         context.amount = 1
@@ -50,6 +68,7 @@ def handle_bar(context, bar_dict):
 
 def test_buy_close():
     from rqalpha.api import buy_close, subscribe, get_order, ORDER_STATUS, POSITION_EFFECT, SIDE
+
     def init(context):
         context.f1 = 'P88'
         context.amount = 1
@@ -73,6 +92,7 @@ def handle_bar(context, bar_dict):
 
 def test_sell_close():
     from rqalpha.api import sell_close, subscribe, get_order, ORDER_STATUS, POSITION_EFFECT, SIDE
+
     def init(context):
         context.f1 = 'P88'
         context.amount = 1

tests/api/test_api_stock.py

@@ -1,7 +1,21 @@
 #!/usr/bin/env python
-# encoding: utf-8
+# -*- coding: utf-8 -*-
+#
+# Copyright 2017 Ricequant, Inc
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+#     http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+
 import inspect
-import datetime
 
 
 def test_order_shares():
@@ -14,6 +28,7 @@ def handle_bar(context, bar_dict):
 
 def test_order_shares():
     from rqalpha.api import order_shares, get_order, SIDE, LimitOrder
+
     def init(context):
         context.order_count = 0
         context.s1 = "000001.XSHE"
@@ -36,6 +51,7 @@ def handle_bar(context, bar_dict):
 
 def test_order_lots():
     from rqalpha.api import order_lots, get_order, SIDE, LimitOrder
+
     def init(context):
         context.order_count = 0
         context.s1 = "000001.XSHE"
@@ -58,6 +74,7 @@ def handle_bar(context, bar_dict):
 
 def test_order_value():
     from rqalpha.api import order_value, get_order, SIDE, LimitOrder
+
     def init(context):
         context.order_count = 0
         context.s1 = "000001.XSHE"
@@ -78,6 +95,7 @@ def handle_bar(context, bar_dict):
 
 def test_order_percent():
     from rqalpha.api import order_percent, get_order, SIDE, LimitOrder
+
     def init(context):
         context.order_count = 0
         context.s1 = "000001.XSHE"
@@ -97,6 +115,7 @@ def handle_bar(context, bar_dict):
 
 def test_order_target_value():
     from rqalpha.api import order_target_percent, get_order, SIDE, LimitOrder
+
     def init(context):
         context.order_count = 0
         context.s1 = "000001.XSHE"

tests/test_s_dma.py

@@ -24,8 +24,7 @@ def handle_bar(context, bar_dict):
     if DDD < AMA and cur_position > 0:
         order_target_percent(context.s1, 0)
 
-    if (HHV(MAX(O, C), 50) / LLV(MIN(O, C), 50) < 2
-        and CROSS(DDD, AMA) and cur_position == 0):
+    if (HHV(MAX(O, C), 50) / LLV(MIN(O, C), 50) < 2 and CROSS(DDD, AMA) and cur_position == 0):
         order_target_percent(context.s1, 1)
 
 

tests/test_s_dual_thrust.py

@@ -48,7 +48,6 @@ def handle_bar(context, bar_dict):
         # 使用第n-1日的收盘价作为当前价
         current_price = Close[2]
 
-
         Range = max((HH - LC), (HC - LL))
         K1 = 0.9
         BuyLine = Openprice + K1 * Range

tests/test_s_scheduler.py

@@ -2,7 +2,7 @@
 
 
 def init(context):
-    scheduler.run_weekly(rebalance, 1, time_rule = market_open(0, 0))
+    scheduler.run_weekly(rebalance, 1, time_rule=market_open(0, 0))
 
 
 def rebalance(context, bar_dict):