Method test_future_symbol

tests/test_algorithm.py:710–750

Tests the future_symbol API function.

(self)

            algo.symbol({'foo': 'bar'})

    def test_future_symbol(self):
        """ Tests the future_symbol API function.
        """
        algo = self.make_algo()
        algo.datetime = pd.Timestamp('2006-12-01', tz='UTC')

        # Check that we get the correct fields for the CLG06 symbol
        cl = algo.future_symbol('CLG06')
        self.assertEqual(cl.sid, 5)
        self.assertEqual(cl.symbol, 'CLG06')
        self.assertEqual(cl.root_symbol, 'CL')
        self.assertEqual(cl.start_date, pd.Timestamp('2005-12-01', tz='UTC'))
        self.assertEqual(cl.notice_date, pd.Timestamp('2005-12-20', tz='UTC'))
        self.assertEqual(cl.expiration_date,
                         pd.Timestamp('2006-01-20', tz='UTC'))

        with self.assertRaises(SymbolNotFound):
            algo.future_symbol('')

        with self.assertRaises(SymbolNotFound):
            algo.future_symbol('PLAY')

        with self.assertRaises(SymbolNotFound):
            algo.future_symbol('FOOBAR')

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

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

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

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

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


class TestSetSymbolLookupDate(zf.WithMakeAlgo, zf.ZiplineTestCase):