misc

alphamind/data/engines/sqlengine.py

@@ -613,7 +613,7 @@ class SqlEngine(object):
 
         res = df[['trade_date', 'code', 'industry_code', 'industry_name'] + in_s]
 
-        res = res.assign(**dict(zip(out_s, [0]*len(out_s))))
+        res = res.assign(**dict(zip(out_s, [0] * len(out_s))))
         return res
 
     def fetch_trade_status(self,
@@ -923,4 +923,4 @@ if __name__ == '__main__':
     ref_date = '2017-12-28'
     codes = universe.query(engine, dates=[ref_date])
     df = engine.fetch_trade_status(ref_date, codes.code.tolist())
-    print(df)
\ No newline at end of file
+    print(df)

alphamind/data/transformer.py

@@ -80,3 +80,8 @@ class Transformer(object):
             return transformed_data
         else:
             return pd.DataFrame()
+
+
+if __name__ == '__main__':
+
+    transformer = Transformer(['c', 'a'])

alphamind/tests/model/test_composer.py

+# -*- coding: utf-8 -*-
+"""
+Created on 2018-2-9
+
+@author: cheng.li
+"""
+
+import unittest
+from alphamind.data.engines.universe import Universe
+from alphamind.model.composer import DataMeta
+from alphamind.model.composer import Composer
+
+
+class TestComposer(unittest.TestCase):
+
+    def test_data_meta_persistence(self):
+
+        freq = '5b'
+        universe = Universe('custom', ['zz800'])
+        batch = 4
+        neutralized_risk = ['SIZE']
+        risk_model = 'long'
+        pre_process = ['standardize', 'winsorize_normal']
+        post_process = ['standardize', 'winsorize_normal']
+        warm_start = 2
+        data_source = 'postgresql://user:pwd@server/dummy'
+
+        data_meta = DataMeta(freq=freq,
+                             universe=universe,
+                             batch=batch,
+                             neutralized_risk=neutralized_risk,
+                             risk_model=risk_model,
+                             pre_process=pre_process,
+                             post_process=post_process,
+                             warm_start=warm_start,
+                             data_source=data_source)
+
+        data_desc = data_meta.save()
+
+        loaded_data = DataMeta.load(data_desc)
+        self.assertEqual(data_meta.freq, loaded_data.freq)
+        self.assertEqual(data_meta.universe, loaded_data.universe)
+        self.assertEqual(data_meta.batch, loaded_data.batch)
+        self.assertEqual(data_meta.neutralized_risk, loaded_data.neutralized_risk)
+        self.assertEqual(data_meta.risk_model, loaded_data.risk_model)
+        self.assertEqual(data_meta.pre_process, loaded_data.pre_process)
+        self.assertEqual(data_meta.post_process, loaded_data.post_process)
+        self.assertEqual(data_meta.warm_start, loaded_data.warm_start)
+        self.assertEqual(data_meta.data_source, loaded_data.data_source)
+
+    def test_composer_persistence(self):
+        pass
+
+
+

alphamind/tests/portfolio/test_allocations.py

+# -*- coding: utf-8 -*-
+"""
+Created on 2018-2-7
+
+@author: cheng.li
+"""
+
+import unittest
+from alphamind.portfolio.allocations import Asset
+from alphamind.portfolio.allocations import Portfolio
+from alphamind.portfolio.allocations import Positions
+from alphamind.portfolio.allocations import Execution
+
+
+class TestAllocation(unittest.TestCase):
+    pass
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