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refactor functions in __init__.py into separate modules
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phelps-sg committed Aug 24, 2023
1 parent 248ecfd commit 4eefdfd
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Showing 4 changed files with 622 additions and 600 deletions.
28 changes: 15 additions & 13 deletions tests/test_tardis_bundle.py
Original file line number Diff line number Diff line change
Expand Up @@ -55,17 +55,19 @@
from zipline.utils.cache import dataframe_cache, working_dir
from zipline.utils.run_algo import BenchmarkSpec

import zipline_tardis_bundle as tb
from zipline_tardis_bundle import (
import zipline_tardis_bundle.bundle as tb
from zipline_tardis_bundle.bundle import (
CALENDAR_24_7,
EMPTY_FILE_SIZE,
Asset,
TardisBundle,
assets_to_strs,
strs_to_assets,
tardis_bundle,
tardis_files,
tardis_ingester,
)
from zipline_tardis_bundle.util import (
Asset,
assets_to_strs,
strs_to_assets,
to_tardis_date,
utc_timestamp,
)
Expand Down Expand Up @@ -298,7 +300,7 @@ def mock_read_quotes_data(filename: str, _csv_dir: str) -> tb._ResampleData:
return tb._ResampleData(filename, mock_dir[filename])

mocker.patch(
"zipline_tardis_bundle._read_quotes_data",
"zipline_tardis_bundle.bundle._read_quotes_data",
side_effect=mock_read_quotes_data,
)

Expand Down Expand Up @@ -424,15 +426,15 @@ def write(self, *_args, **_kwargs):
test_exchange = "coinbase"

mocker.patch(
"zipline_tardis_bundle.CSV_DIR",
"zipline_tardis_bundle.bundle.CSV_DIR",
"./data/tardis_bundle",
)
mocker.patch(
"zipline_tardis_bundle._download_data",
"zipline_tardis_bundle.bundle._download_data",
return_value=None,
)
mocker.patch(
"zipline_tardis_bundle._data_pipeline",
"zipline_tardis_bundle.bundle._data_pipeline",
return_value=[
(i, test_pricing_data, tb._generate_metadata(test_pricing_data, pair))
for i, pair in enumerate(test_pairs)
Expand Down Expand Up @@ -500,11 +502,11 @@ def get_test_filenames(asset: Asset, *_args) -> Iterator[str]:
return iter(test_files_by_asset[asset])

mocker.patch(
"zipline_tardis_bundle._resample_and_merge",
"zipline_tardis_bundle.bundle._resample_and_merge",
return_value=test_pricing_data,
)
mocker.patch(
"zipline_tardis_bundle.tardis_files",
"zipline_tardis_bundle.bundle.tardis_files",
side_effect=get_test_filenames,
)
mocker.patch("os.scandir", return_value=None)
Expand Down Expand Up @@ -539,11 +541,11 @@ def test_ingest_and_backtest(self, mocker, zipline_environment):
# Test data files are already provided in the repo
# so patch download_quotes_data to do nothing.
mocker.patch(
"zipline_tardis_bundle.download_quotes_data",
"zipline_tardis_bundle.bundle.download_quotes_data",
return_value=None,
)
mocker.patch(
"zipline_tardis_bundle.CSV_DIR",
"zipline_tardis_bundle.bundle.CSV_DIR",
"./data/tardis_bundle",
)
trading_calendar = ingest(
Expand Down
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