test_assets.py 文件源码

def test_map_identifier_index_to_sids(self):
        # Build an empty finder and some Assets
        dt = pd.Timestamp('2014-01-01', tz='UTC')
        finder = self.asset_finder_type(self.env.engine)
        asset1 = Equity(1, symbol="AAPL")
        asset2 = Equity(2, symbol="GOOG")
        asset200 = Future(200, symbol="CLK15")
        asset201 = Future(201, symbol="CLM15")

        # Check for correct mapping and types
        pre_map = [asset1, asset2, asset200, asset201]
        post_map = finder.map_identifier_index_to_sids(pre_map, dt)
        self.assertListEqual([1, 2, 200, 201], post_map)
        for sid in post_map:
            self.assertIsInstance(sid, int)

        # Change order and check mapping again
        pre_map = [asset201, asset2, asset200, asset1]
        post_map = finder.map_identifier_index_to_sids(pre_map, dt)
        self.assertListEqual([201, 2, 200, 1], post_map)