Merge pull request #1462 from quantopian/symbol-lookup-raises

Symbol lookup raises

Author: kglowinski

tests/test_assets.py

@@ -720,6 +720,43 @@ def test_lookup_generic(self):
                 self.assertEqual(results, expected)
                 self.assertEqual(missing, [])
 
+    def test_lookup_none_raises(self):
+        """
+        If lookup_symbol is vectorized across multiple symbols, and one of them
+        is None, want to raise a TypeError.
+        """
+
+        with self.assertRaises(TypeError):
+            self.asset_finder.lookup_symbol(None, pd.Timestamp('2013-01-01'))
+
+    def test_lookup_mult_are_one(self):
+        """
+        Ensure that multiple symbols that return the same sid are collapsed to
+        a single returned asset.
+        """
+
+        date = pd.Timestamp('2013-01-01', tz='UTC')
+
+        df = pd.DataFrame.from_records(
+            [
+                {
+                    'sid': 1,
+                    'symbol': symbol,
+                    'start_date': date.value,
+                    'end_date': (date + timedelta(days=30)).value,
+                    'exchange': 'NYSE',
+                }
+                for symbol in ('FOOB', 'FOO_B')
+            ]
+        )
+        self.write_assets(equities=df)
+        finder = self.asset_finder
+
+        # If we are able to resolve this with any result, means that we did not
+        # raise a MultipleSymbolError.
+        result = finder.lookup_symbol('FOO/B', date + timedelta(1), fuzzy=True)
+        self.assertEqual(result.sid, 1)
+
     def test_lookup_generic_handle_missing(self):
         data = pd.DataFrame.from_records(
             [

zipline/assets/assets.py

@@ -640,21 +640,23 @@ def _lookup_symbol_fuzzy(self, symbol, as_of_date):
                 options=set(options),
             )
 
-        options = []
+        options = {}
         for start, end, sid, sym in owners:
             if start <= as_of_date < end:
                 # see which fuzzy symbols were owned on the asof date.
-                options.append((sid, sym))
+                options[sid] = sym
 
         if not options:
             # no equity owned the fuzzy symbol on the date requested
-            SymbolNotFound(symbol=symbol)
+            raise SymbolNotFound(symbol=symbol)
 
+        sid_keys = list(options.keys())
+        # If there was only one owner, or there is a fuzzy and non-fuzzy which
+        # map to the same sid, return it.
         if len(options) == 1:
-            # there was only one owner, return it
-            return self.retrieve_asset(options[0][0])
+            return self.retrieve_asset(sid_keys[0])
 
-        for sid, sym in options:
+        for sid, sym in options.items():
             if sym == symbol:
                 # look for an exact match on the asof date
                 return self.retrieve_asset(sid)
@@ -663,10 +665,7 @@ def _lookup_symbol_fuzzy(self, symbol, as_of_date):
         # there are no exact matches
         raise MultipleSymbolsFound(
             symbol=symbol,
-            options=set(map(
-                compose(self.retrieve_asset, itemgetter(0)),
-                options,
-            )),
+            options=[self.retrieve_asset(s) for s in sid_keys],
         )
 
     def lookup_symbol(self, symbol, as_of_date, fuzzy=False):
@@ -703,6 +702,10 @@ def lookup_symbol(self, symbol, as_of_date, fuzzy=False):
             there are multiple candidates for the given ``symbol`` on the
             ``as_of_date``.
         """
+        if symbol is None:
+            raise TypeError("Cannot lookup asset for symbol of None for "
+                            "as of date %s." % as_of_date)
+
         if fuzzy:
             return self._lookup_symbol_fuzzy(symbol, as_of_date)
         return self._lookup_symbol_strict(symbol, as_of_date)