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Date bookkeeping fixes in perf and risk

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Issues appeared when we were close to the end of our
historical data.

Yielding DONE event with both perf and risk messages now
This commit is contained in:
Richard Frank
2012-12-12 14:01:10 -05:00
parent e7b504f4ca
commit 095f2dd65b
7 changed files with 103 additions and 62 deletions
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tests/test_algorithm.py
+2 -1
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@@ -39,7 +39,8 @@ class TestTransformAlgorithm(TestCase):
)
self.source = SpecificEquityTrades(event_list=trade_history)
self.df_source, self.df = factory.create_test_df_source()
self.df_source, self.df = \
factory.create_test_df_source(self.trading_environment)
def test_source_as_input(self):
algo = TestRegisterTransformAlgorithm(sids=[133])