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MAINT: Removed some unnecessary instance attributes

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Richard Frank
2015-09-24 21:49:45 -04:00
parent b0de423b38
commit 0b6b11a080
1 changed files with 15 additions and 19 deletions
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tests/test_algorithm.py
+15 -19
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@@ -1683,15 +1683,15 @@ class TestClosePosAlgo(TestCase):
'asset_type': 'equity',
'end_date': self.days[3]}}
self.env.write_data(equities_data=metadata)
self.algo = TestAlgorithm(sid=1, amount=1, order_count=1,
instant_fill=True, commission=PerShare(0),
env=self.env)
self.data = DataPanelSource(self.panel)
algo = TestAlgorithm(sid=1, amount=1, order_count=1,
instant_fill=True, commission=PerShare(0),
env=self.env)
data = DataPanelSource(self.panel)
# Check results
expected_positions = [1, 1, 0]
expected_pnl = [0, 1, 2]
results = self.run_algo()
results = algo.run(data)
self.check_algo_pnl(results, expected_pnl)
self.check_algo_positions(results, expected_positions)
@@ -1700,15 +1700,15 @@ class TestClosePosAlgo(TestCase):
'asset_type': 'future',
}}
self.env.write_data(futures_data=metadata)
self.algo = TestAlgorithm(sid=1, amount=1, order_count=1,
instant_fill=True, commission=PerShare(0),
env=self.env)
self.data = DataPanelSource(self.panel)
algo = TestAlgorithm(sid=1, amount=1, order_count=1,
instant_fill=True, commission=PerShare(0),
env=self.env)
data = DataPanelSource(self.panel)
# Check results
expected_positions = [1, 1, 0]
expected_pnl = [0, 1, 2]
results = self.run_algo()
results = algo.run(data)
self.check_algo_pnl(results, expected_pnl)
self.check_algo_positions(results, expected_positions)
@@ -1717,13 +1717,13 @@ class TestClosePosAlgo(TestCase):
'asset_type': 'future',
'auto_close_date': self.days[3]}}
self.env.write_data(futures_data=metadata)
self.algo = TestAlgorithm(sid=1, amount=1, order_count=1,
instant_fill=True, commission=PerShare(0),
env=self.env)
self.data = DataPanelSource(self.no_close_panel)
algo = TestAlgorithm(sid=1, amount=1, order_count=1,
instant_fill=True, commission=PerShare(0),
env=self.env)
data = DataPanelSource(self.no_close_panel)
# Check results
results = self.run_algo()
results = algo.run(data)
expected_pnl = [0, 1, 2]
self.check_algo_pnl(results, expected_pnl)
@@ -1731,10 +1731,6 @@ class TestClosePosAlgo(TestCase):
expected_positions = [1, 1, 0]
self.check_algo_positions(results, expected_positions)
def run_algo(self):
results = self.algo.run(self.data)
return results
def check_algo_pnl(self, results, expected_pnl):
for i, pnl in enumerate(results.pnl):
self.assertEqual(pnl, expected_pnl[i])