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Whitespace wrangling. According to PEP8 recommendations.

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This commit is contained in:
Eddie Hebert
2012-10-03 13:20:26 -04:00
parent 3f2f16dba2
commit 0cd8931a5b
1 changed files with 35 additions and 27 deletions
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tests/test_perf_tracking.py
+35 -27
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@@ -10,6 +10,7 @@ import zipline.protocol as zp
from zipline.finance.trading import TradingEnvironment
class PerformanceTestCase(unittest.TestCase):
def setUp(self):
@@ -38,15 +39,14 @@ check treasury and benchmark data in findb, and re-run the test."""
self.trading_environment = TradingEnvironment(
self.benchmark_returns,
self.treasury_curves,
period_start = self.dt,
period_end = self.end_dt
period_start=self.dt,
period_end=self.end_dt
)
self.onesec = datetime.timedelta(seconds=1)
self.oneday = datetime.timedelta(days=1)
self.tradingday = datetime.timedelta(hours=6, minutes=30)
self.dt = self.trading_environment.trading_days[random_index]
def tearDown(self):
@@ -60,13 +60,13 @@ check treasury and benchmark data in findb, and re-run the test."""
#post some trades in the market
trades = factory.create_trade_history(
1,
[10,10,10,11],
[100,100,100,100],
[10, 10, 10, 11],
[100, 100, 100, 100],
self.onesec,
self.trading_environment
)
txn = factory.create_txn(1,10.0,100,self.dt + self.onesec)
txn = factory.create_txn(1, 10.0, 100, self.dt + self.onesec)
pp = perf.PerformancePeriod({}, 0.0, 1000.0)
pp.execute_transaction(txn)
@@ -82,7 +82,10 @@ check treasury and benchmark data in findb, and re-run the test."""
cost of sole txn in test"
)
self.assertEqual(len(pp.positions),1,"should be just one position")
self.assertEqual(
len(pp.positions),
1,
"should be just one position")
self.assertEqual(
pp.positions[1].sid,
@@ -127,8 +130,8 @@ check treasury and benchmark data in findb, and re-run the test."""
single short-sale transaction"""
trades = factory.create_trade_history(
1,
[10,10,10,11,10,9],
[100,100,100,100,100,100],
[10, 10, 10, 11, 10, 9],
[100, 100, 100, 100, 100, 100],
self.onesec,
self.trading_environment
)
@@ -187,7 +190,7 @@ single short-sale transaction"""
shares in position"
)
self.assertEqual(pp.pnl,-100,"gain of 1 on 100 shares should be 100")
self.assertEqual(pp.pnl, -100, "gain of 1 on 100 shares should be 100")
# simulate additional trades, and ensure that the position value
# reflects the new price
@@ -321,8 +324,8 @@ trade after cover"""
trades = factory.create_trade_history(
1,
[10,10,10,11,9,8,7,8,9,10],
[100,100,100,100,100,100,100,100,100,100],
[10, 10, 10, 11, 9, 8, 7, 8, 9, 10],
[100, 100, 100, 100, 100, 100, 100, 100, 100, 100],
self.onesec,
self.trading_environment
)
@@ -334,7 +337,7 @@ trade after cover"""
self.dt + self.onesec
)
cover_txn = factory.create_txn(1,7.0,100,self.dt + self.onesec * 6)
cover_txn = factory.create_txn(1, 7.0, 100, self.dt + self.onesec * 6)
pp = perf.PerformancePeriod({}, 0.0, 1000.0)
pp.execute_transaction(short_txn)
@@ -400,16 +403,16 @@ shares in position"
def test_cost_basis_calc(self):
trades = factory.create_trade_history(
1,
[10,11,11,12],
[100,100,100,100],
[10, 11, 11, 12],
[100, 100, 100, 100],
self.onesec,
self.trading_environment
)
transactions = factory.create_txn_history(
1,
[10,11,11,12],
[100,100,100,100],
[10, 11, 11, 12],
[100, 100, 100, 100],
self.onesec,
self.trading_environment
)
@@ -468,11 +471,12 @@ shares in position"
self.assertEqual(
pp2.positions[1].last_sale_price,
10,
"should have a last sale of 10, was {val}".format(val=pp2.positions[1].last_sale_price)
"should have a last sale of 10, was {val}".format(
val=pp2.positions[1].last_sale_price)
)
self.assertEqual(
round(pp2.positions[1].cost_basis,2),
round(pp2.positions[1].cost_basis, 2),
11.33,
"should have a cost basis of 11.33"
)
@@ -498,7 +502,7 @@ shares in position"
)
self.assertEqual(
round(pp3.positions[1].cost_basis,2),
round(pp3.positions[1].cost_basis, 2),
11.33,
"should have a cost basis of 11.33"
)
@@ -541,8 +545,12 @@ shares in position"
self.trading_environment.period_start = trade_history[0].dt
self.trading_environment.period_end = trade_history[-1].dt
self.trading_environment.capital_base = 1000.0
self.trading_environment.frame_index = ['sid', 'volume', 'dt', \
'price', 'changed']
self.trading_environment.frame_index = [
'sid',
'volume',
'dt',
'price',
'changed']
perf_tracker = perf.PerformanceTracker(
self.trading_environment,
[sid, sid2]
@@ -553,11 +561,11 @@ shares in position"
#first trade in each sid, to simulate None transaction
if(event.dt != self.trading_environment.period_start):
txn = zp.ndict({
'sid' : event.sid,
'amount' : -25,
'dt' : event.dt,
'price' : 10.0,
'commission' : 0.50
'sid': event.sid,
'amount': -25,
'dt': event.dt,
'price': 10.0,
'commission': 0.50
})
else:
txn = None