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TST: add unittest for CLOSE_POSTION event type for futures, add commission to TestAlgorithm

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warren-oneill
2015-06-11 11:39:10 -04:00
committed by jfkirk
parent 13180d5348
commit 0d7e23857e
1 changed files with 7 additions and 3 deletions
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tests/test_algorithm.py
+7 -3
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@@ -1290,7 +1290,6 @@ class TestAccountControls(TestCase):
algo = SetMaxLeverageAlgorithm(1)
self.check_algo_succeeds(algo, handle_data)
class TestClosePosAlgo(TestCase):
def setUp(self):
@@ -1303,10 +1302,15 @@ class TestClosePosAlgo(TestCase):
DATASOURCE_TYPE.CLOSE_POSITION]},
index=self.index)
})
self.data = DataPanelSource(pan)
metadata = {1: {'symbol': 'TEST',
'asset_type': 'future',
'notice_date': days[2],
'expiration_date': days[3]}}
self.algo = TestAlgorithm(sid=1, amount=1, order_count=1,
instant_fill=True, commission=PerShare(0))
instant_fill=True, commission=PerShare(0),
asset_metadata=metadata)
self.results = self.run_algo()
self.expected_positions = [1, 1, 0]
self.expected_pnl = [0, 1, 2]