More tests passing.

This commit is contained in:
Stephen Diehl
2012-05-10 17:10:09 -04:00
parent 133d9c03af
commit 0d8eada763
4 changed files with 14 additions and 14 deletions
+7 -6
View File
@@ -4,18 +4,19 @@ import random
import datetime
import pytz
import zipline.test.factory as factory
import zipline.test.algorithms
import zipline.util as qutil
import zipline.utils.factory as factory
import zipline.test_algorithms
#import zipline.util as qutil
import zipline.finance.performance as perf
import zipline.finance.risk as risk
import zipline.protocol as zp
from zipline.finance.trading import TradeSimulationClient, TradingEnvironment, \
SIMULATION_STYLE
SIMULATION_STYLE
class PerformanceTestCase(unittest.TestCase):
def setUp(self):
qutil.configure_logging()
#qutil.configure_logging()
self.benchmark_returns, self.treasury_curves = \
factory.load_market_data()
@@ -565,4 +566,4 @@ shares in position"
cumulative_pos = perf_tracker.cumulative_performance.positions[sid]
expected_size = txn_count / 2 * -25
self.assertEqual(cumulative_pos.amount, expected_size)