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More tests passing.
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@@ -4,18 +4,19 @@ import random
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import datetime
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import pytz
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import zipline.test.factory as factory
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import zipline.test.algorithms
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import zipline.util as qutil
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import zipline.utils.factory as factory
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import zipline.test_algorithms
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#import zipline.util as qutil
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import zipline.finance.performance as perf
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import zipline.finance.risk as risk
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import zipline.protocol as zp
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from zipline.finance.trading import TradeSimulationClient, TradingEnvironment, \
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SIMULATION_STYLE
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SIMULATION_STYLE
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class PerformanceTestCase(unittest.TestCase):
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def setUp(self):
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qutil.configure_logging()
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#qutil.configure_logging()
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self.benchmark_returns, self.treasury_curves = \
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factory.load_market_data()
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@@ -565,4 +566,4 @@ shares in position"
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cumulative_pos = perf_tracker.cumulative_performance.positions[sid]
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expected_size = txn_count / 2 * -25
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self.assertEqual(cumulative_pos.amount, expected_size)
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