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STY: In test_perf_tracking, import datetime/timedelta via from-import.

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This commit is contained in:
Scott Sanderson
2014-07-11 18:55:00 -04:00
parent 4712891e88
commit 1039919340
1 changed files with 19 additions and 16 deletions
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tests/test_perf_tracking.py
+19 -16
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@@ -16,7 +16,10 @@
from __future__ import division
import collections
import datetime
from datetime import (
datetime,
timedelta,
)
import logging
import operator
@@ -44,9 +47,9 @@ from zipline.protocol import Event
logger = logging.getLogger('Test Perf Tracking')
onesec = datetime.timedelta(seconds=1)
oneday = datetime.timedelta(days=1)
tradingday = datetime.timedelta(hours=6, minutes=30)
onesec = timedelta(seconds=1)
oneday = timedelta(days=1)
tradingday = timedelta(hours=6, minutes=30)
def create_txn(trade_event, price, amount):
@@ -357,10 +360,10 @@ class TestDividendPerformance(unittest.TestCase):
def test_market_hours_calculations(self):
with trading.TradingEnvironment():
# DST in US/Eastern began on Sunday March 14, 2010
before = datetime.datetime(2010, 3, 12, 14, 31, tzinfo=pytz.utc)
before = datetime(2010, 3, 12, 14, 31, tzinfo=pytz.utc)
after = factory.get_next_trading_dt(
before,
datetime.timedelta(days=1)
timedelta(days=1)
)
self.assertEqual(after.hour, 13)
@@ -723,8 +726,8 @@ class TestDividendPerformanceHolidayStyle(TestDividendPerformance):
# be skipped by the simulation.
def setUp(self):
self.dt = datetime.datetime(2003, 11, 30, tzinfo=pytz.utc)
self.end_dt = datetime.datetime(2004, 11, 25, tzinfo=pytz.utc)
self.dt = datetime(2003, 11, 30, tzinfo=pytz.utc)
self.end_dt = datetime(2004, 11, 25, tzinfo=pytz.utc)
self.sim_params = SimulationParameters(
self.dt,
self.end_dt)
@@ -1254,11 +1257,11 @@ class TestPerformanceTracker(unittest.TestCase):
# 12 13 14 15 16 17 18
# 19 20 21 22 23 24 25
# 26 27 28 29 30 31
start_dt = datetime.datetime(year=2008,
start_dt = datetime(year=2008,
month=10,
day=9,
tzinfo=pytz.utc)
end_dt = datetime.datetime(year=2008,
end_dt = datetime(year=2008,
month=10,
day=16,
tzinfo=pytz.utc)
@@ -1268,7 +1271,7 @@ class TestPerformanceTracker(unittest.TestCase):
price = 10.1
price_list = [price] * trade_count
volume = [100] * trade_count
trade_time_increment = datetime.timedelta(days=1)
trade_time_increment = timedelta(days=1)
sim_params = SimulationParameters(
period_start=start_dt,
@@ -1397,9 +1400,9 @@ class TestPerformanceTracker(unittest.TestCase):
""" Tests minute performance tracking."""
with trading.TradingEnvironment():
start_dt = trading.environment.exchange_dt_in_utc(
datetime.datetime(2013, 3, 1, 9, 31))
datetime(2013, 3, 1, 9, 31))
end_dt = trading.environment.exchange_dt_in_utc(
datetime.datetime(2013, 3, 1, 16, 0))
datetime(2013, 3, 1, 16, 0))
sim_params = SimulationParameters(
period_start=start_dt,
@@ -1426,11 +1429,11 @@ class TestPerformanceTracker(unittest.TestCase):
})
foo_event_2 = factory.create_trade(
'foo', 11.0, 20, start_dt + datetime.timedelta(minutes=1))
'foo', 11.0, 20, start_dt + timedelta(minutes=1))
bar_event_2 = factory.create_trade(
'bar', 11.0, 20, start_dt + datetime.timedelta(minutes=1))
'bar', 11.0, 20, start_dt + timedelta(minutes=1))
benchmark_event_2 = Event({
'dt': start_dt + datetime.timedelta(minutes=1),
'dt': start_dt + timedelta(minutes=1),
'returns': 0.02,
'type': zp.DATASOURCE_TYPE.BENCHMARK
})