diff --git a/tests/test_perf_tracking.py b/tests/test_perf_tracking.py index 411c955a..87951e1b 100644 --- a/tests/test_perf_tracking.py +++ b/tests/test_perf_tracking.py @@ -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 })