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removed old refs
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@@ -66,7 +66,6 @@ class FinanceTestCase(TestCase):
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period_start = datetime(2008, 1, 1, tzinfo = pytz.utc),
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period_end = datetime(2008, 12, 31, tzinfo = pytz.utc),
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capital_base = 100000,
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max_drawdown = 0.50
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)
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#holidays taken from: http://www.nyse.com/press/1191407641943.html
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new_years = datetime(2008, 1, 1, tzinfo = pytz.utc)
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@@ -49,8 +49,7 @@ class TradingEnvironment(object):
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treasury_curves,
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period_start = None,
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period_end = None,
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capital_base = None,
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max_drawdown = None
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capital_base = None
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):
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self.trading_days = []
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@@ -61,7 +60,6 @@ class TradingEnvironment(object):
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self.period_end = period_end
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self.capital_base = capital_base
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self.period_trading_days = None
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self.max_drawdown = max_drawdown
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assert self.period_start <= self.period_end, \
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"Period start falls after period end."
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