mirror of
https://github.com/wassname/catalyst.git
synced 2026-09-12 12:12:04 +08:00
BUG: ensure perf stats are generated for all days
When running with minutely emissions the simulator would report to the user that it simulated 'n - 1' days (where n is the number of days specified in the simulation params). Now the correct number of trading days are reported as being simulated.
This commit is contained in:
committed by
twiecki
parent
45844bac31
commit
147242339d
@@ -0,0 +1,28 @@
|
||||
#
|
||||
# Copyright 2014 Quantopian, Inc.
|
||||
#
|
||||
# Licensed under the Apache License, Version 2.0 (the "License");
|
||||
# you may not use this file except in compliance with the License.
|
||||
# You may obtain a copy of the License at
|
||||
#
|
||||
# http://www.apache.org/licenses/LICENSE-2.0
|
||||
#
|
||||
# Unless required by applicable law or agreed to in writing, software
|
||||
# distributed under the License is distributed on an "AS IS" BASIS,
|
||||
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
||||
# See the License for the specific language governing permissions and
|
||||
# limitations under the License.
|
||||
|
||||
from unittest import TestCase
|
||||
from zipline.test_algorithms import NoopAlgorithm
|
||||
from zipline.utils import factory
|
||||
|
||||
|
||||
class TestTradeSimulation(TestCase):
|
||||
|
||||
def test_minutely_emissions_generate_performance_stats_for_last_day(self):
|
||||
params = factory.create_simulation_parameters(num_days=1)
|
||||
params.emission_rate = 'minute'
|
||||
algo = NoopAlgorithm()
|
||||
algo.run(source=[], sim_params=params)
|
||||
self.assertEqual(algo.perf_tracker.day_count, 1.0)
|
||||
Reference in New Issue
Block a user