tests are passing for independent commission model

This commit is contained in:
fawce
2012-09-28 23:12:41 -04:00
parent e6b3e8e7b1
commit 1caefbff43
12 changed files with 241 additions and 215 deletions
+9 -7
View File
@@ -2,6 +2,7 @@
from unittest2 import TestCase
from collections import defaultdict
import zipline.utils.simfactory as simfactory
from zipline.test_algorithms import ExceptionAlgorithm, DivByZeroAlgorithm, \
InitializeTimeoutAlgorithm, TooMuchProcessingAlgorithm
from zipline.finance.slippage import FixedSlippage
@@ -9,6 +10,7 @@ from zipline.lines import SimulatedTrading
from zipline.gens.transform import StatefulTransform
from zipline.utils.timeout import TimeoutException
from zipline.utils.test_utils import (
drain_zipline,
setup_logger,
@@ -37,7 +39,7 @@ class ExceptionTestCase(TestCase):
def test_datasource_exception(self):
self.zipline_test_config['trade_source'] = ExceptionSource()
zipline = SimulatedTrading.create_test_zipline(
zipline = simfactory.create_test_zipline(
**self.zipline_test_config
)
@@ -54,7 +56,7 @@ class ExceptionTestCase(TestCase):
exc_tnfm = StatefulTransform(ExceptionTransform)
self.zipline_test_config['transforms'] = [exc_tnfm]
zipline = SimulatedTrading.create_test_zipline(
zipline = simfactory.create_test_zipline(
**self.zipline_test_config
)
@@ -72,7 +74,7 @@ class ExceptionTestCase(TestCase):
self.zipline_test_config['sid']
)
zipline = SimulatedTrading.create_test_zipline(
zipline = simfactory.create_test_zipline(
**self.zipline_test_config
)
@@ -90,7 +92,7 @@ class ExceptionTestCase(TestCase):
self.zipline_test_config['sid']
)
zipline = SimulatedTrading.create_test_zipline(
zipline = simfactory.create_test_zipline(
**self.zipline_test_config
)
@@ -108,7 +110,7 @@ class ExceptionTestCase(TestCase):
self.zipline_test_config['sid']
)
zipline = SimulatedTrading.create_test_zipline(
zipline = simfactory.create_test_zipline(
**self.zipline_test_config
)
@@ -125,7 +127,7 @@ class ExceptionTestCase(TestCase):
self.zipline_test_config['sid']
)
zipline = SimulatedTrading.create_test_zipline(
zipline = simfactory.create_test_zipline(
**self.zipline_test_config
)
@@ -140,7 +142,7 @@ class ExceptionTestCase(TestCase):
TooMuchProcessingAlgorithm(
self.zipline_test_config['sid']
)
zipline = SimulatedTrading.create_test_zipline(
zipline = simfactory.create_test_zipline(
**self.zipline_test_config
)
+2 -1
View File
@@ -10,6 +10,7 @@ from collections import defaultdict
from nose.tools import timed
import zipline.utils.factory as factory
import zipline.utils.simfactory as simfactory
from zipline.finance.trading import TradingEnvironment
from zipline.lines import SimulatedTrading
@@ -111,7 +112,7 @@ class FinanceTestCase(TestCase):
#provide enough trades to ensure all orders are filled.
self.zipline_test_config['order_count'] = 100
self.zipline_test_config['trade_count'] = 200
zipline = SimulatedTrading.create_test_zipline(**self.zipline_test_config)
zipline = simfactory.create_test_zipline(**self.zipline_test_config)
assert_single_position(self, zipline)
# TODO: write tests for short sales
+15
View File
@@ -307,6 +307,21 @@ class BatchTransformTestCase(TestCase):
self.assertTrue(np.all(test_history[3].values.flatten() == range(4, 10)))
self.assertTrue(np.all(test_history[4].values.flatten() == range(6, 14)))
np.testing.assert_array_equal(
range(4, 10),
test_history[2].values.flatten()
)
np.testing.assert_array_equal(
range(4, 10),
test_history[3].values.flatten()
)
np.testing.assert_array_equal(
range(6, 14),
test_history[4].values.flatten()
)
def test_passing_of_args(self):
algo = BatchTransformAlgorithm([0, 1], 1, kwarg='str')
self.assertEqual(algo.args, (1,))