wassname/catalyst
1
0
Fork 0
mirror of https://github.com/wassname/catalyst.git synced 2026-08-04 12:45:06 +08:00
Code Issues Packages Projects Releases Wiki Activity

MAINT: Update tests to conform to new reader/writer structure

Browse Source
This commit is contained in:
Stewart Douglas
2015-09-10 11:53:26 -04:00
committed by jfkirk
parent 8ccdae9870
commit 1ef2274d11
15 changed files with 280 additions and 176 deletions
Download Patch File Download Diff File Expand all files Collapse all files
tests/test_algorithm_gen.py
+22 -4
View File
@@ -85,6 +85,12 @@ class TestAlgo(TradingAlgorithm):
class AlgorithmGeneratorTestCase(TestCase):
@classmethod
def setUpClass(cls):
cls.env = trading.TradingEnvironment()
cls.env.write_data(equities_identifiers=[8229])
def setUp(self):
setup_logger(self)
@@ -106,6 +112,8 @@ class AlgorithmGeneratorTestCase(TestCase):
end=datetime(2012, 6, 30, tzinfo=pytz.utc)
)
algo = TestAlgo(self, identifiers=[8229], sim_params=sim_params)
# This call appears inconsistent with
# the signature of create_daily_trade_source
trade_source = factory.create_daily_trade_source(
[8229],
200,
@@ -127,11 +135,15 @@ class AlgorithmGeneratorTestCase(TestCase):
Ensure the pipeline of generators are in sync, at least as far as
their current dates.
"""
# Ensure we are pointing to the TradingEnvironment for this class
trading.environment = AlgorithmGeneratorTestCase.env
sim_params = factory.create_simulation_parameters(
start=datetime(2011, 7, 30, tzinfo=pytz.utc),
end=datetime(2012, 7, 30, tzinfo=pytz.utc)
)
algo = TestAlgo(self, identifiers=[8229], sim_params=sim_params)
algo = TestAlgo(self, sim_params=sim_params,
env=AlgorithmGeneratorTestCase.env)
trade_source = factory.create_daily_trade_source(
[8229],
sim_params
@@ -158,7 +170,8 @@ class AlgorithmGeneratorTestCase(TestCase):
period_end=datetime(2012, 7, 30, tzinfo=pytz.utc),
data_frequency='minute'
)
algo = TestAlgo(self, identifiers=[8229], sim_params=sim_params)
algo = TestAlgo(self, sim_params=sim_params,
env=AlgorithmGeneratorTestCase.env)
midnight_custom_source = [Event({
'custom_field': 42.0,
@@ -196,11 +209,15 @@ class AlgorithmGeneratorTestCase(TestCase):
Ensure the pipeline of generators are in sync, at least as far as
their current dates.
"""
# Ensure we are pointing to the TradingEnvironment for this class
trading.environment = AlgorithmGeneratorTestCase.env
sim_params = factory.create_simulation_parameters(
start=datetime(2008, 1, 1, tzinfo=pytz.utc),
end=datetime(2008, 1, 5, tzinfo=pytz.utc)
)
algo = TestAlgo(self, sim_params=sim_params)
algo = TestAlgo(self, sim_params=sim_params,
env=AlgorithmGeneratorTestCase.env)
trade_source = factory.create_daily_trade_source(
[8229],
sim_params
@@ -222,6 +239,7 @@ class AlgorithmGeneratorTestCase(TestCase):
"""
sim_params = create_simulation_parameters(num_days=1,
data_frequency='minute')
algo = TestAlgo(self, sim_params=sim_params, identifiers=[8229])
algo = TestAlgo(self, sim_params=sim_params,
env=AlgorithmGeneratorTestCase.env)
algo.run(source=[], overwrite_sim_params=False)
self.assertEqual(algo.datetime, sim_params.last_close)