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

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
+12 -1
View File
@@ -33,6 +33,7 @@ from zipline.test_algorithms import (BatchTransformAlgorithm,
BatchTransformAlgorithmMinute,
ReturnPriceBatchTransform)
from zipline.finance import trading
from zipline.algorithm import TradingAlgorithm
from zipline.utils.tradingcalendar import trading_days
from copy import deepcopy
@@ -106,6 +107,8 @@ class DifferentSidSource(DataSource):
class TestChangeOfSids(TestCase):
def setUp(self):
self.sids = range(90)
trading.environment = trading.TradingEnvironment()
trading.environment.write_data(equities_identifiers=self.sids)
self.sim_params = factory.create_simulation_parameters(
start=datetime(1990, 1, 1, tzinfo=pytz.utc),
end=datetime(1990, 1, 8, tzinfo=pytz.utc)
@@ -114,7 +117,6 @@ class TestChangeOfSids(TestCase):
def test_all_sids_passed(self):
algo = BatchTransformAlgorithmSetSid(
sim_params=self.sim_params,
identifiers=[i for i in range(0, 90)]
)
source = DifferentSidSource()
algo.run(source)
@@ -137,6 +139,8 @@ class TestBatchTransformMinutely(TestCase):
start=start,
end=end,
)
trading.environment = trading.TradingEnvironment()
trading.environment.write_data(equities_identifiers=[0])
self.sim_params.emission_rate = 'daily'
self.sim_params.data_frequency = 'minute'
self.source, self.df = \
@@ -164,12 +168,19 @@ class TestBatchTransformMinutely(TestCase):
class TestBatchTransform(TestCase):
@classmethod
def setUpClass(cls):
cls.env = trading.TradingEnvironment()
cls.env.write_data(equities_identifiers=[0])
def setUp(self):
setup_logger(self)
self.sim_params = factory.create_simulation_parameters(
start=datetime(1990, 1, 1, tzinfo=pytz.utc),
end=datetime(1990, 1, 8, tzinfo=pytz.utc)
)
trading.environment = TestBatchTransform.env
self.source, self.df = \
factory.create_test_df_source(self.sim_params)