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