From 265bffbe0195e5448f2be3a6f44c3b86b2bf2678 Mon Sep 17 00:00:00 2001 From: jfkirk Date: Tue, 8 Sep 2015 10:55:49 -0400 Subject: [PATCH] TST: Updates modelling test base for new TradingEnvironment --- tests/modelling/base.py | 15 ++++++++------- 1 file changed, 8 insertions(+), 7 deletions(-) diff --git a/tests/modelling/base.py b/tests/modelling/base.py index adc757bc..5fc2d995 100644 --- a/tests/modelling/base.py +++ b/tests/modelling/base.py @@ -9,7 +9,7 @@ from numpy.random import randn, seed as random_seed from pandas import date_range, Int64Index, DataFrame from six import iteritems -from zipline.assets import AssetFinder +from zipline.finance.trading import TradingEnvironment from zipline.modelling.engine import SimpleFFCEngine from zipline.modelling.graph import TermGraph from zipline.utils.test_utils import make_simple_asset_info, ExplodingObject @@ -48,15 +48,16 @@ class BaseFFCTestCase(TestCase): def setUp(self): self.__calendar = date_range('2014', '2015', freq=trading_day) self.__assets = assets = Int64Index(arange(1, 20)) - self.__finder = AssetFinder( - make_simple_asset_info( + + # Set up env for test + self.__env = TradingEnvironment() + self.__env.write_data( + equities_df=make_simple_asset_info( assets, self.__calendar[0], self.__calendar[-1], - ), - db_path=':memory:', - create_table=True, - ) + )) + self.__finder = self.__env.asset_finder self.__mask = self.__finder.lifetimes(self.__calendar[-10:]) @property