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Merge pull request #1464 from quantopian/add-coverage-for-last-traded-dt

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TST: Add direct coverage for get last traded dt
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Eddie Hebert
2016-09-02 14:59:21 -04:00
committed by GitHub
parent 01fb359a8c e8e054fbd0
commit 2871a7eca0
1 changed files with 36 additions and 0 deletions
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tests/test_data_portal.py
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@@ -338,3 +338,39 @@ class TestDataPortal(WithDataPortal,
390 + 390 + 210 + 31,
self.data_portal._get_minute_count_for_transform(nov_30_dt, 4)
)
def test_get_last_traded_dt_minute(self):
minutes = self.nyse_calendar.minutes_for_session(
self.trading_days[2])
equity = self.asset_finder.retrieve_asset(1)
result = self.data_portal.get_last_traded_dt(equity,
minutes[3],
'minute')
self.assertEqual(minutes[3], result,
"Asset 1 had a trade on third minute, so should "
"return that as the last trade on that dt.")
result = self.data_portal.get_last_traded_dt(equity,
minutes[5],
'minute')
self.assertEqual(minutes[4], result,
"Asset 1 had a trade on fourth minute, so should "
"return that as the last trade on the fifth.")
future = self.asset_finder.retrieve_asset(10000)
calendar = self.trading_calendars[future.exchange]
minutes = calendar.minutes_for_session(self.trading_days[3])
result = self.data_portal.get_last_traded_dt(future,
minutes[3],
'minute')
self.assertEqual(minutes[3], result,
"Asset 10000 had a trade on the third minute, so "
"return that as the last trade on that dt.")
result = self.data_portal.get_last_traded_dt(future,
minutes[5],
'minute')
self.assertEqual(minutes[4], result,
"Asset 10000 had a trade on fourth minute, so should "
"return that as the last trade on the fifth.")