From e8e054fbd03be9e1d23339b9f73d081fd2b93ee3 Mon Sep 17 00:00:00 2001 From: Eddie Hebert Date: Fri, 2 Sep 2016 11:02:06 -0400 Subject: [PATCH] TST: Add direct coverage for get last traded dt Check that both an equity and future can return expected values for `get_last_traded_dt`. --- tests/test_data_portal.py | 36 ++++++++++++++++++++++++++++++++++++ 1 file changed, 36 insertions(+) diff --git a/tests/test_data_portal.py b/tests/test_data_portal.py index 1376508f..b69c1979 100644 --- a/tests/test_data_portal.py +++ b/tests/test_data_portal.py @@ -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.")