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TST: Updates tests to fit fixed stop behavior.

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Change the answers to the stop order tests to match the corrected
behavior, where results are opposite from previous behavior.
This commit is contained in:
Eddie Hebert
2013-10-28 20:40:32 -04:00
parent 28f86bc14e
commit 32c1f93572
1 changed files with 15 additions and 15 deletions
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tests/finance/test_slippage.py
+15 -15
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@@ -238,7 +238,12 @@ class SlippageTestCase(TestCase):
'open': 3.5
},
'expected': {
'transaction': None
'transaction': {
'price': 4.001,
'dt': pd.Timestamp('2006-01-05 14:31', tz='UTC'),
'amount': 100,
'sid': 133,
}
}
},
'long | price lt stop': {
@@ -260,13 +265,8 @@ class SlippageTestCase(TestCase):
'open': 4.0
},
'expected': {
'transaction': {
'price': 3.500875,
'dt': pd.Timestamp('2006-01-05 14:31', tz='UTC'),
'amount': 100,
'sid': 133,
}
},
'transaction': None
}
},
'short | price gt stop': {
'order': {
@@ -287,12 +287,7 @@ class SlippageTestCase(TestCase):
'open': 3.0
},
'expected': {
'transaction': {
'price': 3.499125,
'dt': pd.Timestamp('2006-01-05 14:31', tz='UTC'),
'amount': -100,
'sid': 133,
}
'transaction': None
}
},
'short | price lt stop': {
@@ -314,7 +309,12 @@ class SlippageTestCase(TestCase):
'open': 3.0
},
'expected': {
'transaction': None
'transaction': {
'price': 2.99925,
'dt': pd.Timestamp('2006-01-05 14:31', tz='UTC'),
'amount': -100,
'sid': 133,
}
}
},
}