From 32c1f935726542fe52e794e4c65b05d948281a2f Mon Sep 17 00:00:00 2001 From: Eddie Hebert Date: Fri, 25 Oct 2013 15:29:06 -0400 Subject: [PATCH] TST: Updates tests to fit fixed stop behavior. Change the answers to the stop order tests to match the corrected behavior, where results are opposite from previous behavior. --- tests/finance/test_slippage.py | 30 +++++++++++++++--------------- 1 file changed, 15 insertions(+), 15 deletions(-) diff --git a/tests/finance/test_slippage.py b/tests/finance/test_slippage.py index 3a5f41ee..d935a4e7 100644 --- a/tests/finance/test_slippage.py +++ b/tests/finance/test_slippage.py @@ -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, + } } }, }