TST: Fixes modelling test to use new TradingEnvironment framework

This commit is contained in:
jfkirk
2015-09-10 11:53:28 -04:00
parent a2cacfb613
commit 35ed8c28a8
+11 -10
View File
@@ -23,7 +23,6 @@ from pandas import (
from pandas.util.testing import assert_frame_equal
from testfixtures import TempDirectory
from zipline.assets import AssetFinder
from zipline.data.equities import USEquityPricing
from zipline.data.ffc.synthetic import (
ConstantLoader,
@@ -39,7 +38,7 @@ from zipline.data.ffc.loaders.us_equity_pricing import (
BcolzDailyBarReader,
USEquityPricingLoader,
)
from zipline.finance import trading
from zipline.finance.trading import TradingEnvironment
from zipline.modelling.engine import SimpleFFCEngine
from zipline.modelling.factor import TestingFactor
from zipline.modelling.factor.technical import (
@@ -93,9 +92,9 @@ class ConstantInputTestCase(TestCase):
start_date=self.dates[0],
end_date=self.dates[-1],
)
trading.environment = trading.TradingEnvironment()
trading.environment.write_data(equities_df=self.asset_info)
self.asset_finder = AssetFinder(trading.environment.engine)
environment = TradingEnvironment()
environment.write_data(equities_df=self.asset_info)
self.asset_finder = environment.asset_finder
def test_bad_dates(self):
loader = self.loader
@@ -226,7 +225,7 @@ class FrameInputTestCase(TestCase):
@classmethod
def setUpClass(cls):
cls.env = trading.TradingEnvironment()
cls.env = TradingEnvironment()
day = cls.env.trading_day
cls.assets = Int64Index([1, 2, 3])
@@ -243,9 +242,9 @@ class FrameInputTestCase(TestCase):
end_date=cls.dates[-1],
)
cls.env.write_data(equities_df=asset_info)
cls.asset_finder = cls.env.asset_finder
def setUp(self):
self.asset_finder = AssetFinder(FrameInputTestCase.env.engine)
self.dates = FrameInputTestCase.dates
self.assets = FrameInputTestCase.assets
@@ -337,7 +336,7 @@ class SyntheticBcolzTestCase(TestCase):
@classmethod
def setUpClass(cls):
cls.first_asset_start = Timestamp('2015-04-01', tz='UTC')
cls.env = trading.TradingEnvironment()
cls.env = TradingEnvironment()
cls.trading_day = cls.env.trading_day
cls.asset_info = make_rotating_asset_info(
num_assets=6,
@@ -354,7 +353,7 @@ class SyntheticBcolzTestCase(TestCase):
)
cls.env.write_data(equities_df=cls.asset_info)
cls.finder = AssetFinder(cls.env.engine)
cls.finder = cls.env.asset_finder
cls.temp_dir = TempDirectory()
cls.temp_dir.create()
@@ -467,7 +466,9 @@ class MultiColumnLoaderTestCase(TestCase):
start_date=self.dates[0],
end_date=self.dates[-1],
)
self.asset_finder = AssetFinder(asset_info)
env = TradingEnvironment()
env.write_data(equities_df=asset_info)
self.asset_finder = env.asset_finder
def test_engine_with_multicolumn_loader(self):
open_, close = USEquityPricing.open, USEquityPricing.close