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DEV: Re-implement commission models to return correct results in the case of multiple fills.
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@@ -11,9 +11,11 @@ import pandas as pd
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from zipline import examples, run_algorithm
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from zipline.testing import test_resource_path, tmp_dir
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from zipline.utils.cache import dataframe_cache
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from zipline.data.bundles import register
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banner = """
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Please verify that the new perfomance is more correct than the old performance.
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Please verify that the new performance is more correct than the old
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performance.
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To do this, please inspect `new` and `old` which are mappings from the name of
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the example to the results.
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@@ -37,6 +39,9 @@ def main(ctx):
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"""Rebuild the perf data for test_examples
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"""
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example_path = test_resource_path('example_data.tar.gz')
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register('test', lambda *args: None)
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with tmp_dir() as d:
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with tarfile.open(example_path) as tar:
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tar.extractall(d.path)
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@@ -67,6 +72,7 @@ def main(ctx):
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environ={
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'ZIPLINE_ROOT': d.getpath('example_data/root'),
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},
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capital_base=1e7,
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**mod._test_args()
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)
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