Purge 5-min implementation

This commit is contained in:
Victor Grau Serrat
2017-09-28 11:03:47 -06:00
parent 15fa98420d
commit 3b681d197d
25 changed files with 100 additions and 1776 deletions
-1
View File
@@ -53,7 +53,6 @@ class ExchangeBundleTestCase:
ingest(environ=os.environ,
asset_db_writer=None,
minute_bar_writer=minute_bar_writer,
five_minute_bar_writer=None,
daily_bar_writer=None,
adjustment_writer=None,
calendar=open_calendar,
+4 -4
View File
@@ -1,7 +1,7 @@
from unittest import TestCase
from logbook import Logger
from mock import patch, sentinel
from catalyst.exchange.exchange_clock import ExchangeClock
from catalyst.exchange.simple_clock import SimpleClock
from catalyst.utils.calendars.trading_calendar import days_at_time
from datetime import time
from collections import defaultdict
@@ -35,9 +35,9 @@ class ExchangeClockTestCase(TestCase):
return self.internal_clock
def test_clock(self):
with patch('catalyst.exchange.exchange_clock.pd.to_datetime') as to_dt, \
patch('catalyst.exchange.exchange_clock.sleep') as sleep:
clock = ExchangeClock(sessions=self.sessions)
with patch('catalyst.exchange.simple_clock.pd.to_datetime') as to_dt, \
patch('catalyst.exchange.simple_clock.sleep') as sleep:
clock = SimpleClock(sessions=self.sessions)
to_dt.side_effect = self.get_clock
sleep.side_effect = self.advance_clock
start_time = pd.Timestamp.utcnow()