diff --git a/tests/test_transforms.py b/tests/test_transforms.py index 26b01b27..233331c6 100644 --- a/tests/test_transforms.py +++ b/tests/test_transforms.py @@ -389,5 +389,13 @@ class TestBatchTransform(TestCase): expected_item = ((1, ), {'kwarg': 'str'}) self.assertEqual( algo.history_return_args, - [None, None, None, expected_item, expected_item, - expected_item]) + [ + # 1990-01-03 - window not full + None, + # 1990-01-04 - window not full + None, + # 1990-01-05 - window not full, 3rd event + None, + # 1990-01-08 - window now full + expected_item + ]) diff --git a/zipline/utils/factory.py b/zipline/utils/factory.py index 9ed25835..fa5822de 100644 --- a/zipline/utils/factory.py +++ b/zipline/utils/factory.py @@ -282,7 +282,7 @@ def create_test_df_source(trading_calendar=None): end = trading_calendar.last_close \ if trading_calendar else pd.datetime(1990, 1, 8, 0, 0, 0, 0, pytz.utc) - index = pd.DatetimeIndex(start=start, end=end, freq=pd.datetools.day) + index = pd.DatetimeIndex(start=start, end=end, freq=pd.datetools.BDay()) x = np.arange(0, len(index)) df = pd.DataFrame(x, index=index, columns=[0]) diff --git a/zipline/utils/tradingcalendar.py b/zipline/utils/tradingcalendar.py index 43a5e216..14b5a6a1 100644 --- a/zipline/utils/tradingcalendar.py +++ b/zipline/utils/tradingcalendar.py @@ -20,7 +20,7 @@ from datetime import datetime from dateutil import rrule from zipline.utils.date_utils import utcnow -start = datetime(2002, 1, 1, tzinfo=pytz.utc) +start = datetime(1990, 1, 1, tzinfo=pytz.utc) end = utcnow() non_trading_rules = []