wassname/catalyst
1
0
Fork 0
mirror of https://github.com/wassname/catalyst.git synced 2026-07-03 19:29:40 +08:00
Code Issues Packages Projects Releases Wiki Activity

REF: Renamed granularity to data_frequency.

Browse Source
This commit is contained in:
Thomas Wiecki
2012-12-30 11:50:46 -05:00
parent 8346155f0e
commit 4615b29713
2 changed files with 16 additions and 16 deletions
Download Patch File Download Diff File Expand all files Collapse all files
tests/test_algorithm.py
+7 -7
View File
@@ -90,16 +90,16 @@ class TestTransformAlgorithm(TestCase):
{'window_length': 2, 'market_aware': True}
assert algo.registered_transforms['mavg']['class'] is MovingAverage
def test_granularity_setting(self):
algo = TestRegisterTransformAlgorithm(granularity='daily')
self.assertEqual(algo.granularity, 'daily')
def test_data_frequency_setting(self):
algo = TestRegisterTransformAlgorithm(data_frequency='daily')
self.assertEqual(algo.data_frequency, 'daily')
self.assertEqual(algo.annualizer, 250)
algo = TestRegisterTransformAlgorithm(granularity='minute')
self.assertEqual(algo.granularity, 'minute')
algo = TestRegisterTransformAlgorithm(data_frequency='minute')
self.assertEqual(algo.data_frequency, 'minute')
self.assertEqual(algo.annualizer, 250 * 6 * 60)
algo = TestRegisterTransformAlgorithm(granularity='minute',
algo = TestRegisterTransformAlgorithm(data_frequency='minute',
annualizer=10)
self.assertEqual(algo.granularity, 'minute')
self.assertEqual(algo.data_frequency, 'minute')
self.assertEqual(algo.annualizer, 10)