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TST: Some futures-related fixtures cleanup.

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Jean Bredeche
2016-08-25 08:53:04 -04:00
parent 7b83cbe820
commit 47dba5b6c9
1 changed files with 3 additions and 3 deletions
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zipline/testing/fixtures.py
+3 -3
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@@ -35,7 +35,7 @@ from ..utils import factory
from ..utils.classproperty import classproperty
from ..utils.final import FinalMeta, final
from .core import tmp_asset_finder, make_simple_equity_info
from zipline.assets import Equity
from zipline.assets import Equity, Future
from zipline.pipeline import SimplePipelineEngine
from zipline.pipeline.loaders.testing import make_seeded_random_loader
from zipline.utils.calendars import (
@@ -390,11 +390,11 @@ class WithTradingCalendars(object):
TRADING_CALENDAR_STRS : iterable
iterable of identifiers of the calendars to use.
TRADING_CALENDAR_FOR_ASSET_TYPE : dict
A dictionay which maps asset type names to the calendar associated
A dictionary which maps asset type names to the calendar associated
with that asset type.
"""
TRADING_CALENDAR_STRS = ('NYSE',)
TRADING_CALENDAR_FOR_ASSET_TYPE = {Equity: 'NYSE'}
TRADING_CALENDAR_FOR_ASSET_TYPE = {Equity: 'NYSE', Future: 'us_futures'}
TRADING_CALENDAR_FOR_EXCHANGE = {}
# For backwards compatibility, exisitng tests and fixtures refer to
# `trading_calendar` with the assumption that the value is the NYSE