diff --git a/zipline/testing/fixtures.py b/zipline/testing/fixtures.py index acbaa7b1..f0e2aaa5 100644 --- a/zipline/testing/fixtures.py +++ b/zipline/testing/fixtures.py @@ -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