From 48a691e9a75d149bbfe6d048c7c5180424a9ee5d Mon Sep 17 00:00:00 2001 From: Eddie Hebert Date: Fri, 12 Apr 2013 11:13:23 -0400 Subject: [PATCH] TST: Group test trades for transaction simulator by date. Group by date to prepare for other values to be added per dt. --- tests/test_finance.py | 15 ++++++++++----- 1 file changed, 10 insertions(+), 5 deletions(-) diff --git a/tests/test_finance.py b/tests/test_finance.py index f63b6ea1..47db411d 100644 --- a/tests/test_finance.py +++ b/tests/test_finance.py @@ -16,6 +16,9 @@ """ Tests for the zipline.finance package """ +import itertools +import operator + import pytz from unittest import TestCase @@ -334,12 +337,14 @@ class FinanceTestCase(TestCase): # this approximates the loop inside TradingSimulationClient transactions = [] - for trade in generated_trades: - trade_sim.update(trade) - if trade.TRANSACTION: - transactions.append(trade.TRANSACTION) + for dt, trades in itertools.groupby(generated_trades, + operator.attrgetter('dt')): + for trade in trades: + trade_sim.update(trade) + if trade.TRANSACTION: + transactions.append(trade.TRANSACTION) - tracker.process_event(trade) + tracker.process_event(trade) if complete_fill: self.assertEqual(len(transactions), len(order_list))