BUG: batch_transform was wrongly updating when days < refresh_period.

This commit is contained in:
Thomas Wiecki
2012-11-19 10:20:24 -05:00
parent d5697cdf0a
commit 4c02fea6e2
3 changed files with 69 additions and 34 deletions
+8
View File
@@ -327,6 +327,14 @@ class TestBatchTransform(TestCase):
self.assertEqual(algo.history_return_price_market_aware[:2],
[None, None],
"First two iterations should return None")
self.assertEqual(algo.history_return_more_days_than_refresh[:3],
[None, None, None],
"First five iterations should return None")
self.assertTrue(isinstance(
algo.history_return_more_days_than_refresh[4],
pd.DataFrame),
"Sixth iteration should not be None"
)
# test overloaded class
for test_history in [algo.history_return_price_class,