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MAINT: Rebase reconciliation

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This commit is contained in:
jfkirk
2016-06-08 13:34:22 -04:00
committed by Jean Bredeche
parent 77cdec161a
commit 581e817603
5 changed files with 20 additions and 17 deletions
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tests/test_algorithm.py
+4 -4
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@@ -1944,7 +1944,7 @@ class TestCapitalChanges(WithLogger,
@classmethod
def make_minute_bar_data(cls):
minutes = cls.env.minutes_for_days_in_range(
minutes = cls.trading_schedule.execution_minutes_for_days_in_range(
pd.Timestamp('2006-01-03', tz='UTC'),
pd.Timestamp('2006-01-09', tz='UTC')
)
@@ -1956,14 +1956,14 @@ class TestCapitalChanges(WithLogger,
[10000] * len(minutes),
timedelta(minutes=1),
cls.sim_params,
cls.env),
cls.trading_schedule),
},
index=pd.DatetimeIndex(minutes),
)
@classmethod
def make_daily_bar_data(cls):
days = cls.env.days_in_range(
days = cls.trading_schedule.execution_days_in_range(
pd.Timestamp('2006-01-03', tz='UTC'),
pd.Timestamp('2006-01-09', tz='UTC')
)
@@ -1975,7 +1975,7 @@ class TestCapitalChanges(WithLogger,
[10000] * len(days),
timedelta(days=1),
cls.sim_params,
cls.env),
cls.trading_schedule),
},
index=pd.DatetimeIndex(days),
)