TST: Ensure batch_order_target_percent orders like order_target_percent

zipline/testing/__init__.py

@@ -7,6 +7,7 @@ from .core import (  # noqa
     FetcherDataPortal,
     MockDailyBarReader,
     OpenPrice,
+    RecordBatchBlotter,
     add_security_data,
     all_pairs_matching_predicate,
     all_subindices,

zipline/testing/core.py

@@ -39,6 +39,7 @@ from zipline.data.us_equity_pricing import (
     BcolzDailyBarWriter,
     SQLiteAdjustmentWriter,
 )
+from zipline.finance.blotter import Blotter
 from zipline.finance.trading import TradingEnvironment
 from zipline.finance.order import ORDER_STATUS
 from zipline.lib.labelarray import LabelArray
@@ -1502,6 +1503,20 @@ def ensure_doctest(f, name=None):
     return f
 
 
+class RecordBatchBlotter(Blotter):
+    """Blotter that tracks how its batch_order method was called.
+    """
+    def __init__(self, data_frequency, asset_finder):
+        super(RecordBatchBlotter, self).__init__(
+            data_frequency, asset_finder,
+        )
+        self.order_batch_called = []
+
+    def batch_order(self, *args, **kwargs):
+        self.order_batch_called.append((args, kwargs))
+        return super(RecordBatchBlotter, self).batch_order(*args, **kwargs)
+
+
 ####################################
 # Shared factors for pipeline tests.
 ####################################