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added test for initialization of max_date in TradingEnvironment and removed trading_day from max_date if statement.

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warren-oneill
2015-04-08 16:57:32 -04:00
committed by jfkirk
parent b62fadc76f
commit 61571601ac
2 changed files with 15 additions and 9 deletions
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tests/test_finance.py
+8
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@@ -526,3 +526,11 @@ class TradingEnvironmentTestCase(TestCase):
self.assertTrue(all(today == minutes[:31]))
self.assertTrue(all(friday == minutes[31:421]))
self.assertTrue(all(thursday == minutes[421:]))
def test_max_date(self):
max_date = datetime(2008, 8, 1, tzinfo=pytz.utc)
env = TradingEnvironment(max_date=max_date)
self.assertLessEqual(env.last_trading_day, max_date)
self.assertLessEqual(env.treasury_curves.index[-1],
max_date)