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fixed tests to work without db.

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This commit is contained in:
fawce
2012-03-07 01:46:56 -05:00
parent b3b7e3ec38
commit 7183ec984f
1 changed files with 5 additions and 12 deletions
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zipline/test/test_finance.py
+5 -12
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@@ -1,13 +1,11 @@
"""Tests for the zipline.finance package"""
import mock
import pytz
import host_settings
from unittest2 import TestCase
from datetime import datetime, timedelta
import zipline.test.factory as factory
import zipline.util as qutil
import zipline.db as db
import zipline.finance.risk as risk
import zipline.protocol as zp
@@ -22,6 +20,9 @@ class FinanceTestCase(TestCase):
def setUp(self):
qutil.configure_logging()
self.benchmark_returns, self.treasury_curves = factory.load_market_data()
self.trading_calendar = risk.TradingCalendar(self.benchmark_returns, self.treasury_curves)
def test_trade_feed_protocol(self):
@@ -33,7 +34,7 @@ class FinanceTestCase(TestCase):
start_date = datetime.strptime("02/15/2012","%m/%d/%Y")
one_day_td = timedelta(days=1)
trades = factory.create_trade_history( sid, price, volume, start_date, one_day_td )
trades = factory.create_trade_history(sid, price, volume, start_date, one_day_td, self.trading_calendar)
for trade in trades:
#simulate data source sending frame
@@ -112,14 +113,6 @@ class FinanceTestCase(TestCase):
self.assertEqual(recovered_tx.sid, 133)
self.assertEqual(recovered_tx.amount, 100)
def test_trading_calendar(self):
known_trading_day = datetime.strptime("02/24/2012","%m/%d/%Y")
known_holiday = datetime.strptime("02/20/2012", "%m/%d/%Y") #president's day
saturday = datetime.strptime("02/25/2012", "%m/%d/%Y")
self.assertTrue(risk.trading_calendar.is_trading_day(known_trading_day))
self.assertFalse(risk.trading_calendar.is_trading_day(known_holiday))
self.assertFalse(risk.trading_calendar.is_trading_day(saturday))
def test_orders(self):
# Just verify sending and receiving orders.
@@ -156,7 +149,7 @@ class FinanceTestCase(TestCase):
start_date = datetime.strptime("02/1/2012","%m/%d/%Y")
trade_time_increment = timedelta(days=1)
trade_history = factory.create_trade_history( sid, price, volume, start_date, trade_time_increment )
trade_history = factory.create_trade_history( sid, price, volume, start_date, trade_time_increment, self.trading_calendar )
set1 = SpecificEquityTrades("flat-133", trade_history)