From 7183ec984f8d2647de46f6fd9aa1df8b2cf6d34b Mon Sep 17 00:00:00 2001 From: fawce Date: Wed, 7 Mar 2012 01:46:56 -0500 Subject: [PATCH] fixed tests to work without db. --- zipline/test/test_finance.py | 17 +++++------------ 1 file changed, 5 insertions(+), 12 deletions(-) diff --git a/zipline/test/test_finance.py b/zipline/test/test_finance.py index 0544f5c6..7c6771ec 100644 --- a/zipline/test/test_finance.py +++ b/zipline/test/test_finance.py @@ -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)