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TST: Refactors more tests to use WithTradingSchedule

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This commit is contained in:
jfkirk
2016-06-08 13:34:20 -04:00
committed by Jean Bredeche
parent d9fc514fa8
commit 75e0e4723d
22 changed files with 216 additions and 242 deletions
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tests/test_api_shim.py
+7 -8
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@@ -19,7 +19,6 @@ from zipline.testing.fixtures import (
ZiplineTestCase,
)
from zipline.zipline_warnings import ZiplineDeprecationWarning
from zipline.utils.calendars import default_nyse_schedule
simple_algo = """
from zipline.api import sid, order
@@ -125,7 +124,7 @@ class TestAPIShim(WithDataPortal, WithSimParams, ZiplineTestCase):
def make_minute_bar_data(cls):
for sid in cls.sids:
yield sid, create_minute_df_for_asset(
default_nyse_schedule,
cls.trading_schedule,
cls.SIM_PARAMS_START,
cls.SIM_PARAMS_END,
)
@@ -134,7 +133,7 @@ class TestAPIShim(WithDataPortal, WithSimParams, ZiplineTestCase):
def make_daily_bar_data(cls):
for sid in cls.sids:
yield sid, create_daily_df_for_asset(
default_nyse_schedule,
cls.trading_schedule,
cls.SIM_PARAMS_START,
cls.SIM_PARAMS_END,
)
@@ -180,10 +179,10 @@ class TestAPIShim(WithDataPortal, WithSimParams, ZiplineTestCase):
similar) and the new data API(data.current(sid(N), field) and
similar) hit the same code paths on the DataPortal.
"""
test_start_minute = default_nyse_schedule.execution_minutes_for_day(
test_start_minute = self.trading_schedule.execution_minutes_for_day(
self.sim_params.trading_days[0]
)[1]
test_end_minute = default_nyse_schedule.execution_minutes_for_day(
test_end_minute = self.trading_schedule.execution_minutes_for_day(
self.sim_params.trading_days[0]
)[-1]
bar_data = BarData(
@@ -261,7 +260,7 @@ class TestAPIShim(WithDataPortal, WithSimParams, ZiplineTestCase):
period_start=test_start_minute,
period_end=test_end_minute,
data_frequency="minute",
trading_schedule=default_nyse_schedule,
trading_schedule=self.trading_schedule,
)
history_algorithm = self.create_algo(
@@ -382,7 +381,7 @@ class TestAPIShim(WithDataPortal, WithSimParams, ZiplineTestCase):
capital_base=self.sim_params.capital_base,
data_frequency=self.sim_params.data_frequency,
emission_rate=self.sim_params.emission_rate,
trading_schedule=default_nyse_schedule,
trading_schedule=self.trading_schedule,
)
algo = self.create_algo(history_algo,
@@ -425,7 +424,7 @@ class TestAPIShim(WithDataPortal, WithSimParams, ZiplineTestCase):
period_start=self.sim_params.trading_days[8],
period_end=self.sim_params.trading_days[-1],
data_frequency="minute",
trading_schedule=default_nyse_schedule,
trading_schedule=self.trading_schedule,
)
algo = self.create_algo(simple_transforms_algo,