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Revert "ENH Allow order_percent to work with various market values"
This reverts commit dd37a49f2f as it lead to different algo behavior we have to investigate first.
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@@ -45,14 +45,11 @@ from zipline.test_algorithms import (
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TestOrderAlgorithm,
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TestOrderInstantAlgorithm,
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TestOrderPercentAlgorithm,
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TestOrderPercentAlgorithmPercentOf,
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TestOrderStyleForwardingAlgorithm,
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TestOrderValueAlgorithm,
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TestRegisterTransformAlgorithm,
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TestTargetAlgorithm,
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TestTargetAlgorithm_NonInt,
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TestTargetPercentAlgorithm,
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TestTargetPercentAlgorithmPercentOf,
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TestTargetValueAlgorithm,
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SetLongOnlyAlgorithm,
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SetMaxPositionSizeAlgorithm,
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@@ -306,9 +303,6 @@ class TestTransformAlgorithm(TestCase):
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self.panel_source, self.panel = \
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factory.create_test_panel_source(self.sim_params)
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self.df_large = pd.concat([self.df] * 10, 1)
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self.df_large.columns = range(10)
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def test_source_as_input(self):
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algo = TestRegisterTransformAlgorithm(
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sim_params=self.sim_params,
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@@ -380,7 +374,6 @@ class TestTransformAlgorithm(TestCase):
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AlgoClasses = [TestOrderAlgorithm,
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TestOrderValueAlgorithm,
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TestTargetAlgorithm,
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TestTargetAlgorithm_NonInt,
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TestOrderPercentAlgorithm,
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TestTargetPercentAlgorithm,
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TestTargetValueAlgorithm]
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@@ -391,16 +384,6 @@ class TestTransformAlgorithm(TestCase):
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)
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algo.run(self.df)
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AlgoClasses2 = [
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TestOrderPercentAlgorithmPercentOf,
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TestTargetPercentAlgorithmPercentOf]
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for AlgoClass in AlgoClasses2:
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algo = AlgoClass(
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sim_params=self.sim_params,
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)
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algo.run(self.df_large)
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def test_order_method_style_forwarding(self):
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method_names_to_test = ['order',
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