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.
This commit is contained in:
Thomas Wiecki
2015-02-17 20:27:59 +01:00
parent fdf4e9b737
commit 760bbced73
3 changed files with 23 additions and 277 deletions
-17
View File
@@ -45,14 +45,11 @@ from zipline.test_algorithms import (
TestOrderAlgorithm,
TestOrderInstantAlgorithm,
TestOrderPercentAlgorithm,
TestOrderPercentAlgorithmPercentOf,
TestOrderStyleForwardingAlgorithm,
TestOrderValueAlgorithm,
TestRegisterTransformAlgorithm,
TestTargetAlgorithm,
TestTargetAlgorithm_NonInt,
TestTargetPercentAlgorithm,
TestTargetPercentAlgorithmPercentOf,
TestTargetValueAlgorithm,
SetLongOnlyAlgorithm,
SetMaxPositionSizeAlgorithm,
@@ -306,9 +303,6 @@ class TestTransformAlgorithm(TestCase):
self.panel_source, self.panel = \
factory.create_test_panel_source(self.sim_params)
self.df_large = pd.concat([self.df] * 10, 1)
self.df_large.columns = range(10)
def test_source_as_input(self):
algo = TestRegisterTransformAlgorithm(
sim_params=self.sim_params,
@@ -380,7 +374,6 @@ class TestTransformAlgorithm(TestCase):
AlgoClasses = [TestOrderAlgorithm,
TestOrderValueAlgorithm,
TestTargetAlgorithm,
TestTargetAlgorithm_NonInt,
TestOrderPercentAlgorithm,
TestTargetPercentAlgorithm,
TestTargetValueAlgorithm]
@@ -391,16 +384,6 @@ class TestTransformAlgorithm(TestCase):
)
algo.run(self.df)
AlgoClasses2 = [
TestOrderPercentAlgorithmPercentOf,
TestTargetPercentAlgorithmPercentOf]
for AlgoClass in AlgoClasses2:
algo = AlgoClass(
sim_params=self.sim_params,
)
algo.run(self.df_large)
def test_order_method_style_forwarding(self):
method_names_to_test = ['order',