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MAINT: Renamed order_batch parameter and added docs

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This commit is contained in:
Richard Frank
2016-12-20 11:57:27 -05:00
parent dea157741f
commit 83d0c45ec3
3 changed files with 53 additions and 13 deletions
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tests/test_blotter.py
+5 -5
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@@ -340,22 +340,22 @@ class BlotterTestCase(WithCreateBarData,
blotter2 = Blotter(self.sim_params.data_frequency,
self.asset_finder)
for i in range(1, 4):
order_args = [
order_arg_lists = [
(self.asset_24, i * 100, MarketOrder()),
(self.asset_25, i * 100, LimitOrder(i * 100 + 1)),
]
order_batch_ids = blotter1.order_batch(order_args)
order_batch_ids = blotter1.order_batch(order_arg_lists)
order_ids = []
for order_arg in order_args:
order_ids.append(blotter2.order(*order_arg))
for order_args in order_arg_lists:
order_ids.append(blotter2.order(*order_args))
self.assertEqual(len(order_batch_ids), len(order_ids))
self.assertEqual(len(blotter1.open_orders),
len(blotter2.open_orders))
for (asset, _, _), order_batch_id, order_id in zip(
order_args, order_batch_ids, order_ids
order_arg_lists, order_batch_ids, order_ids
):
self.assertEqual(len(blotter1.open_orders[asset]),
len(blotter2.open_orders[asset]))