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BUG: Fix randomly failing talib unittest that relied on dict order.
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@@ -293,7 +293,6 @@ class TestTALIB(TestCase):
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self.source, self.panel = \
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factory.create_test_panel_ohlc_source(sim_params)
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@unittest.skip
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def test_talib_with_default_params(self):
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BLACKLIST = ['make_transform', 'BatchTransform',
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# TODO: Figure out why MAVP generates a KeyError
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@@ -345,9 +344,6 @@ class TestTALIB(TestCase):
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# self.source, self.panel = \
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# factory.create_test_panel_ohlc_source(self.sim_params)
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# TODO: Remove this skip, after debugging why sometimes the talib_results
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# contain to many leading nans.
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@unittest.skip
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def test_multiple_talib_with_args(self):
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zipline_transforms = [ta.MA(0, window_length=10),
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ta.MA(0, window_length=25)]
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@@ -355,10 +351,12 @@ class TestTALIB(TestCase):
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algo = TALIBAlgorithm(talib=zipline_transforms)
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algo.run(self.source)
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# Test if computed values match those computed by pandas rolling mean.
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np.testing.assert_array_equal(np.array(algo.talib_results.values()[0]),
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talib_values = np.array(algo.talib_results[zipline_transforms[0]])
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np.testing.assert_array_equal(talib_values,
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pd.rolling_mean(self.panel[0]['price'],
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10).values)
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np.testing.assert_array_equal(np.array(algo.talib_results.values()[1]),
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talib_values = np.array(algo.talib_results[zipline_transforms[1]])
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np.testing.assert_array_equal(talib_values,
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pd.rolling_mean(self.panel[0]['price'],
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25).values)
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for t in zipline_transforms:
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