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trying to fix the factory bugs...

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This commit is contained in:
fawce
2012-03-20 16:45:52 -04:00
parent f20db3d01d
commit 886f091e64
1 changed files with 3 additions and 5 deletions
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zipline/test/factory.py
+3 -5
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@@ -75,7 +75,6 @@ def get_next_trading_dt(current, interval, trading_calendar):
return next
def create_trade_history(sid, prices, amounts, start_time, interval, trading_calendar):
i = 0
trades = []
current = start_time.replace(tzinfo = pytz.utc)
@@ -109,7 +108,6 @@ def create_txn_history(sid, priceList, amtList, startTime, interval, trading_cal
def create_returns(daycount, start, trading_calendar):
i = 0
test_range = []
current = start.replace(tzinfo=pytz.utc)
one_day = timedelta(days = 1)
@@ -119,7 +117,6 @@ def create_returns(daycount, start, trading_calendar):
one_day,
trading_calendar
)
i += 1
r = risk.DailyReturn(current, random.random())
test_range.append(r)
@@ -143,9 +140,10 @@ def create_returns_from_list(returns, start, trading_calendar):
current = start.replace(tzinfo=pytz.utc)
one_day = timedelta(days = 1)
test_range = []
while len(test_range) < len(returns):
for return_val in returns:
current = get_next_trading_dt(current, one_day, trading_calendar)
r = risk.DailyReturn(current, returns[i])
r = risk.DailyReturn(current, return_val)
test_range.append(r)
return sorted(test_range, key=lambda(x):x.date)