From 886f091e64206766c9c238681da4b5c84517e126 Mon Sep 17 00:00:00 2001 From: fawce Date: Tue, 20 Mar 2012 16:45:52 -0400 Subject: [PATCH] trying to fix the factory bugs... --- zipline/test/factory.py | 8 +++----- 1 file changed, 3 insertions(+), 5 deletions(-) diff --git a/zipline/test/factory.py b/zipline/test/factory.py index 18dfacf4..af362fbc 100644 --- a/zipline/test/factory.py +++ b/zipline/test/factory.py @@ -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)