wassname/catalyst
1
0
Fork 0
mirror of https://github.com/wassname/catalyst.git synced 2026-09-09 11:19:23 +08:00
Code Issues Packages Projects Releases Wiki Activity

MAINT: PR cleanup

Browse Source
This commit is contained in:
Jean Bredeche
2016-08-02 23:12:07 -04:00
parent 6020752a1d
commit 97ccb54326
10 changed files with 98 additions and 122 deletions
Download Patch File Download Diff File Expand all files Collapse all files
tests/test_clock.py
+2 -3
View File
@@ -1,7 +1,6 @@
from datetime import time
from unittest import TestCase
import pandas as pd
import numpy as np
from zipline.gens.sim_engine import (
MinuteSimulationClock,
SESSION_START,
@@ -26,8 +25,8 @@ class TestClock(TestCase):
)
trading_o_and_c = cls.nyse_calendar.schedule.ix[cls.sessions]
cls.opens = trading_o_and_c['market_open'].values.astype(np.int64)
cls.closes = trading_o_and_c['market_close'].values.astype(np.int64)
cls.opens = trading_o_and_c['market_open']
cls.closes = trading_o_and_c['market_close']
def test_bts_before_session(self):
clock = MinuteSimulationClock(