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DOC: Add comment explaining ADV NaN test expected result calculation.

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Nathan Wolfe
2016-06-29 11:34:21 -04:00
parent e67b5e5516
commit 985e6bafee
1 changed files with 3 additions and 0 deletions
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tests/pipeline/test_engine.py
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@@ -1221,6 +1221,9 @@ class ParameterizedFactorTestCase(WithTradingEnvironment, ZiplineTestCase):
expected_5 = rolling_mean((self.raw_data ** 2) * 2, window=5)[5:]
assert_frame_equal(results['dv5'].unstack(), expected_5)
# The following two use USEquityPricing.open and .volume as inputs.
# The former uses self.raw_data_with_nans, and the latter uses
# .raw_data * 2. Thus we multiply instead of squaring as above.
expected_1_nan = (self.raw_data_with_nans[5:]
* self.raw_data[5:] * 2).fillna(0)
assert_frame_equal(results['dv1_nan'].unstack(), expected_1_nan)