TST: tests removing of expired data and removes ffill in DataPanelSource

zipline/test_algorithms.py

@@ -937,6 +937,16 @@ class InvalidOrderAlgorithm(TradingAlgorithm):
                                      style=style)
 
 
+class TestRemoveDataAlgo(TradingAlgorithm):
+    def initialize(self, *args, **kwargs):
+        self.data = np.zeros(6)
+        self.i = 0
+
+    def handle_data(self, data):
+        self.data[self.i] = len(data)
+        self.i += 1
+
+
 ##############################
 # Quantopian style algorithms