diff --git a/tests/test_history.py b/tests/test_history.py index ae9c9b40..2e8473e5 100644 --- a/tests/test_history.py +++ b/tests/test_history.py @@ -24,23 +24,22 @@ import pandas as pd from pandas.util.testing import assert_frame_equal from pandas.tseries.tools import normalize_date -from zipline.history import history -from zipline.history.history_container import HistoryContainer -from zipline.protocol import BarData -import zipline.utils.factory as factory +from .history_cases import ( + HISTORY_CONTAINER_TEST_CASES, +) from zipline import TradingAlgorithm +from zipline.errors import HistoryInInitialize, IncompatibleHistoryFrequency from zipline.finance import trading from zipline.finance.trading import ( SimulationParameters, TradingEnvironment, ) -from zipline.errors import HistoryInInitialize, IncompatibleHistoryFrequency - +from zipline.history import history +from zipline.history.history_container import HistoryContainer +from zipline.protocol import BarData from zipline.sources import RandomWalkSource, DataFrameSource - -from .history_cases import ( - HISTORY_CONTAINER_TEST_CASES, -) +import zipline.utils.factory as factory +from zipline.utils.test_utils import subtest # Cases are over the July 4th holiday, to ensure use of trading calendar. @@ -1475,13 +1474,17 @@ class TestHistoryContainerResize(TestCase): def tearDownClass(cls): del cls.env - @parameterized.expand( - (freq, field, data_frequency, construct_digest) - for freq in ('1m', '1d') - for field in HistoryContainer.VALID_FIELDS - for data_frequency in ('minute', 'daily') - for construct_digest in (True, False) - if not (freq == '1m' and data_frequency == 'daily') + @subtest( + ((freq, field, data_frequency, construct_digest) + for freq in ('1m', '1d') + for field in HistoryContainer.VALID_FIELDS + for data_frequency in ('minute', 'daily') + for construct_digest in (True, False) + if not (freq == '1m' and data_frequency == 'daily')), + 'freq', + 'field', + 'data_frequency', + 'construct_digest', ) def test_history_grow_length(self, freq, @@ -1547,13 +1550,17 @@ class TestHistoryContainerResize(TestCase): self.assert_history(container, spec, initial_dt) - @parameterized.expand( - (bar_count, freq, pair, data_frequency) - for bar_count in (1, 2) - for freq in ('1m', '1d') - for pair in product(HistoryContainer.VALID_FIELDS, repeat=2) - for data_frequency in ('minute', 'daily') - if not (freq == '1m' and data_frequency == 'daily') + @subtest( + ((bar_count, freq, pair, data_frequency) + for bar_count in (1, 2) + for freq in ('1m', '1d') + for pair in product(HistoryContainer.VALID_FIELDS, repeat=2) + for data_frequency in ('minute', 'daily') + if not (freq == '1m' and data_frequency == 'daily')), + 'bar_count', + 'freq', + 'pair', + 'data_frequency', ) def test_history_add_field(self, bar_count, freq, pair, data_frequency): first, second = pair @@ -1609,13 +1616,17 @@ class TestHistoryContainerResize(TestCase): self.assert_history(container, new_spec, initial_dt) - @parameterized.expand( - (bar_count, pair, field, data_frequency) - for bar_count in (1, 2) - for pair in product(('1m', '1d'), repeat=2) - for field in HistoryContainer.VALID_FIELDS - for data_frequency in ('minute', 'daily') - if not ('1m' in pair and data_frequency == 'daily') + @subtest( + ((bar_count, pair, field, data_frequency) + for bar_count in (1, 2) + for pair in product(('1m', '1d'), repeat=2) + for field in HistoryContainer.VALID_FIELDS + for data_frequency in ('minute', 'daily') + if not ('1m' in pair and data_frequency == 'daily')), + 'bar_count', + 'pair', + 'field', + 'data_frequency', ) def test_history_add_freq(self, bar_count, pair, field, data_frequency): first, second = pair