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TST: Reconciles tests with asset management system

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jfkirk
2015-06-08 16:30:16 -04:00
parent b84ac01cbf
commit a5d1f79a37
11 changed files with 608 additions and 391 deletions
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tests/test_algorithm_gen.py
+5 -6
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@@ -62,7 +62,7 @@ class TestAlgo(TradingAlgorithm):
self.latest_date = None
self.set_slippage(RecordDateSlippage(spread=0.05))
self.stocks = [8229]
self.stocks = [self.sid(8229)]
self.ordered = False
self.num_bars = 0
@@ -105,7 +105,7 @@ class AlgorithmGeneratorTestCase(TestCase):
start=datetime(2012, 5, 1, tzinfo=pytz.utc),
end=datetime(2012, 6, 30, tzinfo=pytz.utc)
)
algo = TestAlgo(self, sim_params=sim_params)
algo = TestAlgo(self, identifiers=[8229], sim_params=sim_params)
trade_source = factory.create_daily_trade_source(
[8229],
200,
@@ -131,7 +131,7 @@ class AlgorithmGeneratorTestCase(TestCase):
start=datetime(2011, 7, 30, tzinfo=pytz.utc),
end=datetime(2012, 7, 30, tzinfo=pytz.utc)
)
algo = TestAlgo(self, sim_params=sim_params)
algo = TestAlgo(self, identifiers=[8229], sim_params=sim_params)
trade_source = factory.create_daily_trade_source(
[8229],
sim_params
@@ -158,8 +158,7 @@ class AlgorithmGeneratorTestCase(TestCase):
period_end=datetime(2012, 7, 30, tzinfo=pytz.utc),
data_frequency='minute'
)
algo = TestAlgo(self,
sim_params=sim_params)
algo = TestAlgo(self, identifiers=[8229], sim_params=sim_params)
midnight_custom_source = [Event({
'custom_field': 42.0,
@@ -223,6 +222,6 @@ class AlgorithmGeneratorTestCase(TestCase):
"""
sim_params = create_simulation_parameters(num_days=1,
data_frequency='minute')
algo = TestAlgo(self, sim_params=sim_params)
algo = TestAlgo(self, sim_params=sim_params, identifiers=[8229])
algo.run(source=[], overwrite_sim_params=False)
self.assertEqual(algo.datetime, sim_params.last_close)