ENH: Adds auto_close_date field to Future objects

2026-07-14 11:15:09 +08:00 · 2015-08-13 12:42:13 -04:00
parent 29321af1b4
commit a6ce1e5e8d
6 changed files with 28 additions and 17 deletions
@@ -1702,8 +1702,7 @@ class TestClosePosAlgo(TestCase):
    def test_auto_close_future(self):
        metadata = {1: {'symbol': 'TEST',
                        'asset_type': 'future',
-                        'notice_date': self.days[3],
-                        'expiration_date': self.days[4]}}
+                        'auto_close_date': self.days[3]}}
        self.env.write_data(futures_data=metadata)
        self.algo = TestAlgorithm(sid=1, amount=1, order_count=1,
                                  instant_fill=True, commission=PerShare(0),