Merge pull request #49 from quantopian/granularity

Granularity
2026-08-05 12:50:21 +08:00 · 2012-12-30 09:52:06 -08:00
parent 75e60fdc91 fccc5e8006
commit a71226c400
3 changed files with 64 additions and 5 deletions
@@ -89,3 +89,17 @@ class TestTransformAlgorithm(TestCase):
        assert algo.registered_transforms['mavg']['kwargs'] == \
            {'window_length': 2, 'market_aware': True}
        assert algo.registered_transforms['mavg']['class'] is MovingAverage
+
+    def test_data_frequency_setting(self):
+        algo = TestRegisterTransformAlgorithm(data_frequency='daily')
+        self.assertEqual(algo.data_frequency, 'daily')
+        self.assertEqual(algo.annualizer, 250)
+
+        algo = TestRegisterTransformAlgorithm(data_frequency='minute')
+        self.assertEqual(algo.data_frequency, 'minute')
+        self.assertEqual(algo.annualizer, 250 * 6 * 60)
+
+        algo = TestRegisterTransformAlgorithm(data_frequency='minute',
+                                              annualizer=10)
+        self.assertEqual(algo.data_frequency, 'minute')
+        self.assertEqual(algo.annualizer, 10)