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FIX: time_rules should trigger only at dt specified

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Previously, time_rules triggered when the dt specified has passed
This commit is contained in:
Andrew Liang
2016-04-05 17:51:10 -04:00
parent e9498a73f4
commit a8491879ce
2 changed files with 15 additions and 23 deletions
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tests/utils/test_events.py
+12 -15
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@@ -16,7 +16,6 @@ from collections import namedtuple
import datetime
from functools import partial
from inspect import isabstract
from itertools import islice
import random
from unittest import TestCase
@@ -306,16 +305,12 @@ class TestStatelessRules(RuleTestCase):
self.after_open.should_trigger,
env=self.env,
)
for m in islice(ms, 64):
# Check the first 64 minutes of data.
# We use 64 because the offset is from market open
# at 13:30 UTC, meaning the first minute of data has an
# offset of 1.
self.assertFalse(should_trigger(m))
for m in islice(ms, 64, None):
# Check the rest of the day.
self.assertTrue(should_trigger(m))
for i, m in enumerate(ms):
# Should only trigger at the 64th minute
if i != 64:
self.assertFalse(should_trigger(m))
else:
self.assertTrue(should_trigger(m))
@subtest(minutes_for_days(ordered_days=True), 'ms')
def test_BeforeClose(self, ms):
@@ -324,10 +319,12 @@ class TestStatelessRules(RuleTestCase):
self.before_close.should_trigger,
env=self.env
)
for m in ms[0:-66]:
self.assertFalse(should_trigger(m))
for m in ms[-66:]:
self.assertTrue(should_trigger(m))
for m in ms:
# Should only trigger at the 65th-to-last minute
if m != ms[-66]:
self.assertFalse(should_trigger(m))
else:
self.assertTrue(should_trigger(m))
@subtest(minutes_for_days(), 'ms')
def test_NotHalfDay(self, ms):