mirror of
https://github.com/wassname/catalyst.git
synced 2026-06-28 10:15:34 +08:00
fixes for unit tests, back to 50/51 passing.
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+10
-11
@@ -37,7 +37,7 @@ class ZiplineWithTransformsTestCase(TestCase):
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zipline = SimulatedTrading.create_test_zipline(
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**self.zipline_test_config
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)
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vwap = VWAPTransform("vwap_10", daycount=10)
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vwap = VWAP("vwap_10", daycount=10)
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zipline.add_transform(vwap)
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zipline.simulate(blocking=True)
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@@ -49,7 +49,7 @@ class FinanceTransformsTestCase(TestCase):
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def setUp(self):
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self.trading_environment = factory.create_trading_environment()
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setup_logger(self, '/var/log/qexec/qexec.log')
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setup_logger(self)
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trade_history = factory.create_trade_history(
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133,
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@@ -74,11 +74,11 @@ class FinanceTransformsTestCase(TestCase):
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((10.0 * 100) + (10.0 * 100)) / (200.0),
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((10.0 * 100) + (10.0 * 100) + (11.0 * 100)) / (300.0),
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# First event should get droppped here.
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((10.0 * 100) + (11.0 * 100) + (11.0 * 300)) / (500.0)]
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((10.0 * 100) + (11.0 * 100) + (11.0 * 300)) / (500.0)]
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# Output should match the expected.
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assert tnfm_vals == expected
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def test_returns(self):
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trade_history = factory.create_trade_history(
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@@ -98,13 +98,13 @@ class FinanceTransformsTestCase(TestCase):
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def test_moving_average(self):
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mavg = StatefulTransform(
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MovingAverage,
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timedelta(days = 2),
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MovingAverage,
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timedelta(days = 2),
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['price', 'volume']
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)
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)
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transformed = list(mavg.transform(self.source))
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# Output values.
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tnfm_prices = [message.tnfm_value.price for message in transformed]
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@@ -120,7 +120,6 @@ class FinanceTransformsTestCase(TestCase):
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((100.0 + 100.0 + 100.0) / 3.0),
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# First event should get dropped here.
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((100.0 + 100.0 + 300.0) / 3.0)]
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assert tnfm_prices == expected_prices
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assert tnfm_volumes == expected_volumes
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