TST: Added tests for new order methods.

tests/test_algorithm.py

@@ -21,7 +21,13 @@ from zipline.utils.test_utils import setup_logger
 import zipline.utils.factory as factory
 from zipline.test_algorithms import (TestRegisterTransformAlgorithm,
                                      RecordAlgorithm,
-                                     TestOrderAlgorithm)
+                                     TestOrderAlgorithm,
+                                     TestOrderValueAlgorithm,
+                                     TestTargetAlgorithm,
+                                     TestOrderPercentAlgorithm,
+                                     TestTargetPercentAlgorithm,
+                                     TestTargetValueAlgorithm)
+
 from zipline.sources import (SpecificEquityTrades,
                              DataFrameSource,
                              DataPanelSource)
@@ -166,9 +172,17 @@ class TestTransformAlgorithm(TestCase):
         self.assertEqual(algo.data_frequency, 'minute')
         self.assertEqual(algo.annualizer, 10)
 
-    def test_orders_executed(self):
-        algo = TestOrderAlgorithm(
-            sim_params=self.sim_params,
-            data_frequency='daily'
-        )
-        algo.run(self.df)
+    def test_order_methods(self):
+        AlgoClasses = [TestOrderAlgorithm,
+                       TestOrderValueAlgorithm,
+                       TestTargetAlgorithm,
+                       TestOrderPercentAlgorithm,
+                       TestTargetPercentAlgorithm,
+                       TestTargetValueAlgorithm]
+
+        for AlgoClass in AlgoClasses:
+            algo = AlgoClass(
+                sim_params=self.sim_params,
+                data_frequency='daily'
+            )
+            algo.run(self.df)

tests/test_batchtransform.py

@@ -231,7 +231,7 @@ class TestBatchTransform(TestCase):
             # consecutive (of window length) numbers up till the end.
             for i in range(algo.window_length, len(test_history)):
                 np.testing.assert_array_equal(
-                    range(i - algo.window_length + 1, i + 1),
+                    range(i - algo.window_length + 2, i + 2d),
                     test_history[i].values.flatten()
                 )
 

zipline/utils/factory.py

@@ -326,7 +326,7 @@ def create_test_df_source(sim_params=None, bars='daily'):
                 if i >= market_open and i <= market_close:
                     new_index.append(i)
             index = new_index
-    x = np.arange(0, len(index))
+    x = np.arange(1, len(index) + 1)
 
     df = pd.DataFrame(x, index=index, columns=[0])