From b1fdebfb7c5af8677571410805a0d346cc296abb Mon Sep 17 00:00:00 2001 From: Thomas Wiecki Date: Thu, 8 Aug 2013 15:53:09 -0400 Subject: [PATCH] TST: Added tests for new order methods. --- tests/test_algorithm.py | 28 +++++++++++++++++++++------- tests/test_batchtransform.py | 2 +- zipline/utils/factory.py | 2 +- 3 files changed, 23 insertions(+), 9 deletions(-) diff --git a/tests/test_algorithm.py b/tests/test_algorithm.py index 63d0cf6e..ea76a2f5 100644 --- a/tests/test_algorithm.py +++ b/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) diff --git a/tests/test_batchtransform.py b/tests/test_batchtransform.py index b2a2c9c8..a0e19fb7 100644 --- a/tests/test_batchtransform.py +++ b/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() ) diff --git a/zipline/utils/factory.py b/zipline/utils/factory.py index a0899ae3..065b4d41 100644 --- a/zipline/utils/factory.py +++ b/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])