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Reduces the the dataset size for performance tracker test.

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So that the test is easier to debug and walk through on paper.

Also, removes randomly created dataset.
This commit is contained in:
Eddie Hebert committed 2012-12-27 18:39:22 -05:00
1 parent c436f85758
commit b5867774e9
1 file changed
+45 -13
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tests/test_perf_tracking.py
+45 -13
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@@ -537,25 +537,57 @@ shares in position"
)
@parameterized.expand([
(datetime.datetime(year=2008,
month=10,
day=9,
tzinfo=pytz.utc),),
(datetime.datetime(year=2010,
month=10,
day=9,
tzinfo=pytz.utc),),
])
def test_tracker(self, start_dt):
trade_count = 100
# This date range covers Columbus day
#
# October 2008
# Su Mo Tu We Th Fr Sa
# 1 2 3 4
# 5 6 7 8 9 10 11
# 12 13 14 15 16 17 18
# 19 20 21 22 23 24 25
# 26 27 28 29 30 31
(datetime.datetime(year=2008,
month=10,
day=9,
tzinfo=pytz.utc),
datetime.datetime(year=2008,
month=10,
day=14,
tzinfo=pytz.utc)),
# October 2010
# Su Mo Tu We Th Fr Sa
# 1 2
# 3 4 5 6 7 8 9
# 10 11 12 13 14 15 16
# 17 18 19 20 21 22 23
# 24 25 26 27 28 29 30
# 31
(datetime.datetime(year=2010,
month=10,
day=9,
tzinfo=pytz.utc),
datetime.datetime(year=2010,
month=10,
day=14,
tzinfo=pytz.utc)),
])
def test_tracker(self, start_dt, end_dt):
trade_count = 5
sid = 133
price = 10.1
price_list = [price] * trade_count
volume = [100] * trade_count
trade_time_increment = datetime.timedelta(days=1)
trading_environment, start_dt, end_dt = self.create_env(start_dt)
benchmark_returns, treasury_curves = \
factory.load_market_data()
trading_environment = TradingEnvironment(
benchmark_returns,
treasury_curves,
period_start=start_dt,
period_end=end_dt
)
trade_history = factory.create_trade_history(
sid,