wassname/catalyst
1
0
Fork 0
mirror of https://github.com/wassname/catalyst.git synced 2026-07-06 05:14:38 +08:00
Code Issues Packages Projects Releases Wiki Activity

Reduces the the dataset size for performance tracker test.

Browse Source 
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
2012-12-27 18:25:11 -05:00
parent c436f85758
commit b5867774e9
1 changed files with 45 additions and 13 deletions
Download Patch File Download Diff File Expand all files Collapse all files
tests/test_perf_tracking.py
+45 -13
View File
@@ -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,