wassname/catalyst
1
0
Fork 0
mirror of https://github.com/wassname/catalyst.git synced 2026-07-04 02:43:12 +08:00
Code Issues Packages Projects Releases Wiki Activity

TST: Use fixture's trading env for FakeDataPortal or TradingAlgo

Browse Source 
to avoid a new trading env needing to download data unnecessarily
This commit is contained in:
Richard Frank
2017-05-17 09:36:46 -04:00
parent dde4974705
commit c5b3ceecc1
4 changed files with 30 additions and 22 deletions
Download Patch File Download Diff File Expand all files Collapse all files
tests/test_algorithm.py
+15 -7
View File
@@ -314,6 +314,7 @@ def handle_data(algo, data):
initialize=lambda context: None,
handle_data=lambda context, data: None,
sim_params=self.sim_params,
env=self.env,
)
# Verify that api methods get resolved dynamically by patching them out
@@ -892,7 +893,8 @@ def before_trading_start(context, data):
def test_run_twice(self):
algo1 = TestRegisterTransformAlgorithm(
sim_params=self.sim_params,
sids=[0, 1]
sids=[0, 1],
env=self.env,
)
res1 = algo1.run(self.data_portal)
@@ -901,7 +903,8 @@ def before_trading_start(context, data):
# use the newly instantiated environment.
algo2 = TestRegisterTransformAlgorithm(
sim_params=self.sim_params,
sids=[0, 1]
sids=[0, 1],
env=self.env,
)
res2 = algo2.run(self.data_portal)
@@ -1569,15 +1572,16 @@ class TestAlgoScript(WithLogger,
def test_noop(self):
algo = TradingAlgorithm(initialize=initialize_noop,
handle_data=handle_data_noop)
handle_data=handle_data_noop,
env=self.env)
algo.run(self.data_portal)
def test_noop_string(self):
algo = TradingAlgorithm(script=noop_algo)
algo = TradingAlgorithm(script=noop_algo, env=self.env)
algo.run(self.data_portal)
def test_no_handle_data(self):
algo = TradingAlgorithm(script=no_handle_data)
algo = TradingAlgorithm(script=no_handle_data, env=self.env)
algo.run(self.data_portal)
def test_api_calls(self):
@@ -1593,7 +1597,8 @@ class TestAlgoScript(WithLogger,
def test_api_get_environment(self):
platform = 'zipline'
algo = TradingAlgorithm(script=api_get_environment_algo,
platform=platform)
platform=platform,
env=self.env)
algo.run(self.data_portal)
self.assertEqual(algo.environment, platform)
@@ -1779,6 +1784,7 @@ def handle_data(context, data):
test_algo = TradingAlgorithm(
script=record_variables,
sim_params=self.sim_params,
env=self.env,
)
set_algo_instance(test_algo)
@@ -3785,6 +3791,7 @@ class TestTradingAlgorithm(ZiplineTestCase):
initialize=initialize,
handle_data=handle_data,
analyze=analyze,
env=self.env,
)
with empty_trading_env() as env:
@@ -4642,7 +4649,7 @@ class TestOrderAfterDelist(WithTradingEnvironment, ZiplineTestCase):
self.assertEqual(expected_message, w.message)
class AlgoInputValidationTestCase(ZiplineTestCase):
class AlgoInputValidationTestCase(WithTradingEnvironment, ZiplineTestCase):
def test_reject_passing_both_api_methods_and_script(self):
script = dedent(
@@ -4668,6 +4675,7 @@ class AlgoInputValidationTestCase(ZiplineTestCase):
with self.assertRaises(ValueError):
TradingAlgorithm(
script=script,
env=self.env,
**{method: lambda *args, **kwargs: None}
)