mirror of
https://github.com/wassname/catalyst.git
synced 2026-07-02 13:38:52 +08:00
BUG: Ensure algorithm tests use test simulation parameters.
To pass sim_params to TradingAlgorithm using kwargs is required. When just passing sim_params as an arg, it was ignored.
This commit is contained in:
@@ -74,7 +74,7 @@ class TestTransformAlgorithm(TestCase):
|
||||
|
||||
def test_source_as_input(self):
|
||||
algo = TestRegisterTransformAlgorithm(
|
||||
self.sim_params,
|
||||
sim_params=self.sim_params,
|
||||
sids=[133]
|
||||
)
|
||||
algo.run(self.source)
|
||||
@@ -103,7 +103,7 @@ class TestTransformAlgorithm(TestCase):
|
||||
|
||||
def test_df_as_input(self):
|
||||
algo = TestRegisterTransformAlgorithm(
|
||||
self.sim_params,
|
||||
sim_params=self.sim_params,
|
||||
sids=[0, 1]
|
||||
)
|
||||
algo.run(self.df)
|
||||
@@ -111,14 +111,14 @@ class TestTransformAlgorithm(TestCase):
|
||||
|
||||
def test_panel_as_input(self):
|
||||
algo = TestRegisterTransformAlgorithm(
|
||||
self.sim_params,
|
||||
sim_params=self.sim_params,
|
||||
sids=[0, 1])
|
||||
algo.run(self.panel)
|
||||
assert isinstance(algo.sources[0], DataPanelSource)
|
||||
|
||||
def test_run_twice(self):
|
||||
algo = TestRegisterTransformAlgorithm(
|
||||
self.sim_params,
|
||||
sim_params=self.sim_params,
|
||||
sids=[0, 1]
|
||||
)
|
||||
|
||||
@@ -129,7 +129,7 @@ class TestTransformAlgorithm(TestCase):
|
||||
|
||||
def test_transform_registered(self):
|
||||
algo = TestRegisterTransformAlgorithm(
|
||||
self.sim_params,
|
||||
sim_params=self.sim_params,
|
||||
sids=[133]
|
||||
)
|
||||
|
||||
@@ -142,21 +142,21 @@ class TestTransformAlgorithm(TestCase):
|
||||
|
||||
def test_data_frequency_setting(self):
|
||||
algo = TestRegisterTransformAlgorithm(
|
||||
self.sim_params,
|
||||
sim_params=self.sim_params,
|
||||
data_frequency='daily'
|
||||
)
|
||||
self.assertEqual(algo.data_frequency, 'daily')
|
||||
self.assertEqual(algo.annualizer, 250)
|
||||
|
||||
algo = TestRegisterTransformAlgorithm(
|
||||
self.sim_params,
|
||||
sim_params=self.sim_params,
|
||||
data_frequency='minute'
|
||||
)
|
||||
self.assertEqual(algo.data_frequency, 'minute')
|
||||
self.assertEqual(algo.annualizer, 250 * 6 * 60)
|
||||
|
||||
algo = TestRegisterTransformAlgorithm(
|
||||
self.sim_params,
|
||||
sim_params=self.sim_params,
|
||||
data_frequency='minute',
|
||||
annualizer=10
|
||||
)
|
||||
|
||||
Reference in New Issue
Block a user