Merge pull request #22 from quantopian/fix_batch_transform_days

BUG: batch_transform was wrongly updating when days < refresh_period.
2026-08-12 11:50:11 +08:00 · 2012-11-19 12:40:26 -08:00
parent 4a1fbb7d03 7bb8dca245
commit cf0de17b13
3 changed files with 70 additions and 34 deletions
@@ -327,6 +327,14 @@ class TestBatchTransform(TestCase):
        self.assertEqual(algo.history_return_price_market_aware[:2],
                         [None, None],
                         "First two iterations should return None")
+        self.assertEqual(algo.history_return_more_days_than_refresh[:3],
+                         [None, None, None],
+                         "First five iterations should return None")
+        self.assertTrue(isinstance(
+            algo.history_return_more_days_than_refresh[4],
+            pd.DataFrame),
+            "Sixth iteration should not be None"
+        )

        # test overloaded class
        for test_history in [algo.history_return_price_class,