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TST: Use 'us_futures' calendar in test fixtures

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dmichalowicz
2017-03-29 11:10:37 -04:00
parent a006b4bbab
commit cf68953bf2
4 changed files with 21 additions and 22 deletions
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tests/data/test_dispatch_bar_reader.py
+5 -5
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@@ -42,8 +42,8 @@ class AssetDispatchSessionBarTestCase(WithBcolzEquityDailyBarReader,
WithTradingSessions,
ZiplineTestCase):
TRADING_CALENDAR_STRS = ('CME', 'NYSE')
TRADING_CALENDAR_PRIMARY_CAL = 'CME'
TRADING_CALENDAR_STRS = ('us_futures', 'NYSE')
TRADING_CALENDAR_PRIMARY_CAL = 'us_futures'
ASSET_FINDER_EQUITY_SIDS = 1, 2, 3
@@ -54,7 +54,7 @@ class AssetDispatchSessionBarTestCase(WithBcolzEquityDailyBarReader,
def make_future_minute_bar_data(cls):
m_opens = [
cls.trading_calendar.open_and_close_for_session(session)[0]
for session in cls.trading_sessions['CME']]
for session in cls.trading_sessions['us_futures']]
yield 10001, DataFrame({
'open': [10000.5, 10001.5, nan],
'high': [10000.9, 10001.9, nan],
@@ -171,8 +171,8 @@ class AssetDispatchMinuteBarTestCase(WithBcolzEquityMinuteBarReader,
WithBcolzFutureMinuteBarReader,
ZiplineTestCase):
TRADING_CALENDAR_STRS = ('CME', 'NYSE')
TRADING_CALENDAR_PRIMARY_CAL = 'CME'
TRADING_CALENDAR_STRS = ('us_futures', 'NYSE')
TRADING_CALENDAR_PRIMARY_CAL = 'us_futures'
ASSET_FINDER_EQUITY_SIDS = 1, 2, 3