MAINT: Move knowledge date for existing DNT list

This commit is contained in:
theandycamps
2015-02-27 14:13:01 -05:00
committed by Brian Fink
parent 82378f720d
commit d192b1846f
29 changed files with 0 additions and 19 deletions
-19
View File
@@ -199,25 +199,6 @@ class SecurityListTestCase(TestCase):
self.check_algo_exception(algo, ctx, 0)
def test_algo_with_rl_violation_on_knowledge_date(self):
sim_params = factory.create_simulation_parameters(
start=self.trading_day_before_first_kd, num_days=4)
trade_history = factory.create_trade_history(
'BZQ',
[10.0, 10.0, 11.0, 11.0],
[100, 100, 100, 300],
timedelta(days=1),
sim_params
)
self.source = SpecificEquityTrades(event_list=trade_history)
algo = RestrictedAlgoWithoutCheck(sid='BZQ', sim_params=sim_params)
with self.assertRaises(TradingControlViolation) as ctx:
algo.run(self.source)
self.check_algo_exception(algo, ctx, 1)
def test_algo_with_rl_violation_after_knowledge_date(self):
sim_params = factory.create_simulation_parameters(
start=list(