wassname/catalyst
1
0
Fork 0
mirror of https://github.com/wassname/catalyst.git synced 2026-09-12 12:12:04 +08:00
Code Issues Packages Projects Releases Wiki Activity

TST: Adds TradingSchedule test fixture

Browse Source
This commit is contained in:
jfkirk
2016-06-08 13:34:20 -04:00
committed by Jean Bredeche
parent 31f9f06c9a
commit d9fc514fa8
14 changed files with 154 additions and 209 deletions
Download Patch File Download Diff File Expand all files Collapse all files
tests/finance/test_slippage.py
+6 -9
View File
@@ -38,7 +38,6 @@ from zipline.testing.fixtures import (
WithSimParams,
ZiplineTestCase,
)
from zipline.utils.calendars import default_nyse_schedule
class SlippageTestCase(WithSimParams, WithDataPortal, ZiplineTestCase):
@@ -92,9 +91,10 @@ class SlippageTestCase(WithSimParams, WithDataPortal, ZiplineTestCase):
start=normalize_date(self.minutes[0]),
end=normalize_date(self.minutes[-1])
)
with tmp_bcolz_minute_bar_reader(self.env, days, assets) as reader:
with tmp_bcolz_minute_bar_reader(self.trading_schedule, days, assets) \
as reader:
data_portal = DataPortal(
self.env, default_nyse_schedule,
self.env, self.trading_schedule,
first_trading_day=reader.first_trading_day,
equity_minute_reader=reader,
)
@@ -481,14 +481,11 @@ class SlippageTestCase(WithSimParams, WithDataPortal, ZiplineTestCase):
start=normalize_date(self.minutes[0]),
end=normalize_date(self.minutes[-1])
)
with tmp_bcolz_minute_bar_reader(self.env, days, assets) as reader:
with tmp_bcolz_minute_bar_reader(self.trading_schedule, days, assets) \
as reader:
data_portal = DataPortal(
<<<<<<< HEAD
self.env,
self.env, self.trading_schedule,
first_trading_day=reader.first_trading_day,
=======
self.env, default_nyse_schedule,
>>>>>>> ENH: Adds ExchangeCalendar, TradingSchedule, and implementations
equity_minute_reader=reader,
)