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TST: Adds TradingSchedule test fixture

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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
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tests/pipeline/test_engine.py
+6 -6
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@@ -931,7 +931,7 @@ class SyntheticBcolzTestCase(WithAdjustmentReader,
cls.equity_info = ret = make_rotating_equity_info(
num_assets=6,
first_start=cls.first_asset_start,
frequency=cls.TRADING_ENV_TRADING_CALENDAR.trading_day,
frequency=cls.trading_schedule.day,
periods_between_starts=4,
asset_lifetime=8,
)
@@ -992,9 +992,9 @@ class SyntheticBcolzTestCase(WithAdjustmentReader,
window_length = 5
asset_ids = self.all_asset_ids
dates = date_range(
self.first_asset_start + self.env.trading_day,
self.first_asset_start + self.trading_schedule.day,
self.last_asset_end,
freq=self.env.trading_day,
freq=self.trading_schedule.day,
)
dates_to_test = dates[window_length:]
@@ -1014,7 +1014,7 @@ class SyntheticBcolzTestCase(WithAdjustmentReader,
# **previous** day's data.
expected_raw = rolling_mean(
expected_bar_values_2d(
dates - self.env.trading_day,
dates - self.trading_schedule.day,
self.equity_info,
'close',
),
@@ -1046,9 +1046,9 @@ class SyntheticBcolzTestCase(WithAdjustmentReader,
window_length = 5
asset_ids = self.all_asset_ids
dates = date_range(
self.first_asset_start + self.env.trading_day,
self.first_asset_start + self.trading_schedule.day,
self.last_asset_end,
freq=self.env.trading_day,
freq=self.trading_schedule.day,
)
dates_to_test = dates[window_length:]