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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/test_bar_data.py
+3 -3
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@@ -111,21 +111,21 @@ class TestMinuteBarData(WithBarDataChecks,
# illiquid_split_asset trades every 10 minutes
for sid in (1, cls.SPLIT_ASSET_SID):
yield sid, create_minute_df_for_asset(
cls.env,
cls.trading_schedule,
cls.bcolz_minute_bar_days[0],
cls.bcolz_minute_bar_days[-1],
)
for sid in (2, cls.ILLIQUID_SPLIT_ASSET_SID):
yield sid, create_minute_df_for_asset(
cls.env,
cls.trading_schedule,
cls.bcolz_minute_bar_days[0],
cls.bcolz_minute_bar_days[-1],
10,
)
yield cls.HILARIOUSLY_ILLIQUID_ASSET_SID, create_minute_df_for_asset(
cls.env,
cls.trading_schedule,
cls.bcolz_minute_bar_days[0],
cls.bcolz_minute_bar_days[-1],
50,