TST: Adds TradingSchedule test fixture

2026-08-20 12:10:30 +08:00 · 2016-06-08 13:34:20 -04:00
parent 31f9f06c9a
commit d9fc514fa8
14 changed files with 154 additions and 209 deletions
@@ -147,13 +147,13 @@ class TestBenchmark(WithDataPortal, WithSimParams, ZiplineTestCase):
        )

        tmp_reader = tmp_bcolz_minute_bar_reader(
-            self.env,
-            self.env.trading_days,
+            self.trading_schedule,
+            self.trading_schedule.all_execution_days,
            create_minute_bar_data(minutes, [2]),
        )
        with tmp_reader as reader:
            data_portal = DataPortal(
-                self.env,
+                self.env, self.trading_schedule,
                first_trading_day=reader.first_trading_day,
                equity_minute_reader=reader,
                equity_daily_reader=self.bcolz_daily_bar_reader,
@@ -163,7 +163,7 @@ class TestBenchmark(WithDataPortal, WithSimParams, ZiplineTestCase):
            source = BenchmarkSource(
                2,
                self.env,
-                default_nyse_schedule,
+                self.trading_schedule,
                self.sim_params.trading_days,
                data_portal
            )