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TST: Adds TradingSchedule test fixture

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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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zipline/algorithm.py
+3 -3
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@@ -617,8 +617,8 @@ class TradingAlgorithm(object):
self.sim_params.period_end = data.major_axis[-1]
# Changing period_start and period_close might require
# updating of first_open and last_close.
self.sim_params.update_internal_from_env(
env=self.trading_environment
self.sim_params.update_internal_from_trading_schedule(
trading_schedule=self.trading_schedule
)
copy_panel = data.rename(
@@ -753,7 +753,7 @@ class TradingAlgorithm(object):
fake_sids = range(first_sid, first_sid + len(new_symbols))
frame_to_write = make_simple_equity_info(
sids=fake_sids,
start_date=self.sim_params.period_start,
start_date=as_of_date,
end_date=self.sim_params.period_end,
symbols=new_symbols,
)