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REF: Blotter no longer needs AssetFinder

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This commit is contained in:
Jean Bredeche
2017-04-24 15:41:21 -04:00
parent 59a96bf782
commit e429664fa6
6 changed files with 20 additions and 42 deletions
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tests/finance/test_blotter.py
+9 -19
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@@ -151,8 +151,7 @@ class BlotterTestCase(WithCreateBarData,
self.assertEqual(list(blotter.open_orders), [self.asset_25])
def test_blotter_eod_cancellation(self):
blotter = Blotter('minute', self.asset_finder,
cancel_policy=EODCancel())
blotter = Blotter('minute', cancel_policy=EODCancel())
# Make two orders for the same asset, so we can test that we are not
# mutating the orders list as we are cancelling orders
@@ -175,8 +174,7 @@ class BlotterTestCase(WithCreateBarData,
self.assertEqual(order.status, ORDER_STATUS.CANCELLED)
def test_blotter_never_cancel(self):
blotter = Blotter('minute', self.asset_finder,
cancel_policy=NeverCancel())
blotter = Blotter('minute', cancel_policy=NeverCancel())
blotter.order(self.asset_24, 100, MarketOrder())
@@ -190,8 +188,7 @@ class BlotterTestCase(WithCreateBarData,
self.assertEqual(blotter.new_orders[0].status, ORDER_STATUS.OPEN)
def test_order_rejection(self):
blotter = Blotter(self.sim_params.data_frequency,
self.asset_finder)
blotter = Blotter(self.sim_params.data_frequency)
# Reject a nonexistent order -> no order appears in new_order,
# no exceptions raised out
@@ -220,8 +217,7 @@ class BlotterTestCase(WithCreateBarData,
# Do it again, but reject it at a later time (after tradesimulation
# pulls it from new_orders)
blotter = Blotter(self.sim_params.data_frequency,
self.asset_finder)
blotter = Blotter(self.sim_params.data_frequency)
new_open_id = blotter.order(self.asset_24, 10, MarketOrder())
new_open_order = blotter.open_orders[self.asset_24][0]
self.assertEqual(new_open_id, new_open_order.id)
@@ -237,8 +233,7 @@ class BlotterTestCase(WithCreateBarData,
# You can't reject a filled order.
# Reset for paranoia
blotter = Blotter(self.sim_params.data_frequency,
self.asset_finder)
blotter = Blotter(self.sim_params.data_frequency)
blotter.slippage_models[Equity] = FixedSlippage()
filled_id = blotter.order(self.asset_24, 100, MarketOrder())
filled_order = None
@@ -303,8 +298,7 @@ class BlotterTestCase(WithCreateBarData,
expected_status = ORDER_STATUS.OPEN if expected_open else \
ORDER_STATUS.FILLED
blotter = Blotter(self.sim_params.data_frequency,
self.asset_finder)
blotter = Blotter(self.sim_params.data_frequency)
open_id = blotter.order(self.asset_24, order_size, MarketOrder())
open_order = blotter.open_orders[self.asset_24][0]
self.assertEqual(open_id, open_order.id)
@@ -326,8 +320,7 @@ class BlotterTestCase(WithCreateBarData,
self.assertEqual(filled_order.open_amount, expected_open)
def test_prune_orders(self):
blotter = Blotter(self.sim_params.data_frequency,
self.asset_finder)
blotter = Blotter(self.sim_params.data_frequency)
blotter.order(self.asset_24, 100, MarketOrder())
open_order = blotter.open_orders[self.asset_24][0]
@@ -354,10 +347,8 @@ class BlotterTestCase(WithCreateBarData,
Ensure the effect of order_batch is the same as multiple calls to
order.
"""
blotter1 = Blotter(self.sim_params.data_frequency,
self.asset_finder)
blotter2 = Blotter(self.sim_params.data_frequency,
self.asset_finder)
blotter1 = Blotter(self.sim_params.data_frequency)
blotter2 = Blotter(self.sim_params.data_frequency)
for i in range(1, 4):
order_arg_lists = [
(self.asset_24, i * 100, MarketOrder()),
@@ -386,7 +377,6 @@ class BlotterTestCase(WithCreateBarData,
def test_slippage_and_commission_dispatching(self):
blotter = Blotter(
self.sim_params.data_frequency,
self.asset_finder,
equity_slippage=FixedSlippage(spread=0.0),
future_slippage=FixedSlippage(spread=2.0),
equity_commission=PerTrade(cost=1.0),