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REF: Blotter no longer needs AssetFinder

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Jean Bredeche
2017-04-21 14:00:21 -04:00
parent 59a96bf782
commit e429664fa6
6 changed files with 20 additions and 42 deletions
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tests/test_algorithm.py
+3 -6
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@@ -1790,8 +1790,7 @@ def handle_data(context, data):
def test_batch_order_target_percent_matches_multi_order(self):
weights = pd.Series([.3, .7])
multi_blotter = RecordBatchBlotter(self.SIM_PARAMS_DATA_FREQUENCY,
self.asset_finder)
multi_blotter = RecordBatchBlotter(self.SIM_PARAMS_DATA_FREQUENCY)
multi_test_algo = TradingAlgorithm(
script=dedent("""\
from collections import OrderedDict
@@ -1820,8 +1819,7 @@ def handle_data(context, data):
multi_stats = multi_test_algo.run(self.data_portal)
self.assertFalse(multi_blotter.order_batch_called)
batch_blotter = RecordBatchBlotter(self.SIM_PARAMS_DATA_FREQUENCY,
self.asset_finder)
batch_blotter = RecordBatchBlotter(self.SIM_PARAMS_DATA_FREQUENCY)
batch_test_algo = TradingAlgorithm(
script=dedent("""\
from collections import OrderedDict
@@ -1864,8 +1862,7 @@ def handle_data(context, data):
def test_batch_order_target_percent_filters_null_orders(self):
weights = pd.Series([1, 0])
batch_blotter = RecordBatchBlotter(self.SIM_PARAMS_DATA_FREQUENCY,
self.asset_finder)
batch_blotter = RecordBatchBlotter(self.SIM_PARAMS_DATA_FREQUENCY)
batch_test_algo = TradingAlgorithm(
script=dedent("""\
from collections import OrderedDict