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REF: Blotter no longer needs AssetFinder

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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/test_finance.py
+5 -9
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@@ -275,8 +275,7 @@ class FinanceTestCase(WithLogger,
else:
slippage_func = None
blotter = Blotter(sim_params.data_frequency, self.env.asset_finder,
slippage_func)
blotter = Blotter(sim_params.data_frequency, slippage_func)
start_date = sim_params.first_open
@@ -366,22 +365,19 @@ class FinanceTestCase(WithLogger,
)
def test_blotter_processes_splits(self):
blotter = Blotter('daily', self.env.asset_finder,
equity_slippage=FixedSlippage())
blotter = Blotter('daily', equity_slippage=FixedSlippage())
# set up two open limit orders with very low limit prices,
# one for sid 1 and one for sid 2
blotter.order(
blotter.asset_finder.retrieve_asset(1), 100, LimitOrder(10))
blotter.order(
blotter.asset_finder.retrieve_asset(2), 100, LimitOrder(10))
blotter.order(self.asset_finder.retrieve_asset(1), 100, LimitOrder(10))
blotter.order(self.asset_finder.retrieve_asset(2), 100, LimitOrder(10))
# send in a split for sid 2
blotter.process_splits([(2, 0.3333)])
for sid in [1, 2]:
order_lists = \
blotter.open_orders[blotter.asset_finder.retrieve_asset(sid)]
blotter.open_orders[self.asset_finder.retrieve_asset(sid)]
self.assertIsNotNone(order_lists)
self.assertEqual(1, len(order_lists))