diff --git a/tests/finance/test_slippage.py b/tests/finance/test_slippage.py index 44f1fb8a..92c4611f 100644 --- a/tests/finance/test_slippage.py +++ b/tests/finance/test_slippage.py @@ -24,14 +24,15 @@ from unittest import TestCase from zipline.finance.slippage import VolumeShareSlippage -from zipline import ndict +from zipline.protocol import Event +from zipline.gens.tradesimulation import Order class SlippageTestCase(TestCase): def test_volume_share_slippage(self): - event = ndict( + event = Event( {'volume': 200, 'TRANSACTION': None, 'type': 4, @@ -51,7 +52,7 @@ class SlippageTestCase(TestCase): slippage_model = VolumeShareSlippage() open_orders = {133: [ - ndict( + Order( {'dt': datetime.datetime(2006, 1, 5, 14, 30, tzinfo=pytz.utc), 'amount': 100, 'filled': 0, 'sid': 133}) @@ -72,5 +73,6 @@ class SlippageTestCase(TestCase): self.assertIsNotNone(txn) - for key, value in expected_txn.items(): - self.assertEquals(value, txn[key]) + # TODO: Make expected_txn an Transaction object and ensure there + # is a __eq__ for that class. + self.assertEquals(expected_txn, txn.__dict__)