ENH: made exchange a required parameter to Asset and its subclasses

This required updating a lot of tests.
This commit is contained in:
Jean Bredeche
2016-08-02 23:21:39 -04:00
parent 17e390a379
commit e6af4e4f1b
12 changed files with 151 additions and 92 deletions
+4 -3
View File
@@ -1046,6 +1046,7 @@ class TestPositionPerformance(WithInstanceTmpDir, WithTradingCalendar,
'start_date': start,
'end_date': end,
'multiplier': 100,
'exchange': "TEST",
}
for sid in futures_sids
},
@@ -2345,9 +2346,9 @@ class TestPositionTracker(WithTradingEnvironment,
def make_futures_info(cls):
return pd.DataFrame.from_dict(
{
3: {'multiplier': 1000},
4: {'multiplier': 1000},
1032201401: {'multiplier': 50},
3: {'multiplier': 1000, 'exchange': 'TEST'},
4: {'multiplier': 1000, 'exchange': 'TEST'},
1032201401: {'multiplier': 50, 'exchange': 'TEST'},
},
orient='index',
)