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ENH: made exchange a required parameter to Asset and its subclasses
This required updating a lot of tests.
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@@ -1046,6 +1046,7 @@ class TestPositionPerformance(WithInstanceTmpDir, WithTradingCalendar,
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'start_date': start,
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'end_date': end,
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'multiplier': 100,
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'exchange': "TEST",
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}
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for sid in futures_sids
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},
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@@ -2345,9 +2346,9 @@ class TestPositionTracker(WithTradingEnvironment,
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def make_futures_info(cls):
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return pd.DataFrame.from_dict(
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{
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3: {'multiplier': 1000},
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4: {'multiplier': 1000},
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1032201401: {'multiplier': 50},
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3: {'multiplier': 1000, 'exchange': 'TEST'},
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4: {'multiplier': 1000, 'exchange': 'TEST'},
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1032201401: {'multiplier': 50, 'exchange': 'TEST'},
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},
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orient='index',
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)
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