TST: Update to empyrical, increase test coverage

ENH: Resolve rebase conflict by using updated example_data.tar

TST: Increase test coverage for risk portion of zipline
This commit is contained in:
Ana Ruelas
2016-07-18 14:02:38 -04:00
parent 902865cf71
commit f0af856c13
69 changed files with 222 additions and 172 deletions
+4 -4
View File
@@ -873,10 +873,10 @@ def before_trading_start(context, data):
res2 = algo2.run(self.data_portal)
# FIXME I think we are getting Nans due to fixed benchmark,
# so dropping them for now.
res1 = res1.fillna(method='ffill')
res2 = res2.fillna(method='ffill')
# There are some np.NaN values in the first row because there is not
# enough data to calculate the metric, e.g. beta.
res1 = res1.fillna(value=0)
res2 = res2.fillna(value=0)
np.testing.assert_array_equal(res1, res2)