TST: adapting zipline tests to catalyst: risk, events + data (WIP)

This commit is contained in:
Victor Grau Serrat
2017-12-04 23:06:06 -07:00
parent 96a27d083c
commit f279101393
5 changed files with 73 additions and 21 deletions
+7
View File
@@ -11,6 +11,12 @@
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
'''
# ZIPLINE legacy test: Catalyst does not use DispatchBarReader, and thus
# this test suite is irrelevant, and is commented out in its entirety
from numpy import array, nan
from numpy.testing import assert_almost_equal
from pandas import DataFrame, Timestamp
@@ -330,3 +336,4 @@ class AssetDispatchMinuteBarTestCase(WithBcolzEquityMinuteBarReader,
for i, (sid, expected, msg) in enumerate(expected_per_sid):
for j, result in enumerate(results):
assert_almost_equal(result[:, i], expected[j], err_msg=msg)
'''