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make calendar test compare generated calendar with the benchmark calendar

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renaming cal_days to bench_days
This commit is contained in:
warren-oneill
2015-03-26 10:44:31 +01:00
committed by jfkirk
parent 0fa44471be
commit fdd4940faf
1 changed files with 5 additions and 5 deletions
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tests/test_tradingcalendar.py
+5 -5
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@@ -35,11 +35,11 @@ class TestTradingCalendar(TestCase):
"""
env = TradingEnvironment()
env_start_index = \
env.trading_days.searchsorted(tradingcalendar.start)
env_days = env.trading_days[env_start_index:]
cal_days = tradingcalendar.trading_days
self.check_days(env_days, cal_days)
bench_days = env.benchmark_returns[tradingcalendar.start:].index
bounds = env.trading_days.slice_locs(start=tradingcalendar.start,
end=bench_days[-1])
env_days = env.trading_days[bounds[0]:bounds[1]]
self.check_days(env_days, bench_days)
@nottest
def test_lse_calendar_vs_environment(self):