From fdd4940faf12769e1b6487ffb4796adb721cf8fc Mon Sep 17 00:00:00 2001 From: warren-oneill Date: Thu, 26 Mar 2015 10:44:31 +0100 Subject: [PATCH] make calendar test compare generated calendar with the benchmark calendar renaming cal_days to bench_days --- tests/test_tradingcalendar.py | 10 +++++----- 1 file changed, 5 insertions(+), 5 deletions(-) diff --git a/tests/test_tradingcalendar.py b/tests/test_tradingcalendar.py index 4ea8e498..529bd894 100644 --- a/tests/test_tradingcalendar.py +++ b/tests/test_tradingcalendar.py @@ -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):