Capital base is included in the sim params, so we should define the
value there, or use the default.
This change also unifies the default capital base as 1e5, as was
previously defined in algorithm.py.
If we have a test that's being called more than once (i.e. two
test cases, both subclasses of the same base test case, with
different setup but calling the same test), allow the subsequent
calls to re-consume the same params
Make a new decorator, expect_strictly_bounds, which shares logic
with the existing expect_bounded (which checks that inputs fall
INCLUSIVELY between bounds),
When EQUITY_DAILY_BAR_SOURCE_FROM_MINUTE is set, use
EQUITY_MINUTE_BAR_LOOKBACK_DAYS as the default value for
EQUITY_DAILY_BAR_LOOKBACK_DAYS.
Without this, trying to run a minutely backtest in a test setting only
EQUITY_MINUTE_BAR_LOOKBACK_DAYS and EQUITY_DAILY_BAR_SOURCE_FROM_MINUTE
fails because the benchmark creation process makes a daily history call
for the entire period of the backtest, which then fails because the
equity daily bar calendar is shorter than the equity minute bar
calendar.
I can't imagine a circumstance in which you'd want the daily bar
calendar to be shorter than the minute bar calendar when you're sourcing
daily bars from minutes, so this change makes that the default behavior
unless it's explicitly overridden.
Fixes a bug where we'd fail to raise an error if the start/end of a
history window call don't aren't in the loader's calendar.
We were started dropping this error after a previous change swapped out
calls to `index.get_loc` with calls to `index.searchsorted` to avoid
creating hash tables in pandas.
When opening with a new `end_session`, i.e. opening for append, write the new
end session to the metadata.
Fixes an issue where the calendar on minute bar readers did not include the
recently appended day, causing reads on the last values to fail.
According, update append test to read a value, instead of checking table length.
TST: add test case for empty raw events data
BUG: update for python compatibility
MAINT: Simplify assertion for empty events case.
DOC: Add comments on indexer unpacking.
MAINT: move some config to test method
Remove need for a consumer that is editing an existing minute bars directory to
reread the values which should not change from the metadata.
Add a test to the append on new day and truncate, which would be the common
usage of this method.
Ana Ruelas