# # Copyright 2016 Quantopian, Inc. # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # 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. from unittest import TestCase from catalyst.finance.cancel_policy import NeverCancel, EODCancel from catalyst.gens.sim_engine import ( BAR, SESSION_END ) class CancelPolicyTestCase(TestCase): def test_eod_cancel(self): cancel_policy = EODCancel() self.assertTrue(cancel_policy.should_cancel(SESSION_END)) self.assertFalse(cancel_policy.should_cancel(BAR)) def test_never_cancel(self): cancel_policy = NeverCancel() self.assertFalse(cancel_policy.should_cancel(SESSION_END)) self.assertFalse(cancel_policy.should_cancel(BAR))