Eddie Hebert 44140d2de7 Fixes dates used in test factory for batch transforms. ...

The test factory was creating non-market days.
i.e. the date range spanned the weekend.

Using pandas' BDay frequency so that only business days are created.

This specific date range doesn't have holidays, so not accounting
for holidays in the factory.

Also, widens the range of the trading calendar to cover the test dates
generated by the factory which include 1990.
Previously the trading calendar began with 2002, meaning that holiday
and weekend adjustments with the data exercised by the factory did
not trigger when run with data in 1990.

This does increase the memory footprint of the tradingcalendar module.
However, only by a couple MB, so taking the hit there to enable
correct behavior.

2013-01-30 14:06:56 -05:00

..

finance

Fixed unittest2 import error on Python 2.7

2012-11-12 10:49:14 -05:00

__init__.py

Moved the test folder.

2012-05-09 13:34:13 -04:00

test_algorithm_gen.py

Fix for slippage time getting out of sync with algo.

2012-11-27 13:38:50 -05:00

test_algorithm.py

REF: Renamed granularity to data_frequency.

2012-12-30 11:50:46 -05:00

test_exception_handling.py

Fixed unittest2 import error on Python 2.7

2012-11-12 10:49:14 -05:00

test_finance.py

Exposes the list of trading days contained in a trading environment.

2013-01-01 13:01:49 -05:00

test_ndict.py

Saving point for adding license files.

2012-10-08 17:32:40 -04:00

test_perf_tracking.py

Resolved unittest import problems.

2013-01-16 11:54:04 -05:00

test_quarter_utils.py

Updates quarter utilities to fix offset.

2012-11-28 10:53:08 -05:00

test_risk_compare_batch_iterative.py

Date bookkeeping fixes in perf and risk

2012-12-12 15:23:26 -05:00

test_risk.py

Add the Sortino ratio for downside risk

2013-01-28 08:55:14 -05:00

test_sources.py

Changes test sources to use unit test's assert instead of plain assert.

2013-01-06 17:11:38 -05:00

test_transforms.py

Fixes dates used in test factory for batch transforms.

2013-01-30 14:06:56 -05:00

test_utils.py

Fixed unittest2 import error on Python 2.7

2012-11-12 10:49:14 -05:00