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https://github.com/wassname/catalyst.git
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Jamie Kirkpatrick
147242339d
When running with minutely emissions the simulator would report to the user that it simulated 'n - 1' days (where n is the number of days specified in the simulation params). Now the correct number of trading days are reported as being simulated.
29 lines
1.0 KiB
Python
29 lines
1.0 KiB
Python
#
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# Copyright 2014 Quantopian, Inc.
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#
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# Licensed under the Apache License, Version 2.0 (the "License");
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# you may not use this file except in compliance with the License.
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# You may obtain a copy of the License at
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#
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# http://www.apache.org/licenses/LICENSE-2.0
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#
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# Unless required by applicable law or agreed to in writing, software
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# distributed under the License is distributed on an "AS IS" BASIS,
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# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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# See the License for the specific language governing permissions and
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# limitations under the License.
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from unittest import TestCase
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from zipline.test_algorithms import NoopAlgorithm
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from zipline.utils import factory
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class TestTradeSimulation(TestCase):
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def test_minutely_emissions_generate_performance_stats_for_last_day(self):
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params = factory.create_simulation_parameters(num_days=1)
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params.emission_rate = 'minute'
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algo = NoopAlgorithm()
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algo.run(source=[], sim_params=params)
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self.assertEqual(algo.perf_tracker.day_count, 1.0)
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