test_algorithm.py 文件源码

def _algo_record_float_magic_should_pass(self, var_type):
        test_algo = TradingAlgorithm(
            script=record_float_magic % var_type,
            sim_params=self.sim_params,
            env=self.env,
        )
        set_algo_instance(test_algo)

        self.zipline_test_config['algorithm'] = test_algo
        self.zipline_test_config['trade_count'] = 200

        zipline = simfactory.create_test_zipline(
            **self.zipline_test_config)
        output, _ = drain_zipline(self, zipline)
        self.assertEqual(len(output), 252)
        incr = []
        for o in output[:200]:
            incr.append(o['daily_perf']['recorded_vars']['data'])
        np.testing.assert_array_equal(incr, [np.nan] * 200)