test_algorithm.py 文件源码

def setUp(self):
        setup_logger(self)
        self.sim_params = factory.create_simulation_parameters(num_days=4,
                                                               env=self.env)

        trade_history = factory.create_trade_history(
            133,
            [10.0, 10.0, 11.0, 11.0],
            [100, 100, 100, 300],
            timedelta(days=1),
            self.sim_params,
            self.env
        )
        self.source = SpecificEquityTrades(
            event_list=trade_history,
            env=self.env,
        )
        self.df_source, self.df = \
            factory.create_test_df_source(self.sim_params, self.env)

        self.panel_source, self.panel = \
            factory.create_test_panel_source(self.sim_params, self.env)