test_algorithm.py 文件源码

def setUp(self):
        self.sim_params = factory.create_simulation_parameters(num_days=4,
                                                               env=self.env)
        self.trade_history = factory.create_trade_history(
            self.sid,
            [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=self.trade_history,
            env=self.env,
        )