test_security_list.py 文件源码

def test_algo_with_rl_violation_after_knowledge_date(self):
        sim_params = factory.create_simulation_parameters(
            start=list(
                LEVERAGED_ETFS.keys())[0] + timedelta(days=7), num_days=5,
            env=self.env)
        trade_history = factory.create_trade_history(
            'BZQ',
            [10.0, 10.0, 11.0, 11.0],
            [100, 100, 100, 300],
            timedelta(days=1),
            sim_params,
            env=self.env
        )
        self.source = SpecificEquityTrades(event_list=trade_history,
                                           env=self.env)
        algo = RestrictedAlgoWithoutCheck(symbol='BZQ',
                                          sim_params=sim_params,
                                          env=self.env)
        with self.assertRaises(TradingControlViolation) as ctx:
            algo.run(self.source)

        self.check_algo_exception(algo, ctx, 0)