test_security_list.py 文件源码

def test_algo_without_rl_violation_after_delete(self):
        with security_list_copy():
            # add a delete statement removing bzq
            # write a new delete statement file to disk
            add_security_data([], ['BZQ'])
            sim_params = factory.create_simulation_parameters(
                start=self.extra_knowledge_date, num_days=3)

            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
            )
            algo.run(self.source)