test_transforms.py 文件源码

def with_algo(f):
    name = f.__name__
    if not name.startswith('test_'):
        raise ValueError('This must decorate a test case')

    tfm_name = name[len('test_'):]

    @wraps(f)
    def wrapper(self, data_frequency, days=None):
        sim_params, source = self.sim_and_source[data_frequency]

        algo = TradingAlgorithm(
            initialize=initialize_with(self, tfm_name, days),
            handle_data=handle_data_wrapper(f),
            sim_params=sim_params,
            env=self.env,
        )
        algo.run(source)

    return wrapper