test_data_portal.py 文件源码

def setup(self):
        log.info('creating bitfinex exchange')
        exchanges = get_exchanges(['bitfinex', 'bittrex', 'poloniex'])
        open_calendar = get_calendar('OPEN')
        asset_finder = AssetFinderExchange()

        self.data_portal_live = DataPortalExchangeLive(
            exchanges=exchanges,
            asset_finder=asset_finder,
            trading_calendar=open_calendar,
            first_trading_day=pd.to_datetime('today', utc=True)
        )

        self.data_portal_backtest = DataPortalExchangeBacktest(
            exchanges=exchanges,
            asset_finder=asset_finder,
            trading_calendar=open_calendar,
            first_trading_day=None  # will set dynamically based on assets
        )