test_assets.py 文件源码

def setUpClass(cls):
        cls.future = Future(
            2468,
            symbol='OMH15',
            root_symbol='OM',
            notice_date=pd.Timestamp('2014-01-20', tz='UTC'),
            expiration_date=pd.Timestamp('2014-02-20', tz='UTC'),
            auto_close_date=pd.Timestamp('2014-01-18', tz='UTC'),
            tick_size=.01,
            multiplier=500
        )
        cls.future2 = Future(
            0,
            symbol='CLG06',
            root_symbol='CL',
            start_date=pd.Timestamp('2005-12-01', tz='UTC'),
            notice_date=pd.Timestamp('2005-12-20', tz='UTC'),
            expiration_date=pd.Timestamp('2006-01-20', tz='UTC')
        )
        env = TradingEnvironment(load=noop_load)
        env.write_data(futures_identifiers=[TestFuture.future,
                                            TestFuture.future2])
        cls.asset_finder = env.asset_finder