test_algorithm.py 文件源码

def test_get_environment(self):
        expected_env = {
            'arena': 'backtest',
            'data_frequency': 'minute',
            'start': pd.Timestamp('2006-01-03 14:31:00+0000', tz='UTC'),
            'end': pd.Timestamp('2006-01-04 21:00:00+0000', tz='UTC'),
            'capital_base': 100000.0,
            'platform': 'zipline'
        }

        def initialize(algo):
            self.assertEqual('zipline', algo.get_environment())
            self.assertEqual(expected_env, algo.get_environment('*'))

        def handle_data(algo, data):
            pass

        algo = TradingAlgorithm(initialize=initialize,
                                handle_data=handle_data,
                                sim_params=self.sim_params,
                                env=self.env)
        algo.run(self.source)