test_algorithm.py 文件源码

def make_equity_daily_bar_data(cls):
        days = cls.trading_calendar.sessions_in_range(
            pd.Timestamp('2006-01-03', tz='UTC'),
            pd.Timestamp('2006-01-09', tz='UTC')
        )
        return trades_by_sid_to_dfs(
            {
                0: factory.create_trade_history(
                    0,
                    np.arange(10.0, 10.0 + len(days), 1.0),
                    [10000] * len(days),
                    timedelta(days=1),
                    cls.sim_params,
                    cls.trading_calendar),
            },
            index=pd.DatetimeIndex(days),
        )