test_tradesimulation.py 文件源码

def test_before_trading_start(self, test_name, num_days, freq,
                                  emission_rate):
        params = factory.create_simulation_parameters(
            num_days=num_days, data_frequency=freq,
            emission_rate=emission_rate)

        algo = BeforeTradingAlgorithm(sim_params=params)
        algo.run(source=[], overwrite_sim_params=False)

        self.assertEqual(algo.perf_tracker.day_count, num_days)
        self.assertTrue(params.trading_days.equals(
            pd.DatetimeIndex(algo.before_trading_at)),
            "Expected %s but was %s."
            % (params.trading_days, algo.before_trading_at))