base.py 文件源码

def setUpClass(cls):
        cls.__calendar = date_range('2014', '2015', freq=trading_day)
        cls.__assets = assets = Int64Index(arange(1, 20))
        cls.__tmp_finder_ctx = tmp_asset_finder(
            equities=make_simple_equity_info(
                assets,
                cls.__calendar[0],
                cls.__calendar[-1],
            )
        )
        cls.__finder = cls.__tmp_finder_ctx.__enter__()
        cls.__mask = cls.__finder.lifetimes(
            cls.__calendar[-30:],
            include_start_date=False,
        )