test_us_equity_pricing.py 文件源码

def setUp(self):

        self.asset_info = EQUITY_INFO
        self.writer = SyntheticDailyBarWriter(
            self.asset_info,
            self.trading_days,
        )

        self.dir_ = TempDirectory()
        self.dir_.create()
        self.dest = self.dir_.getpath('daily_equity_pricing.bcolz')