test_security_list.py 文件源码

def test_algo_without_rl_violation_after_delete(self):
        sim_params = factory.create_simulation_parameters(
            start=self.extra_knowledge_date,
            num_days=4,
        )
        equities = pd.DataFrame.from_records([{
            'symbol': 'BZQ',
            'start_date': sim_params.start_session,
            'end_date': sim_params.end_session,
            'exchange': "TEST",
        }])
        with TempDirectory() as new_tempdir, \
                security_list_copy(), \
                tmp_trading_env(equities=equities,
                                load=self.make_load_function()) as env:
            # add a delete statement removing bzq
            # write a new delete statement file to disk
            add_security_data([], ['BZQ'])

            data_portal = create_data_portal(
                env.asset_finder,
                new_tempdir,
                sim_params,
                range(0, 5),
                trading_calendar=self.trading_calendar,
            )

            algo = RestrictedAlgoWithoutCheck(
                symbol='BZQ', sim_params=sim_params, env=env
            )
            algo.run(data_portal)