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2854c77d55
`AlgorithmSimulator` listens to that event to call the algorithm's `before_trading_start` method.
34 lines
1.1 KiB
Python
34 lines
1.1 KiB
Python
#
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# Copyright 2016 Quantopian, Inc.
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#
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# Licensed under the Apache License, Version 2.0 (the "License");
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# you may not use this file except in compliance with the License.
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# You may obtain a copy of the License at
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#
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# http://www.apache.org/licenses/LICENSE-2.0
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#
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# Unless required by applicable law or agreed to in writing, software
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# distributed under the License is distributed on an "AS IS" BASIS,
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# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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# See the License for the specific language governing permissions and
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# limitations under the License.
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from unittest import TestCase
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from zipline.finance.cancel_policy import NeverCancel, EODCancel
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from zipline.gens.sim_engine import (
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BAR,
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SESSION_END
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)
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class CancelPolicyTestCase(TestCase):
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def test_eod_cancel(self):
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cancel_policy = EODCancel()
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self.assertTrue(cancel_policy.should_cancel(SESSION_END))
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self.assertFalse(cancel_policy.should_cancel(BAR))
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def test_never_cancel(self):
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cancel_policy = NeverCancel()
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self.assertFalse(cancel_policy.should_cancel(SESSION_END))
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self.assertFalse(cancel_policy.should_cancel(BAR))
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