class TestMarket(unittest.TestCase):
def setUp(self):
self.market = Market()
self.provider = YahooProvider()
pass
def testMarketWindow(self):
startDate = dt.date(2011,1,1)
endDate = dt.date(2011,12,31)
series = TimeSeries(startDate, endDate)
symbols = self.provider.fetchSymbolList('SP5002012')
window = MarketWindow(series, symbols)
self.provider.setMarketWindow(window)
self.assertEqual(len(series.timestamps), 252)
self.assertEqual(len(self.provider.window.symbols), 501)
def setUp(self):
self.market = Market()
self.provider = YahooProvider()
pass
