def test_days_to_liquidate_positions(self):
dtlp = days_to_liquidate_positions(self.positions,
self.market_data,
max_bar_consumption=1,
capital_base=1e6,
mean_volume_window=1)
expected = DataFrame([[0.0, .5 / 3], [0.75 / 2, 0.0]],
columns=['A', 'B'],
index=self.dates[1:])
assert_frame_equal(dtlp, expected)
def test_days_to_liquidate_positions(self):
dtlp = days_to_liquidate_positions(self.positions,
self.market_data,
max_bar_consumption=1,
capital_base=1e6,
mean_volume_window=1)
expected = DataFrame([[0.0, .5/3],
[0.75/2, 0.0]],
columns=['A', 'B'],
index=self.dates[1:])
assert_frame_equal(dtlp, expected)