def setUpClass(cls):
random.seed(0)
cls.sids = (1, 2, 3)
minute_sim_ps = factory.create_simulation_parameters(
num_days=3,
sids=cls.sids,
data_frequency='minute',
emission_rate='minute',
)
daily_sim_ps = factory.create_simulation_parameters(
num_days=30,
sids=cls.sids,
data_frequency='daily',
emission_rate='daily',
)
cls.sim_and_source = {
'minute': (minute_sim_ps,
factory.create_minutely_trade_source(
cls.sids,
sim_params=minute_sim_ps,
)),
'daily': (daily_sim_ps,
factory.create_trade_source(
cls.sids,
trade_time_increment=timedelta(days=1),
sim_params=daily_sim_ps,
)),
}
def setUpClass(cls):
random.seed(0)
cls.sids = (1, 2, 3)
minute_sim_ps = factory.create_simulation_parameters(
num_days=3,
data_frequency='minute',
emission_rate='minute',
)
daily_sim_ps = factory.create_simulation_parameters(
num_days=30,
data_frequency='daily',
emission_rate='daily',
)
cls.env = TradingEnvironment()
cls.env.write_data(equities_identifiers=[1, 2, 3])
cls.sim_and_source = {
'minute': (minute_sim_ps,
factory.create_minutely_trade_source(
cls.sids,
sim_params=minute_sim_ps,
env=cls.env,
)),
'daily': (daily_sim_ps,
factory.create_trade_source(
cls.sids,
trade_time_increment=timedelta(days=1),
sim_params=daily_sim_ps,
env=cls.env,
)),
}
def setUpClass(cls):
random.seed(0)
cls.sids = (1, 2, 3)
minute_sim_ps = factory.create_simulation_parameters(
num_days=3,
sids=cls.sids,
data_frequency='minute',
emission_rate='minute',
)
daily_sim_ps = factory.create_simulation_parameters(
num_days=30,
sids=cls.sids,
data_frequency='daily',
emission_rate='daily',
)
cls.sim_and_source = {
'minute': (minute_sim_ps, factory.create_minutely_trade_source(
cls.sids,
trade_count=45,
sim_params=minute_sim_ps,
)),
'daily': (daily_sim_ps, factory.create_trade_source(
cls.sids,
trade_count=90,
trade_time_increment=timedelta(days=1),
sim_params=daily_sim_ps,
)),
}
def setUpClass(cls):
random.seed(0)
cls.sids = (1, 2, 3)
minute_sim_ps = factory.create_simulation_parameters(
num_days=3, data_frequency="minute", emission_rate="minute"
)
daily_sim_ps = factory.create_simulation_parameters(num_days=30, data_frequency="daily", emission_rate="daily")
cls.sim_and_source = {
"minute": (minute_sim_ps, factory.create_minutely_trade_source(cls.sids, sim_params=minute_sim_ps)),
"daily": (
daily_sim_ps,
factory.create_trade_source(cls.sids, trade_time_increment=timedelta(days=1), sim_params=daily_sim_ps),
),
}
def setUpClass(cls):
random.seed(0)
cls.sids = (1, 2, 3)
minute_sim_ps = factory.create_simulation_parameters(
num_days=3, data_frequency="minute", emission_rate="minute"
)
daily_sim_ps = factory.create_simulation_parameters(num_days=30, data_frequency="daily", emission_rate="daily")
cls.env = TradingEnvironment()
cls.env.write_data(equities_identifiers=[1, 2, 3])
cls.sim_and_source = {
"minute": (
minute_sim_ps,
factory.create_minutely_trade_source(cls.sids, sim_params=minute_sim_ps, env=cls.env),
),
"daily": (
daily_sim_ps,
factory.create_trade_source(
cls.sids, trade_time_increment=timedelta(days=1), sim_params=daily_sim_ps, env=cls.env
),
),
}