def test_get_low_liquidity_transactions(self, expected, last_n_days):
txn_daily = DataFrame(data=[[1, 1000000, 1, 'A'],
[2, 2000000, 1, 'B'],
[1, 1000000, 1, 'A']],
columns=['sid', 'amount', 'price', 'symbol'],
index=self.dates)
llt = get_low_liquidity_transactions(txn_daily, self.market_data,
last_n_days=last_n_days)
expected.index.name = 'symbol'
assert_frame_equal(llt, expected)
def test_get_low_liquidity_transactions(self, expected, last_n_days):
txn_daily = DataFrame(data=[[1, 1000000, 1, 'A'],
[2, 2000000, 1, 'B'],
[1, 1000000, 1, 'A']],
columns=['sid', 'amount', 'price', 'symbol'],
index=self.dates)
llt = get_low_liquidity_transactions(txn_daily, self.market_data,
last_n_days=last_n_days)
expected.index.name = 'symbol'
assert_frame_equal(llt, expected)
def test_get_low_liquidity_transactions(self, expected, last_n_days):
txn_daily = pd.DataFrame(
data=[
[1, 1000000, 1, "A"],
[2, 2000000, 1, "B"],
[1, 1000000, 1, "A"],
],
columns=["sid", "amount", "price", "symbol"],
index=self.dates,
)
llt = get_low_liquidity_transactions(txn_daily,
self.market_data,
last_n_days=last_n_days)
expected.index.name = "symbol"
assert_frame_equal(llt, expected)