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quantopian / zipline / 8665
88%

Build:
DEFAULT BRANCH: master
Ran 25 May 2017 08:31PM UTC
Jobs 3
Files 172
Run time 2min
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MAINT: Remove environment as an argument to benchmark source. (#1816)

MAINT: Remove environment as an argument to benchmark source.

To allow the BenchmarkSource class to be more easily used in contexts other than
a TradingAlgorithm, remove the TradingEnvironment as an argument to the
benchmark source.

Instead:
- Pass a benchmark Asset, instead of a bencmark sid; so that the asset_finder
does not need to be passed to the benchmark source.
- Pass the pre-calculated benchmark_returns instead of an env,
which contains the benchmark_returns; a consumer can let the benchmark_returns
stay as the default of `None` when using an asset.

We may want to further refactor and make two different classes, instead of
relying on a combination of existence/non-existence of benchmark_asset and
benchmark_returns. That refactoring should be easier to do with this change.

11 of 11 new or added lines in 2 files covered. (100.0%)

13192 of 15062 relevant lines covered (87.58%)

2.62 hits per line

New Missed Lines in Diff

Lines Coverage ∆ File
1
100.0
zipline/sources/benchmark_source.py
Jobs
ID Job ID Ran Files Coverage
1 8665.1 (NUMPY_VERSION=1.11.1 SCIPY_VERSION=0.17.1) 25 May 2017 08:31PM UTC 0
87.53
Travis Job 8665.1
2 8665.2 (NUMPY_VERSION=1.11.1 SCIPY_VERSION=0.17.1) 25 May 2017 08:34PM UTC 0
87.22
Travis Job 8665.2
3 8665.3 (NUMPY_VERSION=1.11.1 SCIPY_VERSION=0.17.1) 25 May 2017 08:33PM UTC 0
87.22
Travis Job 8665.3
Source Files on build 8665
Detailed source file information is not available for this build.
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