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Method test_set_max_leverage

tests/test_algorithm.py:3194–3224  ·  view source on GitHub ↗
(self)

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3192 self._check_algo(algo, AccountControlViolation)
3193
3194 def test_set_max_leverage(self):
3195
3196 def initialize(algo, max_leverage):
3197 algo.set_max_leverage(max_leverage=max_leverage)
3198
3199 def handle_data(algo, data):
3200 algo.order(algo.sid(self.sidint), 1)
3201 algo.record(latest_time=algo.get_datetime())
3202
3203 # Set max leverage to 0 so buying one share fails.
3204 algo = self.make_algo(
3205 initialize=initialize,
3206 handle_data=handle_data,
3207 max_leverage=0,
3208 )
3209 self.check_algo_fails(algo)
3210 self.assertEqual(
3211 algo.recorded_vars['latest_time'],
3212 pd.Timestamp('2006-01-04 21:00:00', tz='UTC'),
3213 )
3214
3215 # Set max leverage to 1 so buying one share passes
3216 def handle_data(algo, data):
3217 algo.order(algo.sid(self.sidint), 1)
3218
3219 algo = self.make_algo(
3220 initialize=initialize,
3221 handle_data=handle_data,
3222 max_leverage=1,
3223 )
3224 self.check_algo_succeeds(algo)
3225
3226 def test_set_min_leverage(self):
3227 def initialize(algo, min_leverage, grace_period):

Callers

nothing calls this directly

Calls 3

make_algoMethod · 0.95
check_algo_failsMethod · 0.95
check_algo_succeedsMethod · 0.95

Tested by

no test coverage detected