gzip test data

quantopian · Nov 21, 2015 · 2970efe · 2970efe
1 parent 4bacfa9
commit 2970efe
Showing 1 changed file with 6 additions and 3 deletions.
diff --git a/pyfolio/tests/test_round_trips.py b/pyfolio/tests/test_round_trips.py
@@ -12,6 +12,7 @@
 from pandas.util.testing import (assert_frame_equal)
 
 import os
+import gzip
 
 from pyfolio.round_trips import (extract_round_trips,
                                  add_closing_transactions)
@@ -98,14 +99,16 @@ def test_txn_pnl_matches_round_trip_pnl(self):
         __location__ = os.path.realpath(
             os.path.join(os.getcwd(), os.path.dirname(__file__)))
 
-        test_txn = read_csv(__location__ + '/test_data/test_txn.csv',
+        test_txn = read_csv(gzip.open(
+                            __location__ + '/test_data/test_txn.csv.gz'),
                             index_col=0, parse_dates=0)
-        test_pos = read_csv(__location__ + '/test_data/test_pos.csv',
+        test_pos = read_csv(gzip.open(
+                            __location__ + '/test_data/test_pos.csv.gz'),
                             index_col=0, parse_dates=0)
 
         transactions_closed = add_closing_transactions(test_pos, test_txn)
         transactions_closed['txn_dollars'] = transactions_closed.amount * \
-            -1. *  transactions_closed.price
+            -1. * transactions_closed.price
         round_trips = extract_round_trips(transactions_closed)
 
         self.assertAlmostEqual(round_trips.pnl.sum(),