Backing out additional test case kernc#316

Author: zlpatel

backtesting/test/_test.py

@@ -28,9 +28,8 @@
     plot_heatmaps,
     random_ohlc_data,
 )
-from backtesting.test import GOOG, EURUSD, SMA, AMZN
+from backtesting.test import GOOG, EURUSD, SMA
 from backtesting._util import _Indicator, _as_str, _Array, try_
-from talib import RSI,EMA,ATR,MINMAX
 
 SHORT_DATA = GOOG.iloc[:20]  # Short data for fast tests with no indicator lag
 
@@ -862,31 +861,6 @@ def next(self):
         stats = Backtest(GOOG, S).run()
         self.assertEqual(stats['# Trades'], 57)
 
-    def test_TrailingStrategy_should_not_raise_Assert_error(self):
-        class Breakout(TrailingStrategy):
-            timeperiod = 10
-            position_size_decimal = 0.2
-            min_close = []
-            max_close = []
-            def init(self):
-                super().init()
-                self.ema20 = self.I(EMA,self.data.Close,20,overlay=True)
-                self.atr14 = self.I(ATR,self.data.High,self.data.Low,self.data.Close,14)
-                self.set_atr_periods(20)
-                self.set_trailing_sl(1.5)
-                print(type(self.data.Close))
-                self.min_close, self.max_close = MINMAX(self.data.Close, timeperiod=self.timeperiod)
-
-            def next(self):
-                super().next()
-                index = len(self.data)-1
-                if not self.position.is_long and self.min_close[index] > (self.max_close[index] * 0.98) and self.max_close[index] < (self.min_close[index] * 1.02):
-                    self.buy(size=self.position_size_decimal)
-
-        stats = Backtest(AMZN,Breakout).run()
-        self.assertEqual(stats['# Trades'], 23)
-
-
 class TestUtil(TestCase):
     def test_as_str(self):
         def func():