Restructured the codebase to add tests

setup.py

@@ -1,23 +1,25 @@
 from setuptools import setup, find_packages
-from setuptools.commnad.test import test as TestCommand
+from setuptools.command.test import test as TestCommand
 import io
 import codecs
 import os
 import sys
-import performanceanalytics
+
 
 here = os.path.abspath(os.path.dirname(__file__))
 
+
 def read(*filenames, **kwargs):
-    encoding = kwargs.get('encoding','utf-8')
-    sep = kwargs.get('sep','\n')
+    encoding = kwargs.get('encoding', 'utf-8')
+    sep = kwargs.get('sep', '\n')
     buf = []
     for filename in filenames:
         with io.open(filename, encoding=encoding) as f:
             buf.append(f.read())
     return sep.join(buf)
 
-long_description = read('README.txt','CHANGES.txt')
+long_description = read('README.md', 'CHANGES.txt')
+
 
 class PyTest(TestCommand):
     def finalize_options(self):
@@ -32,20 +34,20 @@ def run_tests(self):
 
 setup(
     name='PerformanceAnalytics',
-    version= performanceanalytics.__version__,
+    version= 0.1,
     url='http://github.com/zsljulius/performanceanalytics',
     license='Apache Software license',
     author='Shenglan Zhang',
     tests_require=['pytest'],
-    install_requires=['numpy','Pandas'],
-    cmdclass={'test':PyTest}
-    author_email={'[email protected]'}
-    description='A python implementation of the PerformanceAnalytics in R'
-    long_description = long_description
-    packages = ["PerformanceAnalytics"]
+    install_requires=['numpy', 'Pandas'],
+    cmdclass={'test': PyTest},
+    author_email={'[email protected]'},
+    description='A python implementation of the PerformanceAnalytics in R',
+    long_description = long_description,
+    packages = ["PerformanceAnalytics"],
     include_package_data=True,
-    platforms ='any'
-    test_suite='PerformanceAnalytics.test.test_PerformanceAnalytics'
+    platforms ='any',
+    test_suite='PerformanceAnalytics.test.test_PerformanceAnalytics',
     classifiers=[
         'Programming Language :: Python',
         'Development Status :: 4 - Beta',
@@ -55,4 +57,4 @@ def run_tests(self):
     extras_require ={
         'testing':['pytest']
     }
-
+)

tests/test_returns.py

@@ -0,0 +1,13 @@
+from PerformanceAnalytics import returns
+import pandas as pd
+
+
+class TestReturns:
+    def test_rebalancing(self):
+        weights = pd.read_csv("weights.csv", parse_dates=[0])
+        edhec = pd.read_csv("edhec.csv", parse_dates=[0])
+        edhec.index = edhec.ix[:, 0]
+        weights.index = weights.ix[:, 0]
+        weights = weights.ix[:, 1:]
+        edhec = edhec.ix[:, 1:]
+        assert len(returns.rebalancing(edhec, weights)) == 116