Testing related adjustments

This commit is contained in:
fredfortier
2017-10-16 15:38:07 -04:00
parent 1732b4a985
commit 1263fdd995
3 changed files with 71 additions and 21 deletions
+34 -8
View File
@@ -2,6 +2,8 @@ from logging import Logger
import pandas as pd
from catalyst.data.minute_bars import BcolzMinuteBarReader
from catalyst.exchange.bundle_utils import get_bcolz_chunk
from catalyst.exchange.exchange_bundle import ExchangeBundle
from catalyst.exchange.init_utils import get_exchange
@@ -69,6 +71,33 @@ class ExchangeBundleTestCase:
pass
def test_merge_ctables(self):
exchange_name = 'bitfinex'
data_frequency = 'minute'
exchange = get_exchange(exchange_name)
# asset = exchange.get_asset('gno_btc')
#
# start = pd.to_datetime('2017-5-1', utc=True)
# end = pd.to_datetime('2017-5-31', utc=True)
asset = exchange.get_asset('neo_btc')
start = pd.to_datetime('2017-9-1', utc=True)
end = pd.to_datetime('2017-9-30', utc=True)
exchange_bundle = ExchangeBundle(exchange)
writer = exchange_bundle.get_writer(start, end, data_frequency)
exchange_bundle.ingest_ctable(
asset=asset,
data_frequency=data_frequency,
period='2017-9',
writer=writer,
verify=True
)
pass
def test_minute_bundle(self):
exchange_name = 'poloniex'
data_frequency = 'minute'
@@ -78,14 +107,11 @@ class ExchangeBundleTestCase:
start = pd.to_datetime('2017-5-1', utc=True)
end = pd.to_datetime('2017-5-31', utc=True)
exchange_bundle = ExchangeBundle(exchange)
writer = exchange_bundle.get_writer(start, end, data_frequency)
exchange_bundle.ingest_ctable(
asset=asset,
path = get_bcolz_chunk(
exchange_name=exchange_name,
symbol=asset.symbol,
data_frequency=data_frequency,
period='2017-5',
writer=writer,
verify=True
period='2017-5'
)
reader = BcolzMinuteBarReader(path)
pass