Fixed an issue with the bar reader.

tests/exchange/test_bcolz.py

@@ -3,7 +3,7 @@ import tempfile
 import pandas as pd
 
 from catalyst.exchange.exchange_bundle import ExchangeBundle
-from catalyst.exchange.exchange_bcolz import BcolzExchangeBarWriter
+from catalyst.exchange.exchange_bcolz import BcolzExchangeBarWriter, BcolzExchangeBarReader
 
 from nose.tools import assert_equals
 
@@ -19,16 +19,20 @@ class TestBcolzWriter(object):
     def tearDown(self):
     	shutil.rmtree(self.root_dir)				# Remove the directory after the test
 
+    def generate_df(self, exchange_name, freq, start, end):
+        bundle = ExchangeBundle(exchange_name)
+        index = bundle.get_calendar_periods_range(start, end,freq)
+        df = pd.DataFrame(index=index, columns=self.columns)
+        df.fillna(1, inplace=True)
+        return df
+
+
     def test_bcolz_write_daily_past(self):
         start = pd.to_datetime('2016-01-01')
         end = pd.to_datetime('2016-12-31')
         freq = 'daily'
 
-        bundle = ExchangeBundle('bitfinex')
-        index = bundle.get_calendar_periods_range(start, end,freq)
-        df = pd.DataFrame(index=index, columns=self.columns)
-        assert_equals(len(df.index), 366)
-        df.fillna(1, inplace=True)
+        df = self.generate_df('bitfinex', freq, start, end)
 
         writer = BcolzExchangeBarWriter(
             rootdir=self.root_dir,
@@ -47,10 +51,7 @@ class TestBcolzWriter(object):
         end   = pd.to_datetime('today')
         freq  = 'daily'
 
-        bundle = ExchangeBundle('bitfinex')
-        index = bundle.get_calendar_periods_range(start, end,freq)
-        df = pd.DataFrame(index=index, columns=self.columns)
-        df.fillna(1, inplace=True)
+        df = self.generate_df('bitfinex', freq, start, end)
 
         writer = BcolzExchangeBarWriter(
         				rootdir  = self.root_dir,
@@ -65,15 +66,11 @@ class TestBcolzWriter(object):
         pass
 
     def test_bcolz_write_minute_past(self):
-        start = pd.to_datetime('2015-04-01')
-        end   = pd.to_datetime('2015-04-30')
+        start = pd.to_datetime('2015-04-01 00:00')
+        end   = pd.to_datetime('2015-04-30 23:59')
         freq  = 'minute'
 
-        bundle = ExchangeBundle('bitfinex')
-        index = bundle.get_calendar_periods_range(start, end,freq)
-        df = pd.DataFrame(index=index, columns=self.columns)
-        assert_equals(len(df.index), 30*24*60)
-        df.fillna(1, inplace=True)
+        df = self.generate_df('bitfinex', freq, start, end)
 
         writer = BcolzExchangeBarWriter(
         				rootdir  = self.root_dir,
@@ -89,14 +86,11 @@ class TestBcolzWriter(object):
         pass
 
     def test_bcolz_write_minute_present(self):
-        start = pd.to_datetime('2017-10-01')
+        start = pd.to_datetime('2017-10-01 00:00')
         end   = pd.to_datetime('today')
         freq  = 'minute'
 
-        bundle = ExchangeBundle('bitfinex')
-        index = bundle.get_calendar_periods_range(start, end,freq)
-        df = pd.DataFrame(index=index, columns=self.columns)
-        df.fillna(1, inplace=True)
+        df = self.generate_df('bitfinex', freq, start, end)
 
         writer = BcolzExchangeBarWriter(
         				rootdir  = self.root_dir,
@@ -110,3 +104,39 @@ class TestBcolzWriter(object):
         writer.write(data)
         pass
 
+    def bcolz_exchange_daily_write_read(self, exchange_name):
+        start = pd.to_datetime('2017-10-01 00:00')
+        end   = pd.to_datetime('today')
+        freq  = 'minute'
+
+        df = self.generate_df(exchange_name, freq, start, end)
+
+        writer = BcolzExchangeBarWriter(
+                        rootdir  = self.root_dir,
+                        start_session   = start,
+                        end_session     = end,
+                        data_frequency  = freq,
+                        write_metadata  = True )
+
+        data = []
+        data.append((1,df))
+        writer.write(data)
+
+        reader = BcolzExchangeBarReader(rootdir = self.root_dir)
+
+        dx = reader.load_raw_arrays(self.columns, start, end, [1,])
+
+        assert_equals(dx,df)
+
+    def test_bcolz_bitfinex_daily_write_read(self):
+        self.bcolz_exchange_daily_write_read('bitfinex')
+
+    def test_bcolz_poloniex_daily_write_read(self):
+        self.bcolz_exchange_daily_write_read('poloniex')
+
+
+
+
+
+
+

tests/exchange/test_bitfinex.py

@@ -8,7 +8,7 @@ from catalyst.finance.execution import (LimitOrder)
 log = Logger('test_bitfinex')
 
 
-class BitfinexTestCase(BaseExchangeTestCase):
+class TestBitfinexTestCase(BaseExchangeTestCase):
     @classmethod
     def setup(self):
         log.info('creating bitfinex object')

tests/exchange/test_bittrex.py

@@ -7,7 +7,7 @@ from catalyst.exchange.exchange_utils import get_exchange_auth
 log = Logger('test_bittrex')
 
 
-class BittrexTestCase(BaseExchangeTestCase):
+class TestBittrexTestCase(BaseExchangeTestCase):
     @classmethod
     def setup(self):
         print ('creating bittrex object')

tests/exchange/test_bundle.py

@@ -17,7 +17,7 @@ from catalyst.utils.paths import ensure_directory
 log = Logger('test_exchange_bundle')
 
 
-class ExchangeBundleTestCase:
+class TestExchangeBundleTestCase:
     def test_spot_value(self):
         data_frequency = 'daily'
         exchange_name = 'poloniex'

tests/exchange/test_data_portal.py

@@ -12,7 +12,7 @@ from catalyst.exchange.exchange_utils import get_exchange_auth
 log = Logger('test_bitfinex')
 
 
-class ExchangeDataPortalTestCase:
+class TestExchangeDataPortalTestCase:
     @classmethod
     def setup(self):
         log.info('creating bitfinex exchange')

tests/exchange/test_poloniex.py

@@ -8,7 +8,7 @@ from catalyst.exchange.exchange_utils import get_exchange_auth
 log = Logger('test_poloniex')
 
 
-class PoloniexTestCase(BaseExchangeTestCase):
+class TestPoloniexTestCase(BaseExchangeTestCase):
     @classmethod
     def setup(self):
         print ('creating poloniex object')