Modified bcolz unit test

This commit is contained in:
fredfortier
2017-10-24 11:39:17 -04:00
parent da6b024edc
commit 2ea402ff10
+35 -31
View File
@@ -1,45 +1,49 @@
import shutil
import tempfile
import pandas as pd
from catalyst import get_calendar
from catalyst.exchange.exchange_bcolz import BcolzExchangeBarWriter
class TestBcolzWriter(object):
@classmethod
def setup_class(cls):
cls.columns = ['open', 'high', 'low', 'close', 'volume']
@classmethod
def setup_class(cls):
cls.columns = ['open', 'high', 'low', 'close', 'volume']
def setUp(self):
# Create a temporary directory
self.root_dir = tempfile.mkdtemp()
def setUp(self):
# Create a temporary directory
self.root_dir = tempfile.mkdtemp()
def tearDown(self):
# Remove the directory after the test
shutil.rmtree(self.root_dir)
def tearDown(self):
# Remove the directory after the test
shutil.rmtree(self.root_dir)
def test_bcolz_write_daily(self):
start = pd.to_datetime('2015-01-01')
end = pd.to_datetime('2015-12-31')
freq = 'daily'
def test_bcolz_write_daily(self):
calendar = get_calendar('OPEN')
# index = pd.date_range(start=start, end=end, freq='D', name='date')
index = calendar.sessions_in_range(start, end)
df = pd.DataFrame(index=index, columns=self.columns)
df.fillna(1, inplace=True)
start = pd.to_datetime('2015-01-01')
end = pd.to_datetime('2015-12-31')
freq = 'daily'
writer = BcolzExchangeBarWriter(
rootdir=self.root_dir,
start_session=start,
end_session=end,
data_frequency=freq,
write_metadata=True)
index = pd.date_range(start=start, end=end, freq='D', name='date')
df = pd.DataFrame(index=index, columns=self.columns)
df.fillna(1, inplace=True)
data = []
data.append((1, df))
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)
def test_bcolz_write_minute(self):
index = pd.date_range(start=pd.to_datetime('2015-01-01'), end=pd.to_datetime('2015-01-31'), freq='T', name='date')
writer.write(data)
pass
def test_bcolz_write_minute(self):
index = pd.date_range(start=pd.to_datetime('2015-01-01'),
end=pd.to_datetime('2015-01-31'), freq='T',
name='date')