diff --git a/tests/exchange/test_bcolz.py b/tests/exchange/test_bcolz.py index dcde6eab..5b2486f1 100644 --- a/tests/exchange/test_bcolz.py +++ b/tests/exchange/test_bcolz.py @@ -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')