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BUG: DataPanelSource was looping in the incorrect order.

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This commit is contained in:
Thomas Wiecki
2013-02-28 21:33:49 -05:00
parent f38ed47773
commit 46104fcd7c
2 changed files with 11 additions and 9 deletions
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tests/test_sources.py
+8 -7
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@@ -14,6 +14,7 @@
# limitations under the License.
import pandas as pd
import pytz
from itertools import cycle
from unittest import TestCase
@@ -59,16 +60,16 @@ class TestDataFrameSource(TestCase):
start = pd.datetime(1993, 1, 1, 0, 0, 0, 0, pytz.utc)
end = pd.datetime(2002, 1, 1, 0, 0, 0, 0, pytz.utc)
data = factory.load_bars_from_yahoo(stocks=stocks,
indexes={},
start=start,
end=end)
check_fields = ['sid', 'open', 'high', 'low', 'close',
'volume', 'price']
source = DataPanelSource(data)
stocks_iter = cycle(stocks)
for event in source:
self.assertTrue('sid' in event)
self.assertTrue('open' in event)
self.assertTrue('high' in event)
self.assertTrue('low' in event)
self.assertTrue('close' in event)
self.assertTrue('volume' in event)
self.assertTrue('price' in event)
for check_field in check_fields:
self.assertIn(check_field, event)
self.assertTrue(isinstance(event['volume'], (int, long)))
self.assertEqual(stocks_iter.next(), event['sid'])