Added unit test

This commit is contained in:
fredfortier
2017-10-24 15:46:14 -04:00
parent cc7ffada96
commit 4daba6cfb4
+39 -4
View File
@@ -1,9 +1,10 @@
import hashlib
from logging import Logger
import pandas as pd
from catalyst import get_calendar
from catalyst.exchange.bundle_utils import get_bcolz_chunk, get_periods, \
from catalyst.exchange.bundle_utils import get_bcolz_chunk, \
get_periods_range
from catalyst.exchange.exchange_bcolz import BcolzExchangeBarReader, \
BcolzExchangeBarWriter
@@ -93,16 +94,43 @@ class ExchangeBundleTestCase:
)
pass
def test_ingest_exchange(self):
# exchange_name = 'bitfinex'
# data_frequency = 'daily'
# include_symbols = 'neo_btc,bch_btc,eth_btc'
exchange_name = 'bittrex'
data_frequency = 'daily'
start = pd.to_datetime('2015-1-1', utc=True)
end = pd.to_datetime('2017-10-16', utc=True)
periods = get_periods_range(start, end, data_frequency)
exchange = get_exchange(exchange_name)
exchange_bundle = ExchangeBundle(exchange)
log.info('ingesting exchange bundle {}'.format(exchange_name))
exchange_bundle.ingest(
data_frequency=data_frequency,
include_symbols=None,
exclude_symbols=None,
start=start,
end=end,
show_progress=True
)
pass
def test_ingest_daily(self):
# exchange_name = 'bitfinex'
# data_frequency = 'daily'
# include_symbols = 'neo_btc,bch_btc,eth_btc'
exchange_name = 'poloniex'
exchange_name = 'bittrex'
data_frequency = 'daily'
include_symbols = 'btc_usdt'
include_symbols = 'wings_eth'
start = pd.to_datetime('2016-1-1', utc=True)
start = pd.to_datetime('2017-1-1', utc=True)
end = pd.to_datetime('2017-10-16', utc=True)
periods = get_periods_range(start, end, data_frequency)
@@ -284,3 +312,10 @@ class ExchangeBundleTestCase:
)
pass
def test_hash_symbol(self):
symbol = 'etc_btc'
sid = int(
hashlib.sha256(symbol.encode('utf-8')).hexdigest(), 16
) % 10 ** 6
pass