From 4daba6cfb49c904655d10587d729d6657625c418 Mon Sep 17 00:00:00 2001 From: fredfortier Date: Tue, 24 Oct 2017 15:46:14 -0400 Subject: [PATCH] Added unit test --- tests/exchange/test_bundle.py | 43 +++++++++++++++++++++++++++++++---- 1 file changed, 39 insertions(+), 4 deletions(-) diff --git a/tests/exchange/test_bundle.py b/tests/exchange/test_bundle.py index c4575fe8..04cbe56c 100644 --- a/tests/exchange/test_bundle.py +++ b/tests/exchange/test_bundle.py @@ -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