unit test for Bcolz writer expanded

This commit is contained in:
Victor Grau Serrat
2017-10-24 09:55:37 -06:00
parent 2ea402ff10
commit 4e833981e4
2 changed files with 97 additions and 39 deletions
+71 -13
View File
@@ -5,27 +5,24 @@ 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']
cls.columns = ['open', 'high', 'low', 'close', 'volume']
def setUp(self):
# Create a temporary directory
self.root_dir = tempfile.mkdtemp()
self.root_dir = tempfile.mkdtemp() # Create a temporary directory
def tearDown(self):
# Remove the directory after the test
shutil.rmtree(self.root_dir)
shutil.rmtree(self.root_dir) # Remove the directory after the test
def test_bcolz_write_daily(self):
def test_bcolz_write_daily_past(self):
start = pd.to_datetime('2015-01-01')
end = pd.to_datetime('2015-12-31')
freq = 'daily'
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)
@@ -39,11 +36,72 @@ class TestBcolzWriter(object):
data = []
data.append((1, df))
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')
def test_bcolz_write_daily_present(self):
start = pd.to_datetime('2017-01-01')
end = pd.to_datetime('today')
freq = 'daily'
calendar = get_calendar('OPEN')
index = calendar.sessions_in_range(start, end)
df = pd.DataFrame(index=index, columns=self.columns)
df.fillna(1, inplace=True)
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)
pass
def test_bcolz_write_minute_past(self):
start = pd.to_datetime('2015-03-01')
end = pd.to_datetime('2015-03-31')
freq = 'minute'
calendar = get_calendar('OPEN')
index = calendar.sessions_in_range(start, end)
df = pd.DataFrame(index=index, columns=self.columns)
df.fillna(1, inplace=True)
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)
pass
def test_bcolz_write_minute_present(self):
start = pd.to_datetime('2017-10-01')
end = pd.to_datetime('today')
freq = 'minute'
calendar = get_calendar('OPEN')
index = calendar.sessions_in_range(start, end)
df = pd.DataFrame(index=index, columns=self.columns)
df.fillna(1, inplace=True)
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)
pass