exchange unit tests

tests/exchange/test_bcolz.py

@@ -1,4 +1,5 @@
 import shutil
+import random
 import tempfile
 import pandas as pd
 
@@ -6,6 +7,8 @@ from catalyst.exchange.exchange_bundle import ExchangeBundle
 from catalyst.exchange.exchange_bcolz import BcolzExchangeBarWriter, \
     BcolzExchangeBarReader
 
+from catalyst.exchange.bundle_utils import get_df_from_arrays
+
 from nose.tools import assert_equals
 
 
@@ -24,7 +27,7 @@ class TestBcolzWriter(object):
         bundle = ExchangeBundle(exchange_name)
         index = bundle.get_calendar_periods_range(start, end, freq)
         df = pd.DataFrame(index=index, columns=self.columns)
-        df.fillna(1, inplace=True)
+        df.fillna(random.random(), inplace=True)
         return df
 
     def test_bcolz_write_daily_past(self):
@@ -107,14 +110,18 @@ class TestBcolzWriter(object):
     def bcolz_exchange_daily_write_read(self, exchange_name):
         start = pd.to_datetime('2017-10-01 00:00')
         end = pd.to_datetime('today')
-        freq = 'minute'
+        freq = 'daily'
+
+        bundle = ExchangeBundle(exchange_name)
 
         df = self.generate_df(exchange_name, freq, start, end)
 
+        print df.index[0],df.index[-1]
+
         writer = BcolzExchangeBarWriter(
             rootdir=self.root_dir,
-            start_session=start,
-            end_session=end,
+            start_session=df.index[0],
+            end_session=df.index[-1],
             data_frequency=freq,
             write_metadata=True)
 
@@ -125,9 +132,15 @@ class TestBcolzWriter(object):
         reader = BcolzExchangeBarReader(rootdir=self.root_dir,
                                         data_frequency=freq)
 
-        dx = reader.load_raw_arrays(self.columns, start, end, [1, ])
+        arrays = reader.load_raw_arrays(self.columns, start, end, [1, ])
 
-        # assert_equals(dx, df)
+        periods = bundle.get_calendar_periods_range(
+            start, end, freq
+        )
+
+        dx = get_df_from_arrays(arrays, periods)
+
+        assert_equals(df.equals(df), True)
         pass
 
     def test_bcolz_bitfinex_daily_write_read(self):

tests/exchange/test_bundle.py

@@ -1,5 +1,5 @@
 import hashlib
-from logging import Logger
+from logging import getLogger
 
 import pandas as pd
 
@@ -14,7 +14,7 @@ from catalyst.exchange.exchange_utils import get_exchange_folder
 from catalyst.exchange.init_utils import get_exchange
 from catalyst.utils.paths import ensure_directory
 
-log = Logger('test_exchange_bundle')
+log = getLogger('test_exchange_bundle')
 
 
 class TestExchangeBundle:
@@ -298,7 +298,7 @@ class TestExchangeBundle:
         data_frequency = 'minute'
 
         exchange = get_exchange(exchange_name)
-        asset = exchange.get_asset('neo_btc')
+        asset = exchange.get_asset('neos_btc')
 
         path = get_bcolz_chunk(
             exchange_name=exchange_name,

tests/exchange/test_poloniex.py

@@ -21,7 +21,7 @@ class TestPoloniexTestCase(BaseExchangeTestCase):
 
     def test_order(self):
         log.info('creating order')
-        asset = self.exchange.get_asset('neo_btc')
+        asset = self.exchange.get_asset('neos_btc')
         order_id = self.exchange.order(
             asset=asset,
             limit_price=0.0005,
@@ -33,7 +33,7 @@ class TestPoloniexTestCase(BaseExchangeTestCase):
 
     def test_open_orders(self):
         log.info('retrieving open orders')
-        asset = self.exchange.get_asset('neo_btc')
+        asset = self.exchange.get_asset('neos_btc')
         orders = self.exchange.get_open_orders(asset)
         pass
 
@@ -53,13 +53,13 @@ class TestPoloniexTestCase(BaseExchangeTestCase):
         log.info('retrieving candles')
         ohlcv_neo = self.exchange.get_candles(
             data_frequency='5m',
-            assets=self.exchange.get_asset('neo_btc')
+            assets=self.exchange.get_asset('neos_btc')
         )
         ohlcv_neo_ubq = self.exchange.get_candles(
             data_frequency='5m',
             assets=[
-                self.exchange.get_asset('neo_btc'),
-                self.exchange.get_asset('ubq_btc')
+                self.exchange.get_asset('neos_btc'),
+                self.exchange.get_asset('via_btc')
             ],
             bar_count=14
         )