diff --git a/tests/exchange/test_bcolz.py b/tests/exchange/test_bcolz.py index a8189908..8c76799a 100644 --- a/tests/exchange/test_bcolz.py +++ b/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): diff --git a/tests/exchange/test_bundle.py b/tests/exchange/test_bundle.py index 97299c48..bd79c16b 100644 --- a/tests/exchange/test_bundle.py +++ b/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, diff --git a/tests/exchange/test_poloniex.py b/tests/exchange/test_poloniex.py index 16ab45b8..4a883701 100644 --- a/tests/exchange/test_poloniex.py +++ b/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 )