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BLD:refine unit-test

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This commit is contained in:
lenak25
2018-03-01 18:16:57 +02:00
parent 868f17fd9d
commit 8be0626fc9
1 changed files with 26 additions and 11 deletions
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tests/exchange/test_exchange_utils.py
+26 -11
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@@ -2,7 +2,7 @@ from catalyst.exchange.utils.exchange_utils import transform_candles_to_df, \
forward_fill_df_if_needed, get_candles_df
from catalyst.testing.fixtures import WithLogger, ZiplineTestCase
from pandas import Timestamp, DataFrame
from pandas import Timestamp, DataFrame, concat
import numpy as np
@@ -15,9 +15,11 @@ class TestExchangeUtils(WithLogger, ZiplineTestCase):
new_df.index.name = None
return new_df
def test_transform_candles_to_series(self):
def test_get_candles_df(self):
asset = 'btc_usdt'
asset2 = 'eth_usdt'
# test forward fill in the end
candles = [{'high': 595, 'volume': 10, 'low': 594,
'close': 595, 'open': 594,
'last_traded': Timestamp('2018-03-01 09:45:00+0000',
@@ -57,13 +59,14 @@ class TestExchangeUtils(WithLogger, ZiplineTestCase):
assert (expected_df.equals(observed_df))
for field in ['volume', 'open', 'close', 'high', 'low']:
field_dt = self.get_specific_field_from_df(observed_df,
field_dt = self.get_specific_field_from_df(expected_df,
field,
asset)
assert (field_dt.equals(get_candles_df({asset: candles},
field, '5T', 3,
end_dt=periods[2])))
# test forward fill in the middle
candles = [{'high': 595, 'volume': 10, 'low': 594,
'close': 595, 'open': 594,
'last_traded': Timestamp('2018-03-01 09:45:00+0000',
@@ -93,17 +96,28 @@ class TestExchangeUtils(WithLogger, ZiplineTestCase):
df = transform_candles_to_df(candles)
observed_df = forward_fill_df_if_needed(df, periods)
expected_df = transform_candles_to_df(expected)
assert (transform_candles_to_df(expected).equals(observed_df))
assert (expected_df.equals(observed_df))
for field in ['volume', 'open', 'close', 'high', 'low']:
field_dt = self.get_specific_field_from_df(observed_df,
field,
asset)
assert(field_dt.equals(get_candles_df({asset: candles},
field, '5T', 3,
end_dt=periods[2])))
# test several assets as well
observed_df = get_candles_df({asset: candles,
asset2: candles},
field, '5T', 3,
end_dt=periods[2])
field_dt_a1 = self.get_specific_field_from_df(expected_df,
field,
asset)
field_dt_a2 = self.get_specific_field_from_df(expected_df,
field,
asset2)
assert(observed_df.equals(concat([field_dt_a1, field_dt_a2],
axis=1)))
# test "forward fill" at the beginning
candles = [{'high': 595, 'volume': 10, 'low': 594,
'close': 595, 'open': 594,
'last_traded': Timestamp('2018-03-01 09:50:00+0000',
@@ -133,8 +147,9 @@ class TestExchangeUtils(WithLogger, ZiplineTestCase):
df = transform_candles_to_df(candles)
observed_df = forward_fill_df_if_needed(df, periods)
expected_df = transform_candles_to_df(expected)
assert (transform_candles_to_df(expected).equals(observed_df))
assert (expected_df.equals(observed_df))
# Not the same due to dropna - commenting out for now
"""
for field in ['volume', 'open', 'close', 'high', 'low']: