Unit tested ingestion of bundle chunks. This may not be stable yet.

This commit is contained in:
fredfortier
2017-10-13 16:29:43 -04:00
parent c658d15fcb
commit 93f4d31399
6 changed files with 118 additions and 128 deletions
+11 -16
View File
@@ -71,27 +71,22 @@ class ExchangeBundleTestCase:
pass
def test_merge_ctables(self):
exchange_name = 'bitfinex'
exchange_name = 'poloniex'
data_frequency = 'minute'
root = '/Users/fredfortier/.catalyst/data/exchanges/bitfinex/temp_bundles'
path = '00/02/000284.bcolz'
august = '{}/{}'.format(
root, 'poloniex-minute-btc_usdt-2017-8'
)
exchange = get_exchange(exchange_name)
asset = exchange.get_asset('btc_usd')
asset = exchange.get_asset('btc_usdt')
start = pd.to_datetime('2017-09-01', utc=True)
end = pd.to_datetime('2017-09-06', utc=True)
exchange_bundle = ExchangeBundle(exchange)
writer = exchange_bundle.get_writer(start, end, data_frequency)
exchange_bundle.ingest_ctable(
asset=asset,
data_frequency='minute',
path=august
data_frequency=data_frequency,
period='2017-9',
writer=writer
)
september = '{}/{}/{}'.format(
root, 'poloniex-minute-btc_usdt-2017-9', path
)
zseptember = bcolz.open(september, mode='a')
pass