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Implemented daily data loader and related fixes

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This commit is contained in:
fredfortier
2017-10-17 03:00:36 -04:00
parent 1263fdd995
commit 9bdd8aba48
3 changed files with 106 additions and 63 deletions
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tests/exchange/test_bundle.py
+15 -15
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@@ -54,15 +54,15 @@ class ExchangeBundleTestCase:
def test_ingest_daily(self):
exchange_name = 'bitfinex'
start = pd.to_datetime('2017-09-01', utc=True)
end = pd.Timestamp.utcnow()
start = pd.to_datetime('2017-01-01', utc=True)
end = pd.to_datetime('2017-09-30', utc=True)
exchange_bundle = ExchangeBundle(get_exchange(exchange_name))
log.info('ingesting exchange bundle {}'.format(exchange_name))
exchange_bundle.ingest(
data_frequency='daily',
include_symbols='neo_btc',
include_symbols='neo_btc,bch_btc,eth_btc',
exclude_symbols=None,
start=start,
end=end,
@@ -71,19 +71,19 @@ class ExchangeBundleTestCase:
pass
def test_merge_ctables(self):
exchange_name = 'bitfinex'
exchange_name = 'poloniex'
data_frequency = 'minute'
exchange = get_exchange(exchange_name)
# asset = exchange.get_asset('gno_btc')
asset = exchange.get_asset('gno_btc')
start = pd.to_datetime('2017-5-1', utc=True)
end = pd.to_datetime('2017-5-31', utc=True)
# asset = exchange.get_asset('neo_btc')
#
# start = pd.to_datetime('2017-5-1', utc=True)
# end = pd.to_datetime('2017-5-31', utc=True)
asset = exchange.get_asset('neo_btc')
start = pd.to_datetime('2017-9-1', utc=True)
end = pd.to_datetime('2017-9-30', utc=True)
# start = pd.to_datetime('2017-9-1', utc=True)
# end = pd.to_datetime('2017-9-30', utc=True)
exchange_bundle = ExchangeBundle(exchange)
@@ -91,9 +91,9 @@ class ExchangeBundleTestCase:
exchange_bundle.ingest_ctable(
asset=asset,
data_frequency=data_frequency,
period='2017-9',
period='2017-5',
writer=writer,
verify=True
empty_rows_behavior='raise'
)
pass
@@ -111,7 +111,7 @@ class ExchangeBundleTestCase:
exchange_name=exchange_name,
symbol=asset.symbol,
data_frequency=data_frequency,
period='2017-5'
period='2017-5',
)
reader = BcolzMinuteBarReader(path)
pass