From c260e188b0c220f79173892299ffb0f63145ec1f Mon Sep 17 00:00:00 2001
From: fredfortier <fredfortier@gmail.com>
Date: Thu, 16 Nov 2017 18:14:24 -0500
Subject: [PATCH] BUG: looking a potential resampling issue

---
 tests/exchange/test_data_portal.py | 37 ++++++++++++++++++++++++++++++
 tests/exchange/test_utils.py       | 15 +++++++++---
 2 files changed, 49 insertions(+), 3 deletions(-)

diff --git a/tests/exchange/test_data_portal.py b/tests/exchange/test_data_portal.py
index 31c67295..efd2ffe6 100644
--- a/tests/exchange/test_data_portal.py
+++ b/tests/exchange/test_data_portal.py
@@ -113,3 +113,40 @@ class TestExchangeDataPortal:
         )
 
         log.info('found history window: {}'.format(data))
+
+    def test_validate_resample(self):
+        symbol = ['eth_btc']
+        exchange_name = 'poloniex'
+        exchange = get_exchange(exchange_name, base_currency=symbol)
+
+        assets = exchange.get_assets(symbols=symbol)
+
+        date = rnd_history_date_days(
+            max_days=10,
+            last_dt=pd.to_datetime('2017-11-1', utc=True)
+        )
+        bar_count = rnd_bar_count(max_bars=10)
+        sample_minutes = 15
+        sample_data = self.data_portal_backtest.get_history_window(
+            assets=assets,
+            end_dt=date,
+            bar_count=bar_count,
+            frequency='{}T'.format(sample_minutes),
+            field='close',
+            data_frequency='daily'
+        )
+        minute_data = self.data_portal_backtest.get_history_window(
+            assets=assets,
+            end_dt=date,
+            bar_count=bar_count * sample_minutes,
+            frequency='1T',
+            field='close',
+            data_frequency='daily'
+        )
+        resampled_minute_data = minute_data.resample(
+            '{}T'.format(sample_minutes))
+
+        print(sample_data.tail(10))
+        print(resampled_minute_data.tail(10))
+        print(minute_data.tail(10))
+        pass
diff --git a/tests/exchange/test_utils.py b/tests/exchange/test_utils.py
index eb53bff5..d7f1df87 100644
--- a/tests/exchange/test_utils.py
+++ b/tests/exchange/test_utils.py
@@ -4,11 +4,20 @@ from random import randint
 import pandas as pd
 
 
-def rnd_history_date_days(max_days=30):
-    now = pd.Timestamp.utcnow()
+def rnd_history_date_days(max_days=30, last_dt=None):
+    if last_dt is None:
+        last_dt = pd.Timestamp.utcnow()
+
     days = randint(0, max_days)
 
-    return now - timedelta(days=days)
+    return last_dt - timedelta(days=days)
+
+
+def rnd_history_date_minutes(max_minutes=1440):
+    now = pd.Timestamp.utcnow()
+    days = randint(0, max_minutes)
+
+    return now - timedelta(minutes=days)
 
 
 def rnd_bar_count(max_bars=21):