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Merge pull request #1445 from quantopian/cover-resample-first-trading-day

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TST: Cover resample bar first_trading_day method.
This commit is contained in:
Eddie Hebert
2016-08-29 15:38:07 -04:00
committed by GitHub
parent 73667cbf29 3c7dae8c41
commit c2e8bd1552
1 changed files with 13 additions and 11 deletions
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tests/data/test_resample.py
+13 -11
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@@ -478,19 +478,22 @@ class TestResampleSessionBars(WithBcolzFutureMinuteBarReader,
frame = FUTURE_CASES[sid]
yield sid, frame
def test_resample(self):
calendar = self.trading_calendar
session_bar_reader = MinuteResampleSessionBarReader(
calendar,
def init_instance_fixtures(self):
super(TestResampleSessionBars, self).init_instance_fixtures()
self.session_bar_reader = MinuteResampleSessionBarReader(
self.trading_calendar,
self.bcolz_future_minute_bar_reader
)
def test_resample(self):
calendar = self.trading_calendar
for sid in self.ASSET_FINDER_FUTURE_SIDS:
case_frame = FUTURE_CASES[sid]
first = calendar.minute_to_session_label(
case_frame.index[0])
last = calendar.minute_to_session_label(
case_frame.index[-1])
result = session_bar_reader.load_raw_arrays(
result = self.session_bar_reader.load_raw_arrays(
OHLCV, first, last, [sid])
for i, field in enumerate(OHLCV):
assert_almost_equal(
@@ -498,12 +501,7 @@ class TestResampleSessionBars(WithBcolzFutureMinuteBarReader,
err_msg="sid={0} field={1}".format(sid, field))
def test_sessions(self):
calendar = self.trading_calendar
session_bar_reader = MinuteResampleSessionBarReader(
calendar,
self.bcolz_future_minute_bar_reader
)
sessions = session_bar_reader.sessions
sessions = self.session_bar_reader.sessions
self.assertEqual(self.NUM_SESSIONS, len(sessions))
self.assertEqual(self.START_DATE, sessions[0])
@@ -534,6 +532,10 @@ class TestResampleSessionBars(WithBcolzFutureMinuteBarReader,
err_msg="sid={0} col={1} dt={2}".
format(sid, col, dt))
def test_first_trading_day(self):
self.assertEqual(self.START_DATE,
self.session_bar_reader.first_trading_day)
class TestReindexMinuteBars(WithBcolzEquityMinuteBarReader,
ZiplineTestCase):