Unit testing ingestion of bundles logic

This commit is contained in:
fredfortier
2017-10-13 00:50:25 -04:00
parent e1c2f40ab9
commit c658d15fcb
3 changed files with 129 additions and 41 deletions
+30 -2
View File
@@ -1,6 +1,8 @@
from datetime import timedelta
from datetime import timedelta, time
from logging import Logger
import bcolz
from toolz.itertoolz import join as joinz
import pandas as pd
from catalyst.exchange.exchange_bundle import ExchangeBundle
@@ -22,7 +24,7 @@ class ExchangeBundleTestCase:
log.info('ingesting exchange bundle {}'.format(exchange_name))
exchange_bundle.ingest(
data_frequency='minute',
include_symbols='neo_btc',
include_symbols='bcc_btc',
exclude_symbols=None,
start=start,
end=end,
@@ -67,3 +69,29 @@ class ExchangeBundleTestCase:
show_progress=True
)
pass
def test_merge_ctables(self):
exchange_name = 'bitfinex'
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')
exchange_bundle = ExchangeBundle(exchange)
exchange_bundle.ingest_ctable(
asset=asset,
data_frequency='minute',
path=august
)
september = '{}/{}/{}'.format(
root, 'poloniex-minute-btc_usdt-2017-9', path
)
zseptember = bcolz.open(september, mode='a')
pass