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Merge remote-tracking branch 'origin/develop' into develop

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This commit is contained in:
fredfortier
2017-10-24 14:23:57 -04:00
parent 5394c1bc91 930a68ab4a
commit cc7ffada96
1 changed files with 18 additions and 13 deletions
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tests/exchange/test_bcolz.py
+18 -13
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@@ -2,9 +2,11 @@ import shutil
import tempfile
import pandas as pd
from catalyst import get_calendar
from catalyst.exchange.exchange_bundle import ExchangeBundle
from catalyst.exchange.exchange_bcolz import BcolzExchangeBarWriter
from nose.tools import assert_equals
class TestBcolzWriter(object):
@classmethod
@@ -18,13 +20,14 @@ class TestBcolzWriter(object):
shutil.rmtree(self.root_dir) # Remove the directory after the test
def test_bcolz_write_daily_past(self):
start = pd.to_datetime('2015-01-01')
end = pd.to_datetime('2015-12-31')
start = pd.to_datetime('2016-01-01')
end = pd.to_datetime('2016-12-31')
freq = 'daily'
calendar = get_calendar('OPEN')
index = calendar.sessions_in_range(start, end)
bundle = ExchangeBundle('bitfinex')
index = bundle.get_calendar_periods_range(start, end,freq)
df = pd.DataFrame(index=index, columns=self.columns)
assert_equals(len(df.index), 366)
df.fillna(1, inplace=True)
writer = BcolzExchangeBarWriter(
@@ -44,8 +47,8 @@ class TestBcolzWriter(object):
end = pd.to_datetime('today')
freq = 'daily'
calendar = get_calendar('OPEN')
index = calendar.sessions_in_range(start, end)
bundle = ExchangeBundle('bitfinex')
index = bundle.get_calendar_periods_range(start, end,freq)
df = pd.DataFrame(index=index, columns=self.columns)
df.fillna(1, inplace=True)
@@ -62,13 +65,14 @@ class TestBcolzWriter(object):
pass
def test_bcolz_write_minute_past(self):
start = pd.to_datetime('2015-03-01')
end = pd.to_datetime('2015-03-31')
start = pd.to_datetime('2015-04-01')
end = pd.to_datetime('2015-04-30')
freq = 'minute'
calendar = get_calendar('OPEN')
index = calendar.sessions_in_range(start, end)
bundle = ExchangeBundle('bitfinex')
index = bundle.get_calendar_periods_range(start, end,freq)
df = pd.DataFrame(index=index, columns=self.columns)
assert_equals(len(df.index), 30*24*60)
df.fillna(1, inplace=True)
writer = BcolzExchangeBarWriter(
@@ -81,6 +85,7 @@ class TestBcolzWriter(object):
data = []
data.append((1,df))
writer.write(data)
pass
def test_bcolz_write_minute_present(self):
@@ -88,8 +93,8 @@ class TestBcolzWriter(object):
end = pd.to_datetime('today')
freq = 'minute'
calendar = get_calendar('OPEN')
index = calendar.sessions_in_range(start, end)
bundle = ExchangeBundle('bitfinex')
index = bundle.get_calendar_periods_range(start, end,freq)
df = pd.DataFrame(index=index, columns=self.columns)
df.fillna(1, inplace=True)