From 930a68ab4a67be692bbba0ce60e3b8180b3215e9 Mon Sep 17 00:00:00 2001 From: Victor Grau Serrat Date: Tue, 24 Oct 2017 10:36:15 -0600 Subject: [PATCH] unit test for Bcolz writer expanded --- tests/exchange/test_bcolz.py | 31 ++++++++++++++++++------------- 1 file changed, 18 insertions(+), 13 deletions(-) diff --git a/tests/exchange/test_bcolz.py b/tests/exchange/test_bcolz.py index 92d5e684..2ea82d35 100644 --- a/tests/exchange/test_bcolz.py +++ b/tests/exchange/test_bcolz.py @@ -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)