diff --git a/tests/exchange/test_bcolz.py b/tests/exchange/test_bcolz.py new file mode 100644 index 00000000..dcde6eab --- /dev/null +++ b/tests/exchange/test_bcolz.py @@ -0,0 +1,45 @@ +import shutil +import tempfile +import pandas as pd +from catalyst.exchange.exchange_bcolz import BcolzExchangeBarWriter + +class TestBcolzWriter(object): + + @classmethod + def setup_class(cls): + cls.columns = ['open', 'high', 'low', 'close', 'volume'] + + def setUp(self): + # Create a temporary directory + self.root_dir = tempfile.mkdtemp() + + def tearDown(self): + # Remove the directory after the test + shutil.rmtree(self.root_dir) + + def test_bcolz_write_daily(self): + + start = pd.to_datetime('2015-01-01') + end = pd.to_datetime('2015-12-31') + freq = 'daily' + + index = pd.date_range(start=start, end=end, freq='D', name='date') + df = pd.DataFrame(index=index, columns=self.columns) + df.fillna(1, inplace=True) + + writer = BcolzExchangeBarWriter( + rootdir = self.root_dir, + start_session = start, + end_session = end, + data_frequency = freq, + write_metadata = True ) + + data = [] + data.append((1,df)) + + writer.write(data) + + + def test_bcolz_write_minute(self): + index = pd.date_range(start=pd.to_datetime('2015-01-01'), end=pd.to_datetime('2015-01-31'), freq='T', name='date') +