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')