mirror of
https://github.com/wassname/catalyst.git
synced 2026-06-29 16:46:59 +08:00
Eddie Hebert
16fd6681a6
More documentation to follow in release notes. Based on lazy-mainline branch, see for more details. Also-By: Jean Bredeche <jean@quantopian.com> Also-By: Andrew Liang <aliang@quantopian.com> Also-By: Abhijeet Kalyan <akalyan@quantopian.com>
74 lines
2.4 KiB
Python
74 lines
2.4 KiB
Python
#
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# Copyright 2016 Quantopian, Inc.
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#
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# Licensed under the Apache License, Version 2.0 (the "License");
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# you may not use this file except in compliance with the License.
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# You may obtain a copy of the License at
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#
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# http://www.apache.org/licenses/LICENSE-2.0
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#
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# Unless required by applicable law or agreed to in writing, software
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# distributed under the License is distributed on an "AS IS" BASIS,
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# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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# See the License for the specific language governing permissions and
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# limitations under the License.
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from pandas.tslib import Timedelta
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from zipline.data.data_portal import DataPortal
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from zipline.testing.fixtures import WithTradingEnvironment, ZiplineTestCase
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import pandas as pd
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# Note: most of dataportal functionality is tested in various other places,
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# such as test_history.
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class TestDataPortal(WithTradingEnvironment, ZiplineTestCase):
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def init_instance_fixtures(self):
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super(TestDataPortal, self).init_instance_fixtures()
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self.data_portal = DataPortal(self.env)
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def test_bar_count_for_simple_transforms(self):
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# July 2015
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# Su Mo Tu We Th Fr Sa
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# 1 2 3 4
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# 5 6 7 8 9 10 11
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# 12 13 14 15 16 17 18
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# 19 20 21 22 23 24 25
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# 26 27 28 29 30 31
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# half an hour into july 9, getting a 4-"day" window should get us
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# all the minutes of 7/6, 7/7, 7/8, and 31 minutes of 7/9
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july_9_dt = self.env.get_open_and_close(
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pd.Timestamp("2015-07-09")
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)[0] + Timedelta("30 minutes")
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self.assertEqual(
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(3 * 390) + 31,
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self.data_portal._get_minute_count_for_transform(july_9_dt, 4)
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)
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# November 2015
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# Su Mo Tu We Th Fr Sa
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# 1 2 3 4 5 6 7
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# 8 9 10 11 12 13 14
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# 15 16 17 18 19 20 21
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# 22 23 24 25 26 27 28
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# 29 30
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# nov 26th closed
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# nov 27th was an early close
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# half an hour into nov 30, getting a 4-"day" window should get us
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# all the minutes of 11/24, 11/25, 11/27 (half day!), and 31 minutes
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# of 11/30
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nov_30_dt = self.env.get_open_and_close(
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pd.Timestamp("2015-11-30")
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)[0] + Timedelta("30 minutes")
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self.assertEqual(
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390 + 390 + 210 + 31,
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self.data_portal._get_minute_count_for_transform(nov_30_dt, 4)
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)
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