Files
catalyst/tests/exchange/test_bundle.py
T

29 lines
705 B
Python

from logging import Logger
import pandas as pd
from catalyst.exchange.exchange_bundle import ExchangeBundle
log = Logger('test_exchange_bundle')
class ExchangeBundleTestCase:
def test_ingest(self):
exchange_name = 'bitfinex'
start = pd.to_datetime('2017-09-01', utc=True)
end = pd.Timestamp.utcnow()
exchange_bundle = ExchangeBundle(exchange_name)
log.info('ingesting exchange bundle {}'.format(exchange_name))
exchange_bundle.ingest(
data_frequency='minute',
include_symbols='neo_btc',
exclude_symbols=None,
start=start,
end=end,
show_progress=True
)
pass