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Thomas Wiecki
22 lines
791 B
Python
22 lines
791 B
Python
from unittest2 import TestCase
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import zipline.utils.factory as factory
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from zipline.gens.tradegens import DataFrameSource
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class TestDataFrameSource(TestCase):
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def test_streaming_of_df(self):
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source, df = factory.create_test_df_source()
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for expected_dt, expected_price in df.iterrows():
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sid0 = source.next()
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sid1 = source.next()
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assert expected_dt == sid0.dt == sid1.dt
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assert expected_price[0] == sid0.price
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assert expected_price[1] == sid1.price
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def test_sid_filtering(self):
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_, df = factory.create_test_df_source()
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source = DataFrameSource(df, sids=[0])
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assert 1 not in [event.sid for event in source], \
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"DataFrameSource should only stream selected sid 0, not sid 1." |