mirror of
https://github.com/wassname/catalyst.git
synced 2026-07-02 14:30:00 +08:00
Eddie Hebert
77af1ca632
Mostly whitespace, line width and other spacing changes. Also, removes use of deprecated has_key in favor of `in` Going forward new patches should pass running `flake8` before submission.
24 lines
793 B
Python
24 lines
793 B
Python
from unittest2 import TestCase
|
|
|
|
import zipline.utils.factory as factory
|
|
from zipline.gens.tradegens import DataFrameSource
|
|
|
|
|
|
class TestDataFrameSource(TestCase):
|
|
def test_streaming_of_df(self):
|
|
source, df = factory.create_test_df_source()
|
|
|
|
for expected_dt, expected_price in df.iterrows():
|
|
sid0 = source.next()
|
|
sid1 = source.next()
|
|
|
|
assert expected_dt == sid0.dt == sid1.dt
|
|
assert expected_price[0] == sid0.price
|
|
assert expected_price[1] == sid1.price
|
|
|
|
def test_sid_filtering(self):
|
|
_, df = factory.create_test_df_source()
|
|
source = DataFrameSource(df, sids=[0])
|
|
assert 1 not in [event.sid for event in source], \
|
|
"DataFrameSource should only stream selected sid 0, not sid 1."
|