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fredfortier
93 lines
2.6 KiB
Python
93 lines
2.6 KiB
Python
from datetime import timedelta, time
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from logging import Logger
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import bcolz
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from toolz.itertoolz import join as joinz
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import pandas as pd
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from catalyst.exchange.exchange_bundle import ExchangeBundle
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from catalyst.exchange.init_utils import get_exchange
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log = Logger('test_exchange_bundle')
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class ExchangeBundleTestCase:
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def test_ingest_minute(self):
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exchange_name = 'bitfinex'
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# start = pd.to_datetime('2017-09-01', utc=True)
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start = pd.to_datetime('2017-10-01', utc=True)
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end = pd.to_datetime('2017-10-06', utc=True)
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exchange_bundle = ExchangeBundle(get_exchange(exchange_name))
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log.info('ingesting exchange bundle {}'.format(exchange_name))
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exchange_bundle.ingest(
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data_frequency='minute',
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include_symbols='bcc_btc',
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exclude_symbols=None,
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start=start,
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end=end,
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show_progress=True
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)
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pass
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def test_ingest_minute_all(self):
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exchange_name = 'bitfinex'
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# start = pd.to_datetime('2017-09-01', utc=True)
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start = pd.to_datetime('2017-10-01', utc=True)
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end = pd.to_datetime('2017-10-05', utc=True)
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exchange_bundle = ExchangeBundle(get_exchange(exchange_name))
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log.info('ingesting exchange bundle {}'.format(exchange_name))
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exchange_bundle.ingest(
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data_frequency='minute',
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exclude_symbols=None,
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start=start,
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end=end,
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show_progress=True
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)
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pass
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def test_ingest_daily(self):
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exchange_name = 'bitfinex'
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start = pd.to_datetime('2017-09-01', utc=True)
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end = pd.Timestamp.utcnow()
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exchange_bundle = ExchangeBundle(get_exchange(exchange_name))
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log.info('ingesting exchange bundle {}'.format(exchange_name))
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exchange_bundle.ingest(
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data_frequency='daily',
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include_symbols='neo_btc',
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exclude_symbols=None,
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start=start,
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end=end,
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show_progress=True
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)
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pass
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def test_merge_ctables(self):
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exchange_name = 'poloniex'
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data_frequency = 'minute'
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exchange = get_exchange(exchange_name)
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asset = exchange.get_asset('btc_usdt')
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start = pd.to_datetime('2017-09-01', utc=True)
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end = pd.to_datetime('2017-09-06', utc=True)
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exchange_bundle = ExchangeBundle(exchange)
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writer = exchange_bundle.get_writer(start, end, data_frequency)
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exchange_bundle.ingest_ctable(
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asset=asset,
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data_frequency=data_frequency,
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period='2017-9',
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writer=writer
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)
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pass
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