mirror of
https://github.com/wassname/catalyst.git
synced 2026-07-01 15:42:55 +08:00
Thomas Wiecki
55 lines
2.0 KiB
Python
55 lines
2.0 KiB
Python
#
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# Copyright 2012 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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import pandas as pd
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from unittest import TestCase
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import zipline.utils.factory as factory
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from zipline.sources import DataFrameSource
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class TestDataFrameSource(TestCase):
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def test_df_source(self):
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source, df = factory.create_test_df_source()
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assert isinstance(source.start, pd.lib.Timestamp)
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assert isinstance(source.end, pd.lib.Timestamp)
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for expected_dt, expected_price in df.iterrows():
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sid0 = source.next()
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assert expected_dt == sid0.dt
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assert expected_price[0] == sid0.price
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def test_df_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."
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def test_panel_source(self):
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source, panel = factory.create_test_panel_source()
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assert isinstance(source.start, pd.lib.Timestamp)
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assert isinstance(source.end, pd.lib.Timestamp)
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for event in source:
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assert 'sid' in event
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assert 'arbitrary' in event
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assert 'volume' in event
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assert 'price' in event
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assert event['arbitrary'] == 1.
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assert event['volume'] == 1000
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assert event['sid'] == 0
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assert isinstance(event['volume'], int)
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assert isinstance(event['arbitrary'], float)
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