mirror of
https://github.com/wassname/catalyst.git
synced 2026-06-28 03:33:01 +08:00
Eddie Hebert
59 lines
2.1 KiB
Python
59 lines
2.1 KiB
Python
#
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# Copyright 2013 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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from unittest import TestCase
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from zipline.utils.factory import (load_from_yahoo,
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load_bars_from_yahoo)
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import pandas as pd
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import pytz
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import numpy as np
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class TestFactory(TestCase):
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def test_load_from_yahoo(self):
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stocks = ['AAPL', 'GE']
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start = pd.datetime(1993, 1, 1, 0, 0, 0, 0, pytz.utc)
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end = pd.datetime(2002, 1, 1, 0, 0, 0, 0, pytz.utc)
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data = load_from_yahoo(stocks=stocks, start=start, end=end)
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assert data.index[0] == pd.Timestamp('1993-01-04 00:00:00+0000')
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assert data.index[-1] == pd.Timestamp('2001-12-31 00:00:00+0000')
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for stock in stocks:
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assert stock in data.columns
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np.testing.assert_raises(
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AssertionError, load_from_yahoo, stocks=stocks,
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start=end, end=start
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)
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def test_load_bars_from_yahoo(self):
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stocks = ['AAPL', 'GE']
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start = pd.datetime(1993, 1, 1, 0, 0, 0, 0, pytz.utc)
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end = pd.datetime(2002, 1, 1, 0, 0, 0, 0, pytz.utc)
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data = load_bars_from_yahoo(stocks=stocks, start=start, end=end)
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assert data.major_axis[0] == pd.Timestamp('1993-01-04 00:00:00+0000')
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assert data.major_axis[-1] == pd.Timestamp('2001-12-31 00:00:00+0000')
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for stock in stocks:
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assert stock in data.items
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for ohlc in ['open', 'high', 'low', 'close', 'volume', 'price']:
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assert ohlc in data.minor_axis
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np.testing.assert_raises(
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AssertionError, load_bars_from_yahoo, stocks=stocks,
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start=end, end=start
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)
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