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https://github.com/wassname/catalyst.git
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fredfortier
98 lines
2.8 KiB
Python
98 lines
2.8 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 = 'bitfinex'
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root = '/Users/fredfortier/.catalyst/data/exchanges/bitfinex/temp_bundles'
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path = '00/02/000284.bcolz'
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august = '{}/{}'.format(
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root, 'poloniex-minute-btc_usdt-2017-8'
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)
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exchange = get_exchange(exchange_name)
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asset = exchange.get_asset('btc_usd')
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exchange_bundle = ExchangeBundle(exchange)
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exchange_bundle.ingest_ctable(
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asset=asset,
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data_frequency='minute',
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path=august
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)
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september = '{}/{}/{}'.format(
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root, 'poloniex-minute-btc_usdt-2017-9', path
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)
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zseptember = bcolz.open(september, mode='a')
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pass
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