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fredfortier
70 lines
2.0 KiB
Python
70 lines
2.0 KiB
Python
from datetime import timedelta
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from logging import Logger
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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='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_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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