mirror of
https://github.com/wassname/catalyst.git
synced 2026-06-28 20:38:21 +08:00
Tobias Brandt
39 lines
1.3 KiB
Python
39 lines
1.3 KiB
Python
#
|
|
# Copyright 2012 Quantopian, Inc.
|
|
#
|
|
# Licensed under the Apache License, Version 2.0 (the "License");
|
|
# you may not use this file except in compliance with the License.
|
|
# You may obtain a copy of the License at
|
|
#
|
|
# http://www.apache.org/licenses/LICENSE-2.0
|
|
#
|
|
# Unless required by applicable law or agreed to in writing, software
|
|
# distributed under the License is distributed on an "AS IS" BASIS,
|
|
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
|
# See the License for the specific language governing permissions and
|
|
# limitations under the License.
|
|
|
|
from unittest import TestCase
|
|
|
|
import zipline.utils.factory as factory
|
|
from zipline.sources import DataFrameSource
|
|
|
|
|
|
class TestDataFrameSource(TestCase):
|
|
def test_streaming_of_df(self):
|
|
source, df = factory.create_test_df_source()
|
|
|
|
for expected_dt, expected_price in df.iterrows():
|
|
sid0 = source.next()
|
|
sid1 = source.next()
|
|
|
|
assert expected_dt == sid0.dt == sid1.dt
|
|
assert expected_price[0] == sid0.price
|
|
assert expected_price[1] == sid1.price
|
|
|
|
def test_sid_filtering(self):
|
|
_, df = factory.create_test_df_source()
|
|
source = DataFrameSource(df, sids=[0])
|
|
assert 1 not in [event.sid for event in source], \
|
|
"DataFrameSource should only stream selected sid 0, not sid 1."
|