Beispiel #1
0
def test_bar():
    from jaqs.data.dataservice import RemoteDataService
    from jaqs.trade.common import QUOTE_TYPE
    ds = RemoteDataService()

    df_quotes, msg = ds.bar(symbol='rb1710.SHF,hc1710.SHF',
                            start_time=200000,
                            end_time=160000,
                            trade_date=20170704,
                            freq=QUOTE_TYPE.MIN)
    for i in range(100):
        quotes_list = Bar.create_from_df(df_quotes)
Beispiel #2
0
def test_remote_data_service_bar():
    ds = RemoteDataService()
    
    # test bar
    res2, msg2 = ds.bar('rb1710.SHF,600662.SH', start_time=200000, end_time=160000, trade_date=20170831, fields="")
    assert msg2 == '0,'
    
    rb2 = res2.loc[res2.loc[:, 'symbol'] == 'rb1710.SHF', :]
    stk2 = res2.loc[res2.loc[:, 'symbol'] == '600662.SH', :]
    assert set(rb2.columns) == {u'close', u'code', u'date', u'freq', u'high', u'low', u'oi', u'open',
                                u'settle', u'symbol', u'time', u'trade_date', u'turnover', u'volume',
                                u'vwap'}
    assert abs(rb2.loc[:, 'settle'].values[0] - 0.0) < 1e-3
    assert rb2.shape == (345, 15)
    assert stk2.shape == (240, 15)
    assert rb2.loc[:, 'volume'].values[344] == 3366