def setUp(self):
setup_logger(self)
self.sim_params = factory.create_simulation_parameters(num_days=4)
setup_logger(self)
trade_history = factory.create_trade_history(
133, [10.0, 10.0, 11.0, 11.0], [100, 100, 100, 300], timedelta(days=1), self.sim_params
)
self.source = SpecificEquityTrades(event_list=trade_history)
self.df_source, self.df = factory.create_test_df_source(self.sim_params)
self.panel_source, self.panel = factory.create_test_panel_source(self.sim_params)
def test_panel_source(self):
source, panel = factory.create_test_panel_source()
assert isinstance(source.start, pd.lib.Timestamp)
assert isinstance(source.end, pd.lib.Timestamp)
for event in source:
self.assertTrue('sid' in event)
self.assertTrue('arbitrary' in event)
self.assertTrue('volume' in event)
self.assertTrue('price' in event)
self.assertEquals(event['arbitrary'], 1.)
self.assertEquals(event['sid'], 0)
self.assertTrue(isinstance(event['volume'], int))
self.assertTrue(isinstance(event['arbitrary'], float))
def setUp(self):
setup_logger(self)
self.trading_environment = factory.create_trading_environment()
setup_logger(self)
trade_history = factory.create_trade_history(
133, [10.0, 10.0, 11.0, 11.0], [100, 100, 100, 300], timedelta(days=1), self.trading_environment
)
self.source = SpecificEquityTrades(event_list=trade_history)
self.df_source, self.df = factory.create_test_df_source(self.trading_environment)
self.panel_source, self.panel = factory.create_test_panel_source(self.trading_environment)
def test_panel_source(self):
source, panel = factory.create_test_panel_source()
assert isinstance(source.start, pd.lib.Timestamp)
assert isinstance(source.end, pd.lib.Timestamp)
for event in source:
assert "sid" in event
assert "arbitrary" in event
assert "volume" in event
assert "price" in event
assert event["arbitrary"] == 1.0
assert event["volume"] == 1000
assert event["sid"] == 0
assert isinstance(event["volume"], int)
assert isinstance(event["arbitrary"], float)
def setUp(self):
setup_logger(self)
self.sim_params = factory.create_simulation_parameters(num_days=4)
trade_history = factory.create_trade_history(133,
[10.0, 10.0, 11.0, 11.0],
[100, 100, 100, 300],
timedelta(days=1),
self.sim_params)
self.source = SpecificEquityTrades(event_list=trade_history)
self.df_source, self.df = \
factory.create_test_df_source(self.sim_params)
self.panel_source, self.panel = \
factory.create_test_panel_source(self.sim_params)
