Ejemplo n.º 1
0
def test_read_single_date_files():
    book_file = "sample_data/AMZN_2012-06-21_34200000_57600000_orderbook_10.csv"
    message_file = "sample_data/AMZN_2012-06-21_34200000_57600000_message_10.csv"

    lob = LobsterData()
    lob.read_single_day_data(order_book_file=book_file, message_file=message_file)
    print(lob.get_number_of_record())
Ejemplo n.º 2
0
def test_read_period_data():
    directory = "/home/ruihong/lobstertest"
    ticker = "AMZN"
    start_date = datetime(2015, 10, 5)
    end_date = datetime(2015, 10, 9)
    level = 10

    lob = LobsterData()
    lob.read_period_data(ticker, level, start_date, end_date, data_path=directory)
    print(lob.get_number_of_record())