def test_wrong_run_input_value_error_raise(self):
"""
Tests ValueError raise when neither pd.DataFrame nor path to csv file are passed to function call
"""
with self.assertRaises(ValueError):
bars = ds.StandardBars(metric='cum_dollar_value')
bars.run(None)
def test_list_as_run_input(self):
"""
Tests that data generated with csv file and list yield the same result
"""
threshold = 100000
tick_data = pd.read_csv(self.path)
tick_data['Date and Time'] = pd.to_datetime(tick_data['Date and Time'])
db1 = ds.get_dollar_bars(self.path, threshold=threshold, batch_size=1000, verbose=False)
ds.get_dollar_bars(self.path, threshold=threshold, batch_size=50, verbose=False,
to_csv=True, output_path='test.csv')
db2 = pd.read_csv('test.csv')
db2['date_time'] = pd.to_datetime(db2.date_time)
bars = ds.StandardBars(metric='cum_dollar_value', threshold=threshold)
cols = ['date_time', 'tick_num', 'open', 'high', 'low', 'close', 'volume', 'cum_buy_volume', 'cum_ticks',
'cum_dollar_value']
data = tick_data.values.tolist()
final_bars = bars.run(data)
db3 = pd.DataFrame(final_bars, columns=cols)
# Assert diff batch sizes have same number of bars
self.assertTrue(db1.shape == db2.shape)
self.assertTrue(db1.shape == db3.shape)
# Assert same values
self.assertTrue(np.all(db1.values == db2.values))
self.assertTrue(np.all(db1.values == db3.values))