def test_raw_history_bars(self):
source = MongoCacheDataSource(self.path, self.mongo_url)
start = parse("2012-06-01 9:31:00")
si = convert_dt_to_int(start)
frequency = "1m"
first = source.raw_history_bars(self._instrument,
frequency,
start_dt=start,
length=source.CACHE_LENGTH)
s, e, l = self.get_cache_info(source, frequency)
assert s == si and l == source.CACHE_LENGTH
data = source.raw_history_bars(self._instrument,
frequency,
end_dt=convert_int_to_datetime(
first["datetime"][-1]),
length=source.CACHE_LENGTH)
s, e, l = self.get_cache_info(source, frequency)
assert s == si and l == source.CACHE_LENGTH
next_ = source.raw_history_bars(self._instrument,
frequency,
start_dt=convert_int_to_datetime(
first["datetime"][5]),
length=source.CACHE_LENGTH)
s, e, l = self.get_cache_info(source, frequency)
assert s == si and l == source.CACHE_LENGTH * 2
assert (first == data).all()
print(pd.DataFrame(next_))
def test_get_bar(self):
source = MongoCacheDataSource(self.path, self.mongo_url)
print(
type(
source.get_bar(self._instrument,
datetime.now() - timedelta(days=2), "1d")))
print(source.get_bar(self._instrument, datetime.now(), "1m"))
def test_history_bars(self):
source = MongoCacheDataSource(self.path, self.mongo_url)
data = source.history_bars(
self._instrument, 10, "1m",
["datetime", "close", "low", "high", "open", "volume"],
datetime.now())
source.clear_cache()
print(pd.DataFrame(data))
def test_data_range(self):
source = MongoCacheDataSource(self.path, self.mongo_url)
print(source.available_data_range("1m"))
def setUp(self):
self.path = pathlib.Path("~/.rqalpha/bundle").expanduser()
self.mongo_url = os.environ.get("MONGO_URL")
self._instrument = MongoCacheDataSource(
self.path, self.mongo_url).get_all_instruments()[0]
def setUp(self):
self.path = str(pathlib.Path("e:/Users/BurdenBear/.rqalpha/bundle"))
self.mongo_url = "mongodb://192.168.0.103:30000"
self._instrument = MongoCacheDataSource(
self.path, self.mongo_url).get_all_instruments()[0]