def run_batchtransform(window_length=10):
sim_params = factory.create_simulation_parameters(
start=datetime(1990, 1, 1, tzinfo=pytz.utc),
end=datetime(1995, 1, 8, tzinfo=pytz.utc))
source, df = factory.create_test_df_source(sim_params)
return_price_class = ReturnPriceBatchTransform(refresh_period=1,
window_length=window_length,
clean_nans=False)
for raw_event in source:
raw_event['datetime'] = raw_event.dt
event = {0: raw_event}
return_price_class.handle_data(event)
def run_batchtransform(window_length=10):
sim_params = factory.create_simulation_parameters(
start=datetime(1990, 1, 1, tzinfo=pytz.utc),
end=datetime(1995, 1, 8, tzinfo=pytz.utc)
)
source, df = factory.create_test_df_source(sim_params)
return_price_class = ReturnPriceBatchTransform(
refresh_period=1,
window_length=window_length,
clean_nans=False
)
for raw_event in source:
raw_event['datetime'] = raw_event.dt
event = {0: raw_event}
return_price_class.handle_data(event)
# 1990-01-02 - window not full
None,
# 1990-01-03 - window not full
None,
# 1990-01-04 - window now full, 3rd event
expected_item,
# 1990-01-05 - window now full
expected_item,
# 1990-01-08 - window now full
expected_item
])
def run_batchtransform(window_length=10):
sim_params = factory.create_simulation_parameters(
start=datetime(1990, 1, 1, tzinfo=pytz.utc),
end=datetime(1995, 1, 8, tzinfo=pytz.utc)
)
source, df = factory.create_test_df_source(sim_params)
return_price_class = ReturnPriceBatchTransform(
refresh_period=1,
window_length=window_length,
clean_nans=False
)
for raw_event in source:
raw_event['datetime'] = raw_event.dt
event = {0: raw_event}
return_price_class.handle_data(event)
