def test_string_to_daterange_raises():
with pytest.raises(ValueError) as e:
string_to_daterange('20120101-20130101-20140101')
assert str(
e.value
) == "Too many dates in input string [20120101-20130101-20140101] with delimiter (-)"
def test_string_to_daterange(instr, expected_ts, expected_dt):
assert string_to_daterange(instr) == expected_ts
assert string_to_daterange(instr, as_dates=True) == expected_dt
def test_string_to_daterange(instr, expected_ts, expected_dt):
assert string_to_daterange(instr) == expected_ts
assert string_to_daterange(instr, as_dates=True) == expected_dt
def test_string_to_daterange_raises():
with pytest.raises(ValueError) as e:
string_to_daterange('20120101-20130101-20140101')
assert str(e.value) == "Too many dates in input string [20120101-20130101-20140101] with delimiter (-)"
# 6307
#for i in range(4000, 6307):
for i in range(0, len(Ativos)):
Ati_ = Ativos[i]
print('Adicionando o ativo:', Ati_)
data = pd.DataFrame()
for lib_ in all_libs:
library = store[lib_]
mes = int(lib_[-2:])
ano = int(lib_[-6:-2])
mes2 = mes + 1 if mes + 1 <= 12 else 1
ano2 = ano if mes2 != 1 else ano + 1
rng = [datetime.date(ano, mes, 1), datetime.date(ano2, mes2, 1)]
date_range = string_to_daterange("%s-%s" %
(rng[0].strftime("%Y%m%d%H%M%z"),
rng[-1].strftime("%Y%m%d%H%M%z")))
try:
in_data_raw = library.read(Ati_, date_range=date_range)
in_data_raw = in_data_raw[in_data_raw.Direct !=
1] # Exclui diretas
in_data_raw[
'Fin'] = in_data_raw.Qtd * in_data_raw.Price # Volume financeiro
in_data = in_data_raw['Price'].resample('1Min').ohlc()
in_data['volume'] = in_data_raw['Fin'].resample('1Min', how='sum')
in_data['total_qtd'] = in_data_raw['Qtd'].resample('1Min',
how='sum')
in_data['volume'].fillna(value=0, inplace=True)
data = pd.concat(