def test_load_bundle(self):
data_retriever = MockDataRetriever('test')
data_bundle = data_retriever.ingest()
self.assertEquals(data_bundle[0][0]['time'], '2012/06/29 00:00:00')
self.assertEquals(data_bundle[0][1]['time'], '2012/06/29 00:00:00')
self.assertEquals(data_bundle[-1][0]['time'], '2012/02/13 00:00:00')
self.assertEquals(data_bundle[-1][1]['time'], '2012/02/13 00:00:00')
def test_valid_ingest(self):
dp = DataPortal(ingester=MockDataRetriever('test'), pairs=self.pairs)
dp.ingest()
tick = dp.get_current_tick()
self.assertEquals(len(tick), len(self.pairs))
self.assertEquals(set([x['symbol']
for x in dp.current_tick]), set(self.pairs))
def test_single_pair(self):
dp = DataPortal(ingester=MockDataRetriever('test'), pairs=self.pairs)
dp.ingest()
single = dp.single_pair('USDEUR', 3)
self.assertEquals(single.ix[0].name, '2012/06/29 00:00:00')
self.assertEquals(single.ix[-1].name, '2012/06/27 00:00:00')
self.assertIsNotNone(single['open_bid'].sum())
def test_notify(self):
mock_observer = MockObserver()
dp = DataPortal(ingester=MockDataRetriever('test'), pairs=self.pairs)
dp.ingest()
dp.register_observer(mock_observer)
dp.get_current_tick()
self.assertEquals(set(mock_observer.base_value.keys()), set(
['portfolio', 'current_cash', 'positions']))
def test_history_single_pair(self):
pairs = MockDataRetriever.PAIRS
dp = DataPortal(ingester=MockDataRetriever('test'), pairs=pairs)
dp.ingest()
data_api = DataAPI(data_portal=dp, traded_pairs=pairs)
value = data_api.history(pairs=pairs[0], ticks=2)
self.assertTrue(pairs[0] in value)
self.assertEquals(len(value), 1)
self.assertEquals(len(value[pairs[0]]), 2)
def test_get_slice(self):
dp = DataPortal(ingester=MockDataRetriever('test'), pairs=self.pairs)
dp.ingest()
sub_panel = dp.get_slice(['USDEUR', 'EURDKK'], 3)
self.assertEquals(sub_panel.major_axis[0], '2012/06/29 00:00:00')
self.assertEquals(sub_panel.major_axis[-1], '2012/06/27 00:00:00')
self.assertTrue('USDEUR' in sub_panel)
self.assertTrue('EURDKK' in sub_panel)
self.assertEquals(sub_panel.EURDKK.ix[0]['close_bid'], 7.43454)
def test_memory_leak_panel(self):
bar = [{"low_bid": 7.42897, "high_ask": 7.43564, "symbol": "EURDKK", "close_bid": 7.43454, "high_bid": 7.43514, "time": "2012/06/30 00:00:00", "open_bid": 7.42897, "close_ask": 7.43504, "open_ask": 7.43537, "low_ask": 7.43204},
{"low_bid": 1.24319, "high_ask": 1.26939, "symbol": "USDEUR", "close_bid": 1.26643, "high_bid": 1.26918, "time": "2012/06/30 00:00:00", "open_bid": 1.24421, "close_ask": 1.26663, "open_ask": 1.24441, "low_ask": 1.24339}]
dp = DataPortal(ingester=MockDataRetriever('test'), pairs=self.pairs)
dp.ingest()
initial_size = getsizeof(type(dp.data_bundle))
limit_date = parser.parse('2013/06/30 00:00:00')
date = parser.parse('2012/06/30 00:00:00')
while date < limit_date:
date_str = date.strftime("%Y/%m/%d %H:%M:%S")
for symbol in bar:
symbol['time'] = date_str
date = date + datetime.timedelta(days=1)
dp._add_new_history_bar(bar)
self.assertEquals(initial_size, getsizeof(type(dp.data_bundle)))
def test_add_history_bar(self):
bar = [{"low_bid": 7.42897, "high_ask": 7.43564, "symbol": "EURDKK", "close_bid": 7.43454, "high_bid": 7.43514, "time": "2012/06/30 00:00:00", "open_bid": 7.42897, "close_ask": 7.43504, "open_ask": 7.43537, "low_ask": 7.43204},
{"low_bid": 1.24319, "high_ask": 1.26939, "symbol": "USDEUR", "close_bid": 1.26643, "high_bid": 1.26918, "time": "2012/06/30 00:00:00", "open_bid": 1.24421, "close_ask": 1.26663, "open_ask": 1.24441, "low_ask": 1.24339}]
dp = DataPortal(ingester=MockDataRetriever('test'), pairs=self.pairs)
dp.ingest()
self.assertEquals(dp.data_bundle.major_axis[0], '2012/06/29 00:00:00')
self.assertEquals(dp.data_bundle.major_axis[-1], '2012/02/13 00:00:00')
dp._add_new_history_bar(bar)
self.assertEquals(dp.data_bundle.major_axis[0], '2012/06/30 00:00:00')
self.assertEquals(dp.data_bundle.major_axis[-1], '2012/02/14 00:00:00')
self.assertEquals(
dp.data_bundle.EURDKK.ix['2012/06/30 00:00:00']['close_bid'], 7.43454)
self.assertEquals(
dp.data_bundle.EURDKK.ix['2012/06/30 00:00:00']['high_bid'], 7.43514)
self.assertEquals(
dp.data_bundle.USDEUR.ix['2012/06/30 00:00:00']['close_bid'], 1.26643)
self.assertEquals(
dp.data_bundle.USDEUR.ix['2012/06/30 00:00:00']['high_bid'], 1.26918)
def test_ingest(self):
dp = DataPortal(ingester=MockDataRetriever('test'), pairs=self.pairs)
dp.ingest()
self.assertEquals(set(dp.data_bundle.items.tolist()), set(self.pairs))
def test_valid_new_tick(self):
dp = DataPortal(ingester=MockDataRetriever('test'), pairs=self.pairs)
dp.ingest()
self.assertTrue(dp.has_new_tick())