def setUp(self):
"""
create two fake CSV files
"""
self.csv_dir = gettempdir()
self.symbol_list = ['FakeData1', 'FakeData2']
self.start_dates = ['2014-05-05 17:30:00', '2014-05-10 17:30:00']
self.end_dates = ['2014-05-20 17:30:00', '2014-05-15 17:30:00']
for index, symbol in enumerate(self.symbol_list):
make_fake_csv(save_to=self.csv_dir,
filename=symbol,
start_date=self.start_dates[index],
end_date=self.end_dates[index],
style='consecutive')
self.event = queue.Queue()
self.tested_handler = HistoricCSVDataHandler(events=self.event,
csv_dir=self.csv_dir,
symbol_list=self.
symbol_list)
class TestHistoricCSVDataHandler(unittest.TestCase):
"""
Testing HistoricCSVDataHandler
"""
def setUp(self):
"""
create two fake CSV files
"""
self.csv_dir = gettempdir()
self.symbol_list = ['FakeData1', 'FakeData2']
self.start_dates = ['2014-05-05 17:30:00', '2014-05-10 17:30:00']
self.end_dates = ['2014-05-20 17:30:00', '2014-05-15 17:30:00']
for index, symbol in enumerate(self.symbol_list):
make_fake_csv(save_to=self.csv_dir,
filename=symbol,
start_date=self.start_dates[index],
end_date=self.end_dates[index],
style='consecutive')
self.event = queue.Queue()
self.tested_handler = HistoricCSVDataHandler(events=self.event,
csv_dir=self.csv_dir,
symbol_list=self.
symbol_list)
def tearDown(self):
"""
remove the temp files
"""
for symbol in self.symbol_list:
filename = os.path.join(self.csv_dir, (symbol + '.csv'))
try:
# if error there is no file, if no file how the test run?
os.remove(filename)
except OSError:
pass
def test_get_latest_bar_not_initialized(self):
"""
get_latest_bar Raise KeyError if latest_symbol_data not initialized.
"""
with self.assertRaises(KeyError):
self.tested_handler.get_latest_bar(self.symbol_list[0])
def test_get_latest_bar_not_symbol(self):
"""
get_latest_bar Raise KeyError if symbol not in database
"""
with self.assertRaises(KeyError):
self.tested_handler.get_latest_bar('ErrorSymbol')
def test_get_latest_bar_correct_value(self):
"""
get_latest_bar normal case multiple calls
"""
for row in range(15):
self.tested_handler.update_bars()
result = self.tested_handler.get_latest_bar(self.symbol_list[0])
self.assertEqual(row, result[1][0],
'normal case error, col=0')
self.assertEqual(row + 0.2, result[1][2],
'normal case error, col=2')
def test_get_latest_bars_not_initialized(self):
"""
get_latest_bars Raise KeyError if latest_symbol_data not initialized.
"""
bars = 2
with self.assertRaises(KeyError):
self.tested_handler.get_latest_bars(self.symbol_list[0], bars)
def test_get_latest_bars_not_symbol(self):
"""
get_latest_bars Raise KeyError if symbol not in database
"""
bars = 2
with self.assertRaises(KeyError):
self.tested_handler.get_latest_bars('ErrorSymbol', bars)
def test_get_latest_bars_correct_value(self):
"""
get_latest_bars normal case
"""
bars = 3
for dummy in range(bars):
self.tested_handler.update_bars()
tmp = self.tested_handler.get_latest_bars('FakeData1', bars)
expected = [0.0, 1.0, 2.0]
result = [tmp[0][1][0], tmp[1][1][0], tmp[2][1][0]]
self.assertListEqual(expected, result)
expected = [0.2, 1.2, 2.2]
tmp = [tmp[0][1][2], tmp[1][1][2], tmp[2][1][2]]
self.assertListEqual(expected, tmp)
def test_get_latest_bar_datetime_not_initialized(self):
"""
get_latest_bar_datetime not_initialized
"""
with self.assertRaises(KeyError):
self.tested_handler.get_latest_bar_datetime(self.symbol_list[1])
def test_get_latest_bar_datetime_not_symbol(self):
"""
get_latest_bar_datetime if symbol not in database
"""
with self.assertRaises(KeyError):
self.tested_handler.get_latest_bar_datetime('ErrorSymbol')
def test_get_latest_bar_datetime_correct_values(self):
"""
get_latest_bar_datetime normal case
"""
symbol = self.symbol_list[1]
self.tested_handler.update_bars()
result = self.tested_handler.get_latest_bar_datetime(symbol)
expected = datetime.datetime.strptime(self.start_dates[0],
"%Y-%m-%d %H:%M:%S")
self.assertEqual(result, expected, 'error in date times, beginning')
for dummy in range(15):
self.tested_handler.update_bars()
result = self.tested_handler.get_latest_bar_datetime(symbol)
expected = datetime.datetime.strptime(self.end_dates[0],
"%Y-%m-%d %H:%M:%S")
self.assertEqual(result, expected, 'error in date times, ending')
def test_get_latest_bar_value_not_initialized(self):
"""
get_latest_bar_value _not_initialized
"""
with self.assertRaises(KeyError):
self.tested_handler.get_latest_bar_value(
self.symbol_list[1], 'open')
def test_get_latest_bar_value_not_symbol(self):
"""
get_latest_bar_value not_symbol
"""
with self.assertRaises(KeyError):
self.tested_handler.get_latest_bar_value('ErrorSymbol', 'open')
def test_get_latest_bar_value_not_value(self):
"""
get_latest_bar_value not correct field value
"""
with self.assertRaises(KeyError):
self.tested_handler.get_latest_bar_value(self.symbol_list[0],
'ErrorField')
def test_get_latest_bar_value_correct_value(self):
"""
get_latest_bar_value normal case
"""
self.tested_handler.update_bars()
symbol = self.symbol_list[0]
field = 'open'
result = self.tested_handler.get_latest_bar_value(symbol, field)
self.assertEqual(0.0, result, 'error in normal case')
field = 'adj_close'
result = self.tested_handler.get_latest_bar_value(symbol, field)
self.assertEqual(0.5, result, 'error in normal case')
def test_get_latest_bars_values_not_initialized(self):
"""
get_latest_bars_values not_initialized
"""
with self.assertRaises(KeyError):
self.tested_handler.get_latest_bars_values(self.symbol_list[1],
'open', 3)
def test_get_latest_bars_values_not_symbol(self):
"""
get_latest_bars_values not_symbol
"""
with self.assertRaises(KeyError):
self.tested_handler.get_latest_bars_values('ErrorSymbol',
'high', 3)
def test_get_latest_bars_values_not_value(self):
"""
get_latest_bars_values not correct field value
"""
with self.assertRaises(KeyError):
self.tested_handler.get_latest_bars_values(self.symbol_list[0],
'ErrorField', 5)
def test_get_latest_bars_values_correct_value(self):
"""
get_latest_bars_values normal case
"""
symbol = self.symbol_list[0]
lag1 = 5
for dummy in range(lag1):
self.tested_handler.update_bars()
expected = list([0.3, 1.3, 2.3, 3.3, 4.3])
field = 'close'
result = self.tested_handler.get_latest_bars_values(
symbol, field, lag1)
np.testing.assert_allclose(result, expected,
err_msg='error in normal case', verbose=True)
def test_update_bars_event_queue(self):
"""
update_bars event in queue
"""
self.tested_handler.update_bars()
result = self.event.get().type
self.assertEqual(result, 'MARKET', 'error in event queue')
def test_update_bars_stop_iteration(self):
"""
update_bars stop iteration
"""
for dummy in range(16):
self.tested_handler.update_bars()
self.assertTrue(self.tested_handler.continue_backtest,
'error stop iteration')
self.tested_handler.update_bars()
self.assertFalse(self.tested_handler.continue_backtest,
'error stop iteration')
