def testResampledBarFeed(self):
barFeed = yahoofeed.Feed()
barFeed.addBarsFromCSV(
"spy", common.get_data_file_path("spy-2010-yahoofinance.csv"))
barFeed.addBarsFromCSV(
"nikkei",
common.get_data_file_path("nikkei-2010-yahoofinance.csv"))
resampledBarFeed = resampled_bf.ResampledBarFeed(
barFeed, bar.Frequency.MONTH)
disp = dispatcher.Dispatcher()
disp.addSubject(barFeed)
disp.addSubject(resampledBarFeed)
disp.run()
weeklySpyBarDS = resampledBarFeed["spy"]
weeklyNikkeiBarDS = resampledBarFeed["nikkei"]
# Check first bar
self.assertEqual(weeklySpyBarDS[0].getDateTime().date(),
datetime.date(2010, 1, 1))
self.assertEqual(weeklyNikkeiBarDS[0].getDateTime().date(),
datetime.date(2010, 1, 1))
# Check last bar
self.assertEqual(weeklySpyBarDS[-1].getDateTime().date(),
datetime.date(2010, 11, 1))
self.assertEqual(weeklyNikkeiBarDS[-1].getDateTime().date(),
datetime.date(2010, 11, 1))
def resampleBarFeed(self, frequency, callback):
"""
Builds a resampled barfeed that groups bars by a certain frequency.
:param frequency: The grouping frequency in seconds. Must be > 0.
:param callback: A function similar to onBars that will be called when new bars are available.
:rtype: :class:`pyalgotrade.barfeed.BaseBarFeed`.
"""
ret = resampled.ResampledBarFeed(self.getFeed(), frequency)
ret.getNewValuesEvent().subscribe(callback)
self.getDispatcher().addSubject(ret)
self.__resampledBarFeeds.append(ret)
return ret
