class TestDataPortal(WithTradingEnvironment, ZiplineTestCase):
def init_instance_fixtures(self):
super(TestDataPortal, self).init_instance_fixtures()
self.data_portal = DataPortal(self.env.asset_finder,
self.trading_schedule,
first_trading_day=None)
def test_bar_count_for_simple_transforms(self):
# July 2015
# Su Mo Tu We Th Fr Sa
# 1 2 3 4
# 5 6 7 8 9 10 11
# 12 13 14 15 16 17 18
# 19 20 21 22 23 24 25
# 26 27 28 29 30 31
# half an hour into july 9, getting a 4-"day" window should get us
# all the minutes of 7/6, 7/7, 7/8, and 31 minutes of 7/9
july_9_dt = self.trading_schedule.start_and_end(
pd.Timestamp("2015-07-09", tz='UTC')
)[0] + Timedelta("30 minutes")
self.assertEqual(
(3 * 390) + 31,
self.data_portal._get_minute_count_for_transform(july_9_dt, 4)
)
# November 2015
# Su Mo Tu We Th Fr Sa
# 1 2 3 4 5 6 7
# 8 9 10 11 12 13 14
# 15 16 17 18 19 20 21
# 22 23 24 25 26 27 28
# 29 30
# nov 26th closed
# nov 27th was an early close
# half an hour into nov 30, getting a 4-"day" window should get us
# all the minutes of 11/24, 11/25, 11/27 (half day!), and 31 minutes
# of 11/30
nov_30_dt = self.trading_schedule.start_and_end(
pd.Timestamp("2015-11-30", tz='UTC')
)[0] + Timedelta("30 minutes")
self.assertEqual(
390 + 390 + 210 + 31,
self.data_portal._get_minute_count_for_transform(nov_30_dt, 4)
)
class TestDataPortal(WithTradingEnvironment, ZiplineTestCase):
def init_instance_fixtures(self):
super(TestDataPortal, self).init_instance_fixtures()
self.data_portal = DataPortal(self.env.asset_finder,
self.trading_schedule,
first_trading_day=None)
def test_bar_count_for_simple_transforms(self):
# July 2015
# Su Mo Tu We Th Fr Sa
# 1 2 3 4
# 5 6 7 8 9 10 11
# 12 13 14 15 16 17 18
# 19 20 21 22 23 24 25
# 26 27 28 29 30 31
# half an hour into july 9, getting a 4-"day" window should get us
# all the minutes of 7/6, 7/7, 7/8, and 31 minutes of 7/9
july_9_dt = self.trading_schedule.start_and_end(
pd.Timestamp("2015-07-09", tz='UTC'))[0] + Timedelta("30 minutes")
self.assertEqual(
(3 * 390) + 31,
self.data_portal._get_minute_count_for_transform(july_9_dt, 4))
# November 2015
# Su Mo Tu We Th Fr Sa
# 1 2 3 4 5 6 7
# 8 9 10 11 12 13 14
# 15 16 17 18 19 20 21
# 22 23 24 25 26 27 28
# 29 30
# nov 26th closed
# nov 27th was an early close
# half an hour into nov 30, getting a 4-"day" window should get us
# all the minutes of 11/24, 11/25, 11/27 (half day!), and 31 minutes
# of 11/30
nov_30_dt = self.trading_schedule.start_and_end(
pd.Timestamp("2015-11-30", tz='UTC'))[0] + Timedelta("30 minutes")
self.assertEqual(
390 + 390 + 210 + 31,
self.data_portal._get_minute_count_for_transform(nov_30_dt, 4))
