def testCSVFeedLoadOrder(self):
barFeed = CSVFeed()
barFeed.addBarsFromCSV(IBCSVFeedTestCase.TestInstrument, common.get_data_file_path("ib-spy-5min-20120627.csv"))
barFeed.addBarsFromCSV(IBCSVFeedTestCase.TestInstrument, common.get_data_file_path("ib-spy-5min-20120628.csv"))
barFeed.addBarsFromCSV(IBCSVFeedTestCase.TestInstrument, common.get_data_file_path("ib-spy-5min-20120629.csv"))
handler = BarFeedEventHandler_TestLoadOrder(self, barFeed, IBCSVFeedTestCase.TestInstrument)
barFeed.getNewBarsEvent().subscribe(handler.onBars)
while not barFeed.stopDispatching():
barFeed.dispatch()
assert handler.getEventCount() > 0
def __testFilteredRangeImpl(self, fromDate, toDate):
barFeed = CSVFeed()
barFeed.setBarFilter(csvfeed.DateRangeFilter(fromDate, toDate))
barFeed.addBarsFromCSV(IBCSVFeedTestCase.TestInstrument, common.get_data_file_path("ib-spy-5min-20120627.csv"))
barFeed.addBarsFromCSV(IBCSVFeedTestCase.TestInstrument, common.get_data_file_path("ib-spy-5min-20120628.csv"))
barFeed.addBarsFromCSV(IBCSVFeedTestCase.TestInstrument, common.get_data_file_path("ib-spy-5min-20120629.csv"))
# Dispatch and handle events.
handler = BarFeedEventHandler_TestFilterRange(self, IBCSVFeedTestCase.TestInstrument, fromDate, toDate)
barFeed.getNewBarsEvent().subscribe(handler.onBars)
while not barFeed.stopDispatching():
barFeed.dispatch()
assert handler.getEventCount() > 0