def test_valid_tick_data_with_right_timestamp(self):
stock_id = '000001'
thread = TuSharePollingThread([stock_id])
data_list = [[u'10.00', u'9.00', u'1000', u'2000', u'14:00:01']]
columns = ['pre_close', 'price', 'volume', 'amount', 'time']
df = DataFrame(data_list, columns=columns)
self.assertTrue(thread.valid_tick_data(stock_id, df.ix[0]))
df.ix[0].time = u'14:00:02'
self.assertTrue(thread.valid_tick_data(stock_id, df.ix[0]))
df.ix[0].time = u'14:00:00'
self.assertFalse(thread.valid_tick_data(stock_id, df.ix[0]))
def test_valid_tick_data_with_right_timestamp(self):
stock_id = '000001'
thread = TuSharePollingThread([stock_id])
data_list = [[u'10.00', u'9.00', u'1000', u'2000', u'14:00:01']]
columns = ['pre_close', 'price', 'volume', 'amount', 'time']
df = DataFrame(data_list, columns=columns)
self.assertTrue(thread.valid_tick_data(stock_id, df.ix[0]))
df.ix[0].time = u'14:00:02'
self.assertTrue(thread.valid_tick_data(stock_id, df.ix[0]))
df.ix[0].time = u'14:00:00'
self.assertFalse(thread.valid_tick_data(stock_id, df.ix[0]))
def test_valid_tick_data_with_right_price(self):
stock_id = '000001'
thread = TuSharePollingThread([stock_id])
data_list = [[u'10.00', u'10.00', u'1000', u'2000', u'14:00:01']]
columns = ['pre_close', 'price', 'volume', 'amount', 'time']
df = DataFrame(data_list, columns=columns)
self.assertTrue(thread.valid_tick_data(stock_id, df.ix[0]))
# price > pre_close * 1.1
df.ix[0].price = u'11.01'
df.ix[0].time = '14:00:03'
self.assertFalse(thread.valid_tick_data(stock_id, df.ix[0]))
# price < pre_close * 0.9
df.ix[0].price = u'8.90'
df.ix[0].time = '14:00:04'
self.assertFalse(thread.valid_tick_data(stock_id, df.ix[0]))
def test_valid_tick_data_with_right_price(self):
stock_id = '000001'
thread = TuSharePollingThread([stock_id])
data_list = [[u'10.00', u'10.00', u'1000', u'2000', u'14:00:01']]
columns = ['pre_close', 'price', 'volume', 'amount', 'time']
df = DataFrame(data_list, columns=columns)
self.assertTrue(thread.valid_tick_data(stock_id, df.ix[0]))
# price > pre_close * 1.1
df.ix[0].price = u'11.01'
df.ix[0].time = '14:00:03'
self.assertFalse(thread.valid_tick_data(stock_id, df.ix[0]))
# price < pre_close * 0.9
df.ix[0].price = u'8.90'
df.ix[0].time = '14:00:04'
self.assertFalse(thread.valid_tick_data(stock_id, df.ix[0]))