def testEventProfiler(self):
startDate = dt.date(2011, 1, 1)
endDate = dt.date(2011, 12, 31)
symbols = ["AAPL", "XOM"]
series = TimeSeries(startDate, endDate)
window = MarketWindow(series, symbols)
history = PricePanel(window, self.provider)
def event(bar, prevbar, timestamp, index, symbol, timestamps):
return True
ev = event
profiler = EventProfiler()
profiler.config(window, history, event)
df_eventHistory = profiler.find()
self.assertEqual(df_eventHistory["AAPL"].iloc[121], 1)
orders = profiler.generateOrders(100, 5)
self.assertEqual(len(orders), 1008)
str = orders.to_string()
bits = str.split(",")
self.assertEqual(len(bits), 5041)
