Esempio n. 1
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def test_china_stock_reader():
    data_reader = DataReader(codes=['002572', '000338'],
                             data_schema=Stock1dKdata,
                             entity_schema=Stock,
                             start_timestamp='2019-01-01',
                             end_timestamp='2019-06-10',
                             entity_provider='eastmoney')

    categories = data_reader.data_df.index.levels[0].to_list()

    df = data_reader.data_df

    assert 'stock_sz_002572' in categories
    assert 'stock_sz_000338' in categories

    assert ('stock_sz_002572', '2019-01-02') in df.index
    assert ('stock_sz_000338', '2019-01-02') in df.index
    assert ('stock_sz_002572', '2019-06-10') in df.index
    assert ('stock_sz_000338', '2019-06-10') in df.index

    for timestamp in Stock.get_interval_timestamps(
            start_date='2019-06-11',
            end_date='2019-06-14',
            level=IntervalLevel.LEVEL_1DAY):
        data_reader.move_on(to_timestamp=timestamp)

        df = data_reader.data_df

        assert ('stock_sz_002572', timestamp) in df.index
        assert ('stock_sz_000338', to_time_str(timestamp)) in df.index
Esempio n. 2
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def test_china_stock_reader():
    data_reader = DataReader(
        codes=["002572", "000338"],
        data_schema=Stock1dKdata,
        entity_schema=Stock,
        start_timestamp="2019-01-01",
        end_timestamp="2019-06-10",
        entity_provider="eastmoney",
    )

    categories = data_reader.data_df.index.levels[0].to_list()

    df = data_reader.data_df

    assert "stock_sz_002572" in categories
    assert "stock_sz_000338" in categories

    assert ("stock_sz_002572", "2019-01-02") in df.index
    assert ("stock_sz_000338", "2019-01-02") in df.index
    assert ("stock_sz_002572", "2019-06-10") in df.index
    assert ("stock_sz_000338", "2019-06-10") in df.index

    for timestamp in Stock.get_interval_timestamps(
            start_date="2019-06-11",
            end_date="2019-06-14",
            level=IntervalLevel.LEVEL_1DAY):
        data_reader.move_on(to_timestamp=timestamp)

        df = data_reader.data_df

        assert ("stock_sz_002572", timestamp) in df.index
        assert ("stock_sz_000338", to_time_str(timestamp)) in df.index
Esempio n. 3
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def test_reader_move_on():
    data_reader = DataReader(region=Region.CHN, codes=['002572', '000338'],
                             data_schema=Stock1dKdata, entity_schema=Stock,
                             start_timestamp='2019-06-13', end_timestamp='2019-06-14')

    data_reader.move_on(to_timestamp='2019-06-15')
    assert ('stock_sz_002572', '2019-06-15') not in data_reader.data_df.index
    assert ('stock_sz_000338', '2019-06-15') not in data_reader.data_df.index

    start_time = time.time()
    data_reader.move_on(to_timestamp='2019-06-20', timeout=5)
    assert time.time() - start_time < 5
Esempio n. 4
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def test_reader_move_on():
    data_reader = DataReader(
        codes=["002572", "000338"],
        data_schema=Stock1dKdata,
        entity_schema=Stock,
        start_timestamp="2019-06-13",
        end_timestamp="2019-06-14",
        entity_provider="eastmoney",
    )

    data_reader.move_on(to_timestamp="2019-06-15")
    assert ("stock_sz_002572", "2019-06-15") not in data_reader.data_df.index
    assert ("stock_sz_000338", "2019-06-15") not in data_reader.data_df.index

    start_time = time.time()
    data_reader.move_on(to_timestamp="2019-06-20", timeout=5)
    assert time.time() - start_time < 5