def test_add_factor_from_df(self): ft = FactorTable(conn, cik_dt='datetime', cik_iid='code', strict_cik=False) ft.add_factor('EDGAR_LOG.edgar_log', factor_names=['size'], cik_dt='date', cik_iid='ip') res = ft.fetch(reduced=True, add_limit=True) ft2 = FactorTable(conn, cik_dt='datetime', cik_iid='code', strict_cik=False) ft2.add_factor('EDGAR_LOG.edgar_log', factor_names=['idx', 'norefer'], cik_dt='date', cik_iid='ip') ft2.add_factor(res, factor_names=['size'], cik_dt='cik_dt', cik_iid='cik_iid') s = ft2.fetch(reduced=True, add_limit=True) self.assertTupleEqual(s.shape, (100, 3)) self.assertListEqual(s.columns.tolist(), ['idx', 'norefer', 'size'])
def test_100(self): ft = FactorTable(conn, cik_dt='datetime', cik_iid='code', strict_cik=False) ft.add_factor('EDGAR_LOG.edgar_log', factor_names=['size'], cik_dt='date', cik_iid='ip') # ft.set_cik_dt([datetime.datetime.now()]) res = ft.fetch(reduced=True, add_limit=True) self.assertEqual(res.shape[0], 100)
def test_add_factor_from_ft(self): ft = FactorTable(conn, cik_dt='datetime', cik_iid='code', strict_cik=False) ft.add_factor('EDGAR_LOG.edgar_log', factor_names=['size'], cik_dt='date', cik_iid='ip') ft2 = FactorTable(conn, cik_dt='datetime', cik_iid='code', strict_cik=False) ft2.add_factor('select * from EDGAR_LOG.edgar_log', factor_names=['norefer', 'size'], cik_dt='date', cik_iid='ip') ft.add_factor(ft2, factor_names=['norefer'], cik_dt='cik_dt', cik_iid='cik_iid') res = ft.fetch(reduced=True, add_limit=True) self.assertEqual(res.shape[0], 100)