def testBaseFeedInterface(self): common.init_temp_path() path = os.path.join(common.get_temp_path(), "trades-mgtox-usd-2013-01-01.csv") tools.download_trades_by_day("usd", 2013, 1, 1, path) bf = barfeed.CSVTradeFeed() bf.addBarsFromCSV(path) feed_test.tstBaseFeedInterface(self, bf)
def testDownloadAndParse(self): path = "trades-mgtox-usd-2013-01-01.csv" tools.download_trades_by_day("usd", 2013, 1, 1, path) bf = barfeed.CSVTradeFeed() bf.addBarsFromCSV(path) bf.loadAll() ds = bf["BTC"] self.assertTrue(len(ds) > 0) self.assertEqual(ds[-1].getOpen(), ds[-1].getHigh()) self.assertEqual(ds[-1].getHigh(), ds[-1].getLow()) self.assertEqual(ds[-1].getLow(), ds[-1].getClose()) self.assertEqual(ds[-1].getClose(), 13.30413) self.assertEqual(ds[-1].getVolume(), 0.01) self.assertEqual(ds[-1].getTradeType(), "ask") self.assertEqual(ds[-1].getDateTime().date(), datetime.date(2013, 1, 1))