コード例 #1
0
    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)
コード例 #2
0
    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)
コード例 #3
0
ファイル: mtgox_test.py プロジェクト: louisr/pyalgotrade
	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))