def test__fill_today_bars(self, mock_tushare, mock_is_holiday):
data_list = [[u'09:33:45', 9.10, 100, 2000, 0.01],
[u'09:33:20', 9.20, 100, 2000, 0.01],
[u'09:33:00', 9.30, 100, 2000, 0.01],
[u'09:32:59', 9.40, 100, 10, 0.01],
[u'09:32:45', 9.01, 100, 100, 0.01],
[u'09:32:13', 9.02, 300, 1000, 0.01],
[u'09:31:58', 9.03, 300, 2000, 0.01],
[u'09:31:43', 8.94, 500, 2000, 0.01]
]
columns = ['time', 'price', 'volume', 'amount', 'change']
df = DataFrame(data_list, columns=columns)
mock_tushare.get_today_ticks.return_value = df
mock_is_holiday.return_value = False
liveFeed = TuShareLiveFeed(['000581'], 60, dataseries.DEFAULT_MAX_LEN, 0)
#liveFeed.start()
bars = liveFeed.getNextBars()
self.assertEqual(bars['000581'].getHigh(), 9.03)
self.assertEqual(bars['000581'].getVolume(), 800)
bars = liveFeed.getNextBars()
self.assertEqual(bars['000581'].getClose(), 9.40)
self.assertEqual(bars['000581'].getAmount(), 1110)
self.assertEqual(bars['000581'].getDateTime().strftime("%H:%M:%S"), "09:32:00")
bars = liveFeed.getNextBars()
self.assertEqual(bars['000581'].getOpen(), 9.30)
def test__fill_today_bars(self, mock_tushare, mock_is_holiday):
data_list = [[u'09:33:45', 9.10, 100, 2000, 0.01],
[u'09:33:20', 9.20, 100, 2000, 0.01],
[u'09:33:00', 9.30, 100, 2000, 0.01],
[u'09:32:59', 9.40, 100, 10, 0.01],
[u'09:32:45', 9.01, 100, 100, 0.01],
[u'09:32:13', 9.02, 300, 1000, 0.01],
[u'09:31:58', 9.03, 300, 2000, 0.01],
[u'09:31:43', 8.94, 500, 2000, 0.01]]
columns = ['time', 'price', 'volume', 'amount', 'change']
df = DataFrame(data_list, columns=columns)
mock_tushare.get_today_ticks.return_value = df
mock_is_holiday.return_value = False
liveFeed = TuShareLiveFeed(['000581'], 60, dataseries.DEFAULT_MAX_LEN,
0)
#liveFeed.start()
bars = liveFeed.getNextBars()
self.assertEqual(bars['000581'].getHigh(), 9.03)
self.assertEqual(bars['000581'].getVolume(), 800)
bars = liveFeed.getNextBars()
self.assertEqual(bars['000581'].getClose(), 9.40)
self.assertEqual(bars['000581'].getAmount(), 1110)
self.assertEqual(bars['000581'].getDateTime().strftime("%H:%M:%S"),
"09:32:00")
bars = liveFeed.getNextBars()
self.assertEqual(bars['000581'].getOpen(), 9.30)
def runStratOnTushare(strat, paras, security_id, market, frequency):
from pyalgotrade.tushare.barfeed import TuShareLiveFeed
liveFeed = TuShareLiveFeed([security_id], frequency, 1024, 20)
strat = strat(liveFeed, security_id, *paras)
strat.run()
def test__fill_history_bars(self, mock_tushare, mock_days, mock_is_holiday):
data_list = [[u'09:33:45', 9.10, 100, 2000, 0.01],
[u'09:33:20', 9.20, 100, 2000, 0.01],
[u'09:33:00', 9.30, 100, 2000, 0.01],
[u'09:32:59', 9.40, 100, 10, 0.01],
[u'09:32:45', 9.01, 100, 100, 0.01],
[u'09:32:13', 9.02, 300, 1000, 0.01],
[u'09:31:58', 9.03, 300, 2000, 0.01],
[u'09:31:43', 8.94, 500, 2000, 0.01]
]
day1_data_list = [[u'11:00:58', 9.03, 300, 2000, 0.01],
[u'11:00:43', 8.94, 500, 2000, 0.01]
]
columns = ['time', 'price', 'volume', 'amount', 'change']
df = DataFrame(data_list, columns=columns)
mock_tushare.get_today_ticks.return_value = df
day1_df = DataFrame(day1_data_list, columns=columns)
day2_data_list = [[u'10:33:45', 9.10, 100, 2000, 0.01],
[u'10:33:20', 9.20, 100, 2000, 0.01],
[u'10:33:00', 9.30, 100, 2000, 0.01]
]
day2_df = DataFrame(day2_data_list, columns=columns)
mock_tushare.get_tick_data.return_value = day2_df
mock_is_holiday.return_value = False
import datetime
day1 = datetime.datetime(2015, 8, 8)
mock_days.return_value = [day1]
liveFeed = TuShareLiveFeed(['000581'], 60, dataseries.DEFAULT_MAX_LEN, 1)
bars = liveFeed.getNextBars()
self.assertEqual(bars['000581'].getHigh(), 9.30)
self.assertEqual(bars['000581'].getVolume(), 300)
bars = liveFeed.getNextBars()
self.assertEqual(bars['000581'].getOpen(), 8.94)
self.assertEqual(bars['000581'].getVolume(), 800)
def test__fill_history_bars(self, mock_tushare, mock_days,
mock_is_holiday):
data_list = [[u'09:33:45', 9.10, 100, 2000, 0.01],
[u'09:33:20', 9.20, 100, 2000, 0.01],
[u'09:33:00', 9.30, 100, 2000, 0.01],
[u'09:32:59', 9.40, 100, 10, 0.01],
[u'09:32:45', 9.01, 100, 100, 0.01],
[u'09:32:13', 9.02, 300, 1000, 0.01],
[u'09:31:58', 9.03, 300, 2000, 0.01],
[u'09:31:43', 8.94, 500, 2000, 0.01]]
day1_data_list = [[u'11:00:58', 9.03, 300, 2000, 0.01],
[u'11:00:43', 8.94, 500, 2000, 0.01]]
columns = ['time', 'price', 'volume', 'amount', 'change']
df = DataFrame(data_list, columns=columns)
mock_tushare.get_today_ticks.return_value = df
day1_df = DataFrame(day1_data_list, columns=columns)
day2_data_list = [[u'10:33:45', 9.10, 100, 2000, 0.01],
[u'10:33:20', 9.20, 100, 2000, 0.01],
[u'10:33:00', 9.30, 100, 2000, 0.01]]
day2_df = DataFrame(day2_data_list, columns=columns)
mock_tushare.get_tick_data.return_value = day2_df
mock_is_holiday.return_value = False
import datetime
day1 = datetime.datetime(2015, 8, 8)
mock_days.return_value = [day1]
liveFeed = TuShareLiveFeed(['000581'], 60, dataseries.DEFAULT_MAX_LEN,
1)
bars = liveFeed.getNextBars()
self.assertEqual(bars['000581'].getHigh(), 9.30)
self.assertEqual(bars['000581'].getVolume(), 300)
bars = liveFeed.getNextBars()
self.assertEqual(bars['000581'].getOpen(), 8.94)
self.assertEqual(bars['000581'].getVolume(), 800)
