def test_history_grow_length(self,
freq,
field,
data_frequency,
construct_digest):
bar_count = 2 if construct_digest else 1
spec = history.HistorySpec(
bar_count=bar_count,
frequency=freq,
field=field,
ffill=True,
data_frequency=data_frequency,
)
specs = {spec.key_str: spec}
initial_sids = [1]
initial_dt = pd.Timestamp(
'2013-06-28 13:31AM'
if data_frequency == 'minute'
else '2013-06-28 12:00AM',
tz='UTC',
)
container = HistoryContainer(
specs, initial_sids, initial_dt, data_frequency,
)
if construct_digest:
self.assertEqual(
container.digest_panels[spec.frequency].window_length, 1,
)
bar_data = BarData()
container.update(bar_data, initial_dt)
to_add = (
history.HistorySpec(
bar_count=bar_count + 1,
frequency=freq,
field=field,
ffill=True,
data_frequency=data_frequency,
),
history.HistorySpec(
bar_count=bar_count + 2,
frequency=freq,
field=field,
ffill=True,
data_frequency=data_frequency,
),
)
for spec in to_add:
container.ensure_spec(spec, initial_dt, bar_data)
self.assertEqual(
container.digest_panels[spec.frequency].window_length,
spec.bar_count - 1,
)
self.assert_history(container, spec, initial_dt)
def test_history_grow_length(self,
freq,
field,
data_frequency,
construct_digest):
bar_count = 2 if construct_digest else 1
spec = history.HistorySpec(
bar_count=bar_count,
frequency=freq,
field=field,
ffill=True,
data_frequency=data_frequency,
)
specs = {spec.key_str: spec}
initial_sids = [1]
initial_dt = pd.Timestamp(
'2013-06-28 13:31'
if data_frequency == 'minute'
else '2013-06-28 12:00AM',
tz='UTC',
)
container = HistoryContainer(
specs, initial_sids, initial_dt, data_frequency,
)
if construct_digest:
self.assertEqual(
container.digest_panels[spec.frequency].window_length, 1,
)
bar_data = BarData()
container.update(bar_data, initial_dt)
to_add = (
history.HistorySpec(
bar_count=bar_count + 1,
frequency=freq,
field=field,
ffill=True,
data_frequency=data_frequency,
),
history.HistorySpec(
bar_count=bar_count + 2,
frequency=freq,
field=field,
ffill=True,
data_frequency=data_frequency,
),
)
for spec in to_add:
container.ensure_spec(spec, initial_dt, bar_data)
self.assertEqual(
container.digest_panels[spec.frequency].window_length,
spec.bar_count - 1,
)
self.assert_history(container, spec, initial_dt)
def test_history_add_freq(self, bar_count, pair, field, data_frequency):
first, second = pair
spec = history.HistorySpec(
bar_count=bar_count, frequency=first, field=field, ffill=True, data_frequency=data_frequency, env=self.env
)
specs = {spec.key_str: spec}
initial_sids = [1]
initial_dt = pd.Timestamp("2013-06-28 13:31" if data_frequency == "minute" else "2013-06-28 12:00AM", tz="UTC")
container = HistoryContainer(specs, initial_sids, initial_dt, data_frequency, env=self.env)
if bar_count > 1:
self.assertEqual(container.digest_panels[spec.frequency].window_length, 1)
bar_data = BarData()
container.update(bar_data, initial_dt)
new_spec = history.HistorySpec(
bar_count, frequency=second, field=field, ffill=True, data_frequency=data_frequency, env=self.env
)
container.ensure_spec(new_spec, initial_dt, bar_data)
if bar_count > 1:
digest_panel = container.digest_panels[new_spec.frequency]
self.assertEqual(digest_panel.window_length, bar_count - 1)
else:
self.assertNotIn(new_spec.frequency, container.digest_panels)
self.assert_history(container, new_spec, initial_dt)
def test_history_add_field(self, bar_count, freq, pair, data_frequency):
first, second = pair
spec = history.HistorySpec(
bar_count=bar_count,
frequency=freq,
field=first,
ffill=True,
data_frequency=data_frequency,
env=self.env,
)
specs = {spec.key_str: spec}
initial_sids = [1]
initial_dt = pd.Timestamp(
'2013-06-28 13:31'
if data_frequency == 'minute' else '2013-06-28 12:00AM',
tz='UTC',
)
container = HistoryContainer(specs,
initial_sids,
initial_dt,
data_frequency,
env=self.env)
if bar_count > 1:
self.assertEqual(
container.digest_panels[spec.frequency].window_length,
1,
)
bar_data = BarData()
container.update(bar_data, initial_dt)
new_spec = history.HistorySpec(
bar_count,
frequency=freq,
field=second,
ffill=True,
data_frequency=data_frequency,
env=self.env,
)
container.ensure_spec(new_spec, initial_dt, bar_data)
if bar_count > 1:
digest_panel = container.digest_panels[new_spec.frequency]
self.assertEqual(digest_panel.window_length, bar_count - 1)
self.assertIn(second, digest_panel.items)
else:
self.assertNotIn(new_spec.frequency, container.digest_panels)
with warnings.catch_warnings():
warnings.simplefilter('ignore')
self.assert_history(container, new_spec, initial_dt)
def test_history_add_field(self, bar_count, freq, pair, data_frequency):
first, second = pair
spec = history.HistorySpec(
bar_count=bar_count,
frequency=freq,
field=first,
ffill=True,
data_frequency=data_frequency,
env=self.env,
)
specs = {spec.key_str: spec}
initial_sids = [1]
initial_dt = pd.Timestamp(
'2013-06-28 13:31'
if data_frequency == 'minute'
else '2013-06-28 12:00AM',
tz='UTC',
)
container = HistoryContainer(
specs, initial_sids, initial_dt, data_frequency, env=self.env
)
if bar_count > 1:
self.assertEqual(
container.digest_panels[spec.frequency].window_length, 1,
)
bar_data = BarData()
container.update(bar_data, initial_dt)
new_spec = history.HistorySpec(
bar_count,
frequency=freq,
field=second,
ffill=True,
data_frequency=data_frequency,
env=self.env,
)
container.ensure_spec(new_spec, initial_dt, bar_data)
if bar_count > 1:
digest_panel = container.digest_panels[new_spec.frequency]
self.assertEqual(digest_panel.window_length, bar_count - 1)
self.assertIn(second, digest_panel.items)
else:
self.assertNotIn(new_spec.frequency, container.digest_panels)
with warnings.catch_warnings():
warnings.simplefilter('ignore')
self.assert_history(container, new_spec, initial_dt)
