def run_batchtransform(window_length=10): sim_params = factory.create_simulation_parameters( start=datetime(1990, 1, 1, tzinfo=pytz.utc), end=datetime(1995, 1, 8, tzinfo=pytz.utc)) source, df = factory.create_test_df_source(sim_params) return_price_class = ReturnPriceBatchTransform(refresh_period=1, window_length=window_length, clean_nans=False) for raw_event in source: raw_event['datetime'] = raw_event.dt event = {0: raw_event} return_price_class.handle_data(event)
def run_batchtransform(window_length=10): sim_params = factory.create_simulation_parameters( start=datetime(1990, 1, 1, tzinfo=pytz.utc), end=datetime(1995, 1, 8, tzinfo=pytz.utc) ) source, df = factory.create_test_df_source(sim_params) return_price_class = ReturnPriceBatchTransform( refresh_period=1, window_length=window_length, clean_nans=False ) for raw_event in source: raw_event['datetime'] = raw_event.dt event = {0: raw_event} return_price_class.handle_data(event)
# 1990-01-02 - window not full None, # 1990-01-03 - window not full None, # 1990-01-04 - window now full, 3rd event expected_item, # 1990-01-05 - window now full expected_item, # 1990-01-08 - window now full expected_item ]) def run_batchtransform(window_length=10): sim_params = factory.create_simulation_parameters( start=datetime(1990, 1, 1, tzinfo=pytz.utc), end=datetime(1995, 1, 8, tzinfo=pytz.utc) ) source, df = factory.create_test_df_source(sim_params) return_price_class = ReturnPriceBatchTransform( refresh_period=1, window_length=window_length, clean_nans=False ) for raw_event in source: raw_event['datetime'] = raw_event.dt event = {0: raw_event} return_price_class.handle_data(event)