def setUp(self): setup_logger(self) self.sim_params = factory.create_simulation_parameters(num_days=4) setup_logger(self) trade_history = factory.create_trade_history( 133, [10.0, 10.0, 11.0, 11.0], [100, 100, 100, 300], timedelta(days=1), self.sim_params ) self.source = SpecificEquityTrades(event_list=trade_history) self.df_source, self.df = factory.create_test_df_source(self.sim_params) self.panel_source, self.panel = factory.create_test_panel_source(self.sim_params)
def test_panel_source(self): source, panel = factory.create_test_panel_source() assert isinstance(source.start, pd.lib.Timestamp) assert isinstance(source.end, pd.lib.Timestamp) for event in source: self.assertTrue('sid' in event) self.assertTrue('arbitrary' in event) self.assertTrue('volume' in event) self.assertTrue('price' in event) self.assertEquals(event['arbitrary'], 1.) self.assertEquals(event['sid'], 0) self.assertTrue(isinstance(event['volume'], int)) self.assertTrue(isinstance(event['arbitrary'], float))
def setUp(self): setup_logger(self) self.trading_environment = factory.create_trading_environment() setup_logger(self) trade_history = factory.create_trade_history( 133, [10.0, 10.0, 11.0, 11.0], [100, 100, 100, 300], timedelta(days=1), self.trading_environment ) self.source = SpecificEquityTrades(event_list=trade_history) self.df_source, self.df = factory.create_test_df_source(self.trading_environment) self.panel_source, self.panel = factory.create_test_panel_source(self.trading_environment)
def test_panel_source(self): source, panel = factory.create_test_panel_source() assert isinstance(source.start, pd.lib.Timestamp) assert isinstance(source.end, pd.lib.Timestamp) for event in source: assert "sid" in event assert "arbitrary" in event assert "volume" in event assert "price" in event assert event["arbitrary"] == 1.0 assert event["volume"] == 1000 assert event["sid"] == 0 assert isinstance(event["volume"], int) assert isinstance(event["arbitrary"], float)
def setUp(self): setup_logger(self) self.sim_params = factory.create_simulation_parameters(num_days=4) trade_history = factory.create_trade_history(133, [10.0, 10.0, 11.0, 11.0], [100, 100, 100, 300], timedelta(days=1), self.sim_params) self.source = SpecificEquityTrades(event_list=trade_history) self.df_source, self.df = \ factory.create_test_df_source(self.sim_params) self.panel_source, self.panel = \ factory.create_test_panel_source(self.sim_params)