def test_read_single_date_files(): book_file = "sample_data/AMZN_2012-06-21_34200000_57600000_orderbook_10.csv" message_file = "sample_data/AMZN_2012-06-21_34200000_57600000_message_10.csv" lob = LobsterData() lob.read_single_day_data(order_book_file=book_file, message_file=message_file) print(lob.get_number_of_record())
def test_read_period_data(): directory = "/home/ruihong/lobstertest" ticker = "AMZN" start_date = datetime(2015, 10, 5) end_date = datetime(2015, 10, 9) level = 10 lob = LobsterData() lob.read_period_data(ticker, level, start_date, end_date, data_path=directory) print(lob.get_number_of_record())