def test_raw_history_bars(self): source = MongoCacheDataSource(self.path, self.mongo_url) start = parse("2012-06-01 9:31:00") si = convert_dt_to_int(start) frequency = "1m" first = source.raw_history_bars(self._instrument, frequency, start_dt=start, length=source.CACHE_LENGTH) s, e, l = self.get_cache_info(source, frequency) assert s == si and l == source.CACHE_LENGTH data = source.raw_history_bars(self._instrument, frequency, end_dt=convert_int_to_datetime( first["datetime"][-1]), length=source.CACHE_LENGTH) s, e, l = self.get_cache_info(source, frequency) assert s == si and l == source.CACHE_LENGTH next_ = source.raw_history_bars(self._instrument, frequency, start_dt=convert_int_to_datetime( first["datetime"][5]), length=source.CACHE_LENGTH) s, e, l = self.get_cache_info(source, frequency) assert s == si and l == source.CACHE_LENGTH * 2 assert (first == data).all() print(pd.DataFrame(next_))
def test_get_bar(self): source = MongoCacheDataSource(self.path, self.mongo_url) print( type( source.get_bar(self._instrument, datetime.now() - timedelta(days=2), "1d"))) print(source.get_bar(self._instrument, datetime.now(), "1m"))
def test_history_bars(self): source = MongoCacheDataSource(self.path, self.mongo_url) data = source.history_bars( self._instrument, 10, "1m", ["datetime", "close", "low", "high", "open", "volume"], datetime.now()) source.clear_cache() print(pd.DataFrame(data))
def test_data_range(self): source = MongoCacheDataSource(self.path, self.mongo_url) print(source.available_data_range("1m"))
def setUp(self): self.path = pathlib.Path("~/.rqalpha/bundle").expanduser() self.mongo_url = os.environ.get("MONGO_URL") self._instrument = MongoCacheDataSource( self.path, self.mongo_url).get_all_instruments()[0]
def setUp(self): self.path = str(pathlib.Path("e:/Users/BurdenBear/.rqalpha/bundle")) self.mongo_url = "mongodb://192.168.0.103:30000" self._instrument = MongoCacheDataSource( self.path, self.mongo_url).get_all_instruments()[0]