def test_most_recent_date(self):
# Most recent date should be the most recent candle in the db
num_symbols = len(get_symbols())
num_candles = 10 * num_symbols
max_date = get_max_from_column(column='open_date')
from_date = max_date - timedelta(hours=10)
engineered_data = core.engineer_data(from_date=from_date)
assert engineered_data.open_date.max() == max_date
def test_num_candles(self):
# Number of candles should be proportional to number of hours from from_date
num_symbols = len(get_symbols())
num_candles = 11 * num_symbols
max_date = get_max_from_column(column='open_date')
from_date = max_date - timedelta(hours=10)
engineered_data = core.engineer_data(from_date=from_date)
assert len(engineered_data) == num_candles
def test_earliest_date(self):
# Earliest engineered date should be from_date
num_symbols = len(get_symbols())
num_candles = 10 * num_symbols
max_date = get_max_from_column(column='open_date')
from_date = max_date - timedelta(hours=10)
engineered_data = core.engineer_data(from_date=from_date)
assert engineered_data.open_date.min() == from_date
def insert_engineered_data(verbose=True):
# Get indicators from subclasses
indicators = list(CustomIndicator.__subclasses__())
# Get columns for comparison to incoming indicators
sql = 'SHOW COLUMNS IN engineered_data;'
candle_cols = list(Database().execute(sql).Field)
# TODO add_column assumes
for indicator in indicators:
if indicator.__name__ not in candle_cols:
db.add_column('engineered_data', indicator.__name__, 'float(20,9)')
# Get starting date for insert
from_date = db.get_max_from_column(table='engineered_data',
column='open_date')
# If there's nothing in the table, populate the entire thing
if not from_date:
from_date = db.get_min_from_column(column='open_date')
ins = engineer_data(from_date=from_date, verbose=verbose)
# Convert to sql-friendly dates
convert_to_sql = lambda x: DateConvert(x).date
ins.open_date = ins.open_date.map(convert_to_sql)
ins.close_date = ins.close_date.map(convert_to_sql)
if verbose:
print('Inserting engineered data into database...')
Database().insert('engineered_data',
ins,
verbose=verbose,
auto_format=True)
def test_most_recent_date(self):
# Most recent date should be the most recent candle in the db
max_date = get_max_from_column(column='open_date')
engineered_data = core.engineer_data()
assert engineered_data.open_date.max() == max_date