Пример #1
0
 def test(self, quandl_get):
     quandl_get.return_value = self.dataset
     act = dataset_utils.get_futures_contract_dataset(
             exchange='CME',
             contract='SPZ2015')
     exp = self.dataset.reset_index()
     pdt.assert_frame_equal(act, exp) 
     quandl_get.assert_called_with(
       'CME/SPZ2015', 
       trim_start=None,
       trim_end=None,
       authtoken=None)
Пример #2
0
 def test_date_range(self, quandl_get):
     start = '2015-11-03'
     end = '2015-11-05'
     trimmed_dataset = self.dataset.ix[start:end]
     quandl_get.return_value = self.dataset.ix[start:end]
     act = dataset_utils.get_futures_contract_dataset(
             exchange='CME',
             contract='SPZ2015',
             start=start,
             end=end)
     exp = self.dataset.ix[start:end].reset_index()
     pdt.assert_frame_equal(act, exp)
     quandl_get.assert_called_with(
       'CME/SPZ2015', 
       trim_start=start,
       trim_end=end,
       authtoken=None)