def setUp(self):
dna.test_utils.setup_logger(self)
self.test_index = pd.date_range(
'2012/01/01', '2012/01/7', tz=pytz.utc)
self.test_universe = 'forex,5'
self.market = Market()
self.market.parse_universe_description(self.test_universe)
self.test_sids = self.market.sids
def test_panel_without_volume_cac40_backtest_data_generation(self):
test_universe = 'stocks:paris:cac40,5'
market = Market()
market.parse_universe_description(test_universe)
source = datafeed.HybridDataFactory(
universe=market,
index=self.test_index,
backtest=FakePanelWithoutVolumeBacktestDatasource)
total_rows = 0
for row in source.raw_data:
if not total_rows:
self.assertListEqual(
sorted(row.keys()),
sorted(['dt', 'price', 'low', 'high', 'sid', 'volume']))
total_rows += 1
eq_(total_rows, len(self.test_index) * len(market.sids))
def test_dataframe_forex_backtest_data_generation(self):
test_universe = 'forex,5'
market = Market()
market.parse_universe_description(test_universe)
source = datafeed.HybridDataFactory(
universe=market,
index=self.test_index,
backtest=FakeBacktestDatasource)
total_rows = 0
for row in source.raw_data:
if not total_rows:
self.assertListEqual(
sorted(row.keys()),
sorted(['dt', 'price', 'sid', 'volume']))
total_rows += 1
eq_(total_rows, 2 * len(self.test_index) * len(market.sids))
