Python minute_to_session示例

示例#1

文件： test_resample.py 项目： szhounyc/zipline

 def test_minute_to_session(self):
     for sid in self.ASSET_FINDER_EQUITY_SIDS:
         frame = self.equity_frames[sid]
         expected = EXPECTED_SESSIONS[sid]
         result = minute_to_session(frame, self.nyse_calendar)
         assert_almost_equal(expected.values,
                             result.values,
                             err_msg='sid={0}'.format(sid))

示例#2

文件： test_resample.py 项目： AtwooTM/zipline

 def test_minute_to_session(self):
     for sid in self.ASSET_FINDER_EQUITY_SIDS:
         frame = self.equity_frames[sid]
         expected = EXPECTED_SESSIONS[sid]
         result = minute_to_session(frame, self.nyse_calendar)
         assert_almost_equal(expected.values,
                             result.values,
                             err_msg='sid={0}'.format(sid))