Python TempDirectory.create方法代码示例

# 需要导入模块: from testfixtures import TempDirectory [as 别名]
# 或者: from testfixtures.TempDirectory import create [as 别名]
class BcolzMinuteBarTestCase(TestCase):

    @classmethod
    def setUpClass(cls):
        cls.env = TradingEnvironment()
        all_market_opens = cls.env.open_and_closes.market_open
        all_market_closes = cls.env.open_and_closes.market_close
        indexer = all_market_opens.index.slice_indexer(
            start=TEST_CALENDAR_START,
            end=TEST_CALENDAR_STOP
        )
        cls.market_opens = all_market_opens[indexer]
        cls.market_closes = all_market_closes[indexer]
        cls.test_calendar_start = cls.market_opens.index[0]
        cls.test_calendar_stop = cls.market_opens.index[-1]

    def setUp(self):

        self.dir_ = TempDirectory()
        self.dir_.create()
        self.dest = self.dir_.getpath('minute_bars')
        os.makedirs(self.dest)
        self.writer = BcolzMinuteBarWriter(
            TEST_CALENDAR_START,
            self.dest,
            self.market_opens,
            self.market_closes,
            US_EQUITIES_MINUTES_PER_DAY,
        )
        self.reader = BcolzMinuteBarReader(self.dest)

    def tearDown(self):
        self.dir_.cleanup()

    def test_write_one_ohlcv(self):
        minute = self.market_opens[self.test_calendar_start]
        sid = 1
        data = DataFrame(
            data={
                'open': [10.0],
                'high': [20.0],
                'low': [30.0],
                'close': [40.0],
                'volume': [50.0]
            },
            index=[minute])
        self.writer.write_sid(sid, data)

        open_price = self.reader.get_value(sid, minute, 'open')

        self.assertEquals(10.0, open_price)

        high_price = self.reader.get_value(sid, minute, 'high')

        self.assertEquals(20.0, high_price)

        low_price = self.reader.get_value(sid, minute, 'low')

        self.assertEquals(30.0, low_price)

        close_price = self.reader.get_value(sid, minute, 'close')

        self.assertEquals(40.0, close_price)

        volume_price = self.reader.get_value(sid, minute, 'volume')

        self.assertEquals(50.0, volume_price)

    def test_write_two_bars(self):
        minute_0 = self.market_opens[self.test_calendar_start]
        minute_1 = minute_0 + timedelta(minutes=1)
        sid = 1
        data = DataFrame(
            data={
                'open': [10.0, 11.0],
                'high': [20.0, 21.0],
                'low': [30.0, 31.0],
                'close': [40.0, 41.0],
                'volume': [50.0, 51.0]
            },
            index=[minute_0, minute_1])
        self.writer.write_sid(sid, data)

        open_price = self.reader.get_value(sid, minute_0, 'open')

        self.assertEquals(10.0, open_price)

        high_price = self.reader.get_value(sid, minute_0, 'high')

        self.assertEquals(20.0, high_price)

        low_price = self.reader.get_value(sid, minute_0, 'low')

        self.assertEquals(30.0, low_price)

        close_price = self.reader.get_value(sid, minute_0, 'close')

        self.assertEquals(40.0, close_price)

        volume_price = self.reader.get_value(sid, minute_0, 'volume')
#.........这里部分代码省略.........

# 需要导入模块: from testfixtures import TempDirectory [as 别名]
# 或者: from testfixtures.TempDirectory import create [as 别名]
class BcolzMinuteBarTestCase(TestCase):

    @classmethod
    def setUpClass(cls):
        cls.env = TradingEnvironment()
        all_market_opens = cls.env.open_and_closes.market_open
        all_market_closes = cls.env.open_and_closes.market_close
        indexer = all_market_opens.index.slice_indexer(
            start=TEST_CALENDAR_START,
            end=TEST_CALENDAR_STOP
        )
        cls.market_opens = all_market_opens[indexer]
        cls.market_closes = all_market_closes[indexer]
        cls.test_calendar_start = cls.market_opens.index[0]
        cls.test_calendar_stop = cls.market_opens.index[-1]

    def setUp(self):

        self.dir_ = TempDirectory()
        self.dir_.create()
        self.dest = self.dir_.getpath('minute_bars')
        os.makedirs(self.dest)
        self.writer = BcolzMinuteBarWriter(
            TEST_CALENDAR_START,
            self.dest,
            self.market_opens,
            self.market_closes,
            US_EQUITIES_MINUTES_PER_DAY,
        )
        self.reader = BcolzMinuteBarReader(self.dest)

    def tearDown(self):
        self.dir_.cleanup()

    def test_write_one_ohlcv(self):
        minute = self.market_opens[self.test_calendar_start]
        sid = 1
        data = DataFrame(
            data={
                'open': [10.0],
                'high': [20.0],
                'low': [30.0],
                'close': [40.0],
                'volume': [50.0]
            },
            index=[minute])
        self.writer.write(sid, data)

        open_price = self.reader.get_value(sid, minute, 'open')

        self.assertEquals(10.0, open_price)

        high_price = self.reader.get_value(sid, minute, 'high')

        self.assertEquals(20.0, high_price)

        low_price = self.reader.get_value(sid, minute, 'low')

        self.assertEquals(30.0, low_price)

        close_price = self.reader.get_value(sid, minute, 'close')

        self.assertEquals(40.0, close_price)

        volume_price = self.reader.get_value(sid, minute, 'volume')

        self.assertEquals(50.0, volume_price)

    def test_write_two_bars(self):
        minute_0 = self.market_opens[self.test_calendar_start]
        minute_1 = minute_0 + timedelta(minutes=1)
        sid = 1
        data = DataFrame(
            data={
                'open': [10.0, 11.0],
                'high': [20.0, 21.0],
                'low': [30.0, 31.0],
                'close': [40.0, 41.0],
                'volume': [50.0, 51.0]
            },
            index=[minute_0, minute_1])
        self.writer.write(sid, data)

        open_price = self.reader.get_value(sid, minute_0, 'open')

        self.assertEquals(10.0, open_price)

        high_price = self.reader.get_value(sid, minute_0, 'high')

        self.assertEquals(20.0, high_price)

        low_price = self.reader.get_value(sid, minute_0, 'low')

        self.assertEquals(30.0, low_price)

        close_price = self.reader.get_value(sid, minute_0, 'close')

        self.assertEquals(40.0, close_price)

        volume_price = self.reader.get_value(sid, minute_0, 'volume')
#.........这里部分代码省略.........

# 需要导入模块: from testfixtures import TempDirectory [as 别名]
# 或者: from testfixtures.TempDirectory import create [as 别名]
class BcolzDailyBarTestCase(TestCase):

    @classmethod
    def setUpClass(cls):
        all_trading_days = TradingEnvironment().trading_days
        cls.trading_days = all_trading_days[
            all_trading_days.get_loc(TEST_CALENDAR_START):
            all_trading_days.get_loc(TEST_CALENDAR_STOP) + 1
        ]

    def setUp(self):

        self.asset_info = EQUITY_INFO
        self.writer = SyntheticDailyBarWriter(
            self.asset_info,
            self.trading_days,
        )

        self.dir_ = TempDirectory()
        self.dir_.create()
        self.dest = self.dir_.getpath('daily_equity_pricing.bcolz')

    def tearDown(self):
        self.dir_.cleanup()

    @property
    def assets(self):
        return self.asset_info.index

    def trading_days_between(self, start, end):
        return self.trading_days[self.trading_days.slice_indexer(start, end)]

    def asset_start(self, asset_id):
        return self.writer.asset_start(asset_id)

    def asset_end(self, asset_id):
        return self.writer.asset_end(asset_id)

    def dates_for_asset(self, asset_id):
        start, end = self.asset_start(asset_id), self.asset_end(asset_id)
        return self.trading_days_between(start, end)

    def test_write_ohlcv_content(self):
        result = self.writer.write(self.dest, self.trading_days, self.assets)
        for column in SyntheticDailyBarWriter.OHLCV:
            idx = 0
            data = result[column][:]
            multiplier = 1 if column == 'volume' else 1000
            for asset_id in self.assets:
                for date in self.dates_for_asset(asset_id):
                    self.assertEqual(
                        SyntheticDailyBarWriter.expected_value(
                            asset_id,
                            date,
                            column
                        ) * multiplier,
                        data[idx],
                    )
                    idx += 1
            self.assertEqual(idx, len(data))

    def test_write_day_and_id(self):
        result = self.writer.write(self.dest, self.trading_days, self.assets)
        idx = 0
        ids = result['id']
        days = result['day']
        for asset_id in self.assets:
            for date in self.dates_for_asset(asset_id):
                self.assertEqual(ids[idx], asset_id)
                self.assertEqual(date, seconds_to_timestamp(days[idx]))
                idx += 1

    def test_write_attrs(self):
        result = self.writer.write(self.dest, self.trading_days, self.assets)
        expected_first_row = {
            '1': 0,
            '2': 5,   # Asset 1 has 5 trading days.
            '3': 12,  # Asset 2 has 7 trading days.
            '4': 33,  # Asset 3 has 21 trading days.
            '5': 44,  # Asset 4 has 11 trading days.
            '6': 49,  # Asset 5 has 5 trading days.
        }
        expected_last_row = {
            '1': 4,
            '2': 11,
            '3': 32,
            '4': 43,
            '5': 48,
            '6': 57,    # Asset 6 has 9 trading days.
        }
        expected_calendar_offset = {
            '1': 0,   # Starts on 6-01, 1st trading day of month.
            '2': 15,  # Starts on 6-22, 16th trading day of month.
            '3': 1,   # Starts on 6-02, 2nd trading day of month.
            '4': 0,   # Starts on 6-01, 1st trading day of month.
            '5': 9,   # Starts on 6-12, 10th trading day of month.
            '6': 10,  # Starts on 6-15, 11th trading day of month.
        }
        self.assertEqual(result.attrs['first_row'], expected_first_row)
        self.assertEqual(result.attrs['last_row'], expected_last_row)
#.........这里部分代码省略.........

# 需要导入模块: from testfixtures import TempDirectory [as 别名]
# 或者: from testfixtures.TempDirectory import create [as 别名]
class BcolzMinuteBarTestCase(TestCase):

    @classmethod
    def setUpClass(cls):
        cls.env = TradingEnvironment()
        all_market_opens = cls.env.open_and_closes.market_open
        indexer = all_market_opens.index.slice_indexer(
            start=TEST_CALENDAR_START,
            end=TEST_CALENDAR_STOP
        )
        cls.market_opens = all_market_opens[indexer]
        cls.test_calendar_start = cls.market_opens.index[0]
        cls.test_calendar_stop = cls.market_opens.index[-1]

    def setUp(self):

        self.dir_ = TempDirectory()
        self.dir_.create()
        self.dest = self.dir_.getpath('minute_bars')
        os.makedirs(self.dest)
        self.writer = BcolzMinuteBarWriter(
            TEST_CALENDAR_START,
            self.dest,
            self.market_opens,
            US_EQUITIES_MINUTES_PER_DAY,
        )
        self.reader = BcolzMinuteBarReader(self.dest)

    def tearDown(self):
        self.dir_.cleanup()

    def test_write_one_ohlcv(self):
        minute = self.market_opens[self.test_calendar_start]
        sid = 1
        data = DataFrame(
            data={
                'open': [10.0],
                'high': [20.0],
                'low': [30.0],
                'close': [40.0],
                'volume': [50.0]
            },
            index=[minute])
        self.writer.write(sid, data)

        open_price = self.reader.get_value(sid, minute, 'open')

        self.assertEquals(10.0, open_price)

        high_price = self.reader.get_value(sid, minute, 'high')

        self.assertEquals(20.0, high_price)

        low_price = self.reader.get_value(sid, minute, 'low')

        self.assertEquals(30.0, low_price)

        close_price = self.reader.get_value(sid, minute, 'close')

        self.assertEquals(40.0, close_price)

        volume_price = self.reader.get_value(sid, minute, 'volume')

        self.assertEquals(50.0, volume_price)

    def test_write_two_bars(self):
        minute_0 = self.market_opens[self.test_calendar_start]
        minute_1 = minute_0 + timedelta(minutes=1)
        sid = 1
        data = DataFrame(
            data={
                'open': [10.0, 11.0],
                'high': [20.0, 21.0],
                'low': [30.0, 31.0],
                'close': [40.0, 41.0],
                'volume': [50.0, 51.0]
            },
            index=[minute_0, minute_1])
        self.writer.write(sid, data)

        open_price = self.reader.get_value(sid, minute_0, 'open')

        self.assertEquals(10.0, open_price)

        high_price = self.reader.get_value(sid, minute_0, 'high')

        self.assertEquals(20.0, high_price)

        low_price = self.reader.get_value(sid, minute_0, 'low')

        self.assertEquals(30.0, low_price)

        close_price = self.reader.get_value(sid, minute_0, 'close')

        self.assertEquals(40.0, close_price)

        volume_price = self.reader.get_value(sid, minute_0, 'volume')

        self.assertEquals(50.0, volume_price)

#.........这里部分代码省略.........

# 需要导入模块: from testfixtures import TempDirectory [as 别名]
# 或者: from testfixtures.TempDirectory import create [as 别名]
class BcolzMinuteBarTestCase(TestCase):

    @classmethod
    def setUpClass(cls):
        cls.env = TradingEnvironment()
        all_market_opens = cls.env.open_and_closes.market_open
        indexer = all_market_opens.index.slice_indexer(
            start=TEST_CALENDAR_START,
            end=TEST_CALENDAR_STOP
        )
        cls.market_opens = all_market_opens[indexer]
        cls.test_calendar_start = cls.market_opens.index[0]
        cls.test_calendar_stop = cls.market_opens.index[-1]

    def setUp(self):

        self.dir_ = TempDirectory()
        self.dir_.create()
        self.dest = self.dir_.getpath('minute_bars')
        os.makedirs(self.dest)
        self.writer = BcolzMinuteBarWriter(
            TEST_CALENDAR_START,
            self.dest,
            self.market_opens,
            US_EQUITIES_MINUTES_PER_DAY,
        )
        self.reader = BcolzMinuteBarReader(self.dest)

    def tearDown(self):
        self.dir_.cleanup()

    def test_write_one_ohlcv(self):
        minute = self.market_opens[self.test_calendar_start]
        sid = 1
        data = DataFrame(
            data={
                'open': [10.0],
                'high': [20.0],
                'low': [30.0],
                'close': [40.0],
                'volume': [50.0]
            },
            index=[minute])
        self.writer.write(sid, data)

        open_price = self.reader.get_value(sid, minute, 'open')

        self.assertEquals(10.0, open_price)

        high_price = self.reader.get_value(sid, minute, 'high')

        self.assertEquals(20.0, high_price)

        low_price = self.reader.get_value(sid, minute, 'low')

        self.assertEquals(30.0, low_price)

        close_price = self.reader.get_value(sid, minute, 'close')

        self.assertEquals(40.0, close_price)

        volume_price = self.reader.get_value(sid, minute, 'volume')

        self.assertEquals(50.0, volume_price)

    def test_write_two_bars(self):
        minute_0 = self.market_opens[self.test_calendar_start]
        minute_1 = minute_0 + timedelta(minutes=1)
        sid = 1
        data = DataFrame(
            data={
                'open': [10.0, 11.0],
                'high': [20.0, 21.0],
                'low': [30.0, 31.0],
                'close': [40.0, 41.0],
                'volume': [50.0, 51.0]
            },
            index=[minute_0, minute_1])
        self.writer.write(sid, data)

        open_price = self.reader.get_value(sid, minute_0, 'open')

        self.assertEquals(10.0, open_price)

        high_price = self.reader.get_value(sid, minute_0, 'high')

        self.assertEquals(20.0, high_price)

        low_price = self.reader.get_value(sid, minute_0, 'low')

        self.assertEquals(30.0, low_price)

        close_price = self.reader.get_value(sid, minute_0, 'close')

        self.assertEquals(40.0, close_price)

        volume_price = self.reader.get_value(sid, minute_0, 'volume')

        self.assertEquals(50.0, volume_price)

#.........这里部分代码省略.........

# 需要导入模块: from testfixtures import TempDirectory [as 别名]
# 或者: from testfixtures.TempDirectory import create [as 别名]
class BcolzDailyBarTestCase(TestCase):

    @classmethod
    def setUpClass(cls):
        all_trading_days = TradingEnvironment().trading_days
        cls.trading_days = all_trading_days[
            all_trading_days.get_loc(TEST_CALENDAR_START):
            all_trading_days.get_loc(TEST_CALENDAR_STOP) + 1
        ]

    def setUp(self):

        self.asset_info = EQUITY_INFO
        self.writer = SyntheticDailyBarWriter(
            self.asset_info,
            self.trading_days,
        )

        self.dir_ = TempDirectory()
        self.dir_.create()
        self.dest = self.dir_.getpath('daily_equity_pricing.bcolz')

    def tearDown(self):
        self.dir_.cleanup()

    @property
    def assets(self):
        return self.asset_info.index

    def trading_days_between(self, start, end):
        return self.trading_days[self.trading_days.slice_indexer(start, end)]

    def asset_start(self, asset_id):
        return self.writer.asset_start(asset_id)

    def asset_end(self, asset_id):
        return self.writer.asset_end(asset_id)

    def dates_for_asset(self, asset_id):
        start, end = self.asset_start(asset_id), self.asset_end(asset_id)
        return self.trading_days_between(start, end)

    def test_write_ohlcv_content(self):
        result = self.writer.write(self.dest, self.trading_days, self.assets)
        for column in SyntheticDailyBarWriter.OHLCV:
            idx = 0
            data = result[column][:]
            multiplier = 1 if column == 'volume' else 1000
            for asset_id in self.assets:
                for date in self.dates_for_asset(asset_id):
                    self.assertEqual(
                        SyntheticDailyBarWriter.expected_value(
                            asset_id,
                            date,
                            column
                        ) * multiplier,
                        data[idx],
                    )
                    idx += 1
            self.assertEqual(idx, len(data))

    def test_write_day_and_id(self):
        result = self.writer.write(self.dest, self.trading_days, self.assets)
        idx = 0
        ids = result['id']
        days = result['day']
        for asset_id in self.assets:
            for date in self.dates_for_asset(asset_id):
                self.assertEqual(ids[idx], asset_id)
                self.assertEqual(date, seconds_to_timestamp(days[idx]))
                idx += 1

    def test_write_attrs(self):
        result = self.writer.write(self.dest, self.trading_days, self.assets)
        expected_first_row = {
            '1': 0,
            '2': 5,   # Asset 1 has 5 trading days.
            '3': 12,  # Asset 2 has 7 trading days.
            '4': 33,  # Asset 3 has 21 trading days.
            '5': 44,  # Asset 4 has 11 trading days.
            '6': 49,  # Asset 5 has 5 trading days.
        }
        expected_last_row = {
            '1': 4,
            '2': 11,
            '3': 32,
            '4': 43,
            '5': 48,
            '6': 57,    # Asset 6 has 9 trading days.
        }
        expected_calendar_offset = {
            '1': 0,   # Starts on 6-01, 1st trading day of month.
            '2': 15,  # Starts on 6-22, 16th trading day of month.
            '3': 1,   # Starts on 6-02, 2nd trading day of month.
            '4': 0,   # Starts on 6-01, 1st trading day of month.
            '5': 9,   # Starts on 6-12, 10th trading day of month.
            '6': 10,  # Starts on 6-15, 11th trading day of month.
        }
        self.assertEqual(result.attrs['first_row'], expected_first_row)
        self.assertEqual(result.attrs['last_row'], expected_last_row)
#.........这里部分代码省略.........