本文整理汇总了Python中zipline.data.minute_bars.BcolzMinuteBarWriter._ensure_ctable方法的典型用法代码示例。如果您正苦于以下问题：Python BcolzMinuteBarWriter._ensure_ctable方法的具体用法？Python BcolzMinuteBarWriter._ensure_ctable怎么用？Python BcolzMinuteBarWriter._ensure_ctable使用的例子？那么恭喜您, 这里精选的方法代码示例或许可以为您提供帮助。您也可以进一步了解该方法所在类zipline.data.minute_bars.BcolzMinuteBarWriter的用法示例。
在下文中一共展示了BcolzMinuteBarWriter._ensure_ctable方法的1个代码示例，这些例子默认根据受欢迎程度排序。您可以为喜欢或者感觉有用的代码点赞，您的评价将有助于系统推荐出更棒的Python代码示例。
示例1: BcolzMinuteBarTestCase
# 需要导入模块: from zipline.data.minute_bars import BcolzMinuteBarWriter [as 别名]
# 或者: from zipline.data.minute_bars.BcolzMinuteBarWriter import _ensure_ctable [as 别名]
#.........这里部分代码省略.........
'open': [2.0],
'high': [3.0],
'low': [1.0],
'close': [2.0],
'volume': [10.0]
}
first_minute = self.market_opens[TEST_CALENDAR_START]
data = DataFrame(
data=ohlcv,
index=[first_minute])
self.writer.write_sid(sid, data)
next_day_minute = first_minute + Timedelta(days=1)
new_data = DataFrame(
data=ohlcv,
index=[next_day_minute])
self.writer.write_sid(sid, new_data)
second_minute = first_minute + Timedelta(minutes=1)
# The second minute should have been padded with zeros
for col in ('open', 'high', 'low', 'close'):
assert_almost_equal(
nan, self.reader.get_value(sid, second_minute, col)
)
self.assertEqual(
0, self.reader.get_value(sid, second_minute, 'volume')
)
# The first day should contain US_EQUITIES_MINUTES_PER_DAY rows.
# The second day should contain a single row.
self.assertEqual(
len(self.writer._ensure_ctable(sid)),
US_EQUITIES_MINUTES_PER_DAY + 1,
)
def test_write_multiple_sids(self):
"""
Test writing multiple sids.
Tests both that the data is written to the correct sid, as well as
ensuring that the logic for creating the subdirectory path to each sid
does not cause issues from attempts to recreate existing paths.
(Calling out this coverage, because an assertion of that logic does not
show up in the test itself, but is exercised by the act of attempting
to write two consecutive sids, which would be written to the same
containing directory, `00/00/000001.bcolz` and `00/00/000002.bcolz)
Before applying a check to make sure the path writing did not
re-attempt directory creation an OSError like the following would
occur:
```
OSError: [Errno 17] File exists: '/tmp/tmpR7yzzT/minute_bars/00/00'
```
"""
minute = self.market_opens[TEST_CALENDAR_START]
sids = [1, 2]
data = DataFrame(
data={
'open': [15.0],
'high': [17.0],
'low': [11.0],
'close': [15.0],
'volume': [100.0]