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Python BcolzMinuteBarWriter.write方法代码示例

本文整理汇总了Python中zipline.data.minute_bars.BcolzMinuteBarWriter.write方法的典型用法代码示例。如果您正苦于以下问题：Python BcolzMinuteBarWriter.write方法的具体用法？Python BcolzMinuteBarWriter.write怎么用？Python BcolzMinuteBarWriter.write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.write方法的5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: write_bcolz_minute_data

# 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 write [as 别名]
def write_bcolz_minute_data(env, days, path, df_dict):
    market_opens = env.open_and_closes.market_open.loc[days]
    market_closes = env.open_and_closes.market_close.loc[days]

    writer = BcolzMinuteBarWriter(
        days[0],
        path,
        market_opens,
        market_closes,
        US_EQUITIES_MINUTES_PER_DAY
    )

    for sid, df in iteritems(df_dict):
        writer.write(sid, df)
开发者ID:UpSea，项目名称:zipline，代码行数:16，代码来源:core.py

示例2: 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 write [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.........
开发者ID:Retord，项目名称:zipline，代码行数:103，代码来源:test_minute_bars.py

示例3: 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 write [as 别名]
class BcolzMinuteBarTestCase(WithTradingCalendars,
                             WithAssetFinder,
                             WithInstanceTmpDir,
                             ZiplineTestCase):

    ASSET_FINDER_EQUITY_SIDS = 1, 2

    @classmethod
    def init_class_fixtures(cls):
        super(BcolzMinuteBarTestCase, cls).init_class_fixtures()

        cal = cls.trading_calendar.schedule.loc[
            TEST_CALENDAR_START:TEST_CALENDAR_STOP
        ]

        cls.market_opens = cal.market_open
        cls.market_closes = cal.market_close

        cls.test_calendar_start = cls.market_opens.index[0]
        cls.test_calendar_stop = cls.market_opens.index[-1]

    def init_instance_fixtures(self):
        super(BcolzMinuteBarTestCase, self).init_instance_fixtures()

        self.dest = self.instance_tmpdir.getpath('minute_bars')
        os.makedirs(self.dest)
        self.writer = BcolzMinuteBarWriter(
            self.dest,
            self.trading_calendar,
            TEST_CALENDAR_START,
            TEST_CALENDAR_STOP,
            US_EQUITIES_MINUTES_PER_DAY,
        )
        self.reader = BcolzMinuteBarReader(self.dest)

    def test_version(self):
        metadata = self.reader._get_metadata()
        self.assertEquals(
            metadata.version,
            BcolzMinuteBarMetadata.FORMAT_VERSION,
        )

    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_one_ohlcv_with_ratios(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],
        )

        # Create a new writer with `ohlc_ratios_per_sid` defined.
        writer_with_ratios = BcolzMinuteBarWriter(
            self.dest,
            self.trading_calendar,
            TEST_CALENDAR_START,
            TEST_CALENDAR_STOP,
            US_EQUITIES_MINUTES_PER_DAY,
            ohlc_ratios_per_sid={sid: 25},
        )
        writer_with_ratios.write_sid(sid, data)
#.........这里部分代码省略.........
开发者ID:FranSal，项目名称:zipline，代码行数:103，代码来源:test_minute_bars.py

示例4: 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 write [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.........
开发者ID:exsanguinator，项目名称:zipline，代码行数:103，代码来源:test_minute_bars.py

示例5: 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 write [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.........
开发者ID:AlexanderAA，项目名称:zipline，代码行数:103，代码来源:test_minute_bars.py


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