本文整理汇总了Python中zipline.data.minute_bars.BcolzMinuteBarWriter.write_sid方法的典型用法代码示例。如果您正苦于以下问题：Python BcolzMinuteBarWriter.write_sid方法的具体用法？Python BcolzMinuteBarWriter.write_sid怎么用？Python BcolzMinuteBarWriter.write_sid使用的例子？那么, 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_sid方法的3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: test_write_one_ohlcv_with_ratios
# 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_sid [as 别名]
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)
reader = BcolzMinuteBarReader(self.dest)
open_price = reader.get_value(sid, minute, "open")
self.assertEquals(10.0, open_price)
high_price = reader.get_value(sid, minute, "high")
self.assertEquals(20.0, high_price)
low_price = reader.get_value(sid, minute, "low")
self.assertEquals(30.0, low_price)
close_price = reader.get_value(sid, minute, "close")
self.assertEquals(40.0, close_price)
volume_price = reader.get_value(sid, minute, "volume")
self.assertEquals(50.0, volume_price)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_sid [as 别名]
class BcolzMinuteBarTestCase(WithTradingCalendars,
WithInstanceTmpDir,
ZiplineTestCase):
@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_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)
#.........这里部分代码省略.........
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_sid [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.........