def test_baseline(self):
data = arange(100).reshape(self.ndates, self.nsids)
baseline = DataFrame(data, index=self.dates, columns=self.sids)
loader = DataFrameLoader(USEquityPricing.close, baseline)
dates_slice = slice(None, 10, None)
sids_slice = slice(1, 3, None)
[adj_array] = loader.load_adjusted_array(
[USEquityPricing.close],
self.dates[dates_slice],
self.sids[sids_slice],
self.mask[dates_slice, sids_slice],
).values()
for idx, window in enumerate(adj_array.traverse(window_length=3)):
expected = baseline.values[dates_slice, sids_slice][idx:idx + 3]
assert_array_equal(window, expected)
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