test_frameload.py 文件源码

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)