test_bundle.py 文件源码

def test_ingest_csv(self):
        data_frequency = 'minute'
        exchange_name = 'bittrex'
        path = '/Users/fredfortier/Dropbox/Enigma/Data/bittrex_bat_eth.csv'

        exchange_bundle = ExchangeBundle(exchange_name)
        exchange_bundle.ingest_csv(path, data_frequency)

        exchange = get_exchange(exchange_name)
        asset = exchange.get_asset('bat_eth')

        start_dt = pd.to_datetime('2017-6-3', utc=True)
        end_dt = pd.to_datetime('2017-8-3 19:24', utc=True)
        self._bundle_to_csv(
            asset=asset,
            exchange_name=exchange.name,
            data_frequency=data_frequency,
            filename='{}_{}_{}'.format(
                exchange_name, data_frequency, asset.symbol
            ),
            start_dt=start_dt,
            end_dt=end_dt
        )
        pass