test_bcolz.py 文件源码

def test_bcolz_write_minute_present(self):
        start = pd.to_datetime('2017-10-01 00:00')
        end = pd.to_datetime('today')
        freq = 'minute'

        df = self.generate_df('bitfinex', freq, start, end)

        writer = BcolzExchangeBarWriter(
            rootdir=self.root_dir,
            start_session=start,
            end_session=end,
            data_frequency=freq,
            write_metadata=True)

        data = []
        data.append((1, df))
        writer.write(data)
        pass