test_data_portal.py 文件源码

def test_get_last_traded_future_minute(self):
        asset = self.asset_finder.retrieve_asset(10000)
        trading_calendar = self.trading_calendars[Future]
        # Case: Missing data at front of data set, and request dt is before
        # first value.
        dts = trading_calendar.minutes_for_session(self.trading_days[0])
        self.assertTrue(pd.isnull(
            self.data_portal.get_last_traded_dt(
                asset, dts[0], 'minute')))

        # Case: Data on requested dt.
        dts = trading_calendar.minutes_for_session(self.trading_days[3])

        self.assertEqual(dts[1],
                         self.data_portal.get_last_traded_dt(
                             asset, dts[1], 'minute'))

        # Case: No data on dt, but data occuring before dt.
        self.assertEqual(dts[4],
                         self.data_portal.get_last_traded_dt(
                             asset, dts[5], 'minute'))