test_sources.py 文件源码

def test_nan_filter_panel(self):
        dates = pd.date_range('1/1/2000', periods=2, freq='B', tz='UTC')
        df = pd.Panel(np.random.randn(2, 2, 2),
                      major_axis=dates,
                      items=[4, 5],
                      minor_axis=['price', 'volume'])
        # should be filtered
        df.loc[4, dates[0], 'price'] = np.nan
        # should not be filtered, should have been ffilled
        df.loc[5, dates[1], 'price'] = np.nan
        source = DataPanelSource(df)
        event = next(source)
        self.assertEqual(5, event.sid)
        event = next(source)
        self.assertEqual(4, event.sid)
        self.assertRaises(StopIteration, next, source)