test_sources.py 文件源码

def test_day(self):
        np.random.seed(123)
        start_prices = {0: 100,
                        1: 500}
        start = pd.Timestamp('1990-01-01', tz='UTC')
        end = pd.Timestamp('1992-01-01', tz='UTC')
        source = RandomWalkSource(start_prices=start_prices,
                                  calendar=calendar_nyse, start=start,
                                  end=end, freq='daily')
        self.assertIsInstance(source.start, pd.lib.Timestamp)
        self.assertIsInstance(source.end, pd.lib.Timestamp)

        for event in source:
            self.assertIn(event.sid, start_prices.keys())
            self.assertIn(event.dt.replace(minute=0, hour=0),
                          calendar_nyse.trading_days)
            self.assertGreater(event.dt, start)
            self.assertLess(event.dt, end)
            self.assertGreater(event.price, 0,
                               "price should never go negative.")
            self.assertEqual(event.dt.hour, 0)