def test_custom_query_time_tz(self):
df = self.df.copy()
df['timestamp'] = (
pd.DatetimeIndex(df['timestamp'], tz='EST') +
timedelta(hours=8, minutes=44)
).tz_convert('utc').tz_localize(None)
df.ix[3:5, 'timestamp'] = pd.Timestamp('2014-01-01 13:45')
expr = bz.data(df, name='expr', dshape=self.dshape)
loader = BlazeLoader(data_query_time=time(8, 45), data_query_tz='EST')
ds = from_blaze(
expr,
loader=loader,
no_deltas_rule=no_deltas_rules.ignore,
missing_values=self.missing_values,
)
p = Pipeline()
p.add(ds.value.latest, 'value')
p.add(ds.int_value.latest, 'int_value')
dates = self.dates
with tmp_asset_finder() as finder:
result = SimplePipelineEngine(
loader,
dates,
finder,
).run_pipeline(p, dates[0], dates[-1])
expected = df.drop('asof_date', axis=1)
expected['timestamp'] = expected['timestamp'].dt.normalize().astype(
'datetime64[ns]',
).dt.tz_localize('utc')
expected.ix[3:5, 'timestamp'] += timedelta(days=1)
expected.set_index(['timestamp', 'sid'], inplace=True)
expected.index = pd.MultiIndex.from_product((
expected.index.levels[0],
finder.retrieve_all(expected.index.levels[1]),
))
assert_frame_equal(result, expected, check_dtype=False)
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