test_panel_bar_reader.py 文件源码

def init_class_fixtures(cls):
        super(WithPanelBarReader, cls).init_class_fixtures()

        finder = cls.asset_finder
        trading_calendar = get_calendar('NYSE')

        items = finder.retrieve_all(finder.sids)
        major_axis = (
            trading_calendar.sessions_in_range if cls.FREQUENCY == 'daily'
            else trading_calendar.minutes_for_sessions_in_range
        )(cls.START_DATE, cls.END_DATE)
        minor_axis = ['open', 'high', 'low', 'close', 'volume']

        shape = tuple(map(len, [items, major_axis, minor_axis]))
        raw_data = np.arange(shape[0] * shape[1] * shape[2]).reshape(shape)

        cls.panel = pd.Panel(
            raw_data,
            items=items,
            major_axis=major_axis,
            minor_axis=minor_axis,
        )

        cls.reader = PanelBarReader(trading_calendar, cls.panel, cls.FREQUENCY)