test_bar_data.py 文件源码

def test_semi_active_day(self):
        # on self.equity_daily_bar_days[0], only asset1 has data
        bar_data = self.create_bardata(
            simulation_dt_func=lambda: self.get_last_minute_of_session(
                self.equity_daily_bar_days[0]
            ),
        )
        self.check_internal_consistency(bar_data)

        self.assertTrue(bar_data.can_trade(self.ASSET1))
        self.assertFalse(bar_data.can_trade(self.ASSET2))

        # because there is real data
        self.assertFalse(bar_data.is_stale(self.ASSET1))

        # because there has never been a trade bar yet
        self.assertFalse(bar_data.is_stale(self.ASSET2))

        self.assertEqual(3, bar_data.current(self.ASSET1, "open"))
        self.assertEqual(4, bar_data.current(self.ASSET1, "high"))
        self.assertEqual(1, bar_data.current(self.ASSET1, "low"))
        self.assertEqual(2, bar_data.current(self.ASSET1, "close"))
        self.assertEqual(200, bar_data.current(self.ASSET1, "volume"))
        self.assertEqual(2, bar_data.current(self.ASSET1, "price"))
        self.assertEqual(self.equity_daily_bar_days[0],
                         bar_data.current(self.ASSET1, "last_traded"))

        for field in OHLCP:
            self.assertTrue(np.isnan(bar_data.current(self.ASSET2, field)),
                            field)

        self.assertEqual(0, bar_data.current(self.ASSET2, "volume"))
        self.assertTrue(
            bar_data.current(self.ASSET2, "last_traded") is pd.NaT
        )