test_sources.py 文件源码

def test_yahoo_bars_to_panel_source(self):
        env = TradingEnvironment()
        finder = AssetFinder(env.engine)
        stocks = ['AAPL', 'GE']
        env.write_data(equities_identifiers=stocks)
        start = pd.datetime(1993, 1, 1, 0, 0, 0, 0, pytz.utc)
        end = pd.datetime(2002, 1, 1, 0, 0, 0, 0, pytz.utc)
        data = factory.load_bars_from_yahoo(stocks=stocks,
                                            indexes={},
                                            start=start,
                                            end=end)
        check_fields = ['sid', 'open', 'high', 'low', 'close',
                        'volume', 'price']

        copy_panel = data.copy()
        sids = finder.map_identifier_index_to_sids(
            data.items, data.major_axis[0]
        )
        copy_panel.items = sids
        source = DataPanelSource(copy_panel)
        for event in source:
            for check_field in check_fields:
                self.assertIn(check_field, event)
            self.assertTrue(isinstance(event['volume'], (integer_types)))
            self.assertTrue(event['sid'] in sids)