test_factory.py 文件源码

python
阅读 30 收藏 0 点赞 0 评论 0

项目:zipline-chinese 作者: zhanghan1990 项目源码 文件源码
def test_load_bars_from_yahoo(self):
        stocks = ['AAPL', 'GE']
        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 = load_bars_from_yahoo(stocks=stocks, start=start, end=end)

        assert data.major_axis[0] == pd.Timestamp('1993-01-04 00:00:00+0000')
        assert data.major_axis[-1] == pd.Timestamp('2001-12-31 00:00:00+0000')
        for stock in stocks:
            assert stock in data.items

        for ohlc in ['open', 'high', 'low', 'close', 'volume', 'price']:
            assert ohlc in data.minor_axis

        np.testing.assert_raises(
            AssertionError, load_bars_from_yahoo, stocks=stocks,
            start=end, end=start
        )
评论列表
文章目录


问题


面经


文章

微信
公众号

扫码关注公众号