test_us_equity_pricing_loader.py 文件源码

def setUpClass(cls):
        cls.test_data_dir = TempDirectory()
        cls.db_path = cls.test_data_dir.getpath('adjustments.db')
        all_days = TradingEnvironment().trading_days
        cls.calendar_days = all_days[
            all_days.slice_indexer(TEST_CALENDAR_START, TEST_CALENDAR_STOP)
        ]
        daily_bar_reader = MockDailyBarSpotReader()
        writer = SQLiteAdjustmentWriter(cls.db_path, cls.calendar_days,
                                        daily_bar_reader)
        writer.write(SPLITS, MERGERS, DIVIDENDS)

        cls.assets = TEST_QUERY_ASSETS
        cls.asset_info = EQUITY_INFO
        cls.bcolz_writer = SyntheticDailyBarWriter(
            cls.asset_info,
            cls.calendar_days,
        )
        cls.bcolz_path = cls.test_data_dir.getpath('equity_pricing.bcolz')
        cls.bcolz_writer.write(cls.bcolz_path, cls.calendar_days, cls.assets)