91 lines
2.8 KiB
Python
91 lines
2.8 KiB
Python
|
"""
|
||
|
|
Test if csv loader works fine
|
||
|
|
"""
|
||
|
|
import tempfile
|
||
|
|
import unittest
|
||
|
|
|
||
|
|
from vnpy.app.csv_loader import CsvLoaderEngine
|
||
|
|
from vnpy.trader.constant import Exchange, Interval
|
||
|
|
|
||
|
|
|
||
|
|
class TestCsvLoader(unittest.TestCase):
|
||
|
|
|
||
|
|
def setUp(self) -> None:
|
||
|
|
self.engine = CsvLoaderEngine(None, None) # no engine is necessary for CsvLoader
|
||
|
|
|
||
|
|
def test_load(self):
|
||
|
|
data = """"Datetime","Open","High","Low","Close","Volume"
|
||
|
|
2010-04-16 09:16:00,3450.0,3488.0,3450.0,3468.0,489
|
||
|
|
2010-04-16 09:17:00,3468.0,3473.8,3467.0,3467.0,302
|
||
|
|
2010-04-16 09:18:00,3467.0,3471.0,3466.0,3467.0,203
|
||
|
|
2010-04-16 09:19:00,3467.0,3468.2,3448.0,3448.0,280
|
||
|
|
2010-04-16 09:20:00,3448.0,3459.0,3448.0,3454.0,250
|
||
|
|
2010-04-16 09:21:00,3454.0,3456.8,3454.0,3456.8,109
|
||
|
|
"""
|
||
|
|
with tempfile.TemporaryFile("w+t") as f:
|
||
|
|
f.write(data)
|
||
|
|
f.seek(0)
|
||
|
|
|
||
|
|
self.engine.load_by_handle(
|
||
|
|
f,
|
||
|
|
symbol="1",
|
||
|
|
exchange=Exchange.BITMEX,
|
||
|
|
interval=Interval.MINUTE,
|
||
|
|
datetime_head="Datetime",
|
||
|
|
open_head="Open",
|
||
|
|
close_head="Close",
|
||
|
|
low_head="Low",
|
||
|
|
high_head="High",
|
||
|
|
volume_head="Volume",
|
||
|
|
datetime_format="%Y-%m-%d %H:%M:%S",
|
||
|
|
)
|
||
|
|
|
||
|
|
def test_load_duplicated(self):
|
||
|
|
data = """"Datetime","Open","High","Low","Close","Volume"
|
||
|
|
2010-04-16 09:16:00,3450.0,3488.0,3450.0,3468.0,489
|
||
|
|
2010-04-16 09:17:00,3468.0,3473.8,3467.0,3467.0,302
|
||
|
|
2010-04-16 09:18:00,3467.0,3471.0,3466.0,3467.0,203
|
||
|
|
2010-04-16 09:19:00,3467.0,3468.2,3448.0,3448.0,280
|
||
|
|
2010-04-16 09:20:00,3448.0,3459.0,3448.0,3454.0,250
|
||
|
|
2010-04-16 09:21:00,3454.0,3456.8,3454.0,3456.8,109
|
||
|
|
"""
|
||
|
|
with tempfile.TemporaryFile("w+t") as f:
|
||
|
|
f.write(data)
|
||
|
|
f.seek(0)
|
||
|
|
|
||
|
|
self.engine.load_by_handle(
|
||
|
|
f,
|
||
|
|
symbol="1",
|
||
|
|
exchange=Exchange.BITMEX,
|
||
|
|
interval=Interval.MINUTE,
|
||
|
|
datetime_head="Datetime",
|
||
|
|
open_head="Open",
|
||
|
|
close_head="Close",
|
||
|
|
low_head="Low",
|
||
|
|
high_head="High",
|
||
|
|
volume_head="Volume",
|
||
|
|
datetime_format="%Y-%m-%d %H:%M:%S",
|
||
|
|
)
|
||
|
|
|
||
|
|
with tempfile.TemporaryFile("w+t") as f:
|
||
|
|
f.write(data)
|
||
|
|
f.seek(0)
|
||
|
|
|
||
|
|
self.engine.load_by_handle(
|
||
|
|
f,
|
||
|
|
symbol="1",
|
||
|
|
exchange=Exchange.BITMEX,
|
||
|
|
interval=Interval.MINUTE,
|
||
|
|
datetime_head="Datetime",
|
||
|
|
open_head="Open",
|
||
|
|
close_head="Close",
|
||
|
|
low_head="Low",
|
||
|
|
high_head="High",
|
||
|
|
volume_head="Volume",
|
||
|
|
datetime_format="%Y-%m-%d %H:%M:%S",
|
||
|
|
)
|
||
|
|
|
||
|
|
|
||
|
|
if __name__ == "__main__":
|
||
|
|
unittest.main()
|