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Copy pathtest_cache.py
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79 lines (60 loc) · 2.69 KB
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# -*- coding: utf-8 -*-
import pandas as pd
import shutil
import unittest
from quantdigger.infras.object import HashObject
from quantdigger.datasource.cache import CachedDatasource
from quantdigger.datasource.impl.localfs_cache import LocalFsCache
from quantdigger.datasource.source import DatasourceAbstract, SourceWrapper
from quantdigger.datastruct import PContract
class _MockSource(DatasourceAbstract):
def __init__(self):
self.log = []
def get_bars(self, pcontract, dt_start, dt_end):
self.log.append(HashObject.new(start=dt_start, end=dt_end))
dt_start = pd.to_datetime(dt_start)
dt_end = pd.to_datetime(dt_end)
dt_curr = dt_start
arr = []
while dt_curr <= dt_end:
arr.append({'datetime': dt_curr})
dt_curr += pcontract.period.to_timedelta()
data = pd.DataFrame([{'datetime': pd.to_datetime('2010-1-1')}])\
.set_index('datetime')
return SourceWrapper(pcontract, data, len(data))
def dt_eq(dt1, dt2):
return pd.to_datetime(dt1) == pd.to_datetime(dt2)
class TestCache(unittest.TestCase):
CACHE_PATH = '_local_test_cache'
def setUp(self):
cache = LocalFsCache(TestCache.CACHE_PATH)
self.src = _MockSource()
self.ds = CachedDatasource(self.src, cache)
self.pcontract = PContract.from_string('000001.SH-1.DAY')
def tearDown(self):
shutil.rmtree(TestCache.CACHE_PATH)
def test1(self):
self.ds.get_bars(self.pcontract, '2010-3-1', '2010-6-1')
self.assertTrue(len(self.src.log) > 0, '没有访问数据源!')
rec = self.src.log[-1]
self.assertTrue(dt_eq(rec.start, '2010-3-1') and
dt_eq(rec.end, '2010-6-1'),
'访问的时间范围不正确!')
self.src.log = []
self.ds.get_bars(self.pcontract, '2010-3-1', '2010-6-1')
self.assertTrue(len(self.src.log) == 0, '访问缓存失败!')
self.ds.get_bars(self.pcontract, '2010-2-15', '2010-6-1')
self.assertTrue(len(self.src.log) > 0 and
dt_eq(self.src.log[-1].start, '2010-2-15') and
dt_eq(self.src.log[-1].end, '2010-2-28'),
'访问数据源的时间范围不正确!')
self.src.log = []
self.ds.get_bars(self.pcontract, '2010-3-1', '2010-7-1')
self.assertTrue(len(self.src.log) > 0 and
dt_eq(self.src.log[-1].start, '2010-6-2') and
dt_eq(self.src.log[-1].end, '2010-7-1'),
'访问数据源的时间范围不正确!')
self.src.log = []
# TODO: 两边
if __name__ == '__main__':
unittest.main()