Add test test_cache

NNTrade · Dec 24, 2022 · 9cada6a · 9cada6a
1 parent 9ab8390
commit 9cada6a
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Showing 29 changed files with 713 additions and 178 deletions.
diff --git a/jnotebook/test_cache.ipynb b/jnotebook/test_cache.ipynb
@@ -0,0 +1,209 @@
+{
+ "cells": [
+  {
+   "cell_type": "code",
+   "execution_count": 2,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "import logging\n",
+    "\n",
+    "logging.basicConfig(format='\\033[93m%(asctime)s %(levelname)s %(name)s:\\033[0m %(message)s', level=logging.INFO, datefmt='%I:%M:%S')\n",
+    "import warnings\n",
+    "import pandas as pd\n",
+    "\n",
+    "warnings.simplefilter(action='ignore', category=pd.errors.PerformanceWarning)\n",
+    "warnings.simplefilter(action=\"ignore\", category=pd.errors.SettingWithCopyWarning)"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 13,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "from src.cache import FileCache\n",
+    "from src.config import QuoteRequest, ChartConfig, LoadRequest,Source\n",
+    "from NNTrade.common import TimeFrame\n",
+    "from datetime import date\n",
+    "from src.loader import YahooStockQuoteLoader"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 3,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "impl = FileCache(\"./output_files\")"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 8,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "expected_request = QuoteRequest(ChartConfig(\"EURUSD=X\",TimeFrame.D), date(2020,2,3), date(2020,2,6))\n",
+    "expected_load_request = LoadRequest(Source.Yahoo, expected_request)"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 9,
+   "metadata": {},
+   "outputs": [
+    {
+     "name": "stderr",
+     "output_type": "stream",
+     "text": [
+      "\u001b[93m11:52:01 INFO FileCache:\u001b[0m Load df from file ./output_files/Yahoo__EURUSD=X__Day__2020-02-03__2020-02-06.csv\n"
+     ]
+    }
+   ],
+   "source": [
+    "asserted_df = impl.load_df(expected_load_request)"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 12,
+   "metadata": {},
+   "outputs": [
+    {
+     "data": {
+      "text/plain": [
+       "1.1065618991851809"
+      ]
+     },
+     "execution_count": 12,
+     "metadata": {},
+     "output_type": "execute_result"
+    }
+   ],
+   "source": [
+    "asserted_df[\"high\"][1]"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 16,
+   "metadata": {},
+   "outputs": [
+    {
+     "data": {
+      "text/plain": [
+       "2020-02-03    1.108906\n",
+       "2020-02-04    1.106562\n",
+       "2020-02-05    1.104850\n",
+       "Name: high, dtype: float64"
+      ]
+     },
+     "execution_count": 16,
+     "metadata": {},
+     "output_type": "execute_result"
+    }
+   ],
+   "source": [
+    "asserted_df[\"high\"]"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 14,
+   "metadata": {},
+   "outputs": [
+    {
+     "name": "stderr",
+     "output_type": "stream",
+     "text": [
+      "\u001b[93m11:52:44 WARNING AbsStockQuoteLoader:\u001b[0m use_cache is True, but cache_logger is None\n",
+      "\u001b[93m11:52:44 INFO func yahoo_loader.load_stock_candles:\u001b[0m Start download from yahoo finance\n",
+      "\u001b[93m11:52:44 INFO func yahoo_loader.load_stock_candles:\u001b[0m Download stock EURUSD=X timeframe DAY\n"
+     ]
+    },
+    {
+     "name": "stdout",
+     "output_type": "stream",
+     "text": [
+      "[*********************100%***********************]  1 of 1 completed\n"
+     ]
+    }
+   ],
+   "source": [
+    "expected_df = YahooStockQuoteLoader().download(expected_request)"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 15,
+   "metadata": {},
+   "outputs": [
+    {
+     "data": {
+      "text/plain": [
+       "1.1065618991851807"
+      ]
+     },
+     "execution_count": 15,
+     "metadata": {},
+     "output_type": "execute_result"
+    }
+   ],
+   "source": [
+    "expected_df[\"high\"][1]"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 17,
+   "metadata": {},
+   "outputs": [
+    {
+     "data": {
+      "text/plain": [
+       "start_date_time\n",
+       "2020-02-03    1.108906\n",
+       "2020-02-04    1.106562\n",
+       "2020-02-05    1.104850\n",
+       "Name: high, dtype: float64"
+      ]
+     },
+     "execution_count": 17,
+     "metadata": {},
+     "output_type": "execute_result"
+    }
+   ],
+   "source": [
+    "expected_df[\"high\"]"
+   ]
+  }
+ ],
+ "metadata": {
+  "kernelspec": {
+   "display_name": "Python 3",
+   "language": "python",
+   "name": "python3"
+  },
+  "language_info": {
+   "codemirror_mode": {
+    "name": "ipython",
+    "version": 3
+   },
+   "file_extension": ".py",
+   "mimetype": "text/x-python",
+   "name": "python",
+   "nbconvert_exporter": "python",
+   "pygments_lexer": "ipython3",
+   "version": "3.11.1"
+  },
+  "orig_nbformat": 4,
+  "vscode": {
+   "interpreter": {
+    "hash": "949777d72b0d2535278d3dc13498b2535136f6dfe0678499012e853ee9abcab1"
+   }
+  }
+ },
+ "nbformat": 4,
+ "nbformat_minor": 2
+}