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add test and mod doc

This commit is contained in:
Young
2020-09-25 10:25:33 +00:00
parent 9f5e18fc3e
commit 0e8a4a3eb5
6 changed files with 46 additions and 3 deletions

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# About dataset tests
This tests is for testing the prepared dataset from Yahoo

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import qlib
from qlib.data import D
from qlib.config import REG_CN
import unittest
import numpy as np
class TestDataset(unittest.TestCase):
def setUp(self):
provider_uri = "~/.qlib/qlib_data/cn_data" # target_dir
qlib.init(provider_uri=provider_uri, region=REG_CN)
def testCSI300(self):
close_p = D.features(D.instruments('csi300'), ['$close'])
size = close_p.groupby('datetime').size()
cnt = close_p.groupby('datetime').count()
print(size.describe(percentiles=np.arange(0.1, 0.9, 0.1)))
print(cnt.describe(percentiles=np.arange(0.1, 0.9, 0.1)))
# TODO: assert
def testClose(self):
close_p = D.features(D.instruments('csi300'), ['Ref($close, 1)/$close - 1'])
print(close_p.describe(percentiles=np.arange(0.1, 0.9, 0.1)))
# TODO: assert
if __name__ == '__main__':
unittest.main()