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Modify data.storage

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This commit is contained in:
zhupr
2021-04-13 10:47:01 +08:00
parent 70fc58104b
commit 317357b50d
4 changed files with 141 additions and 91 deletions
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23
tests/storage_tests/test_storage.py
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@@ -16,15 +16,16 @@ from qlib.data.storage.file_storage import (
FileFeatureStorage as FeatureStorage,
)
DATA_DIR = Path(__file__).parent.joinpath("test_get_data")
_file_name = Path(__file__).name.split(".")[0]
DATA_DIR = Path(__file__).parent.joinpath(f"{_file_name}_data")
QLIB_DIR = DATA_DIR.joinpath("qlib")
QLIB_DIR.mkdir(exist_ok=True, parents=True)
# TODO: set value
CALENDAR_URI = QLIB_DIR.joinpath("calendars").joinpath("day.txt")
INSTRUMENT_URI = QLIB_DIR.joinpath("instruments").joinpath("csi300.txt")
FEATURE_URI = QLIB_DIR.joinpath("features").joinpath("SH600004").joinpath("close.day.bin")
CALENDAR_URI = QLIB_DIR.joinpath("calendars")
INSTRUMENT_URI = QLIB_DIR.joinpath("instruments")
FEATURE_URI = QLIB_DIR.joinpath("features")
class TestStorage:
@@ -38,9 +39,10 @@ class TestStorage:
def test_calendar_storage(self):
calendar = CalendarStorage(uri=CALENDAR_URI)
calendar = CalendarStorage(freq="day", future=False, uri=CALENDAR_URI)
assert isinstance(calendar, Iterable), f"{calendar.__class__.__name__} is not Iterable"
assert isinstance(calendar[:], Iterable), f"{calendar.__class__.__name__}.__getitem__(s: slice) is not Iterable"
assert isinstance(calendar.data, Iterable), f"{calendar.__class__.__name__}.data is not Iterable"
print(f"calendar[1: 5]: {calendar[1:5]}")
print(f"calendar[0]: {calendar[0]}")
@@ -80,11 +82,11 @@ class TestStorage:
"""
instrument = InstrumentStorage(uri=INSTRUMENT_URI)
instrument = InstrumentStorage(market="csi300", uri=INSTRUMENT_URI)
assert isinstance(instrument, Iterable), f"{instrument.__class__.__name__} is not Iterable"
for inst, spans in instrument.items():
for inst, spans in instrument.data.items():
assert isinstance(inst, str) and isinstance(
spans, Iterable
), f"{instrument.__class__.__name__} value is not Iterable"
@@ -149,11 +151,14 @@ class TestStorage:
"""
feature = FeatureStorage(uri=FEATURE_URI)
feature = FeatureStorage(instrument="SH600004", field="close", freq="day", uri=FEATURE_URI)
assert isinstance(feature, Iterable), f"{feature.__class__.__name__} is not Iterable"
with pytest.raises(IndexError):
print(feature[0])
assert isinstance(
feature[815][1], (np.float, np.float32)
), f"{feature.__class__.__name__}.__getitem__(i: int) error"
assert len(feature[815:818]) == 3, f"{feature.__class__.__name__}.__getitem__(s: slice) error"
print(f"feature[815: 818]: {feature[815: 818]}")
@@ -162,5 +167,5 @@ class TestStorage:
isinstance(_item, tuple) and len(_item) == 2
), f"{feature.__class__.__name__}.__iter__ item type error"
assert isinstance(_item[0], int) and isinstance(
_item[1], (float, np.float, np.float32)
_item[1], (np.float, np.float32)
), f"{feature.__class__.__name__}.__iter__ value type error"