add data loder test

tests/data_mid_layer_tests/test_dataloader.py

@@ -1,35 +1,48 @@
-
 # TODO:
 # dump alpha 360 to dataframe and merge it with Alpha158
 
-
+import sys
 import unittest
+import qlib
+from pathlib import Path
 
+sys.path.append(str(Path(__file__).resolve().parent))
 from qlib.data.dataset.loader import NestedDataLoader
+from qlib.contrib.data.loader import Alpha158DL, Alpha360DL
 
 
 class TestDataLoader(unittest.TestCase):
 
-
     def test_nested_data_loader(self):
+        qlib.init(provider_uri="C:/Users/v-lvlinlang/.qlib/qlib_data/cn_data_simple")
         nd = NestedDataLoader(
             dataloader_l=[
                 {
                     "class": "qlib.contrib.data.loader.Alpha158DL",
-                }, {
+                },
+                {
                     "class": "qlib.contrib.data.loader.Alpha360DL",
-                    "kwargs": {
-                        "config": {
-                            "label": ( ["Ref($close, -2)/Ref($close, -1) - 1"], ["LABEL0"])
-                        }
-                    }
-                }
+                    "kwargs": {"config": {"label": (["Ref($close, -2)/Ref($close, -1) - 1"], ["LABEL0"])}},
+                },
             ]
         )
         # Of course you can use StaticDataLoader
 
-        nd.load
-        ...
+        dataset = nd.load()
+
+        assert dataset is not None
+
+        columns = dataset.columns.tolist()
+        columns_list = [tup[1] for tup in columns]
+
+        for col in Alpha158DL.get_feature_config()[1]:
+            assert col in columns_list
+
+        for col in Alpha360DL.get_feature_config()[1]:
+            assert col in columns_list
+
+        # 断言标签也包含在数据中
+        assert "LABEL0" in columns_list
 
         # Then you can use it wth DataHandler;