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Merge remote-tracking branch 'origin/main' into main

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This commit is contained in:
Young
2020-11-19 08:27:42 +00:00
parent 74f6dc8d02 7152f8321b
commit 4a0394ce05
27 changed files with 1836 additions and 503 deletions
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2
tests/dataset_tests/test_dataset.py
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@@ -18,7 +18,7 @@ class TestDataset(unittest.TestCase):
sys.path.append(str(Path(__file__).resolve().parent.parent.parent.joinpath("scripts")))
from get_data import GetData
GetData().qlib_data_cn(name="qlib_data_cn_simple", target_dir=provider_uri)
GetData().qlib_data(name="qlib_data_simple", target_dir=provider_uri)
qlib.init(provider_uri=provider_uri, region=REG_CN)
def testCSI300(self):

2
tests/test_all_pipeline.py
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@@ -149,7 +149,7 @@ class TestAllFlow(unittest.TestCase):
sys.path.append(str(Path(__file__).resolve().parent.parent.joinpath("scripts")))
from get_data import GetData
GetData().qlib_data_cn(name="qlib_data_cn_simple", target_dir=provider_uri)
GetData().qlib_data(name="qlib_data_simple", region="cn", version="latest", interval="1d", target_dir=provider_uri)
qlib.init(provider_uri=provider_uri, region=REG_CN)
def test_0_train(self):

22
tests/test_dump_data.py
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@@ -14,7 +14,7 @@ from qlib.data import D
sys.path.append(str(Path(__file__).resolve().parent.parent.joinpath("scripts")))
from get_data import GetData
from dump_bin import DumpData
from dump_bin import DumpDataAll, DumpDataFix
DATA_DIR = Path(__file__).parent.joinpath("test_dump_data")
@@ -36,7 +36,7 @@ class TestDumpData(unittest.TestCase):
@classmethod
def setUpClass(cls) -> None:
GetData().csv_data_cn(SOURCE_DIR)
TestDumpData.DUMP_DATA = DumpData(csv_path=SOURCE_DIR, qlib_dir=QLIB_DIR)
TestDumpData.DUMP_DATA = DumpDataAll(csv_path=SOURCE_DIR, qlib_dir=QLIB_DIR, include_fields=cls.FIELDS)
TestDumpData.STOCK_NAMES = list(map(lambda x: x.name[:-4].upper(), SOURCE_DIR.glob("*.csv")))
provider_uri = str(QLIB_DIR.resolve())
qlib.init(
@@ -49,8 +49,10 @@ class TestDumpData(unittest.TestCase):
def tearDownClass(cls) -> None:
shutil.rmtree(str(DATA_DIR.resolve()))
def test_0_dump_calendars(self):
self.DUMP_DATA.dump_calendars()
def test_0_dump_bin(self):
self.DUMP_DATA.dump()
def test_1_dump_calendars(self):
ori_calendars = set(
map(
pd.Timestamp,
@@ -60,23 +62,21 @@ class TestDumpData(unittest.TestCase):
res_calendars = set(D.calendar())
assert len(ori_calendars - res_calendars) == len(res_calendars - ori_calendars) == 0, "dump calendars failed"
def test_1_dump_instruments(self):
self.DUMP_DATA.dump_instruments()
def test_2_dump_instruments(self):
ori_ins = set(map(lambda x: x.name[:-4].upper(), SOURCE_DIR.glob("*.csv")))
res_ins = set(D.list_instruments(D.instruments("all"), as_list=True))
assert len(ori_ins - res_ins) == len(ori_ins - res_ins) == 0, "dump instruments failed"
def test_2_dump_features(self):
self.DUMP_DATA.dump_features(include_fields=self.FIELDS)
def test_3_dump_features(self):
df = D.features(self.STOCK_NAMES, self.QLIB_FIELDS)
TestDumpData.SIMPLE_DATA = df.loc(axis=0)[self.STOCK_NAMES[0], :]
self.assertFalse(df.dropna().empty, "features data failed")
self.assertListEqual(list(df.columns), self.QLIB_FIELDS, "features columns failed")
def test_3_dump_features_simple(self):
def test_4_dump_features_simple(self):
stock = self.STOCK_NAMES[0]
dump_data = DumpData(csv_path=SOURCE_DIR.joinpath(f"{stock.lower()}.csv"), qlib_dir=QLIB_DIR)
dump_data.dump_features(include_fields=self.FIELDS, calendar_path=QLIB_DIR.joinpath("calendars", "day.txt"))
dump_data = DumpDataFix(csv_path=SOURCE_DIR.joinpath(f"{stock.lower()}.csv"), qlib_dir=QLIB_DIR, include_fields=self.FIELDS)
dump_data.dump()
df = D.features([stock], self.QLIB_FIELDS)

2
tests/test_get_data.py
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@@ -37,7 +37,7 @@ class TestGetData(unittest.TestCase):
def test_0_qlib_data(self):
GetData().qlib_data_cn(name="qlib_data_cn_simple", target_dir=QLIB_DIR)
GetData().qlib_data(name="qlib_data_simple", target_dir=QLIB_DIR, region="cn", interval="1d", version="latest")
df = D.features(D.instruments("csi300"), self.FIELDS)
self.assertListEqual(list(df.columns), self.FIELDS, "get qlib data failed")
self.assertFalse(df.dropna().empty, "get qlib data failed")