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add write method to FeatureStorage && remove extend

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This commit is contained in:
zhupr
2021-05-21 08:43:36 +08:00
parent 317357b50d
commit 4ba4512619
5 changed files with 321 additions and 169 deletions
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33
tests/storage_tests/test_storage.py
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@@ -2,13 +2,12 @@
# Licensed under the MIT License.
import shutil
from pathlib import Path
from collections.abc import Iterable
import pytest
import numpy as np
from qlib.tests.data import GetData
from qlib.tests import TestAutoData
from qlib.data.storage.file_storage import (
FileCalendarStorage as CalendarStorage,
@@ -22,25 +21,10 @@ QLIB_DIR = DATA_DIR.joinpath("qlib")
QLIB_DIR.mkdir(exist_ok=True, parents=True)
# TODO: set value
CALENDAR_URI = QLIB_DIR.joinpath("calendars")
INSTRUMENT_URI = QLIB_DIR.joinpath("instruments")
FEATURE_URI = QLIB_DIR.joinpath("features")
class TestStorage:
@classmethod
def setup_class(cls):
GetData().qlib_data(name="qlib_data_simple", target_dir=QLIB_DIR, region="cn", interval="1d", delete_old=False)
@classmethod
def teardown_class(cls):
shutil.rmtree(str(DATA_DIR.resolve()))
class TestStorage(TestAutoData):
def test_calendar_storage(self):
calendar = CalendarStorage(freq="day", future=False, uri=CALENDAR_URI)
assert isinstance(calendar, Iterable), f"{calendar.__class__.__name__} is not Iterable"
calendar = CalendarStorage(freq="day", future=False, uri=self.provider_uri)
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"
@@ -82,9 +66,7 @@ class TestStorage:
"""
instrument = InstrumentStorage(market="csi300", uri=INSTRUMENT_URI)
assert isinstance(instrument, Iterable), f"{instrument.__class__.__name__} is not Iterable"
instrument = InstrumentStorage(market="csi300", uri=self.provider_uri)
for inst, spans in instrument.data.items():
assert isinstance(inst, str) and isinstance(
@@ -151,13 +133,12 @@ class TestStorage:
"""
feature = FeatureStorage(instrument="SH600004", field="close", freq="day", uri=FEATURE_URI)
feature = FeatureStorage(instrument="SH600004", field="close", freq="day", uri=self.provider_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)
feature[815][1], (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]}")
@@ -167,5 +148,5 @@ 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], (np.float, np.float32)
_item[1], (float, np.float32)
), f"{feature.__class__.__name__}.__iter__ value type error"