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

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This commit is contained in:
Young
2023-07-14 12:16:51 +08:00
parent effed382e9 be4646b4b7
commit 51a9403b15
168 changed files with 2479 additions and 1100 deletions
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1
tests/backtest/test_high_freq_trading.py
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@@ -27,7 +27,6 @@ class TestHFBacktest(TestAutoData):
return pd.DataFrame(orders, columns=headers)
def test_trading(self):
# date = "2020-02-03"
# inst = "SH600068"
# pos = 2.0167

4
tests/data_mid_layer_tests/test_handler_storage.py
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@@ -21,7 +21,6 @@ class TestHandler(DataHandlerLP):
fit_end_time=None,
drop_raw=True,
):
infer_processors = check_transform_proc(infer_processors, fit_start_time, fit_end_time)
learn_processors = check_transform_proc(learn_processors, fit_start_time, fit_end_time)
@@ -51,7 +50,6 @@ class TestHandler(DataHandlerLP):
class TestHandlerStorage(TestAutoData):
market = "all"
start_time = "2010-01-01"
@@ -82,7 +80,6 @@ class TestHandlerStorage(TestAutoData):
)
with TimeInspector.logt("random fetch with DataFrame Storage"):
# single stock
for i in range(100):
random_index = np.random.randint(len(instruments), size=1)[0]
@@ -96,7 +93,6 @@ class TestHandlerStorage(TestAutoData):
data_handler.fetch(selector=(fetch_stocks, slice(fetch_start_time, fetch_end_time)), level=None)
with TimeInspector.logt("random fetch with HashingStock Storage"):
# single stock
for i in range(100):
random_index = np.random.randint(len(instruments), size=1)[0]

1
tests/misc/test_sepdf.py
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@@ -11,7 +11,6 @@ class SepDF(unittest.TestCase):
return "".join(str(obj).split())
def test_index_data(self):
np.random.seed(42)
index = [

1
tests/rolling_tests/test_update_pred.py
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@@ -77,7 +77,6 @@ class TestRolling(TestAutoData):
@pytest.mark.slow
def test_update_label(self):
task = copy.deepcopy(CSI300_GBDT_TASK)
task["record"] = {

1
tests/storage_tests/test_storage.py
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@@ -22,7 +22,6 @@ QLIB_DIR.mkdir(exist_ok=True, parents=True)
class TestStorage(TestAutoData):
def test_calendar_storage(self):
calendar = CalendarStorage(freq="day", future=False, provider_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"

2
tests/test_dump_data.py
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@@ -35,7 +35,7 @@ class TestDumpData(unittest.TestCase):
@classmethod
def setUpClass(cls) -> None:
GetData().csv_data_cn(SOURCE_DIR)
GetData().download_data(file_name="csv_data_cn.zip", target_dir=SOURCE_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())

3
tests/test_get_data.py
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@@ -33,7 +33,6 @@ class TestGetData(unittest.TestCase):
shutil.rmtree(str(DATA_DIR.resolve()))
def test_0_qlib_data(self):
GetData().qlib_data(
name="qlib_data_simple", target_dir=QLIB_DIR, region="cn", interval="1d", delete_old=False, exists_skip=True
)
@@ -42,7 +41,7 @@ class TestGetData(unittest.TestCase):
self.assertFalse(df.dropna().empty, "get qlib data failed")
def test_1_csv_data(self):
GetData().csv_data_cn(SOURCE_DIR)
GetData().download_data(file_name="csv_data_cn.zip", target_dir=SOURCE_DIR)
stock_name = set(map(lambda x: x.name[:-4].upper(), SOURCE_DIR.glob("*.csv")))
self.assertEqual(len(stock_name), 85, "get csv data failed")