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remove uri parameter from storage && modify file_storage

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This commit is contained in:
zhupr
2021-05-26 01:01:36 +08:00
parent 602f78b568
commit 5da33562dd
7 changed files with 373 additions and 201 deletions
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33
tests/storage_tests/test_storage.py
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@@ -24,7 +24,7 @@ QLIB_DIR.mkdir(exist_ok=True, parents=True)
class TestStorage(TestAutoData):
def test_calendar_storage(self):
calendar = CalendarStorage(freq="day", future=False, uri=self.provider_uri)
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"
@@ -32,6 +32,16 @@ class TestStorage(TestAutoData):
print(f"calendar[0]: {calendar[0]}")
print(f"calendar[-1]: {calendar[-1]}")
calendar = CalendarStorage(freq="1min", future=False, provider_uri="not_found")
with pytest.raises(ValueError):
print(calendar.data)
with pytest.raises(ValueError):
print(calendar[:])
with pytest.raises(ValueError):
print(calendar[0])
def test_instrument_storage(self):
"""
The meaning of instrument, such as CSI500:
@@ -66,7 +76,7 @@ class TestStorage(TestAutoData):
"""
instrument = InstrumentStorage(market="csi300", uri=self.provider_uri)
instrument = InstrumentStorage(market="csi300", provider_uri=self.provider_uri)
for inst, spans in instrument.data.items():
assert isinstance(inst, str) and isinstance(
@@ -79,6 +89,13 @@ class TestStorage(TestAutoData):
print(f"instrument['SH600000']: {instrument['SH600000']}")
instrument = InstrumentStorage(market="csi300", provider_uri="not_found")
with pytest.raises(ValueError):
print(instrument.data)
with pytest.raises(ValueError):
print(instrument["sSH600000"])
def test_feature_storage(self):
"""
Calendar:
@@ -133,9 +150,9 @@ class TestStorage(TestAutoData):
"""
feature = FeatureStorage(instrument="SH600004", field="close", freq="day", uri=self.provider_uri)
feature = FeatureStorage(instrument="SH600004", field="close", freq="day", provider_uri=self.provider_uri)
with pytest.raises(ValueError):
with pytest.raises(IndexError):
print(feature[0])
assert isinstance(
feature[815][1], (float, np.float32)
@@ -144,3 +161,11 @@ class TestStorage(TestAutoData):
print(f"feature[815: 818]: \n{feature[815: 818]}")
print(f"feature[:].tail(): \n{feature[:].tail()}")
feature = FeatureStorage(instrument="SH600004", field="close", freq="day", provider_uri="not_fount")
assert feature[0] == (None, None), "FeatureStorage does not exist, feature[i] should return `(None, None)`"
assert feature[:].empty, "FeatureStorage does not exist, feature[:] should return `pd.Series(dtype=np.float32)`"
assert (
feature.data.empty
), "FeatureStorage does not exist, feature.data should return `pd.Series(dtype=np.float32)`"