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mirror of https://github.com/microsoft/qlib.git synced 2026-07-11 23:06:58 +08:00

add test/config.py

This commit is contained in:
zhupr
2021-05-28 13:24:47 +08:00
parent 0a4e241608
commit 98eacf8f88
21 changed files with 246 additions and 637 deletions

View File

@@ -1,26 +1,10 @@
import sys
from pathlib import Path
import qlib
from qlib.data import D
from qlib.config import REG_CN
import unittest
import numpy as np
from qlib.utils import exists_qlib_data
from qlib.data import D
from qlib.tests import TestAutoData
class TestDataset(unittest.TestCase):
@classmethod
def setUpClass(cls) -> None:
# use default data
provider_uri = "~/.qlib/qlib_data/cn_data_simple" # target_dir
if not exists_qlib_data(provider_uri):
print(f"Qlib data is not found in {provider_uri}")
sys.path.append(str(Path(__file__).resolve().parent.parent.parent.joinpath("scripts")))
from get_data import GetData
GetData().qlib_data(name="qlib_data_simple", target_dir=provider_uri)
qlib.init(provider_uri=provider_uri, region=REG_CN)
class TestDataset(TestAutoData):
def testCSI300(self):
close_p = D.features(D.instruments("csi300"), ["$close"])
size = close_p.groupby("datetime").size()