[840] - Test case for operators. (#841)

* [840] - Test case for operators.

* Move import to the head of file and add test_setting.

qlib/tests/__init__.py

@@ -2,6 +2,9 @@ import unittest
 from .data import GetData
 from .. import init
 from ..constant import REG_CN
+from qlib.data.filter import NameDFilter
+from qlib.data import D
+from qlib.data.data import Cal, DatasetD
 
 
 class TestAutoData(unittest.TestCase):
@@ -51,3 +54,24 @@ class TestAutoData(unittest.TestCase):
             dataset_cache=None,
             **cls._setup_kwargs,
         )
+
+
+class TestOperatorData(TestAutoData):
+    @classmethod
+    def setUpClass(cls, enable_1d_type="simple", enable_1min=False) -> None:
+        # use default data
+        super().setUpClass(enable_1d_type, enable_1min)
+        nameDFilter = NameDFilter(name_rule_re="SH600110")
+        instruments = D.instruments("csi300", filter_pipe=[nameDFilter])
+        start_time = "2005-01-04"
+        end_time = "2005-12-31"
+        freq = "day"
+
+        instruments_d = DatasetD.get_instruments_d(instruments, freq)
+        cls.instruments_d = instruments_d
+        cal = Cal.calendar(start_time, end_time, freq)
+        cls.cal = cal
+        cls.start_time = cal[0]
+        cls.end_time = cal[-1]
+        cls.inst = list(instruments_d.keys())[0]
+        cls.spans = list(instruments_d.values())[0]