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Use mock data for element operator tests. (#1330)

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This commit is contained in:
Chia-hung Tai
2022-10-30 16:27:59 +08:00
committed by GitHub
parent 08de1a1874
commit fb5888be9e
2 changed files with 253 additions and 3 deletions
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40
tests/ops/test_elem_operator.py
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@@ -1,17 +1,52 @@
import unittest
import numpy as np
import pytest
from qlib.data import DatasetProvider
from qlib.tests import TestOperatorData
from qlib.data.data import ExpressionD
from qlib.tests import TestOperatorData, TestMockData, MOCK_DF
from qlib.config import C
class TestElementOperator(TestMockData):
def setUp(self) -> None:
self.instrument = "0050"
self.start_time = "2022-01-01"
self.end_time = "2022-02-01"
self.freq = "day"
self.mock_df = MOCK_DF[MOCK_DF["symbol"] == self.instrument]
def test_Abs(self):
field = "Abs($close-Ref($close, 1))"
result = ExpressionD.expression(self.instrument, field, self.start_time, self.end_time, self.freq)
self.assertGreaterEqual(result.min(), 0)
result = result.to_numpy()
prev_close = self.mock_df["close"].shift(1)
close = self.mock_df["close"]
change = prev_close - close
golden = change.abs().to_numpy()
self.assertIsNone(np.testing.assert_allclose(result, golden))
def test_Sign(self):
field = "Sign($close-Ref($close, 1))"
result = ExpressionD.expression(self.instrument, field, self.start_time, self.end_time, self.freq)
result = result.to_numpy()
prev_close = self.mock_df["close"].shift(1)
close = self.mock_df["close"]
change = close - prev_close
change[change > 0] = 1.0
change[change < 0] = -1.0
golden = change.to_numpy()
self.assertIsNone(np.testing.assert_allclose(result, golden))
class TestOperatorDataSetting(TestOperatorData):
def test_setting(self):
self.assertEqual(len(self.instruments_d), 1)
self.assertGreater(len(self.cal), 0)
class TestElementOperator(TestOperatorData):
class TestInstElementOperator(TestOperatorData):
def setUp(self) -> None:
freq = "day"
expressions = [
@@ -24,6 +59,7 @@ class TestElementOperator(TestOperatorData):
)
self.data.columns = columns
@pytest.mark.slow
def test_abs(self):
abs_values = self.data["abs"]
self.assertGreater(abs_values[2], 0)