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33 lines
894 B
Python
33 lines
894 B
Python
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import qlib
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from qlib.data import D
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from qlib.config import REG_CN
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import unittest
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import numpy as np
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class TestDataset(unittest.TestCase):
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def setUp(self):
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provider_uri = "~/.qlib/qlib_data/cn_data" # target_dir
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qlib.init(provider_uri=provider_uri, region=REG_CN)
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def testCSI300(self):
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close_p = D.features(D.instruments('csi300'), ['$close'])
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size = close_p.groupby('datetime').size()
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cnt = close_p.groupby('datetime').count()
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print(size.describe(percentiles=np.arange(0.1, 0.9, 0.1)))
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print(cnt.describe(percentiles=np.arange(0.1, 0.9, 0.1)))
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# TODO: assert
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def testClose(self):
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close_p = D.features(D.instruments('csi300'), ['Ref($close, 1)/$close - 1'])
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print(close_p.describe(percentiles=np.arange(0.1, 0.9, 0.1)))
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# TODO: assert
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if __name__ == '__main__':
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unittest.main()
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