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edd8badeaf
* [840] - Test case for operators. * Move import to the head of file and add test_setting.
78 lines
2.4 KiB
Python
78 lines
2.4 KiB
Python
import unittest
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from .data import GetData
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from .. import init
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from ..constant import REG_CN
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from qlib.data.filter import NameDFilter
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from qlib.data import D
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from qlib.data.data import Cal, DatasetD
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class TestAutoData(unittest.TestCase):
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_setup_kwargs = {}
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provider_uri = "~/.qlib/qlib_data/cn_data_simple" # target_dir
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provider_uri_1day = "~/.qlib/qlib_data/cn_data" # target_dir
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provider_uri_1min = "~/.qlib/qlib_data/cn_data_1min"
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@classmethod
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def setUpClass(cls, enable_1d_type="simple", enable_1min=False) -> None:
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# use default data
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if enable_1d_type == "simple":
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provider_uri_day = cls.provider_uri
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name_day = "qlib_data_simple"
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elif enable_1d_type == "full":
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provider_uri_day = cls.provider_uri_1day
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name_day = "qlib_data"
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else:
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raise NotImplementedError(f"This type of input is not supported")
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GetData().qlib_data(
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name=name_day,
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region=REG_CN,
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interval="1d",
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target_dir=provider_uri_day,
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delete_old=False,
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exists_skip=True,
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)
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if enable_1min:
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GetData().qlib_data(
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name="qlib_data",
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region=REG_CN,
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interval="1min",
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target_dir=cls.provider_uri_1min,
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delete_old=False,
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exists_skip=True,
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)
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provider_uri_map = {"1min": cls.provider_uri_1min, "day": provider_uri_day}
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init(
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provider_uri=provider_uri_map,
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region=REG_CN,
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expression_cache=None,
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dataset_cache=None,
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**cls._setup_kwargs,
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)
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class TestOperatorData(TestAutoData):
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@classmethod
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def setUpClass(cls, enable_1d_type="simple", enable_1min=False) -> None:
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# use default data
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super().setUpClass(enable_1d_type, enable_1min)
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nameDFilter = NameDFilter(name_rule_re="SH600110")
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instruments = D.instruments("csi300", filter_pipe=[nameDFilter])
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start_time = "2005-01-04"
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end_time = "2005-12-31"
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freq = "day"
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instruments_d = DatasetD.get_instruments_d(instruments, freq)
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cls.instruments_d = instruments_d
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cal = Cal.calendar(start_time, end_time, freq)
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cls.cal = cal
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cls.start_time = cal[0]
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cls.end_time = cal[-1]
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cls.inst = list(instruments_d.keys())[0]
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cls.spans = list(instruments_d.values())[0]
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