File size: 1,203 Bytes
ab8be8f | 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 | import os
import unittest
from qlib.data import D
from qlib.data.dataset.handler import DataHandlerLP
from qlib.tests import TestAutoData
from qlib.utils.pickle_utils import restricted_pickle_load
class HandlerTests(TestAutoData):
def to_str(self, obj):
return "".join(str(obj).split())
def test_handler_df(self):
df = D.features(["sh600519"], start_time="20190101", end_time="20190201", fields=["$close"])
dh = DataHandlerLP.from_df(df)
print(dh.fetch())
self.assertTrue(dh._data.equals(df))
self.assertTrue(dh._infer is dh._data)
self.assertTrue(dh._learn is dh._data)
self.assertTrue(dh.data_loader._data is dh._data)
fname = "_handler_test.pkl"
dh.to_pickle(fname, dump_all=True)
with open(fname, "rb") as f:
dh_d = restricted_pickle_load(f)
self.assertTrue(dh_d._data.equals(df))
self.assertTrue(dh_d._infer is dh_d._data)
self.assertTrue(dh_d._learn is dh_d._data)
# Data loader will no longer be useful
self.assertTrue("_data" not in dh_d.data_loader.__dict__.keys())
os.remove(fname)
if __name__ == "__main__":
unittest.main()
|