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| import sys |
| import shutil |
| import unittest |
| from pathlib import Path |
|
|
| import qlib |
| import numpy as np |
| import pandas as pd |
| from qlib.data import D |
|
|
| sys.path.append(str(Path(__file__).resolve().parent.parent.joinpath("scripts"))) |
| from get_data import GetData |
| from dump_bin import DumpDataAll, DumpDataFix |
|
|
| DATA_DIR = Path(__file__).parent.joinpath("test_dump_data") |
| SOURCE_DIR = DATA_DIR.joinpath("source") |
| SOURCE_DIR.mkdir(exist_ok=True, parents=True) |
| QLIB_DIR = DATA_DIR.joinpath("qlib") |
| QLIB_DIR.mkdir(exist_ok=True, parents=True) |
|
|
|
|
| class TestDumpData(unittest.TestCase): |
| FIELDS = "open,close,high,low,volume".split(",") |
| QLIB_FIELDS = list(map(lambda x: f"${x}", FIELDS)) |
| DUMP_DATA = None |
| STOCK_NAMES = None |
|
|
| |
| SIMPLE_DATA = None |
|
|
| @classmethod |
| def setUpClass(cls) -> None: |
| GetData().download_data(file_name="csv_data_cn.zip", target_dir=SOURCE_DIR) |
| TestDumpData.DUMP_DATA = DumpDataAll(data_path=SOURCE_DIR, qlib_dir=QLIB_DIR, include_fields=cls.FIELDS) |
| TestDumpData.STOCK_NAMES = list(map(lambda x: x.name[:-4].upper(), SOURCE_DIR.glob("*.csv"))) |
| provider_uri = str(QLIB_DIR.resolve()) |
| qlib.init( |
| provider_uri=provider_uri, |
| expression_cache=None, |
| dataset_cache=None, |
| ) |
|
|
| @classmethod |
| def tearDownClass(cls) -> None: |
| shutil.rmtree(str(DATA_DIR.resolve())) |
|
|
| def test_0_dump_bin(self): |
| self.DUMP_DATA.dump() |
|
|
| def test_1_dump_calendars(self): |
| ori_calendars = set( |
| map( |
| pd.Timestamp, |
| pd.read_csv(QLIB_DIR.joinpath("calendars", "day.txt"), header=None).loc[:, 0].values, |
| ) |
| ) |
| res_calendars = set(D.calendar()) |
| assert len(ori_calendars - res_calendars) == len(res_calendars - ori_calendars) == 0, "dump calendars failed" |
|
|
| def test_2_dump_instruments(self): |
| ori_ins = set(map(lambda x: x.name[:-4].upper(), SOURCE_DIR.glob("*.csv"))) |
| res_ins = set(D.list_instruments(D.instruments("all"), as_list=True)) |
| assert len(ori_ins - res_ins) == len(ori_ins - res_ins) == 0, "dump instruments failed" |
|
|
| def test_3_dump_features(self): |
| df = D.features(self.STOCK_NAMES, self.QLIB_FIELDS) |
| TestDumpData.SIMPLE_DATA = df.loc(axis=0)[self.STOCK_NAMES[0], :] |
| self.assertFalse(df.dropna().empty, "features data failed") |
| self.assertListEqual(list(df.columns), self.QLIB_FIELDS, "features columns failed") |
|
|
| def test_4_dump_features_simple(self): |
| stock = self.STOCK_NAMES[0] |
| dump_data = DumpDataFix( |
| data_path=SOURCE_DIR.joinpath(f"{stock.lower()}.csv"), qlib_dir=QLIB_DIR, include_fields=self.FIELDS |
| ) |
| dump_data.dump() |
|
|
| df = D.features([stock], self.QLIB_FIELDS) |
|
|
| self.assertEqual(len(df), len(TestDumpData.SIMPLE_DATA), "dump features simple failed") |
| self.assertTrue(np.isclose(df.dropna(), self.SIMPLE_DATA.dropna()).all(), "dump features simple failed") |
|
|
|
|
| if __name__ == "__main__": |
| unittest.main() |
|
|
