| |
| |
|
|
| import shutil |
| import unittest |
| from pathlib import Path |
|
|
| import qlib |
| from qlib.data import D |
| from qlib.tests.data import GetData |
|
|
| DATA_DIR = Path(__file__).parent.joinpath("test_get_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 TestGetData(unittest.TestCase): |
| FIELDS = "$open,$close,$high,$low,$volume,$factor,$change".split(",") |
|
|
| @classmethod |
| def setUpClass(cls) -> None: |
| 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_qlib_data(self): |
| GetData().qlib_data( |
| name="qlib_data_simple", target_dir=QLIB_DIR, region="cn", interval="1d", delete_old=False, exists_skip=True |
| ) |
| df = D.features(D.instruments("csi300"), self.FIELDS) |
| self.assertListEqual(list(df.columns), self.FIELDS, "get qlib data failed") |
| self.assertFalse(df.dropna().empty, "get qlib data failed") |
|
|
| def test_1_csv_data(self): |
| GetData().download_data(file_name="csv_data_cn.zip", target_dir=SOURCE_DIR) |
| stock_name = set(map(lambda x: x.name[:-4].upper(), SOURCE_DIR.glob("*.csv"))) |
| self.assertEqual(len(stock_name), 85, "get csv data failed") |
|
|
|
|
| if __name__ == "__main__": |
| unittest.main() |
|
|
