/tests/TestRandomDataUtils.py
Python | 16 lines | 12 code | 4 blank | 0 comment | 0 complexity | 087c964e1647f79400b48ed3d77eccba MD5 | raw file
- import clove.QuotableDataFrameUtils as QDF
- import clove.GeometricBrownianMotionKit as GBM
- import clove.RandomDataUtils as RD
- import pandas
- import unittest
- gbm = GBM.make(100., 0.05, 0.3, 1./52)
- yahoo_csv = RD.random_yahoo_data(gbm, '20050101', '20100101', 7)
- dataframe = QDF._csv_to_dataframe(yahoo_csv)
- class TestRandomData(unittest.TestCase):
- def test_yahoo_csv(self):
-
- self.assertEqual(dataframe.shape, (261,6))
- self.assertEqual(dataframe['Adj Close'].ix[0], 100.)