/tests/TestRandomDataUtils.py

https://bitbucket.org/dpollini/clove · Python · 16 lines · 12 code · 4 blank · 0 comment · 0 complexity · 087c964e1647f79400b48ed3d77eccba MD5 · raw file 

    

  1. import clove.QuotableDataFrameUtils as QDF
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  2. import clove.GeometricBrownianMotionKit as GBM
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  3. import clove.RandomDataUtils as RD
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  4. import pandas
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  5. import unittest
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  6. 

  7. gbm = GBM.make(100., 0.05, 0.3, 1./52)
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  8. yahoo_csv = RD.random_yahoo_data(gbm, '20050101', '20100101', 7)
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  9. dataframe = QDF._csv_to_dataframe(yahoo_csv)
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  10. 

  11. class TestRandomData(unittest.TestCase):
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  12. 

  13.     def test_yahoo_csv(self):
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  14.         
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  15.         self.assertEqual(dataframe.shape, (261,6)) 
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  16.         self.assertEqual(dataframe['Adj Close'].ix[0], 100.)
    17.