56 lines
2.0 KiB
Rust
56 lines
2.0 KiB
Rust
use fidc_core::DataSet;
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use std::fs;
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use std::path::PathBuf;
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use std::time::{SystemTime, UNIX_EPOCH};
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fn temp_dir() -> PathBuf {
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let uniq = SystemTime::now()
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.duration_since(UNIX_EPOCH)
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.expect("clock")
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.as_nanos();
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let dir = std::env::temp_dir().join(format!("fidc-bt-partitioned-{uniq}"));
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fs::create_dir_all(&dir).expect("mkdir temp");
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dir
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}
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#[test]
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fn can_load_partitioned_snapshot_dir() {
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let dir = temp_dir();
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fs::create_dir_all(dir.join("benchmark/2024/01")).unwrap();
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fs::create_dir_all(dir.join("market/2024/01")).unwrap();
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fs::create_dir_all(dir.join("factors/2024/01")).unwrap();
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fs::create_dir_all(dir.join("candidates/2024/01")).unwrap();
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fs::write(
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dir.join("instruments.csv"),
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"symbol,name,exchange,lot_size\n000001.SZ,PingAn,SZ,100\n",
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)
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.unwrap();
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fs::write(
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dir.join("benchmark/2024/01/2024-01-02.csv"),
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"date,benchmark,open,close,prev_close,volume\n2024-01-02,CSI300.DEMO,2990,3000,2980,100000000\n",
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)
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.unwrap();
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fs::write(
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dir.join("market/2024/01/2024-01-02.csv"),
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"date,symbol,open,high,low,close,prev_close,volume,paused,upper_limit,lower_limit\n2024-01-02,000001.SZ,10,10.5,9.9,10.2,10,100000,false,11,9\n",
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)
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.unwrap();
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fs::write(
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dir.join("factors/2024/01/2024-01-02.csv"),
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"date,symbol,market_cap_bn,free_float_cap_bn,pe_ttm,turnover_ratio,effective_turnover_ratio\n2024-01-02,000001.SZ,40,35,12,3.2,2.1\n",
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)
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.unwrap();
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fs::write(
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dir.join("candidates/2024/01/2024-01-02.csv"),
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"date,symbol,is_st,is_new_listing,is_paused,allow_buy,allow_sell,is_kcb,is_one_yuan\n2024-01-02,000001.SZ,false,false,false,true,true,false,false\n",
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)
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.unwrap();
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let data = DataSet::from_partitioned_dir(&dir).expect("partitioned dataset");
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assert_eq!(data.benchmark_code(), "CSI300.DEMO");
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assert!(data.market_snapshots_on(chrono::NaiveDate::from_ymd_opt(2024, 1, 2).unwrap()).len() == 1);
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let _ = fs::remove_dir_all(&dir);
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}
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