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Dr.李
alpha-mind
Commits
8f5aad08
Commit
8f5aad08
authored
Apr 18, 2018
by
Dr.李
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added flag for enable test sql engine
parent
dc469751
Changes
2
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2 changed files
with
41 additions
and
34 deletions
+41
-34
test_sql_engine.py
alphamind/tests/data/engines/test_sql_engine.py
+5
-1
test_suite.py
alphamind/tests/test_suite.py
+36
-33
No files found.
alphamind/tests/data/engines/test_sql_engine.py
View file @
8f5aad08
...
...
@@ -12,6 +12,7 @@ from sqlalchemy import select, and_
from
PyFin.api
import
adjustDateByCalendar
from
PyFin.api
import
makeSchedule
from
PyFin.api
import
advanceDateByCalendar
from
alphamind.tests.test_suite
import
SKIP_ENGINE_TESTS
from
alphamind.data.dbmodel.models
import
Universe
as
UniverseTable
from
alphamind.data.dbmodel.models
import
Market
from
alphamind.data.dbmodel.models
import
IndexMarket
...
...
@@ -21,7 +22,7 @@ from alphamind.data.engines.sqlengine import SqlEngine
from
alphamind.data.engines.universe
import
Universe
@
unittest
.
skip
(
"Omit sql engine tests"
)
@
unittest
.
skip
If
(
SKIP_ENGINE_TESTS
,
"Omit sql engine tests"
)
class
TestSqlEngine
(
unittest
.
TestCase
):
def
setUp
(
self
):
...
...
@@ -277,3 +278,6 @@ class TestSqlEngine(unittest.TestCase):
calculated_data
=
index_data
[
index_data
.
trade_date
==
ref_date
]
expected_data
=
df
[
df
.
trade_date
==
ref_date
]
np
.
testing
.
assert_array_almost_equal
(
calculated_data
.
weight
.
values
,
expected_data
.
weight
.
values
)
def
test_sql_engine_fetch_risk_model
(
self
):
pass
alphamind/tests/test_suite.py
View file @
8f5aad08
...
...
@@ -5,43 +5,46 @@ Created on 2017-4-25
@author: cheng.li
"""
from
simpleutils
import
add_parent_path
add_parent_path
(
__file__
,
3
)
from
simpleutils
import
TestRunner
from
alphamind.utilities
import
alpha_logger
from
alphamind.tests.data.test_neutralize
import
TestNeutralize
from
alphamind.tests.data.test_standardize
import
TestStandardize
from
alphamind.tests.data.test_winsorize
import
TestWinsorize
from
alphamind.tests.data.test_quantile
import
TestQuantile
from
alphamind.tests.data.engines.test_sql_engine
import
TestSqlEngine
from
alphamind.tests.data.engines.test_universe
import
TestUniverse
from
alphamind.tests.portfolio.test_constraints
import
TestConstraints
from
alphamind.tests.portfolio.test_evolver
import
TestEvolver
from
alphamind.tests.portfolio.test_longshortbuild
import
TestLongShortBuild
from
alphamind.tests.portfolio.test_rankbuild
import
TestRankBuild
from
alphamind.tests.portfolio.test_percentbuild
import
TestPercentBuild
from
alphamind.tests.portfolio.test_linearbuild
import
TestLinearBuild
from
alphamind.tests.portfolio.test_meanvariancebuild
import
TestMeanVarianceBuild
from
alphamind.tests.settlement.test_simplesettle
import
TestSimpleSettle
from
alphamind.tests.analysis.test_riskanalysis
import
TestRiskAnalysis
from
alphamind.tests.analysis.test_perfanalysis
import
TestPerformanceAnalysis
from
alphamind.tests.analysis.test_factoranalysis
import
TestFactorAnalysis
from
alphamind.tests.analysis.test_quantilieanalysis
import
TestQuantileAnalysis
from
alphamind.tests.model.test_modelbase
import
TestModelBase
from
alphamind.tests.model.test_linearmodel
import
TestLinearModel
from
alphamind.tests.model.test_treemodel
import
TestTreeModel
from
alphamind.tests.model.test_loader
import
TestLoader
from
alphamind.tests.model.test_composer
import
TestComposer
from
alphamind.tests.execution.test_naiveexecutor
import
TestNaiveExecutor
from
alphamind.tests.execution.test_thresholdexecutor
import
TestThresholdExecutor
from
alphamind.tests.execution.test_targetvolexecutor
import
TestTargetVolExecutor
from
alphamind.tests.execution.test_pipeline
import
TestExecutionPipeline
from
alphamind.tests.cython.test_optimizers
import
TestOptimizers
SKIP_ENGINE_TESTS
=
True
if
__name__
==
'__main__'
:
from
simpleutils
import
add_parent_path
add_parent_path
(
__file__
,
3
)
from
simpleutils
import
TestRunner
from
alphamind.utilities
import
alpha_logger
from
alphamind.tests.data.test_neutralize
import
TestNeutralize
from
alphamind.tests.data.test_standardize
import
TestStandardize
from
alphamind.tests.data.test_winsorize
import
TestWinsorize
from
alphamind.tests.data.test_quantile
import
TestQuantile
from
alphamind.tests.data.engines.test_sql_engine
import
TestSqlEngine
from
alphamind.tests.data.engines.test_universe
import
TestUniverse
from
alphamind.tests.portfolio.test_constraints
import
TestConstraints
from
alphamind.tests.portfolio.test_evolver
import
TestEvolver
from
alphamind.tests.portfolio.test_longshortbuild
import
TestLongShortBuild
from
alphamind.tests.portfolio.test_rankbuild
import
TestRankBuild
from
alphamind.tests.portfolio.test_percentbuild
import
TestPercentBuild
from
alphamind.tests.portfolio.test_linearbuild
import
TestLinearBuild
from
alphamind.tests.portfolio.test_meanvariancebuild
import
TestMeanVarianceBuild
from
alphamind.tests.settlement.test_simplesettle
import
TestSimpleSettle
from
alphamind.tests.analysis.test_riskanalysis
import
TestRiskAnalysis
from
alphamind.tests.analysis.test_perfanalysis
import
TestPerformanceAnalysis
from
alphamind.tests.analysis.test_factoranalysis
import
TestFactorAnalysis
from
alphamind.tests.analysis.test_quantilieanalysis
import
TestQuantileAnalysis
from
alphamind.tests.model.test_modelbase
import
TestModelBase
from
alphamind.tests.model.test_linearmodel
import
TestLinearModel
from
alphamind.tests.model.test_treemodel
import
TestTreeModel
from
alphamind.tests.model.test_loader
import
TestLoader
from
alphamind.tests.model.test_composer
import
TestComposer
from
alphamind.tests.execution.test_naiveexecutor
import
TestNaiveExecutor
from
alphamind.tests.execution.test_thresholdexecutor
import
TestThresholdExecutor
from
alphamind.tests.execution.test_targetvolexecutor
import
TestTargetVolExecutor
from
alphamind.tests.execution.test_pipeline
import
TestExecutionPipeline
from
alphamind.tests.cython.test_optimizers
import
TestOptimizers
runner
=
TestRunner
([
TestNeutralize
,
TestStandardize
,
TestWinsorize
,
...
...
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