[840] - Test case for operators. (microsoft#841)

* [840] - Test case for operators.

* Move import to the head of file and add test_setting.

Author: ChiahungTai

qlib/tests/__init__.py

@@ -2,6 +2,9 @@
 from .data import GetData
 from .. import init
 from ..constant import REG_CN
+from qlib.data.filter import NameDFilter
+from qlib.data import D
+from qlib.data.data import Cal, DatasetD
 
 
 class TestAutoData(unittest.TestCase):
@@ -51,3 +54,24 @@ def setUpClass(cls, enable_1d_type="simple", enable_1min=False) -> None:
             dataset_cache=None,
             **cls._setup_kwargs,
         )
+
+
+class TestOperatorData(TestAutoData):
+    @classmethod
+    def setUpClass(cls, enable_1d_type="simple", enable_1min=False) -> None:
+        # use default data
+        super().setUpClass(enable_1d_type, enable_1min)
+        nameDFilter = NameDFilter(name_rule_re="SH600110")
+        instruments = D.instruments("csi300", filter_pipe=[nameDFilter])
+        start_time = "2005-01-04"
+        end_time = "2005-12-31"
+        freq = "day"
+
+        instruments_d = DatasetD.get_instruments_d(instruments, freq)
+        cls.instruments_d = instruments_d
+        cal = Cal.calendar(start_time, end_time, freq)
+        cls.cal = cal
+        cls.start_time = cal[0]
+        cls.end_time = cal[-1]
+        cls.inst = list(instruments_d.keys())[0]
+        cls.spans = list(instruments_d.values())[0]

tests/ops/test_elem_operator.py

@@ -0,0 +1,33 @@
+import unittest
+
+from qlib.data import DatasetProvider
+from qlib.tests import TestOperatorData
+from qlib.config import C
+
+
+class TestOperatorDataSetting(TestOperatorData):
+    def test_setting(self):
+        self.assertEqual(len(self.instruments_d), 1)
+        self.assertGreater(len(self.cal), 0)
+
+
+class TestElementOperator(TestOperatorData):
+    def setUp(self) -> None:
+        freq = "day"
+        expressions = [
+            "$change",
+            "Abs($change)",
+        ]
+        columns = ["change", "abs"]
+        self.data = DatasetProvider.expression_calculator(
+            self.inst, self.start_time, self.end_time, freq, expressions, self.spans, C, []
+        )
+        self.data.columns = columns
+
+    def test_abs(self):
+        abs_values = self.data["abs"]
+        self.assertGreater(abs_values[2], 0)
+
+
+if __name__ == "__main__":
+    unittest.main()