| record_property = <function record_property.<locals>.append_property at 0x12bb19bc0>
|
|
|
| @pytest.mark.daily
|
| @pytest.mark.month_2023_03
|
| @pytest.mark.year_pass_2023_3_15
|
| def test_2023_03_15_nq00(record_property):
|
| > shares, net, engine = replay_harness(
|
| "nq00", datetime.datetime(2023, 3, 15), 0, 0, mode=rengine.Engine_Mode.Silent
|
| )
|
|
|
| tests/daily/test_2023_03_15.py:15:
|
| _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _
|
| rtrader/replay.py:952: in replay_harness
|
| start(stock, date, rule=rule)
|
| rtrader/replay.py:295: in start
|
| require_trading_ticks(stock)
|
| rtrader/replay.py:142: in require_trading_ticks
|
| require_trading_ticks_on_date(stock, days[-3])
|
| rtrader/replay.py:82: in require_trading_ticks_on_date
|
| reset_ticks_on_date(stock, day)
|
| rtrader/replay.py:100: in reset_ticks_on_date
|
| databento.download_ticks(day, True)
|
| rtrader/utils/databento.py:142: in download_ticks
|
| data.to_df().to_pickle(
|
| ../.pyenv/versions/3.12.12/lib/python3.12/site-packages/pandas/util/_decorators.py:333: in wrapper
|
| return func(*args, **kwargs)
|
| ^^^^^^^^^^^^^^^^^^^^^
|
| ../.pyenv/versions/3.12.12/lib/python3.12/site-packages/pandas/core/generic.py:3187: in to_pickle
|
| to_pickle(
|
| ../.pyenv/versions/3.12.12/lib/python3.12/site-packages/pandas/io/pickle.py:103: in to_pickle
|
| with get_handle(
|
| ../.pyenv/versions/3.12.12/lib/python3.12/site-packages/pandas/io/common.py:749: in get_handle
|
| check_parent_directory(str(handle))
|
| _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _
|
|
|
| path = 'states/databento_data_2023-03-13.pkl'
|
|
|
| def check_parent_directory(path: Path | str) -> None:
|
| """
|
| Check if parent directory of a file exists, raise OSError if it does not
|
|
|
| Parameters
|
| ----------
|
| path: Path or str
|
| Path to check parent directory of
|
| """
|
| parent = Path(path).parent
|
| if not parent.is_dir():
|
| > raise OSError(rf"Cannot save file into a non-existent directory: '{parent}'")
|
| E OSError: Cannot save file into a non-existent directory: 'states'
|
|
|
| ../.pyenv/versions/3.12.12/lib/python3.12/site-packages/pandas/io/common.py:616: OSError
|