add twap test

Author: jhunsaker

pyth/tests/test_twap.py

@@ -0,0 +1,37 @@
+from __future__ import absolute_import
+
+import os
+from glob import glob
+from subprocess import check_output
+
+_this_path = os.path.abspath(__file__)
+_this_dir = os.path.dirname(_this_path)
+
+
+def _get_test_class():
+
+  test_folder = os.path.join(_this_dir, 'twap')
+
+  class TestQset(object):
+
+    def run_test(self, test_id):
+      test_file = os.path.join(test_folder, '%s.csv' % (test_id,))
+      output = check_output(['test_twap', test_file])
+      output = output.decode()
+      reg_file = os.path.join(test_folder, '%s.result' % (test_id,))
+      with open(reg_file, 'r') as f:
+        reg_output = f.read()
+      assert output == reg_output
+
+  test_files = os.path.join(test_folder, '*.csv')
+  for test_file in glob(test_files):
+    test_id = os.path.basename(test_file).rsplit('.')[0]
+
+    def test_func(self):
+      self.run_test(test_id)
+    setattr(TestQset, 'test_%s' % (test_id,), test_func)
+
+  return TestQset
+
+
+TestQset = _get_test_class()