def load_fundamental_data(data_type, symbol, columns=None):
""" Returns a DataFrame object containing <data_type> fundamental data of <symbol> with <columns>.
data_type: name of *_updated_at fields in Symbol model without _updated_at
symbol: e.g. 'C6L.SI'
columns: a sequence of column names as defined in fa.database.*_numerical_columns modules.
Default: None - include all.
"""
if columns is None:
model_name = data_type.replace("_", "")
columns = get_numerical_column_names(model_name)
columns = ["Date"] + list(columns)
field_names = [to_pythonic_name(c) for c in columns]
records = list(get_fundamentals(data_type, symbol, field_names))
return pd.DataFrame.from_records(records, columns=columns, index="Date")
def test_get_fundamentals(self):
symbols = [
{"symbol": "C6L.SI"},
{"symbol": "ABC.SI"},
]
prices = [
{"symbol_obj": "C6L.SI", "date": datetime(2012, 12, 21), "open": 0, "close": 0, "high": 0, "low": 0, "volume": 7850, "adj_close": 99.9},
{"symbol_obj": "ABC.SI", "date": datetime(2012, 12, 21), "open": 0, "close": 0, "high": 0, "low": 0, "volume": 4430, "adj_close": 54.4},
{"symbol_obj": "C6L.SI", "date": datetime(2012, 12, 20), "open": 0, "close": 0, "high": 0, "low": 0, "volume": 6860, "adj_close": 100.4},
{"symbol_obj": "C6L.SI", "date": datetime(2012, 12, 22), "open": 0, "close": 0, "high": 0, "low": 0, "volume": 3870, "adj_close": 32.6},
]
with db.transaction():
Symbol.insert_many(symbols).execute()
Price.insert_many(prices).execute()
result = list(query.get_fundamentals("price", "C6L.SI", ("date", "volume", "adj_close")).dicts())
self.assertEqual(result, [
(datetime(2012, 12, 20), 6860, 100.4),
(datetime(2012, 12, 21), 7850, 99.9),
(datetime(2012, 12, 22), 3870, 32.6),
])
