def update_quotes():
"""Retrieves all required historical quotes"""
logger = logging.getLogger(__name__)
logger.info('Updating quotes ...')
all_symbols = [
'VIX', 'VXST', 'VXV', 'VXMT', 'VVIX', 'SPX', 'XIV', 'VXX', 'TLT']
for symbol in all_symbols:
stocks.fetch_historical(symbol)
structures.update_stocks_vol('SPX')
futures.fetch_historical('VX')
options.fetch_historical('SPX')
logger.info('Done')
def test_query_historical_vx(self):
test_date = date(2015, 12, 4)
futures.fetch_historical('VX', TEST_DB_NAME)
quotes = futures.query_historical('VX', test_date, TEST_DB_NAME)
self._check_quotes(quotes, 'VX', test_date)
def test_fetch_historical_vx(self):
lines = futures.fetch_historical('VX', TEST_DB_NAME)
self.assertGreater(lines, 0)
self._check_database_quotes('VX', lines, date(2015, 12, 15), 9)