def testXigniteSecuritiesInterfaceIsAccessible(self):
now = datetime.now(xignite_stock_agent._UTC_TZ)
startTime = (
((now - timedelta(days=1)).astimezone(xignite_stock_agent._EASTERN_TZ)))
endTime = now.astimezone(xignite_stock_agent._EASTERN_TZ)
data = xignite_stock_agent.getData(
symbol="AAPL",
apitoken=os.environ.get("XIGNITE_API_TOKEN"),
barlength=5,
startTime=startTime.strftime(xignite_stock_agent.DATE_FMT),
endTime=endTime.strftime(xignite_stock_agent.DATE_FMT),
fields=["Outcome"])
self.assertEqual(data["Outcome"], "Success")
def getData(formattedStartTime, formattedEndTime):
""" Get data for specified window of time
:param str formattedStartTime: Formatted timestamp representing the start
of the request window
:param str formattedEndTime: Formatted timestamp representing the end of
the request window
:returns: Response dict. See xignite_stock_agent.getData()
"""
return xignite_stock_agent.getData(
symbol="AAPL",
apitoken=os.environ.get("XIGNITE_API_TOKEN"),
barlength=5,
startTime=formattedStartTime,
endTime=formattedEndTime,
fields=["Outcome"])
def getData(formattedStartTime, formattedEndTime):
""" Get data for specified window of time
:param str formattedStartTime: Formatted timestamp representing the start
of the request window
:param str formattedEndTime: Formatted timestamp representing the end of
the request window
:returns: Response dict. See xignite_stock_agent.getData()
"""
return xignite_stock_agent.getData(
symbol="AAPL",
apitoken=os.environ.get("XIGNITE_API_TOKEN"),
barlength=5,
startTime=formattedStartTime,
endTime=formattedEndTime,
fields=["Outcome"])
def testGetData(self, urllib2, metricDataBatchWriter):
apiResponse = {
"Outcome": "Success",
"Message": None,
"Identity": "Request",
"Delay": 0.3652289,
"Bars": [
{
"StartDate": "1/15/2015",
"StartTime": "9:30:00 AM",
"EndDate": "1/15/2015",
"EndTime": "9:35:00 AM",
"UTCOffset": -5,
"Open": 46.225,
"High": 46.38,
"Low": 45.955,
"Close": 45.96,
"Volume": 504494,
"Trades": 2414,
"TWAP": 46.1765,
"VWAP": 46.1756
},
{
"StartDate": "1/15/2015",
"StartTime": "9:35:00 AM",
"EndDate": "1/15/2015",
"EndTime": "9:40:00 AM",
"UTCOffset": -5,
"Open": 45.97,
"High": 46.025,
"Low": 45.64,
"Close": 45.79,
"Volume": 492621,
"Trades": 2621,
"TWAP": 45.8574,
"VWAP": 45.8569
}
],
"Security": {
"CIK": "0000789019",
"CUSIP": None,
"Symbol": "MSFT",
"ISIN": None,
"Valoren": "951692",
"Name": "Microsoft Corp",
"Market": "NASDAQ",
"MarketIdentificationCode": "XNAS",
"MostLiquidExchange": True,
"CategoryOrIndustry": "InformationTechnologyServices"
}
}
urllib2.urlopen.return_value = StringIO.StringIO(json.dumps(apiResponse))
endTime = (datetime.datetime.now(pytz.timezone("UTC"))
.astimezone(pytz.timezone("US/Eastern")))
startTime = endTime + datetime.timedelta(days=1)
fields = ["Outcome",
"Message",
"Identity",
"Delay",
"Security",
"Security.CIK",
"Security.CUSIP",
"Security.Symbol",
"Security.ISIN",
"Security.Valoren",
"Security.Name",
"Security.Market",
"Security.MarketIdentificationCode",
"Security.MostLiquidExchange",
"Security.CategoryOrIndustry",
"Bars",
"Bars.StartDate",
"Bars.StartTime",
"Bars.EndDate",
"Bars.EndTime",
"Bars.UTCOffset",
"Bars.Open",
"Bars.High",
"Bars.Low",
"Bars.Trades"]
result = xignite_stock_agent.getData(
"foo",
"bar",
5,
startTime.strftime(xignite_stock_agent.DATE_FMT),
endTime.strftime(xignite_stock_agent.DATE_FMT),
fields)
self.assertDictEqual(result, apiResponse)
self.assertTrue(urllib2.urlopen.called)
args, _ = urllib2.urlopen.call_args_list[0]
parseResult = urlparse.urlparse(args[0])
query = urlparse.parse_qs(parseResult.query)
self.assertSequenceEqual(query["_fields"][0].split(","), fields)
self.assertEqual(
startTime.replace(tzinfo=None, microsecond=0),
datetime.datetime.strptime(query["StartTime"][0],
xignite_stock_agent.DATE_FMT))
self.assertEqual(
endTime.replace(tzinfo=None, microsecond=0),
datetime.datetime.strptime(query["EndTime"][0],
xignite_stock_agent.DATE_FMT))
self.assertEqual(query["Identifier"][0], "foo")
self.assertEqual(query["_Token"][0], "bar")
self.assertEqual(query["Period"][0], "5")
