def create_adjustment_reader(cls, tempdir):
dbpath = tempdir.getpath("adjustments.sqlite")
writer = SQLiteAdjustmentWriter(dbpath)
splits = DataFrame.from_records(
[{"effective_date": str_to_seconds("2014-06-09"), "ratio": (1 / 7.0), "sid": cls.AAPL}]
)
mergers = dividends = DataFrame(
{
# Hackery to make the dtypes correct on an empty frame.
"effective_date": array([], dtype=int),
"ratio": array([], dtype=float),
"sid": array([], dtype=int),
},
index=DatetimeIndex([], tz="UTC"),
columns=["effective_date", "ratio", "sid"],
)
writer.write(splits, mergers, dividends)
return SQLiteAdjustmentReader(dbpath)
def setUpClass(cls):
cls.test_data_dir = TempDirectory()
cls.db_path = cls.test_data_dir.getpath('adjustments.db')
writer = SQLiteAdjustmentWriter(cls.db_path)
writer.write(SPLITS, MERGERS, DIVIDENDS)
cls.assets = TEST_QUERY_ASSETS
all_days = TradingEnvironment().trading_days
cls.calendar_days = all_days[
all_days.slice_indexer(TEST_CALENDAR_START, TEST_CALENDAR_STOP)
]
cls.asset_info = EQUITY_INFO
cls.bcolz_writer = SyntheticDailyBarWriter(
cls.asset_info,
cls.calendar_days,
)
cls.bcolz_path = cls.test_data_dir.getpath('equity_pricing.bcolz')
cls.bcolz_writer.write(cls.bcolz_path, cls.calendar_days, cls.assets)
def create_adjustment_reader(cls, tempdir):
dbpath = tempdir.getpath('adjustments.sqlite')
writer = SQLiteAdjustmentWriter(dbpath)
splits = DataFrame.from_records([
{
'effective_date': str_to_seconds('2014-06-09'),
'ratio': (1 / 7.0),
'sid': cls.AAPL,
}
])
mergers = dividends = DataFrame(
{
# Hackery to make the dtypes correct on an empty frame.
'effective_date': array([], dtype=int),
'ratio': array([], dtype=float),
'sid': array([], dtype=int),
},
index=DatetimeIndex([], tz='UTC'),
columns=['effective_date', 'ratio', 'sid'],
)
writer.write(splits, mergers, dividends)
return SQLiteAdjustmentReader(dbpath)
def create_adjustment_reader(cls, tempdir):
dbpath = tempdir.getpath('adjustments.sqlite')
writer = SQLiteAdjustmentWriter(dbpath)
splits = DataFrame.from_records([{
'effective_date':
str_to_seconds('2014-06-09'),
'ratio': (1 / 7.0),
'sid':
cls.AAPL,
}])
mergers = dividends = DataFrame(
{
# Hackery to make the dtypes correct on an empty frame.
'effective_date': array([], dtype=int),
'ratio': array([], dtype=float),
'sid': array([], dtype=int),
},
index=DatetimeIndex([], tz='UTC'),
columns=['effective_date', 'ratio', 'sid'],
)
writer.write(splits, mergers, dividends)
return SQLiteAdjustmentReader(dbpath)
