Ejemplo n.º 1
0
def test_multiple_securities_and_fields():
    message = Message({
        "securityData":
        List([
            Map({
                "security":
                "L Z7 Comdty",
                "fieldData":
                Map({
                    "PX_LAST": "90.00",
                    "ASK": "90.00",
                    "BID": "90.00"
                })
            }),
            Map({
                "security": "L Z6 Comdty",
                "fieldData": Map({
                    "PX_LAST": "90.00",
                    "ASK": "90.00"
                })
            })
        ])
    })
    response = extractReferenceSecurityPricing(message)
    assert len(response) == 2
    fields = response[0]["fields"]
    assert len(response[0]["fields"]) == 3
    assert len(response[1]["fields"]) == 2
Ejemplo n.º 2
0
def test_response_error_no_subcategory():
    message = Message(
        {"responseError": Map({
            "category": "CATEGORY",
            "message": "MESSAGE"
        })})
    response = extractReferenceSecurityPricing(message)
    errors = extractErrors(message)
    assert len(response) == 0
    assert len(errors) == 1
    assert errors[0] == "CATEGORY/None MESSAGE"
Ejemplo n.º 3
0
def test_response_error():
    message = Message({
        "responseError":
        Map({
            "category": "CATEGORY",
            "subcategory": "SUBCATEGORY",
            "message": "MESSAGE"
        })
    })
    response = extractHistoricalSecurityPricing(message)
    errors = extractErrors(message)
    assert len(response) == 0
    assert len(errors) == 1
    assert errors[0] == "CATEGORY/SUBCATEGORY MESSAGE"
Ejemplo n.º 4
0
def test_simple():
    message = Message({
        "securityData":
        List([
            Map({
                "security": "L Z7 Comdty",
                "fieldData": Map({"PX_LAST": "90.00"})
            })
        ])
    })
    response = extractReferenceSecurityPricing(message)
    assert len(response) == 1
    assert response[0]["security"] == "L Z7 Comdty"
    fields = response[0]["fields"]
    assert len(fields) == 1
    assert fields[0]["name"] == "PX_LAST"
    assert fields[0]["value"] == "90.00"
Ejemplo n.º 5
0
def test_extract_multiple_fields():
    message = Message({
        "securityData":
        Map({
            "security":
            "L Z7 Comdty",
            "fieldData":
            List([
                Map({
                    "date": datetime.date(2006, 1, 31),
                    "PX_LAST": 90,
                    "ASK": 90
                })
            ])
        })
    })
    response = extractHistoricalSecurityPricing(message)
    print(response)
    assert len(response) == 1
    assert len(response[0]["values"][0]["fields"]) == 2
Ejemplo n.º 6
0
def test_simple():
    message = Message({
        "barData":
            Map({
                "barTickData": List([
                    Map({
                        "time": Element(6), 
                        "open": Element(5),
                        "high": Element(4), 
                        "low": Element(3), 
                        "close": Element(2), 
                        "volume": Element(100), 
                        "numEvents": Element(10)
                    })
                ])
            })
    })
    response = extractIntradaySecurityPricing("L Z7 Comdty", message)
    assert response["security"] == "L Z7 Comdty"
    assert response["values"][0]["high"] == "4"
    assert response["values"][0]["low"] == "3"
Ejemplo n.º 7
0
def test_simple():
    message = Message({
        "securityData":
        Map({
            "security":
            "L Z7 Comdty",
            "fieldData":
            List([
                Map({
                    "date": datetime.date(2006, 1, 31),
                    "PX_LAST": 90
                }),
                Map({
                    "date": datetime.date(2006, 2, 1),
                    "PX_LAST": 90.05
                })
            ])
        })
    })
    response = extractHistoricalSecurityPricing(message)
    assert len(response) == 2
    assert response[0]["date"] == "2006-01-31"
    assert response[1]["date"] == "2006-02-01"