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
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"
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"
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"
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
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"
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"